# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013572
**Filing Date:** 2023-2
**Character Count:** 180734
**Document Hash:** d4b355b6722afc0f82393877926ccea1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013572.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013572

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 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:** 23683309

**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:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $187450385.02

**Total Liabilities:** $55790863.10

**Net Assets:** $131659521.92

**Cash Not Reported:** $17747662.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** -308.323557641352 | **10-Year:** -148.165210212648 | **30-Year:** 0.000000000000

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

- **3-Month:** -0.774288726936 | **1-Year:** -2390.405604545087 | **5-Year:** -5072.002730540991 | **10-Year:** -338.685305535987 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000153492 | 2.08%                | -0.25%               | 0.00%                |
| Class ID C000153493 | 2.07%                | -0.17%               | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-333090.83              | $1916084.97                                |
| Month 2  | $-453633.32              | $1070647.90                                |
| Month 3  | $-146905.67              | $-47253.20                                 |

**Designated Index Information**

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

- **Index Identifier:** SPX

### 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        |   2649975 | PA      | $-22189.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    351203 | PA      | $-20229.85    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |   2567945 | PA      | $65486.62     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    253022 | PA      | $-252.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    110815 | PA      | $-666.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    349315 | PA      | $-998.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    266291 | PA      | $-734.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    110906 | PA      | $-765.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | BRITISH POUND STERLING                                         | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | GB        |    119145 | PA      | $-1510.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    289221 | PA      | $-1017.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                            | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    112359 | PA      | $515.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    111637 | PA      | $-851.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     99794 | PA      | $-964.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                            | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    504726 | PA      | $-12035.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    123762 | PA      | $-15381.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     13770 | PA      | $-133.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    327024 | PA      | $-2294.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    126027 | PA      | $-898.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    280117 | PA      | $-1930.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    235664 | PA      | $3326.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |   1270470 | PA      | $1651.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    446163 | PA      | $2404.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    361290 | PA      | $-30617.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    139763 | PA      | $-597.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                    | UNITED STATES DOLLAR                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    135695 | PA      | $-8403.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -58 | NC      | $-580.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -39 | NC      | $-36367.50    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -20 | NC      | $-9550.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -38 | NC      | $-25498.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -62 | NC      | $-9300.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -75 | NC      | $-22050.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -42 | NC      | $-2268.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -27 | NC      | $-2079.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                         | OPTION                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |       -84 | NC      | $-420.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILADELPHIA STOCK EXCHANGE OPTIONS                            | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -59 | NC      | $-30975.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILADELPHIA STOCK EXCHANGE OPTIONS                            | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        59 | NC      | $13717.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE & CO                                           | OPTION                                                         | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | DE        |      -928 | NC      | $-27814.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                           | OPTION                                                         | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | DE        |      1238 | NC      | $37106.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                           | OPTION                                                         | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CH        |      -106 | NC      | $-14100.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -84 | NC      | $-66780.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        84 | NC      | $3360.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -281 | NC      | $-259925.00   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       198 | NC      | $1188.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        83 | NC      | $1079.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                         | OPTION                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |      -400 | NC      | $-218000.00   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                         | OPTION                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |       400 | NC      | $16984.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILADELPHIA STOCK EXCHANGE OPTIONS                            | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -180 | NC      | $-4500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -190 | NC      | $-123500.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       201 | NC      | $462.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                    | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -95 | NC      | $-19000.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        -3 | NC      | $-1380.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                    | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -21 | NC      | $-3465.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                    | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -53 | NC      | $-7049.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE ARCA EQUITIES EXCHANGE                                    | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        72 | NC      | $30960.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                         | OPTION                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |       -36 | NC      | $-909.72      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -467 | NC      | $-3736.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -550 | NC      | $-1100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILADELPHIA STOCK EXCHANGE OPTIONS                            | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     -1232 | NC      | $-261184.00   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILADELPHIA STOCK EXCHANGE OPTIONS                            | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      1232 | NC      | $6160.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -657 | NC      | $-26937.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                         | OPTION                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |      -172 | NC      | $-2150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                         | OPTION                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |      -513 | NC      | $-148770.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                         | OPTION                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |       172 | NC      | $2408.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                         | OPTION                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DE               | CORP              | US        |       513 | NC      | $430.92       | 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        |    -21311 | PA      | $5327.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                    | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |     32139 | PA      | $52948.14     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                    | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | GB        |     18772 | PA      | $11759.88     | 0.01%             |  |  |  | No            |                  2 | 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     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                    | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |      1636 | PA      | $-3860.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                    | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |     18088 | PA      | $-4777.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                    | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |    377926 | PA      | $-220523.13   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                    | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | GB        |    153341 | PA      | $18740.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                    | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |      1530 | PA      | $1529.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                    | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |     92916 | PA      | $-23229.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                    | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | CN        |     79399 | PA      | $4779.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                    | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |    101700 | PA      | $-550197.00   | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                    | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |     55427 | PA      | $-95249.04    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | NO        |    -18921 | PA      | $33846.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     15532 | PA      | $-65311.00    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | GB        |     13232 | PA      | $21753.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      1355 | PA      | $28806.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     10097 | PA      | $-13433.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      5000 | PA      | $62350.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                         | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: 1V8Y6QCX6YMJ2OELII46       | N/A              | DE               | CORP              | GB        |      4504 | PA      | $1050.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | BB        |     21220 | PA      | $-42842.09    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     41327 | PA      | $9918.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |    132704 | PA      | $79590.84     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | GB        |         0 | PA      | $-4.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      7955 | PA      | $-30426.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     60777 | PA      | $30996.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     65848 | PA      | $-12511.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      5960 | PA      | $-914442.80   | -0.69%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     14980 | PA      | $-231291.20   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     99482 | PA      | $38797.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     15694 | PA      | $-52888.78    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |     85073 | PA      | $232580.40    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                  | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      1622 | PA      | $70102.84     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                           | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | CH        |      -582 | PA      | $-780.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                           | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | JP        |      3138 | PA      | $-25333.73    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                           | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | IT        |     94718 | PA      | $29574.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                           | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | GR        |      9277 | PA      | $360.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                           | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | GB        |      7200 | PA      | $4800.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                           | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | DE        |    123832 | PA      | $102681.66    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                           | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | GB        |     19028 | PA      | $13064.33     | 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        |     19292 | PA      | $-49800.03    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                           | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | GB        |     19047 | PA      | $929.86       | 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        |    106304 | PA      | $2126.08      | 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        |     27220 | PA      | $-12521.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                           | TOTAL RETURN SWAP                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | FR        |     43304 | PA      | $53626.37     | 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        |     20992 | PA      | $-12175.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -213 | NC      | $-484042.50   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -102 | NC      | $-256785.00   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       213 | NC      | $1278.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYSE AMERICAN                                                  | OPTION                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       102 | NC      | $816.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxus Acquisition Corp                                          | Oxus Acquisition Corp                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4838 | NS      | $49976.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amprius Technologies, Inc.                                     | Amprius Technologies, Inc.                                     | CUSIP: 03214Q116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10081 | NS      | $2924.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark Services, Inc.                                         | Aramark Services, Inc.                                         | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    359000 | PA      | $351013.19    | 0.27%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FTAC Zeus Acquisition Corp.                                    | FTAC Zeus Acquisition Corp.                                    | CUSIP: 30320F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39804 | NS      | $402020.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TPCO Holding Corp.                                             | TPCO Holding Corp.                                             | CUSIP: 87270T106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8635 | NS      | $1275.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altenergy Acquisition Corp.                                    | Altenergy Acquisition Corp.                                    | CUSIP: 02157M207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3801 | NS      | $38770.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altaba Inc.                                                    | Altaba Inc.                                                    | CUSIP: N/A<br>LEI: 549300ZJC0V1K2ZCKG85       | Long             | EC               | CORP              | US        |   1174580 | NS      | $4398802.10   | 3.34%             |  |  |  | No            |                  3 | On Loan: No      |
| Gores Holdings IX, Inc.                                        | Gores Holdings IX, Inc.                                        | CUSIP: 38287A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4681 | NS      | $46435.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Interprivate III Financial Partners Inc.                       | Interprivate III Financial Partners Inc.                       | CUSIP: 46064R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24500 | NS      | $248675.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JNL Government Money Market Fund                               | JNL Government Money Market Fund                               | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6616644 | NS      | $6616643.58   | 5.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Hurricane Acquisition Corp                                | Jaws Hurricane Acquisition Corp                                | CUSIP: 47201B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30114 | NS      | $301140.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp.                                  | Altra Industrial Motion Corp.                                  | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      9481 | NS      | $566489.75    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust Senior Floating Rate Income Fund II                | First Trust Senior Floating Rate Income Fund II                | CUSIP: 33733U108<br>LEI: 549300188EQ1UO018C30 | Long             | EC               | RF                | US        |      3337 | NS      | $31801.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kludein I Acquisition Corp.                                    | Kludein I Acquisition Corp.                                    | CUSIP: 49878L117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $800.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Igate Computer Systems Limited                                 | Igate Computer Systems Limited                                 | CUSIP: N/A<br>LEI: 549300MY5MYSR79R7L50       | Long             | EC               | CORP              | US        |      4871 | NS      | $755.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts, Limited                                          | Wynn Resorts, Limited                                          | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     31500 | NS      | $2597805.00   | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Akouos, Inc.                                                   | Akouos, Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     10837 | NS      | $8127.75      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Bleuacacia Ltd                                                 | Bleuacacia Ltd                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     36936 | NS      | $370837.44    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Partners Acquisition Corp.                            | Catalyst Partners Acquisition Corp.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     21187 | NS      | $213564.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronav                                                        | Euronav                                                        | CUSIP: N/A<br>LEI: 549300D80RYON74MEJ03       | Long             | EC               | CORP              | BE        |     52102 | NS      | $887818.08    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| E2Open Parent Holdings, Inc.                                   | E2Open Parent Holdings, Inc.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     24200 | NS      | $244420.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Coliseum Acquisition Corp.                                     | Coliseum Acquisition Corp.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5408 | NS      | $54350.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Decarbonization Plus Acquisition Corporation IV                | Decarbonization Plus Acquisition Corporation IV                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     26210 | NS      | $267735.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Elliott Opportunity II Corp.                                   | Elliott Opportunity II Corp.                                   | CUSIP: N/A<br>LEI: 549300796AMMETN58424       | Long             | EC               | CORP              | KY        |      2472 | NS      | $24942.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Embrace Change Acquisition Corp.                               | Embrace Change Acquisition Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6619 | NS      | $67910.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise 4.0 Technology Acquisition Corp.                    | Enterprise 4.0 Technology Acquisition Corp.                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3756 | NS      | $38686.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Creek Investment Corp.                                    | Jack Creek Investment Corp.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11750 | NS      | $2468.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                                      | First Horizon Corporation                                      | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     70314 | NS      | $1722693.00   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Foxo Technologies Inc.                                         | Foxo Technologies Inc.                                         | CUSIP: 351471115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11441 | NS      | $183.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fusion Acquisition Corp. II                                    | Fusion Acquisition Corp. II                                    | CUSIP: 36118N201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6800 | NS      | $68204.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Credit Strategies Income Fund                           | Nuveen Credit Strategies Income Fund                           | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             | EC               | RF                | US        |     64189 | NS      | $326722.01    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Point Pharma, Inc.                                      | Oyster Point Pharma, Inc.                                      | CUSIP: 69242L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107623 | NS      | $1202148.91   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Priveterra Acquisition Corp.                                   | Priveterra Acquisition Corp.                                   | CUSIP: 74275N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14813 | NS      | $148944.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Parenterals Limited                                       | Core Parenterals Limited                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       150 | NS      | $1492.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Andretti Acquisition Corp.                                     | Andretti Acquisition Corp.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4613 | NS      | $47629.23     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deep Lake Capital Acquisition Corp.                            | Deep Lake Capital Acquisition Corp.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     53842 | NS      | $543265.78    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Dragoneer Growth Opportunities Corp. III                       | Dragoneer Growth Opportunities Corp. III                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     40469 | NS      | $398619.65    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ARYA Sciences Acquisition Corp IV                              | ARYA Sciences Acquisition Corp IV                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3676 | NS      | $37127.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphys Acquisition Corp.                                       | Enphys Acquisition Corp.                                       | CUSIP: N/A<br>LEI: 549300KNB8BMJ5TPCU58       | Long             | EC               | CORP              | KY        |        63 | NS      | $631.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Public Limited Company                    | Horizon Therapeutics Public Limited Company                    | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |     35106 | NS      | $3995062.80   | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSD Acquisition Corp.                                          | MSD Acquisition Corp.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     52723 | NS      | $532502.30    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| B. Riley Principal 250 Merger Corp.                            | B. Riley Principal 250 Merger Corp.                            | CUSIP: 05602L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12617 | NS      | $125791.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock & Wilcox Enterprises, Inc.                             | Babcock & Wilcox Enterprises, Inc.                             | CUSIP: 05614L506<br>LEI: 5493006H661OZN2C0T54 | Long             | EP               | CORP              | US        |      4397 | NS      | $90754.08     | 0.07%             | 2026-12-31      | Fixed         | 6.50%                 | No            |                  1 | On Loan: No      |
| Bilander Acquisition Corp.                                     | Bilander Acquisition Corp.                                     | CUSIP: 09001T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13225 | NS      | $130795.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Getaround, Inc.                                                | Getaround, Inc.                                                | CUSIP: 37427G119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4900 | NS      | $223.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginkgo Bioworks Holdings, Inc.                                 | Ginkgo Bioworks Holdings, Inc.                                 | CUSIP: 37611X118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $1000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goal Acquisitions Corp.                                        | Goal Acquisitions Corp.                                        | CUSIP: 38021H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119882 | NS      | $1206012.92   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Marlin Technology Corp.                                        | Marlin Technology Corp.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     25528 | NS      | $40.84        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowroot Acquisition Corp.                                    | Arrowroot Acquisition Corp.                                    | CUSIP: 04282M110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15905 | NS      | $92.25        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| D And Z Media Acquisition Corp.                                | D And Z Media Acquisition Corp.                                | CUSIP: 23305Q114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42424 | NS      | $2180.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AfterNext HealthTech Acquisition Corp.                         | AfterNext HealthTech Acquisition Corp.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     15946 | NS      | $159778.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneBridge Acquisition Corporation                            | StoneBridge Acquisition Corporation                            | CUSIP: N/A<br>LEI: 5493000AJ4C5DLO2PK42       | Long             | EC               | CORP              | KY        |     11196 | NS      | $115094.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Valor Latitude Acquisition Corp.                               | Valor Latitude Acquisition Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     24580 | NS      | $247274.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| African Gold Acquisition Corp.                                 | African Gold Acquisition Corp.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     13143 | NS      | $132087.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| XPAC Acquisition Corp.                                         | XPAC Acquisition Corp.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3937 | NS      | $39370.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mallinckrodt International Finance S.A.                        | Mallinckrodt International Finance S.A.                        | CUSIP: L6232UAN7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1122702 | PA      | $843901.22    | 0.64%             | 2027-09-30      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Arrowroot Acquisition Corp.                                    | Arrowroot Acquisition Corp.                                    | CUSIP: 04282M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21260 | NS      | $213663.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EVO Payments, Inc.                                             | EVO Payments, Inc.                                             | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |      3389 | NS      | $114683.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Embark Technology, Inc.                                        | Embark Technology, Inc.                                        | CUSIP: 29079J111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8700 | NS      | $173.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadem Sustainable Impact Corporation                           | Kadem Sustainable Impact Corporation                           | CUSIP: 48284E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8643 | NS      | $86689.29     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FinTech Evolution Acquisition Group                            | FinTech Evolution Acquisition Group                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     16229 | NS      | $163426.03    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Prospector Capital Corp.                                       | Prospector Capital Corp.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     57543 | NS      | $571977.42    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Colonnade Acquisition Corp. II                                 | Colonnade Acquisition Corp. II                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4966 | NS      | $111.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consilium Acquisition Corp I Ltd                               | Consilium Acquisition Corp I Ltd                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5808 | NS      | $58835.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corazon Capital V838 Monoceros Corp                            | Corazon Capital V838 Monoceros Corp                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     15488 | NS      | $156428.80    | 0.12%             |  |  |  | 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      | $121.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Slam Corp.                                                     | Slam Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     39238 | NS      | $396303.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| 26 Capital Acquisition Corp.                                   | 26 Capital Acquisition Corp.                                   | CUSIP: 90138P118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11300 | NS      | $2825.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                          | Treasury, United States Department of                          | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -616000 | PA      | $-589401.37   | -0.45%            | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALSP Orchid Acquisition Corporation I                          | ALSP Orchid Acquisition Corporation I                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     22692 | NS      | $232366.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Acquisition Corp I                               | Constellation Acquisition Corp I                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     39226 | NS      | $396574.86    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Elliott Opportunity II Corp.                                   | Elliott Opportunity II Corp.                                   | CUSIP: N/A<br>LEI: 549300796AMMETN58424       | Long             | EC               | CORP              | KY        |     38896 | NS      | $392071.68    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| G Squared Ascend I Inc.                                        | G Squared Ascend I Inc.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6146 | NS      | $6.15         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inflection Point Acquisition Corp.                             | Inflection Point Acquisition Corp.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     39204 | NS      | $392824.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinite Acquisition Corp.                                     | Infinite Acquisition Corp.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1001 | NS      | $10260.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinite Acquisition Corp.                                     | Infinite Acquisition Corp.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3150 | NS      | $32161.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Investcorp India Acquisition Corp.                             | Investcorp India Acquisition Corp.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8390 | NS      | $86836.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Investcorp Europe Acquisition Corp I                           | Investcorp Europe Acquisition Corp I                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7322 | NS      | $75416.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Itiquira Acquisition Corp.                                     | Itiquira Acquisition Corp.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9593 | NS      | $96793.37     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Creek Investment Corp.                                    | Jack Creek Investment Corp.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     23500 | NS      | $238055.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                             | Atlas Air Worldwide Holdings, Inc.                             | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      2017 | NS      | $203313.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cengage Learning, Inc.                                         | Cengage Learning, Inc.                                         | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |   2629000 | PA      | $2503987.68   | 1.90%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Churchill Capital Corp. V                                      | Churchill Capital Corp. V                                      | CUSIP: 17144T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12556 | NS      | $124806.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Incorporated                                    | Coupa Software Incorporated                                    | CUSIP: 22266LAF3<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |    668000 | PA      | $644694.82    | 0.49%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Post Holdings Partnering Corporation                           | Post Holdings Partnering Corporation                           | CUSIP: 737465104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19423 | NS      | $192870.39    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ritchie Bros. Auctioneers Incorporated                         | Ritchie Bros. Auctioneers Incorporated                         | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Short            | EC               | CORP              | CA        |      -337 | NS      | $-19488.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Vale S.A.                                                      | Vale S.A.                                                      | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    123200 | NS      | $2090704.00   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Debt Strategies Fund, Inc.                           | BlackRock Debt Strategies Fund, Inc.                           | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             | EC               | RF                | US        |      3548 | NS      | $32641.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                  | Broadcom Inc.                                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | EC               | CORP              | US        |     -4117 | NS      | $-2301938.21  | -1.75%            |  |  |  | No            |                  1 | On Loan: No      |
| Goal Acquisitions Corp.                                        | Goal Acquisitions Corp.                                        | CUSIP: 38021H115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118634 | NS      | $5730.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Falcon Acquisition Corp.                                | Golden Falcon Acquisition Corp.                                | CUSIP: 38102H117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28937 | NS      | $4340.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite US Holdings Corporation                                | Granite US Holdings Corporation                                | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    507000 | PA      | $533800.82    | 0.41%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Phoenix Biotech Acquisition Corp.                              | Phoenix Biotech Acquisition Corp.                              | CUSIP: 71902K113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1871 | NS      | $73.53        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Vista Acquisition Corp                                     | New Vista Acquisition Corp                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     59516 | NS      | $600516.44    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| 7 Acquisition Corporation                                      | 7 Acquisition Corporation                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     10677 | NS      | $109973.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverSPAC Inc.                                                | SilverSPAC Inc.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7868 | NS      | $78837.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.                              | Aerojet Rocketdyne Holdings, Inc.                              | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      9469 | NS      | $529601.17    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Limited                                     | Agnico Eagle Mines Limited                                     | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Short            | EC               | CORP              | CA        |    -10008 | NS      | $-520315.92   | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| Connect Finco SARL                                             | Connect Finco SARL                                             | CUSIP: 20752TAA2<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1095565.53   | 0.83%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONSOL Energy Inc.                                             | CONSOL Energy Inc.                                             | CUSIP: 20854LAA6<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1371790.89   | 1.04%             | 2025-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Coupa Software Incorporated                                    | Coupa Software Incorporated                                    | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |      8421 | NS      | $666690.57    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimar Acquisition Corp. III                                  | Altimar Acquisition Corp. III                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5290 | NS      | $47662.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Juggernaut Acquisition Corp.                              | Jaws Juggernaut Acquisition Corp.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      8813 | NS      | $89011.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| L Catterton Asia Acquisition Corp                              | L Catterton Asia Acquisition Corp                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     13115 | NS      | $132461.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Growth Acquisition Corp. I                              | Lazard Growth Acquisition Corp. I                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     45761 | NS      | $462643.71    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Medicus Sciences Acquisition Corp.                             | Medicus Sciences Acquisition Corp.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6000 | NS      | $60180.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Biotech Opportunities Corp.                              | Orion Biotech Opportunities Corp.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       644 | NS      | $6472.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adara Acquisition Corp.                                        | Adara Acquisition Corp.                                        | CUSIP: 00653H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8000 | NS      | $81440.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc.                                                     | Cowen Inc.                                                     | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      6823 | NS      | $263504.26    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Khosla Ventures Acquisition Co.                                | Khosla Ventures Acquisition Co.                                | CUSIP: 482504107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13236 | NS      | $132095.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                                                | Kellogg Company                                                | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     19000 | NS      | $1353560.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                                      | Pan American Silver Corp.                                      | CUSIP: 697900108<br>LEI: 549300MKTF5851TYIB83 | Short            | EC               | CORP              | CA        |    -42533 | NS      | $-694989.22   | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp.                                      | Pan American Silver Corp.                                      | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |    428816 | NS      | $244853.94    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear Therapeutics (US), Inc.                                   | Pear Therapeutics (US), Inc.                                   | CUSIP: 704723113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15873 | NS      | $2363.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline Ltd.                                                 | Frontline Ltd.                                                 | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Short            | EC               | CORP              | BM        |    -87371 | NS      | $-1060683.94  | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| G Squared Ascend I Inc.                                        | G Squared Ascend I Inc.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     49308 | NS      | $498257.34    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hainan Manaslu Acquisition Corp.                               | Hainan Manaslu Acquisition Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     28000 | NS      | $284480.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative International Acquisition Corp.                     | Innovative International Acquisition Corp.                     | CUSIP: N/A<br>LEI: 549300U6QXNGB66F1K14       | Long             | EC               | CORP              | KY        |     11158 | NS      | $114927.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaixin Auto Holdings                                           | Kaixin Auto Holdings                                           | CUSIP: N/A<br>LEI: 549300WYFZM867Q8Q259       | Long             | EC               | CORP              | HK        |    123420 | NS      | $3073.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LDH Growth Corp I                                              | LDH Growth Corp I                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     13089 | NS      | $131806.23    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Screaming Eagle Acquisition Corp.                              | Screaming Eagle Acquisition Corp.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     42187 | NS      | $419549.72    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group, Inc.                                                | LHC Group, Inc.                                                | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |     14929 | NS      | $2413870.01   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition III Corp.                               | M3-Brigade Acquisition III Corp.                               | CUSIP: 55407R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14175 | NS      | $143734.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HPX Corp.                                                      | HPX Corp.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     17245 | NS      | $5690.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fat Projects Acquisition Corp                                  | Fat Projects Acquisition Corp                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     14126 | NS      | $143237.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Wall Acquisition Corp. III                               | Fifth Wall Acquisition Corp. III                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     16080 | NS      | $161443.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Capital Acquisition Corp                              | Fortress Capital Acquisition Corp                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     11140 | NS      | $42.33        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freedom Acquisition I Corp.                                    | Freedom Acquisition I Corp.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     14875 | NS      | $150237.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pontem Corp                                                    | Pontem Corp                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     21893 | NS      | $1751.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Powered Brands                                                 | Powered Brands                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        17 | NS      | $171.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Acquisition Corp. IV                                        | CF Acquisition Corp. IV                                        | CUSIP: 12520T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37297 | NS      | $378937.52    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp VII                                     | Churchill Capital Corp VII                                     | CUSIP: 17144M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63099 | NS      | $629097.03    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| dMY Technology Group, Inc. VI                                  | dMY Technology Group, Inc. VI                                  | CUSIP: 233247105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14055 | NS      | $141252.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| International Media Acquisition Corp.                          | International Media Acquisition Corp.                          | CUSIP: 459867115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19131 | NS      | $459.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Poshmark, Inc.                                                 | Poshmark, Inc.                                                 | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10436 | NS      | $186595.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Store Capital Corporation                                      | Store Capital Corporation                                      | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     26443 | NS      | $847762.58    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware, Inc.                                                   | VMware, Inc.                                                   | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |     32660 | NS      | $4009341.60   | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Hera Acquisition Corp.                                    | FTAC Hera Acquisition Corp.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     16333 | NS      | $164636.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Carney Technology Acquisition Corp. II                         | Carney Technology Acquisition Corp. II                         | CUSIP: 143636116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4385 | NS      | $263.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc.                                                     | iStar Inc.                                                     | CUSIP: 45031UCF6<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |    376000 | PA      | $373602.67    | 0.28%             | 2024-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| iStar Inc.                                                     | iStar Inc.                                                     | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |   2226000 | PA      | $2185269.74   | 1.66%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| iStar Inc.                                                     | iStar Inc.                                                     | CUSIP: 45031UCJ8<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22019.68     | 0.02%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IEA Energy Services LLC                                        | IEA Energy Services LLC                                        | CUSIP: 45174AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1108682.10   | 0.84%             | 2029-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Phoenix Biotech Acquisition Corp.                              | Phoenix Biotech Acquisition Corp.                              | CUSIP: 71902K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3742 | NS      | $38542.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kismet Acquisition Three Corp.                                 | Kismet Acquisition Three Corp.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     13101 | NS      | $130616.97    | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| Screaming Eagle Acquisition Corp.                              | Screaming Eagle Acquisition Corp.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      7639 | NS      | $1800.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Merger Corp.                                           | Pioneer Merger Corp.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     31780 | NS      | $322249.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Merger Corp.                                           | Pioneer Merger Corp.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      7913 | NS      | $3.96         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warburg Pincus Capital Corporation I-B                         | Warburg Pincus Capital Corporation I-B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5343 | NS      | $53910.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Holdings US Acquisition Co.                            | Granite Holdings US Acquisition Co.                            | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    219724 | PA      | $219449.84    | 0.17%             | 2026-09-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Achari Ventures Holdings Corp. I                               | Achari Ventures Holdings Corp. I                               | CUSIP: 00444X119<br>LEI: 549300WXLNJWTBJTI395 | Long             | EC               | CORP              | US        |     18583 | NS      | $929.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard, Inc.                                      | Activision Blizzard, Inc.                                      | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     16167 | NS      | $1237583.85   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group, Inc.                                             | Fossil Group, Inc.                                             | CUSIP: 34988V304<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EP               | CORP              | US        |     11610 | NS      | $184018.50    | 0.14%             | 2026-11-30      | Fixed         | 7.00%                 | No            |                  1 | On Loan: No      |
| Thunder Bridge Capital Partners III, Inc.                      | Thunder Bridge Capital Partners III, Inc.                      | CUSIP: 88605T118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9548 | NS      | $732.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kairos Acquisition Corp.                                       | Kairos Acquisition Corp.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     57400 | NS      | $577444.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Hera Acquisition Corp.                                    | FTAC Hera Acquisition Corp.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     38132 | NS      | $385895.84    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Resource Acquisition Corp.                               | Rigel Resource Acquisition Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1488 | NS      | $15311.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RMG Acquisition Corp. III                                      | RMG Acquisition Corp. III                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     59311 | NS      | $599041.10    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| RMG Acquisition Corp. III                                      | RMG Acquisition Corp. III                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9204 | NS      | $276.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TCV Acquisition Corp.                                          | TCV Acquisition Corp.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     34527 | NS      | $348722.70    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TenX Keane Acquisition                                         | TenX Keane Acquisition                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7543 | NS      | $76636.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Scientific Games International, Inc.                           | Scientific Games International, Inc.                           | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1192354.29   | 0.91%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Senior Connect Acquisition Corp. I                             | Senior Connect Acquisition Corp. I                             | CUSIP: 81723H116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11652 | NS      | $700.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shelter Acquisition Corporation I                              | Shelter Acquisition Corporation I                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1634 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| World Quantum Growth Acquisition Corp.                         | World Quantum Growth Acquisition Corp.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     25654 | NS      | $261414.26    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marlin Technology Corp.                                        | Marlin Technology Corp.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     76584 | NS      | $775795.92    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Holdings US Acquisition Co.                            | Granite Holdings US Acquisition Co.                            | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    310240 | PA      | $309852.55    | 0.24%             | 2026-09-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Granite Holdings US Acquisition Co.                            | Granite Holdings US Acquisition Co.                            | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1518035 | PA      | $1516137.61   | 1.15%             | 2026-09-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Rentpath, Inc.                                                 | Rentpath, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    196301 | PA      | $1963.01      | 0.00%             | 2024-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Sportsman's Warehouse Holdings, Inc.                           | Sportsman's Warehouse Holdings, Inc.                           | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      6124 | NS      | $57626.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stevens Holding Co., Inc.                                      | Stevens Holding Co., Inc.                                      | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $300229.10    | 0.23%             | 2026-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Arctos Northstar Acquisition Corp.                             | Arctos Northstar Acquisition Corp.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7482 | NS      | $75493.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Fat Projects Acquisition Corp.                            | Aura Fat Projects Acquisition Corp.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     12558 | NS      | $129472.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Waverley Capital Acquisition Corp. 1                           | Waverley Capital Acquisition Corp. 1                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6226 | NS      | $62384.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Authentic Equity Acquisition Corp.                             | Authentic Equity Acquisition Corp.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     22000 | NS      | $222420.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Technology Acquisition Corp.                            | Aurora Technology Acquisition Corp.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     19550 | NS      | $199996.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Acquisition Corp.                                       | Aurora Acquisition Corp.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5243 | NS      | $52901.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueriver Acquisition Corp.                                    | Blueriver Acquisition Corp.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     19802 | NS      | $199604.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CC Neuberger Principal Holdings III                            | CC Neuberger Principal Holdings III                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     13416 | NS      | $135501.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Universal Trust                                       | Franklin Universal Trust                                       | CUSIP: 355145103<br>LEI: 5493009UE75VG0DU8V76 | Long             | EC               | RF                | US        |     39585 | NS      | $266407.05    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Moneylion Technologies Inc.                                    | Moneylion Technologies Inc.                                    | CUSIP: 60938K114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33616 | NS      | $1381.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Genesis Acquisition Corp. III                         | Northern Genesis Acquisition Corp. III                         | CUSIP: 66516W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13061 | NS      | $131132.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Investment Corp. IV                              | Northern Star Investment Corp. IV                              | CUSIP: 66575B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27010 | NS      | $271450.50    | 0.21%             |  |  |  | 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      | $1628.60      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kernel Group Holdings, Inc.                                    | Kernel Group Holdings, Inc.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     12917 | NS      | $130461.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Slam Corp.                                                     | Slam Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3072 | NS      | $270.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AON Public Limited Company                                     | AON Public Limited Company                                     | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Short            | EC               | CORP              | IE        |      -800 | NS      | $-240112.00   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Kismet Acquisition Two Corp.                                   | Kismet Acquisition Two Corp.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        35 | NS      | $353.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macondray Capital Acquisition Corp. I                          | Macondray Capital Acquisition Corp. I                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5800 | NS      | $57246.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd.                                              | Vector Group Ltd.                                              | CUSIP: 92240MBJ6<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1021077.56   | 0.78%             | 2026-11-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| WeWork Companies Inc.                                          | WeWork Companies Inc.                                          | CUSIP: 96208LAA9<br>LEI: 549300D8U9TF7WBED521 | Long             | DBT              | CORP              | US        |    665000 | PA      | $248516.71    | 0.19%             | 2025-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Igate Computer Systems Limited                                 | Igate Computer Systems Limited                                 | CUSIP: N/A<br>LEI: 549300MY5MYSR79R7L50       | Long             | EC               | CORP              | KY        |     24355 | NS      | $245376.63    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Semper Paratus Acquisition Corp.                               | Semper Paratus Acquisition Corp.                               | CUSIP: N/A<br>LEI: 549300AC21G4NBK9D322       | Long             | EC               | CORP              | KY        |      5080 | NS      | $52324.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Ridge Capital Acquisition Corp.                           | Twin Ridge Capital Acquisition Corp.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3961 | NS      | $39966.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Acquisition Corp. II                                    | Vector Acquisition Corp. II                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     22957 | NS      | $231865.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Corp.                                                    | Atlas Corp.                                                    | CUSIP: N/A<br>LEI: 5493007Z8Q1H45KT7W98       | Long             | EC               | CORP              | MH        |    105084 | NS      | $1611988.56   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Capital Suvretta Holdings Corp. II                      | Social Capital Suvretta Holdings Corp. II                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     29171 | NS      | $293751.97    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Entertainment Studios, Inc.                                    | Entertainment Studios, Inc.                                    | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $518976.66    | 0.39%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                         | Aramark Services, Inc.                                         | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   2382000 | PA      | $2358549.61   | 1.79%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ares Dynamic Credit Allocation Fund, Inc.                      | Ares Dynamic Credit Allocation Fund, Inc.                      | CUSIP: 04014F102<br>LEI: 549300BZI16VZUT2N044 | Long             | EC               | RF                | US        |      2493 | NS      | $28893.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLDiscovery                                                    | KLDiscovery                                                    | CUSIP: 498455112<br>LEI: 549300ZSG089YPZ24F88 | Long             | EC               | CORP              | US        |     77730 | NS      | $2331.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Crestview Climate Acquisition Corp.                   | Live Oak Crestview Climate Acquisition Corp.                   | CUSIP: 538086208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12867 | NS      | $126611.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Mobility Acquisition Corp.                            | Live Oak Mobility Acquisition Corp.                            | CUSIP: 538126103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14944 | NS      | $150261.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Biotech Acquisition Company                                    | Biotech Acquisition Company                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     13147 | NS      | $132784.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Growth Corporation II                                | Cartesian Growth Corporation II                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6774 | NS      | $69298.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowbe4, Inc.                                                  | Knowbe4, Inc.                                                  | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9506 | NS      | $235558.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketWise, Inc.                                               | MarketWise, Inc.                                               | CUSIP: 57064P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4941 | NS      | $8300.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mason Industrial Technology, Inc.                              | Mason Industrial Technology, Inc.                              | CUSIP: 57520Y205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23333 | NS      | $231930.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SVF Investment Corp.                                           | SVF Investment Corp.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     16079 | NS      | $162558.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernova Partners Acquisition Company III, Ltd.               | Supernova Partners Acquisition Company III, Ltd.               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      7567 | NS      | $174.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                                                | MaxLinear, Inc.                                                | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Short            | EC               | CORP              | US        |    -10091 | NS      | $-342589.45   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition II Corp.                                | M3-Brigade Acquisition II Corp.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7567 | NS      | $74913.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bullpen Parlay Acquisition Company                             | Bullpen Parlay Acquisition Company                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7944 | NS      | $81346.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitalWorks Emerging Markets Acquisition Corp.                | CapitalWorks Emerging Markets Acquisition Corp.                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2172 | NS      | $22436.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Growth Corp.                                         | Cartesian Growth Corp.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3395 | NS      | $36496.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartica Acquisition Corp.                                      | Cartica Acquisition Corp.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5305 | NS      | $54747.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Internet Growth Opportunities Corp.                     | Rocket Internet Growth Opportunities Corp.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     32563 | NS      | $328886.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Internet Growth Opportunities Corp.                     | Rocket Internet Growth Opportunities Corp.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      6271 | NS      | $52.05        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Social Capital Suvretta Holdings Corp. IV                      | Social Capital Suvretta Holdings Corp. IV                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     26537 | NS      | $266696.85    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Spree Acquisition Corp. 1 Limited                              | Spree Acquisition Corp. 1 Limited                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     22476 | NS      | $229704.72    | 0.17%             |  |  |  | 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              | KY        |      2699 | NS      | $27880.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ahern Rentals, Inc.                                            | Ahern Rentals, Inc.                                            | CUSIP: 008674AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1129000.00   | 0.86%             | 2023-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CF Acquisition Corp. VIII                                      | CF Acquisition Corp. VIII                                      | CUSIP: 12520C117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6254 | NS      | $175.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIIG Capital Partners II, Inc.                                 | CIIG Capital Partners II, Inc.                                 | CUSIP: 12561U208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10088 | NS      | $102191.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Foxtrot Escrow Issuer LLC                                      | Foxtrot Escrow Issuer LLC                                      | CUSIP: 35166FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $975842.42    | 0.74%             | 2026-11-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| 1Life Healthcare, Inc.                                         | 1Life Healthcare, Inc.                                         | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48942 | NS      | $817820.82    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PROOF Acquisition Corp I                                       | PROOF Acquisition Corp I                                       | CUSIP: 74349W203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10028 | NS      | $101984.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Q-Si Operations Inc.                                           | Q-Si Operations Inc.                                           | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24546 | NS      | $44919.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Q-Si Operations Inc.                                           | Q-Si Operations Inc.                                           | CUSIP: 74765K113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13236 | NS      | $3309.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products Inc.                                  | Resolute Forest Products Inc.                                  | CUSIP: 76117WAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1274000 | PA      | $1253458.85   | 0.95%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fortress Capital Acquisition Corp                              | Fortress Capital Acquisition Corp                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     55700 | NS      | $562570.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Athena Acquisition Corp.                                  | FTAC Athena Acquisition Corp.                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     23099 | NS      | $233530.89    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HH&L Acquisition Co.                                           | HH&L Acquisition Co.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     32920 | NS      | $332821.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Incorporated                                    | Coupa Software Incorporated                                    | CUSIP: 22266LAC0<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |    313000 | PA      | $303712.66    | 0.23%             | 2025-06-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Focus Impact Acquisition Corp.                                 | Focus Impact Acquisition Corp.                                 | CUSIP: 34417L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8339 | NS      | $84891.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corporation                                            | Griffon Corporation                                            | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     40000 | NS      | $1431600.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Spinco Inc.                                                | IAA Spinco Inc.                                                | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |       581 | NS      | $23240.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition II Corp.                                | M3-Brigade Acquisition II Corp.                                | CUSIP: 553800103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12866 | NS      | $128917.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen New York AMT-Free Quality Municipal Income Fund         | Nuveen New York AMT-Free Quality Municipal Income Fund         | CUSIP: 670656107<br>LEI: 549300V4X2BF3UXSCQ58 | Long             | EC               | RF                | US        |     11517 | NS      | $118164.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ahren Acquisition Corp                                         | Ahren Acquisition Corp                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7450 | NS      | $76735.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleLine Income Solutions Fund                               | DoubleLine Income Solutions Fund                               | CUSIP: 258622109<br>LEI: 549300RGXFCKJWYUTL28 | Long             | EC               | RF                | US        |      2541 | NS      | $28179.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy EJY Subsidiary LLC                                      | Legacy EJY Subsidiary LLC                                      | CUSIP: 29335V114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14633 | NS      | $27.80        | 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        |      4286 | NS      | $32616.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viscogliosi Brothers Acquisition Corp.                         | Viscogliosi Brothers Acquisition Corp.                         | CUSIP: 92838K209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3814 | NS      | $38483.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cazoo Group Ltd                                                | Cazoo Group Ltd                                                | CUSIP: N/A<br>LEI: 549300PNRTNVMGVJY078       | Long             | EC               | CORP              | KY        |     18460 | NS      | $2894.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cazoo Group Ltd                                                | Cazoo Group Ltd                                                | CUSIP: N/A<br>LEI: 549300PNRTNVMGVJY078       | Long             | EC               | CORP              | US        |     14385 | NS      | $116.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ScION Tech Growth II                                           | ScION Tech Growth II                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     24500 | NS      | $247205.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Far Peak Acquisition Corp.                                     | Far Peak Acquisition Corp.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     82835 | NS      | $831663.40    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Akazoo Internet and Digital Appliances Enterprises Services SA | Akazoo Internet and Digital Appliances Enterprises Services SA | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    120403 | NS      | $0.12         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WeWork Companies LLC                                           | WeWork Companies LLC                                           | CUSIP: 96209BAA0<br>LEI: 549300HPTU3F8QRDLE02 | Long             | DBT              | CORP              | US        |    993000 | PA      | $324971.20    | 0.25%             | 2025-07-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Whole Earth Brands, Inc.                                       | Whole Earth Brands, Inc.                                       | CUSIP: 96684W126<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42777 | NS      | $9838.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamana Gold Inc.                                               | Yamana Gold Inc.                                               | CUSIP: 98462Y100<br>LEI: 54930002VY22NXG01418 | Long             | EC               | CORP              | CA        |    266156 | NS      | $1477165.80   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Power & Digital Infrastructure Acquisition II Corp.            | Power & Digital Infrastructure Acquisition II Corp.            | CUSIP: 73919C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1351 | NS      | $13631.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health, Inc.                                           | Signify Health, Inc.                                           | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63043 | NS      | $1806812.38   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Thunder Bridge Capital Partners IV, Inc.                       | Thunder Bridge Capital Partners IV, Inc.                       | CUSIP: 88605L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17114 | NS      | $171824.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MELI Kaszek Pioneer Corp                                       | MELI Kaszek Pioneer Corp                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6154 | NS      | $61355.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Motive Capital Corp II                                         | Motive Capital Corp II                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     32301 | NS      | $330116.22    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain & Co I Acquisition Corp                               | Mountain & Co I Acquisition Corp                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     19925 | NS      | $206821.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Partners Technology Merger Corp.                         | Alpha Partners Technology Merger Corp.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     13353 | NS      | $134197.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Warburg Pincus Capital Corporation I-A                         | Warburg Pincus Capital Corporation I-A                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     27397 | NS      | $276709.70    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fusion Acquisition Corp. II                                    | Fusion Acquisition Corp. II                                    | CUSIP: 36118N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4066 | NS      | $40822.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GX Acquisition Corp. II                                        | GX Acquisition Corp. II                                        | CUSIP: 36260F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14401 | NS      | $144154.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc.                                        | Maxar Technologies Inc.                                        | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      9449 | NS      | $488891.26    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International, Inc.                                  | MoneyGram International, Inc.                                  | CUSIP: 60935YAA7<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1269172.58   | 0.96%             | 2026-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Newbury Street Acquisition Corporation                         | Newbury Street Acquisition Corporation                         | CUSIP: 65101L203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25084 | NS      | $251341.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ESGEN Acquisition Corp                                         | ESGEN Acquisition Corp                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     12811 | NS      | $132465.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| G Squared Ascend II, Inc.                                      | G Squared Ascend II, Inc.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1522 | NS      | $15433.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peridot Acquisition Corp. II                                   | Peridot Acquisition Corp. II                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     20577 | NS      | $207827.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Plum Acquisition Corp. I                                       | Plum Acquisition Corp. I                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     25171 | NS      | $253975.39    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pontem Corp                                                    | Pontem Corp                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    133592 | NS      | $1350615.12   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mallinckrodt International Finance S.A.                        | Mallinckrodt International Finance S.A.                        | CUSIP: 561233AG2<br>LEI: 549300MQQ92LN1A0B514 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $888983.37    | 0.68%             | 2025-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ESM Acquisition Corporation                                    | ESM Acquisition Corporation                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     24831 | NS      | $249799.86    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ESGEN Acquisition Corp                                         | ESGEN Acquisition Corp                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      4392 | NS      | $45413.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| G Squared Ascend II, Inc.                                      | G Squared Ascend II, Inc.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5234 | NS      | $53020.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moringa Acquisition Corp.                                      | Moringa Acquisition Corp.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2438 | NS      | $24672.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prospector Capital Corp.                                       | Prospector Capital Corp.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     37303 | NS      | $634.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rose Hill Acquisition Corporation                              | Rose Hill Acquisition Corporation                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       657 | NS      | $6872.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| biote Corp.                                                    | biote Corp.                                                    | CUSIP: 090683111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3170 | NS      | $792.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                           | Emerson Electric Co.                                           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      8400 | NS      | $806904.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiphany Technology Acquisition Corp.                          | Epiphany Technology Acquisition Corp.                          | CUSIP: 29429X117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19131 | NS      | $61.22        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ExcelFin Acquisition Corp.                                     | ExcelFin Acquisition Corp.                                     | CUSIP: 30069X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3785 | NS      | $38607.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Parnassus Acquisition Corp.                               | FTAC Parnassus Acquisition Corp.                               | CUSIP: 30319B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13213 | NS      | $132526.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Talkspace, Inc.                                                | Talkspace, Inc.                                                | CUSIP: 87427V111<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17843 | NS      | $1300.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                                     | TEGNA Inc.                                                     | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $990223.55    | 0.75%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc.                                                     | TEGNA Inc.                                                     | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    245000 | PA      | $232647.57    | 0.18%             | 2028-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Medicus Sciences Acquisition Corp.                             | Medicus Sciences Acquisition Corp.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       666 | NS      | $58.61        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Opus Acquisition Limited                                | Magnum Opus Acquisition Limited                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     12837 | NS      | $129396.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| North Atlantic Acquisition Corp.                               | North Atlantic Acquisition Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      8111 | NS      | $83.54        | 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     | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| Burtech Acquisition Corp.                                      | Burtech Acquisition Corp.                                      | CUSIP: 123013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20673 | NS      | $210037.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Canna-Global Acquisition Corp.                                 | Canna-Global Acquisition Corp.                                 | CUSIP: 13767K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3655 | NS      | $37317.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Compute Health Acquisition Corp.                               | Compute Health Acquisition Corp.                               | CUSIP: 204833115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9081 | NS      | $1020.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conyers Park III Acquisition Corp.                             | Conyers Park III Acquisition Corp.                             | CUSIP: 21289P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13260 | NS      | $130743.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Heliogen, Inc.                                                 | Heliogen, Inc.                                                 | CUSIP: 04687C105<br>LEI: 5493008CK2CE7TGDP465 | Long             | EC               | CORP              | US        |      7379 | NS      | $74158.95     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzfeed, Inc.                                                 | Buzzfeed, Inc.                                                 | CUSIP: 12430A110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6666 | NS      | $266.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                                       | General Electric Company                                       | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     28100 | NS      | $2354499.00   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                                   | ViaSat, Inc.                                                   | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1059194.71   | 0.80%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Green Visor Financial Technology Acquisition Corp. I           | Green Visor Financial Technology Acquisition Corp. I           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     38681 | NS      | $401121.97    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TortoiseEcofin Acquisition Corp. III                           | TortoiseEcofin Acquisition Corp. III                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     20662 | NS      | $205586.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tio Tech A                                                     | Tio Tech A                                                     | CUSIP: N/A<br>LEI: 9845003AFE50FBFE3940       | Long             | EC               | CORP              | KY        |     30045 | NS      | $303454.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernova Partners Acquisition Company III, Ltd.               | Supernova Partners Acquisition Company III, Ltd.               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     50828 | NS      | $512346.24    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BYTE Acquisition Corp.                                         | BYTE Acquisition Corp.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    101755 | NS      | $8140.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher I Acquisition Corp                                      | Gesher I Acquisition Corp                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      7691 | NS      | $78140.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher I Acquisition Corp                                      | Gesher I Acquisition Corp                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1866 | NS      | $933.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Juggernaut Acquisition Corp.                              | Jaws Juggernaut Acquisition Corp.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      3977 | NS      | $39968.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Mustang Acquisition Corp.                                 | Jaws Mustang Acquisition Corp.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     98800 | NS      | $998374.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Leo Holdings Corp. II                                          | Leo Holdings Corp. II                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     13164 | NS      | $132824.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyrophyte Acquisition Corp.                                    | Pyrophyte Acquisition Corp.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5061 | NS      | $51166.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Reebonz Holding Limited                                        | Reebonz Holding Limited                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     51141 | NS      | $1.13         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SVF Investment Corp. 2                                         | SVF Investment Corp. 2                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     37534 | NS      | $378342.72    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Talon 1 Acquisition Corp.                                      | Talon 1 Acquisition Corp.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     19540 | NS      | $202434.40    | 0.15%             |  |  |  | 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        |     11373 | NS      | $116800.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                           | Clear Channel Outdoor Holdings, Inc.                           | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1024000 | PA      | $744827.36    | 0.57%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Concord Acquisition Corp. II                                   | Concord Acquisition Corp. II                                   | CUSIP: 20607U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13392 | NS      | $133183.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings, Co.                                            | Crane Holdings, Co.                                            | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $90405.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corporation                                             | iRobot Corporation                                             | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      2518 | NS      | $121191.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corporation                                             | Rogers Corporation                                             | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      1683 | NS      | $200849.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sciplay Corporation                                            | Sciplay Corporation                                            | CUSIP: 809087109<br>LEI: 549300B8E2F1A3EW6869 | Long             | EC               | CORP              | US        |      3116 | NS      | $50105.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Wireless, Inc.                                          | Sierra Wireless, Inc.                                          | CUSIP: 826516106<br>LEI: 549300E33RZ5BJ726L53 | Long             | EC               | CORP              | CA        |     41224 | NS      | $1195083.76   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Motion, Inc.                                           | Silicon Motion, Inc.                                           | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | KY        |     10818 | NS      | $703061.82    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Treehouse Foods, Inc.                                          | Treehouse Foods, Inc.                                          | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1028220.39   | 0.78%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colonnade Acquisition Corp. II                                 | Colonnade Acquisition Corp. II                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     31951 | NS      | $321746.57    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Deep Lake Capital Acquisition Corp.                            | Deep Lake Capital Acquisition Corp.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     26921 | NS      | $94.22        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECARX Holdings Inc                                             | ECARX Holdings Inc                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     12200 | NS      | $1196.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DP Cap Acquisition Corp I                                      | DP Cap Acquisition Corp I                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     10113 | NS      | $103759.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise 4.0 Technology Acquisition Corp.                    | Enterprise 4.0 Technology Acquisition Corp.                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2402 | NS      | $24716.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibere Pharmaceuticals                                          | Ibere Pharmaceuticals                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6273 | NS      | $63294.57     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Iconic Sports Acquisition Corp.                                | Iconic Sports Acquisition Corp.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5307 | NS      | $54715.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Holdings Corp.                                    | Independence Holdings Corp.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     45905 | NS      | $463181.45    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Holdings Corp.                                    | Independence Holdings Corp.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     24693 | NS      | $248411.58    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kensington Capital Acquisition Corp. V                         | Kensington Capital Acquisition Corp. V                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     24765 | NS      | $253098.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Grubhub Holdings Inc.                                          | Grubhub Holdings Inc.                                          | CUSIP: 40010PAA6<br>LEI: 529900CR2K1AJ5W4RR39 | Long             | DBT              | CORP              | US        |    673000 | PA      | $487492.41    | 0.37%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM Holdings, Inc.                                             | MGM Holdings, Inc.                                             | CUSIP: 55303C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4274 | NS      | $18591.90     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Shaw Communications Inc.                                       | Shaw Communications Inc.                                       | CUSIP: 82028K200<br>LEI: 549300SCT0RG6178CI40 | Long             | EC               | CORP              | CA        |     42091 | NS      | $1211378.98   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepperlime Health Acquisition Corp.                            | Pepperlime Health Acquisition Corp.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     14771 | NS      | $150959.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepperlime Health Acquisition Corp.                            | Pepperlime Health Acquisition Corp.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9108 | NS      | $100.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peridot Acquisition Corp. II                                   | Peridot Acquisition Corp. II                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     25028 | NS      | $252532.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TZP Strategies Acquisition Corp.                               | TZP Strategies Acquisition Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     13641 | NS      | $138183.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Valuence Merger Corp. I                                        | Valuence Merger Corp. I                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      1353 | NS      | $14138.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Syniverse Holdings, Inc.                                       | Syniverse Holdings, Inc.                                       | CUSIP: 87168TAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1097250 | PA      | $953235.94    | 0.72%             | 2027-05-06      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| Talen Energy Supply, LLC                                       | Talen Energy Supply, LLC                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    390000 | PA      | $392195.70    | 0.30%             | 2023-11-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Athena Consumer Acquisition Corp.                              | Athena Consumer Acquisition Corp.                              | CUSIP: 04684M114<br>LEI: 549300I3J7Y1D6R3A720 | Long             | EC               | CORP              | US        |      1254 | NS      | $145.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Ltd.                                        | Maxar Technologies Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2200000 | PA      | $2197646.00   | 1.67%             | 2029-06-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd.                                       | Tower Semiconductor Ltd.                                       | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |        53 | NS      | $2289.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewAmsterdam Pharma Company N.V.                               | NewAmsterdam Pharma Company N.V.                               | CUSIP: N/A<br>LEI: 984500B6549TF6E14D36       | Long             | EC               | CORP              | US        |      6630 | NS      | $5304.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                     | Mauser Packaging Solutions Holding Company                     | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1207044.89   | 0.92%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Getty Images, Inc.                                             | Getty Images, Inc.                                             | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   2557000 | PA      | $2520953.54   | 1.91%             | 2027-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Grove Collaborative Holdings, Inc.                             | Grove Collaborative Holdings, Inc.                             | CUSIP: 39957D110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5007 | NS      | $500.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Plate Acquisition Corporation                             | Home Plate Acquisition Corporation                             | CUSIP: 43734R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11033 | NS      | $111653.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimar Acquisition Corp. III                                  | Altimar Acquisition Corp. III                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      6698 | NS      | $67448.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Rock Acquisition Corp.                                   | Noble Rock Acquisition Corp.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     27024 | NS      | $272942.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| North Atlantic Acquisition Corp.                               | North Atlantic Acquisition Corp.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     34858 | NS      | $352414.38    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerUp Acquisition Corp.                                      | PowerUp Acquisition Corp.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      9317 | NS      | $95965.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer