# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001196
**Filing Date:** 2025-8
**Character Count:** 97143
**Document Hash:** eea2bc4523f5b12e988a633ae514714e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001196.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001196

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 251266072

**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/T. Rowe Price Capital Appreciation Fund (Series ID: S000068115)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000218188 | JNL/T. Rowe Price Capital Appreciation Fund (I) |  |
| C000218189 | JNL/T. Rowe Price Capital Appreciation Fund (A) |  |

## 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/T. Rowe Price Capital Appreciation Fund

- **b. EDGAR series identifier (if any):** S000068115

- **c. LEI of Series:** 549300YZSNXAQD2YQN10

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $14700496630.70

**Total Liabilities:** $155077543.87

**Net Assets:** $14545419086.83

**Cash Not Reported:** $11946722.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1.494660244000 | **1-Year:** -1908.032887982072 | **5-Year:** -51352.547858119215 | **10-Year:** -11722.522265152170 | **30-Year:** -1310.755255186530

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

- **3-Month:** -13.658043502736 | **1-Year:** -75405.032735103345 | **5-Year:** -595678.627629069755 | **10-Year:** -115021.625180304872 | **30-Year:** -12385.705183297390

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218188 | 0.25%                | 2.81%                | 3.31%                |
| Class ID C000218189 | 0.22%                | 2.80%                | 3.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $39284049.64             | $-42611856.87                              |
| Month 2  | $102219821.21            | $264401385.61                              |
| Month 3  | $160232594.58            | $273602231.39                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Avantor, Inc.                               | Avantor, Inc.                               | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |    1539134 | NS      | $20716743.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                               | Avantor, Inc.                               | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   33187000 | PA      | $32595582.77   | 0.22%             | 2028-07-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Avantor, Inc.                               | Avantor, Inc.                               | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   23012000 | PA      | $21783419.70   | 0.15%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ball Corporation                            | Ball Corporation                            | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   13116000 | PA      | $13467261.56   | 0.09%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Biogen Inc.                                 | Biogen Inc.                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      43292 | NS      | $5437042.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BioNTech SE                                 | BioNTech SE                                 | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |     202698 | NS      | $21581256.06   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Inc.                    | Booz Allen Hamilton Inc.                    | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    4995000 | PA      | $4794572.13    | 0.03%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Booz Allen Hamilton Inc.                    | Booz Allen Hamilton Inc.                    | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    7932000 | PA      | $8138390.64    | 0.06%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners, Inc.                  | BroadStreet Partners, Inc.                  | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |   18956000 | PA      | $18736329.72   | 0.13%             | 2029-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                           | CCO Holdings, LLC                           | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3928000 | PA      | $3928759.60    | 0.03%             | 2026-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC                           | CCO Holdings, LLC                           | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   72267000 | PA      | $72020132.31   | 0.50%             | 2027-05-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CBOE Global Markets, Inc.                   | CBOE Global Markets, Inc.                   | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      22700 | NS      | $5293867.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group, The                            | Cigna Group, The                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     189200 | NS      | $62545736.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                      | CMS Energy Corporation                      | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      52594 | NS      | $1158645.82    | 0.01%             | 2078-10-15      | Fixed         | 5.88%                 | No            |                  1 | On Loan: —       |
| Broadstreet Partners, Inc.                  | Broadstreet Partners, Inc.                  | CUSIP: 11132VAX7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1110000 | PA      | $1111087.80    | 0.01%             | 2031-05-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners, Inc.                  | Broadstreet Partners, Inc.                  | CUSIP: 11132VAX7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   76375460 | PA      | $76450308.26   | 0.53%             | 2031-05-10      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners, Inc.                  | Broadstreet Partners, Inc.                  | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7569830 | PA      | $7577248.78    | 0.05%             | 2031-05-10      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                              | CME Group Inc.                              | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      73100 | NS      | $20147822.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstone Borrower, Inc.                     | Capstone Borrower, Inc.                     | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |     669000 | PA      | $697582.25     | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Limited          | Canadian Natural Resources Limited          | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    6758178 | NS      | $212206789.20  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CrowdStrike Holdings, Inc.                  | CrowdStrike Holdings, Inc.                  | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1371464.81    | 0.01%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                           | Crown Castle Inc.                           | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    6836000 | PA      | $6898989.64    | 0.05%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cytokinetics, Incorporated                  | Cytokinetics, Incorporated                  | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     529663 | NS      | $17500065.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.              | Wyndham Hotels & Resorts, Inc.              | CUSIP: 98310CAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2328000 | PA      | $2335891.92    | 0.02%             | 2030-05-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.              | Wyndham Hotels & Resorts, Inc.              | CUSIP: 98310CAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5725770 | PA      | $5745179.99    | 0.04%             | 2030-05-28      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                     | Capstone Borrower, Inc.                     | CUSIP: 140944AB5<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    5893000 | PA      | $6135042.54    | 0.04%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health, Inc.                       | Cardinal Health, Inc.                       | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     114414 | NS      | $19221552.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Epicor Software Corporation                 | Epicor Software Corporation                 | CUSIP: 29426NAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   38663524 | PA      | $38741237.28   | 0.27%             | 2031-05-23      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                             | Informatica LLC                             | CUSIP: 45673YAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12128123 | PA      | $12169843.51   | 0.08%             | 2028-10-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Magnum Management Corporation               | Magnum Management Corporation               | CUSIP: 150190AB2<br>LEI: 549300WXKIIZD0LII428 | Long             | DBT              | CORP              | US        |   24148000 | PA      | $24084312.31   | 0.17%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Magnum Management Corporation               | Magnum Management Corporation               | CUSIP: 150190AE6<br>LEI: 549300WXKIIZD0LII428 | Long             | DBT              | CORP              | US        |    7175000 | PA      | $7027554.04    | 0.05%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Magnum Management Corporation               | Magnum Management Corporation               | CUSIP: 150190AK2<br>LEI: 549300WXKIIZD0LII428 | Long             | DBT              | CORP              | US        |   12855000 | PA      | $12982792.33   | 0.09%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                    | CenterPoint Energy, Inc.                    | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    6629076 | NS      | $243552252.20  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                          | DTE Energy Company                          | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     495300 | NS      | $65607438.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                         | Danaher Corporation                         | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     933416 | NS      | $184386996.60  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                        | Domino's Pizza, Inc.                        | CUSIP: 25755TAH3<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | ABS-CBDO         | CORP              | US        |    2060480 | PA      | $2027843.23    | 0.01%             | 2027-07-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                        | Domino's Pizza, Inc.                        | CUSIP: 25755TAL4<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | ABS-CBDO         | CORP              | US        |    2822400 | PA      | $2676981.20    | 0.02%             | 2029-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Instructure Holdings, Inc.                  | Instructure Holdings, Inc.                  | CUSIP: 45115DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   35561174 | PA      | $35590334.41   | 0.24%             | 2031-09-11      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Instructure Holdings, Inc.                  | Instructure Holdings, Inc.                  | CUSIP: 45115MAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12816800 | PA      | $12912926.00   | 0.09%             | 2032-09-10      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                               | Hologic, Inc.                               | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     687074 | NS      | $44769741.84   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                 | Intuit Inc.                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     198040 | NS      | $155982245.20  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Seasons Hotels Limited                 | Four Seasons Hotels Limited                 | CUSIP: 35100DAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     286000 | PA      | $287430.00     | 0.00%             | 2029-11-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Four Seasons Hotels Limited                 | Four Seasons Hotels Limited                 | CUSIP: 35100DAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1781361 | PA      | $1790267.78    | 0.01%             | 2029-11-30      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                           | Johnson & Johnson                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      93000 | NS      | $14205750.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                 | L3Harris Technologies, Inc.                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      22800 | NS      | $5719152.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                  | Apple Inc.                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     937201 | NS      | $192285529.20  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                       | Eli Lilly and Company                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     134900 | NS      | $105158597.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                 | Lockheed Martin Corporation                 | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      45609 | NS      | $21123352.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                     | Duke Energy Corporation                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      61400 | NS      | $7245200.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellucian Holdings Inc.                      | Ellucian Holdings Inc.                      | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7799000 | PA      | $7981017.04    | 0.05%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.            | Marsh & Mclennan Companies, Inc.            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      44600 | NS      | $9751344.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                       | Microsoft Corporation                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    1940502 | NS      | $965225099.80  | 6.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovations Inc.                     | Aurora Innovations Inc.                     | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   28878224 | NS      | $151321893.80  | 1.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Autodesk, Inc.                              | Autodesk, Inc.                              | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     464436 | NS      | $143775452.50  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                          | Exelon Corporation                          | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     304200 | NS      | $13208364.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                        | Meta Platforms, Inc.                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     366805 | NS      | $270735102.50  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company               | Becton, Dickinson and Company               | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    2287370 | NS      | $393999482.50  | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corporation                          | NVIDIA Corporation                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    3264628 | NS      | $515778577.70  | 3.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                              | Morgan Stanley                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     169699 | NS      | $23903801.14   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Athenahealth Group, Inc.                    | Athenahealth Group, Inc.                    | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5457000 | PA      | $5448487.08    | 0.04%             | 2029-01-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group, Inc.                    | Athenahealth Group, Inc.                    | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   28958422 | PA      | $28913247.36   | 0.20%             | 2029-01-27      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company, Inc.     | Hilton Domestic Operating Company, Inc.     | CUSIP: 43289DAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   49665361 | PA      | $49812867.09   | 0.34%             | 2030-11-09      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                   | SBA Senior Finance II LLC                   | CUSIP: 78404XAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   43996059 | PA      | $44034775.22   | 0.30%             | 2031-01-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                    | UKG Inc.                                    | CUSIP: 89841EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   13405000 | PA      | $13452185.60   | 0.09%             | 2031-01-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                      | Fair Isaac Corporation                      | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    5769000 | PA      | $5835155.72    | 0.04%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ferguson Enterprises Inc.                   | Ferguson Enterprises Inc.                   | CUSIP: 31488V107<br>LEI: 549300TPG2K2831LBC80 | Long             | EC               | CORP              | US        |     370766 | NS      | $80734296.50   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG Inc.                                    | UKG Inc.                                    | CUSIP: 89841EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   44879994 | PA      | $45037971.97   | 0.31%             | 2031-01-30      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                       | Applied Systems, Inc.                       | CUSIP: 03827FBD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1087000 | PA      | $1091076.25    | 0.01%             | 2031-02-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                            | CPI Holdco B LLC                            | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7356000 | PA      | $7346805.00    | 0.05%             | 2031-05-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                            | CPI Holdco B LLC                            | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   31494000 | PA      | $31454632.50   | 0.22%             | 2031-05-19      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fortive Corporation                         | Fortive Corporation                         | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    1009029 | NS      | $52600681.77   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc.             | GE HealthCare Technologies Inc.             | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     159700 | NS      | $11828979.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                    | PTC Inc.                                    | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |    1902251 | NS      | $327833937.30  | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                    | PTC Inc.                                    | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    8249000 | PA      | $8035762.20    | 0.06%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                     | Ellucian Holdings, Inc.                     | CUSIP: 28917XAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   23465190 | PA      | $23509304.56   | 0.16%             | 2029-10-29      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Press Ganey Holdings, Inc.                  | Press Ganey Holdings, Inc.                  | CUSIP: 05477JAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   26507690 | PA      | $26540824.61   | 0.18%             | 2031-04-30      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.      | Hilton Domestic Operating Company Inc.      | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   19559000 | PA      | $19455477.15   | 0.13%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.      | Hilton Domestic Operating Company Inc.      | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   24795000 | PA      | $22448237.06   | 0.15%             | 2032-02-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.      | Hilton Domestic Operating Company Inc.      | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   10445000 | PA      | $10668762.40   | 0.07%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc.              | Hilton Worldwide Holdings Inc.              | CUSIP: 432891AK5<br>LEI: 549300HVGPK36ICB0B89 | Long             | DBT              | CORP              | US        |    8205000 | PA      | $8192353.96    | 0.06%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc.              | Hilton Worldwide Holdings Inc.              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     317473 | NS      | $84555758.82   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                               | Hologic, Inc.                               | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    5964000 | PA      | $5686470.03    | 0.04%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| IRB Holding Corp                            | IRB Holding Corp                            | CUSIP: 44988LAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   34760718 | PA      | $34748551.75   | 0.24%             | 2027-12-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                   | USI, Inc.                                   | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   36930938 | PA      | $36803895.66   | 0.25%             | 2030-09-27      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund       | T. Rowe Price Government Reserve Fund       | CUSIP: 76105Y109<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 1277798652 | NS      | $1277798652.00 | 8.78%             | 2099-12-01      | Variable      | 2.64%                 | No            |                  1 | On Loan: No      |
| Ryan Specialty, LLC                         | Ryan Specialty, LLC                         | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $11481548.99   | 0.08%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty, LLC                         | Ryan Specialty, LLC                         | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    3073000 | PA      | $2973916.46    | 0.02%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SBA Towers, LLC                             | SBA Towers, LLC                             | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     602000 | PA      | $617590.11     | 0.00%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                   | USI, Inc.                                   | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3583000 | PA      | $3575726.51    | 0.02%             | 2029-11-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                   | USI, Inc.                                   | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   33073530 | PA      | $33006390.92   | 0.23%             | 2029-11-23      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation              | SBA Communications Corporation              | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      43600 | NS      | $10239024.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation              | SBA Communications Corporation              | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   25781000 | PA      | $25364605.40   | 0.17%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                   | HUB International Limited                   | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   10554000 | PA      | $10531910.58   | 0.07%             | 2029-12-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| HUB International Limited                   | HUB International Limited                   | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  122007000 | PA      | $127522643.70  | 0.88%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Filtration Group Corporation                | Filtration Group Corporation                | CUSIP: 31732FAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1191000 | PA      | $1195085.13    | 0.01%             | 2028-12-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                | Filtration Group Corporation                | CUSIP: 31732FAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   74922911 | PA      | $75179896.91   | 0.52%             | 2028-12-26      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                   | HUB International Limited                   | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  189779256 | PA      | $190304945.00  | 1.31%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                   | HUB International Limited                   | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     553455 | PA      | $554987.65     | 0.00%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                   | HUB International Limited                   | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   77140000 | PA      | $80696802.75   | 0.55%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                         | Ingersoll Rand Inc.                         | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     944885 | NS      | $78595534.30   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AmWINS Group, Inc.                          | AmWINS Group, Inc.                          | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  101327957 | PA      | $101346196.20  | 0.70%             | 2032-01-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                | Filtration Group Corporation                | CUSIP: 31732FAW6<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |   13832197 | PA      | $16273278.43   | 0.11%             | 2028-10-21      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation              | SBA Communications Corporation              | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   27063000 | PA      | $25561246.26   | 0.18%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                            | Salesforce, Inc.                            | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     282001 | NS      | $76898852.69   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                 | AbbVie Inc.                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     174600 | NS      | $32409252.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.               | Alnylam Pharmaceuticals, Inc.               | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |     130572 | NS      | $42578223.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                               | Alphabet Inc.                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    1224957 | NS      | $215874172.10  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                  | American Tower Corporation                  | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      75900 | NS      | $16775418.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora, Inc.                               | Cencora, Inc.                               | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      81000 | NS      | $24287850.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AmWINS Group, Inc.                          | AmWINS Group, Inc.                          | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    8902000 | PA      | $9072229.56    | 0.06%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.             | Intercontinental Exchange, Inc.             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      84506 | NS      | $15504315.82   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Inc.                                  | IQVIA Inc.                                  | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   10348000 | PA      | $10317670.63   | 0.07%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ANSYS, Inc.                                 | ANSYS, Inc.                                 | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       5763 | NS      | $2024080.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                         | Ascendis Pharma A/S                         | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      64221 | NS      | $11084544.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International           | Service Corporation International           | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1238020.41    | 0.01%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Service Corporation International           | Service Corporation International           | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    5988000 | PA      | $5515677.88    | 0.04%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Service Corporation International           | Service Corporation International           | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    7722000 | PA      | $7806951.96    | 0.05%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Six Flags Operations Inc.                   | Six Flags Operations Inc.                   | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |   20984000 | PA      | $20935255.22   | 0.14%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AssuredPartners, Inc.                       | AssuredPartners, Inc.                       | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    3827000 | PA      | $4101004.05    | 0.03%             | 2032-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Northrop Grumman Corporation                | Northrop Grumman Corporation                | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      48700 | NS      | $24349026.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Theme Parks Inc.                  | Six Flags Theme Parks Inc.                  | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |    5566000 | PA      | $5566000.00    | 0.04%             | 2025-07-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.               | Surgery Center Holdings, Inc.               | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    6020000 | PA      | $6137966.84    | 0.04%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| TransDigm Inc.                              | TransDigm Inc.                              | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    8979000 | PA      | $8808001.50    | 0.06%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                              | TransDigm Inc.                              | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   18064000 | PA      | $18932747.44   | 0.13%             | 2031-12-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Ascend Learning, LLC                        | Ascend Learning, LLC                        | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12809000 | PA      | $12801058.42   | 0.09%             | 2028-12-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Varsity Brands, Inc.                        | Varsity Brands, Inc.                        | CUSIP: 92227QAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   38355870 | PA      | $38319815.48   | 0.26%             | 2031-08-26      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                               | PepsiCo, Inc.                               | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     167300 | NS      | $22090292.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity, Inc.                               | Revvity, Inc.                               | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |    3124254 | NS      | $302177846.90  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Inc.                                  | IQVIA Inc.                                  | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    6498000 | PA      | $6694166.63    | 0.05%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JNL Government Money Market Fund            | JNL Government Money Market Fund            | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    7425374 | NS      | $7425373.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc.                              | TransDigm Inc.                              | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   38208000 | PA      | $39289540.87   | 0.27%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                              | TransDigm Inc.                              | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   29955000 | PA      | $31025785.51   | 0.21%             | 2032-03-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| U S I, Inc.                                 | U S I, Inc.                                 | CUSIP: 90346KAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30789000 | PA      | $32492713.01   | 0.22%             | 2032-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of       | Treasury, United States Department of       | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  640832000 | PA      | $647190271.00  | 4.45%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ralliant Corporation                        | Ralliant Corporation                        | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     336343 | NS      | $16309255.77   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corporation                             | RTX Corporation                             | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     590828 | NS      | $86272704.56   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Quartz Acquireco LLC                        | Quartz Acquireco LLC                        | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8416708 | PA      | $8437750.03    | 0.06%             | 2030-06-28      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Storable, Inc                               | Storable, Inc                               | CUSIP: 86210LAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   26047575 | PA      | $25998865.69   | 0.18%             | 2031-04-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                    | Roper Technologies, Inc.                    | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     687621 | NS      | $389771087.60  | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                       | Starbucks Corporation                       | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    1468491 | NS      | $134557830.30  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| KFC Holding Co.                             | KFC Holding Co.                             | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |   33740000 | PA      | $33662162.49   | 0.23%             | 2027-06-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KKR & Co. Inc.                              | KKR & Co. Inc.                              | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     148952 | NS      | $19815084.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Loire Finco Luxembourg S.a.r.l.             | Loire Finco Luxembourg S.a.r.l.             | CUSIP: L7000HAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   20697817 | PA      | $20749561.89   | 0.14%             | 2030-01-31      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg S.a.r.l.             | Loire Finco Luxembourg S.a.r.l.             | CUSIP: L7000HAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   24685586 | PA      | $24747300.14   | 0.17%             | 2030-01-31      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Incorporated          | Teledyne Technologies Incorporated          | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      42531 | NS      | $21789056.61   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                    | Vulcan Materials Company                    | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     271400 | NS      | $70786548.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.                       | Keurig Dr Pepper Inc.                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     380300 | NS      | $12572718.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                  | Korn Ferry                                  | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |    7012000 | PA      | $6974414.21    | 0.05%             | 2027-12-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp.                           | Lamar Media Corp.                           | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7806000 | PA      | $7562243.68    | 0.05%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                           | Lamar Media Corp.                           | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1249000 | PA      | $1234603.96    | 0.01%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                           | Lamar Media Corp.                           | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1190595.61    | 0.01%             | 2031-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                           | Yum! Brands, Inc.                           | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     611419 | NS      | $90600067.42   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Systems, Inc.                       | Applied Systems, Inc.                       | CUSIP: 03827FBD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  149309417 | PA      | $149869327.10  | 1.03%             | 2031-02-07      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                       | Applied Systems, Inc.                       | CUSIP: 03827FBC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   20829280 | PA      | $21313560.76   | 0.15%             | 2032-02-07      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                             | TransDigm, Inc.                             | CUSIP: 89364MCB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3188000 | PA      | $3198647.92    | 0.02%             | 2030-02-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                             | TransDigm, Inc.                             | CUSIP: 89364MCB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   31557761 | PA      | $31663164.09   | 0.22%             | 2030-02-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                             | TransDigm, Inc.                             | CUSIP: 89364MCC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1141000 | PA      | $1144662.61    | 0.01%             | 2028-08-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                             | TransDigm, Inc.                             | CUSIP: 89364MCC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   21840600 | PA      | $21910707.96   | 0.15%             | 2028-08-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash Holdings, Inc.              | Mister Car Wash Holdings, Inc.              | CUSIP: 60646CAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6917375 | PA      | $6924569.53    | 0.05%             | 2031-03-21      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                       | Avantor Funding, Inc.                       | CUSIP: 05350NAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     165128 | PA      | $165677.98     | 0.00%             | 2027-11-08      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                         | Abbott Laboratories                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    1139433 | NS      | $154974282.30  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                | Advanced Micro Devices, Inc.                | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    1796058 | NS      | $254860630.20  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                  | Alliant Energy Corporation                  | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      72300 | NS      | $4371981.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                            | Amazon.com, Inc.                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    2805702 | NS      | $615542961.80  | 4.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                          | Ameren Corporation                          | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |    1969548 | NS      | $189155389.90  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Company, Inc.       | American Electric Power Company, Inc.       | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     106300 | NS      | $11029688.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                        | Amphenol Corporation                        | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    2220704 | NS      | $219294520.00  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                        | Analog Devices, Inc.                        | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     228900 | NS      | $54482778.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Company Inc.      | Hilton Domestic Operating Company Inc.      | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   25415000 | PA      | $25480105.35   | 0.18%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.      | Hilton Domestic Operating Company Inc.      | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   21619000 | PA      | $20690360.61   | 0.14%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.      | Hilton Domestic Operating Company Inc.      | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   32112000 | PA      | $30187894.24   | 0.21%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Life Time, Inc.                             | Life Time, Inc.                             | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    3053000 | PA      | $3105081.22    | 0.02%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MasterCard Incorporated                     | MasterCard Incorporated                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     106105 | NS      | $59624643.70   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                        | McKesson Corporation                        | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     250930 | NS      | $183876485.40  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                               | NiSource Inc.                               | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    5629692 | NS      | $227101775.30  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of       | Treasury, United States Department of       | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  380336000 | PA      | $383901650.00  | 2.64%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of       | Treasury, United States Department of       | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  477213000 | PA      | $479151677.80  | 3.29%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of       | Treasury, United States Department of       | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  525212000 | PA      | $530341010.30  | 3.65%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of       | Treasury, United States Department of       | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59418000 | PA      | $59640817.50   | 0.41%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated             | UnitedHealth Group Incorporated             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     299196 | NS      | $93340176.12   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                          | Vail Resorts, Inc.                          | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    9363000 | PA      | $9685432.04    | 0.07%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Veralto Corporation                         | Veralto Corporation                         | CUSIP: 92338C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     630556 | NS      | $63654628.20   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties L.P.                        | VICI Properties L.P.                        | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    6811000 | PA      | $6963639.28    | 0.05%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Visa Inc.                                   | Visa Inc.                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     239694 | NS      | $85103354.70   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                       | WEC Energy Group Inc.                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      98800 | NS      | $10294960.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                      | Waste Management, Inc.                      | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      99000 | NS      | $22653180.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                               | Workday, Inc.                               | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     749624 | NS      | $179909760.00  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                               | Workday, Inc.                               | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    6465000 | PA      | $6077421.31    | 0.04%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                           | Yum! Brands, Inc.                           | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | DE        |    5461000 | PA      | $5888207.80    | 0.04%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                           | Yum! Brands, Inc.                           | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | DE        |   15610000 | PA      | $14879845.22   | 0.10%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                           | Yum! Brands, Inc.                           | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   10271000 | PA      | $10175576.66   | 0.07%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands, Inc.                           | Yum! Brands, Inc.                           | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   14549000 | PA      | $13452826.98   | 0.09%             | 2031-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                           | Yum! Brands, Inc.                           | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   24731000 | PA      | $23861402.15   | 0.16%             | 2032-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                           | Yum! Brands, Inc.                           | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   29015000 | PA      | $29055686.57   | 0.20%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AON Public Limited Company                  | AON Public Limited Company                  | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      42900 | NS      | $15305004.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company | Willis Towers Watson Public Limited Company | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |     322801 | NS      | $98938506.50   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Trans Union, LLC                            | Trans Union, LLC                            | CUSIP: 89334GAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2443815 | PA      | $2444841.11    | 0.02%             | 2026-11-13      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                  | ADMI Corp.                                  | CUSIP: 00709LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1796608 | PA      | $1697040.12    | 0.01%             | 2027-12-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                  | ADMI Corp.                                  | CUSIP: 00709LAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7855968 | PA      | $7472989.93    | 0.05%             | 2027-12-23      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Mariner Wealth Advisors LLC                 | Mariner Wealth Advisors LLC                 | CUSIP: 56846TAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12559000 | PA      | $12585122.72   | 0.09%             | 2028-08-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Mariner Wealth Advisors LLC                 | Mariner Wealth Advisors LLC                 | CUSIP: 56846TAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8613038 | PA      | $8630952.62    | 0.06%             | 2028-08-18      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc.              | CCC Intelligent Solutions Inc.              | CUSIP: 12511BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12485148 | PA      | $12483650.21   | 0.09%             | 2028-09-16      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                           | ASML Holding N.V.                           | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      45271 | NS      | $36279726.69   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson National Asset Management, LLC      | JNL Government Money Market Fund - Class SL | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   23447691 | NS      | $23447691.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                 | OPTION                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |       -914 | NC      | $-907145.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                 | OPTION                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |       -832 | NC      | $-424320.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                 | OPTION                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |      -1372 | NC      | $-1852200.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                 | OPTION                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |       -680 | NC      | $-360400.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                               | OPTION                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -610 | NC      | $-190320.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                               | OPTION                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -453 | NC      | $-75877.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                               | OPTION                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -759 | NC      | $-1738110.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                            | OPTION                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IE        |       -198 | NC      | $-198000.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                            | OPTION                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | IE        |       -231 | NC      | $-61215.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                               | OPTION                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -318 | NC      | $-667.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | OPTION                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | US        |      -1144 | NC      | $-3820960.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | OPTION                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | US        |       -227 | NC      | $-446055.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | OPTION                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | US        |       -427 | NC      | $-950075.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                 | OPTION                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |      -3631 | NC      | $-1170997.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                          | OPTION                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DE               | CORP              | US        |       -457 | NC      | $-2280430.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                          | OPTION                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DE               | CORP              | US        |       -353 | NC      | $-1484365.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                          | OPTION                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DE               | CORP              | US        |       -786 | NC      | $-4873.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                            | OPTION                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -1192 | NC      | $-107280.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                          | OPTION                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DE               | CORP              | US        |       -609 | NC      | $-341040.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | OPTION                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | US        |       -304 | NC      | $-1089840.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                          | OPTION                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DE               | CORP              | US        |      -2286 | NC      | $-440055.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                          | OPTION                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DE               | CORP              | US        |       -756 | NC      | $-88830.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                            | OPTION                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -835 | NC      | $-79325.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                            | OPTION                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -762 | NC      | $-57150.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                               | OPTION                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -457 | NC      | $-1160780.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                               | OPTION                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -378 | NC      | $-438480.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                            | OPTION                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -930 | NC      | $-206925.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                          | OPTION                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DE               | CORP              | US        |      -3803 | NC      | $-494390.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                            | OPTION                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -228 | NC      | $-695400.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                 | OPTION                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |       -181 | NC      | $-345710.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                 | OPTION                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |       -275 | NC      | $-374000.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                          | OPTION                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DE               | CORP              | US        |       -723 | NC      | $-383.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                 | OPTION                                      | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |       -151 | NC      | $-265382.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | OPTION                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | US        |       -305 | NC      | $-1029375.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                               | OPTION                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -114 | NC      | $-1236900.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                               | OPTION                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -113 | NC      | $-1068415.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | OPTION                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | US        |       -446 | NC      | $-109270.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                              | OPTION                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -182 | NC      | $-450450.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                              | OPTION                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -305 | NC      | $-454450.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                              | OPTION                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -759 | NC      | $-141933.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                              | OPTION                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -914 | NC      | $-121562.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                               | OPTION                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -1125 | NC      | $-1625625.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                        | OPTION                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -436 | NC      | $-821860.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                            | OPTION                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -654 | NC      | $-58206.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                               | OPTION                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -457 | NC      | $-1147070.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                               | OPTION                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -497 | NC      | $-598885.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                        | OPTION                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -609 | NC      | $-151641.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                        | OPTION                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -379 | NC      | $-48693.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                        | OPTION                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -228 | NC      | $-122664.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                        | OPTION                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -762 | NC      | $-1066800.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                          | OPTION                                      | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DE               | CORP              | IE        |       -273 | NC      | $-414.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                            | OPTION                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -533 | NC      | $-628940.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                            | OPTION                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -694 | NC      | $-319240.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer