# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013527
**Filing Date:** 2023-2
**Character Count:** 93918
**Document Hash:** bf957d22f571ef2319a041d388d62007
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013527.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013527

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683256

**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/FRANKLIN TEMPLETON INCOME FUND (Series ID: S000010705)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000029596 | JNL/FRANKLIN TEMPLETON INCOME FUND (A) |  |
| C000067995 | JNL/FRANKLIN TEMPLETON INCOME FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

- **a. Name of Series:** JNL/Franklin Templeton Income Fund

- **b. EDGAR series identifier (if any):** S000010705

- **c. LEI of Series:** 549300TRUBSNQETF6Q74

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

- **a. Date of fiscal year-end:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1642780499.80

**Total Liabilities:** $37486095.85

**Net Assets:** $1605294403.95

**Cash Not Reported:** $503532.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -0.629838477126 | **1-Year:** -6609.596615046432 | **5-Year:** -61631.998676264360 | **10-Year:** -105505.876632368996 | **30-Year:** -9583.819430509477

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

- **3-Month:** -250.230079984300 | **1-Year:** -19728.913696541281 | **5-Year:** -92941.179210620351 | **10-Year:** -34293.655011394270 | **30-Year:** -2657.994072825400

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000029596 | 4.61%                | 4.92%                | -1.61%               |
| Class ID C000067995 | 4.61%                | 4.94%                | -1.59%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-14594768.40            | $77891680.77                               |
| Month 2  | $2557250.16              | $67002795.25                               |
| Month 3  | $3472844.84              | $-36095029.53                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC          | JNL Securities Lending Collateral Fund          | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  35892108 | NS      | $35892107.50  | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                          | FUTURE - PHYSICALLY DELIVERED                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       185 | NC      | $-176712.70   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                  | Community Health Systems, Inc.                  | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $4028155.44   | 0.25%             | 2030-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Community Health Systems, Inc.                  | Community Health Systems, Inc.                  | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6042278.64   | 0.38%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings Inc.          | Citigroup Global Markets Holdings Inc.          | CUSIP: 17329T377<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    435000 | PA      | $5073883.50   | 0.32%             | 2023-01-12      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance S.A.                | Consolidated Energy Finance S.A.                | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4680670.25   | 0.29%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                            | DISH DBS Corporation                            | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8500000 | PA      | $7927927.56   | 0.49%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                           | Dominion Energy, Inc.                           | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    200000 | NS      | $12264030.66  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                            | Royal Bank of Canada                            | CUSIP: 78015V233<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | US        |    245900 | PA      | $8088855.91   | 0.50%             | 2023-08-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                          | UBS AG                                          | CUSIP: 90278V362<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | SN               | CORP              | US        |     50000 | PA      | $3460770.00   | 0.22%             | 2023-10-19      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                       | Union Pacific Corporation                       | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3914705.04   | 0.24%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2020-1A      | United Airlines Pass Through Trust 2020-1A      | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3556725 | PA      | $3503729.80   | 0.22%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                    | Vistra Corp.                                    | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $7566381.26   | 0.47%             | 2500-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                              | Oracle Corporation                              | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4143249.00   | 0.26%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                           | Rocket Software, Inc.                           | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4750515.18   | 0.30%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Societe Generale                                | Societe Generale                                | CUSIP: 83370G607<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | US        |    352500 | PA      | $9769467.00   | 0.61%             | 2023-08-09      | Fixed         | 10.19%                | No            |                  2 | On Loan: No      |
| Sprint Corporation                              | Sprint Corporation                              | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5611738.99   | 0.35%             | 2024-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Target Corporation                              | Target Corporation                              | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     25000 | NS      | $3726000.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                   | Broadcom Inc.                                   | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4485454.50   | 0.28%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                | Credit Suisse AG                                | CUSIP: 225510528<br>LEI: N/A                  | Long             | SN               | CORP              | US        |    131000 | PA      | $10719926.50  | 0.67%             | 2023-08-08      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance B.V.                       | BNP Paribas Issuance B.V.                       | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | US        |     63000 | PA      | $5363001.00   | 0.33%             | 2023-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                     | DaVita Inc.                                     | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1491644.54   | 0.09%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Subordinated Incorporated   | Dornoch Debt Merger Subordinated Incorporated   | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6215000 | PA      | $4393929.11   | 0.27%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                         | Duke Energy Corporation                         | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     70000 | NS      | $7209300.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                            | Edison International                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    230000 | NS      | $14632600.00  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goldman Sachs Group, Inc.                   | The Goldman Sachs Group, Inc.                   | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6265826.45   | 0.39%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                     | Goldman Sachs International                     | CUSIP: 38149C626<br>LEI: W22LROWP2IHZNBB6K528 | Long             | SN               | CORP              | US        |     75000 | PA      | $3682725.00   | 0.23%             | 2023-07-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                     | Goldman Sachs International                     | CUSIP: 38149C840<br>LEI: W22LROWP2IHZNBB6K528 | Long             | SN               | CORP              | US        |     23000 | PA      | $4629946.00   | 0.29%             | 2023-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                               | Johnson & Johnson                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     75000 | NS      | $13248750.00  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                   | Rio Tinto PLC                                   | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |    200722 | NS      | $14291406.40  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                       | Shell PLC                                       | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    100000 | NS      | $5695000.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of           | Treasury, United States Department of           | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $31833592.00  | 1.98%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                    | Bausch Health Companies Inc.                    | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |   5220000 | PA      | $4444407.96   | 0.28%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| VICI Properties L.P.                            | VICI Properties L.P.                            | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4171366.04   | 0.26%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                    | Bausch Health Companies Inc.                    | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |  11732435 | PA      | $8071144.58   | 0.50%             | 2027-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                    | Bausch Health Companies Inc.                    | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |   9144000 | PA      | $7170759.55   | 0.45%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| The Boeing Company                              | The Boeing Company                              | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4834985.10   | 0.30%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                  | Community Health Systems, Inc.                  | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  12847000 | PA      | $6661089.08   | 0.41%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                      | Carrier Global Corporation                      | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2108507.25   | 0.13%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                    | Bausch Health Companies Inc.                    | CUSIP: 071734AC1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $3199005.51   | 0.20%             | 2027-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                   | Broadcom Inc.                                   | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1967769.50   | 0.12%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                   | Broadcom Inc.                                   | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3956243.40   | 0.25%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Coinbase Global, Inc.                           | Coinbase Global, Inc.                           | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   2171790 | PA      | $1048330.92   | 0.07%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                             | Comcast Corporation                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    211502 | NS      | $7396224.94   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS Corporation                            | DISH DBS Corporation                            | CUSIP: 25470XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12443067.13  | 0.78%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                   | Ford Motor Credit Company LLC                   | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3736077.64   | 0.23%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                            | JBS USA Food Company                            | CUSIP: 46590XAH9<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3821509.80   | 0.24%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                            | JPMorgan Chase & Co.                            | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    198350 | NS      | $26598735.00  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| JNL Government Money Market Fund                | JNL Government Money Market Fund                | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  20204235 | NS      | $20204235.12  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                            | JPMorgan Chase & Co.                            | CUSIP: 48124BAC9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1757250.00   | 0.11%             | 2500-12-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                    | Barclays PLC                                    | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8071115.50   | 0.50%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International & Co. C.V.          | Merrill Lynch International & Co. C.V.          | CUSIP: 59027E104<br>LEI: AHYI0DDQ2LCHPGHJC422 | Long             | SN               | CORP              | US        |     25000 | PA      | $5109550.00   | 0.32%             | 2023-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corporation               | Raytheon Technologies Corporation               | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    125000 | NS      | $12615000.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                | TotalEnergies SE                                | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    150000 | NS      | $9312000.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                       | Union Pacific Corporation                       | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     15000 | NS      | $3106050.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                     | United Parcel Service, Inc.                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     75000 | NS      | $13038000.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire & Rubber Company              | The Goodyear Tire & Rubber Company              | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6256119.15   | 0.39%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Target Corporation                              | Target Corporation                              | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2922420.30   | 0.18%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                    | Tenet Healthcare Corporation                    | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5763041.04   | 0.36%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                    | Tenet Healthcare Corporation                    | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19048291.00  | 1.19%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                  | TransDigm Inc.                                  | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4941612.80   | 0.31%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KeyBank National Association                    | KeyBank National Association                    | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1385250.90   | 0.09%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mozart Debt Merger Sub Inc.                     | Mozart Debt Merger Sub Inc.                     | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8059585.80   | 0.50%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                         | National Bank of Canada                         | CUSIP: 63306A627<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | SN               | CORP              | US        |     65000 | PA      | $5119770.50   | 0.32%             | 2023-12-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                   | Netflix, Inc.                                   | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4879832.75   | 0.30%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                            | NextEra Energy, Inc.                            | CUSIP: 65339F770<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EP               | CORP              | US        |    250000 | NS      | $12675000.00  | 0.79%             | 2023-03-01      | Fixed         | 5.28%                 | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation                | Occidental Petroleum Corporation                | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2066570.34   | 0.13%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                        | HP, Inc.                                        | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4571573.50   | 0.28%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                            | Meta Platforms, Inc.                            | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4399684.45   | 0.27%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                        | HP, Inc.                                        | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4700899.00   | 0.29%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.     | Federal National Mortgage Association, Inc.     | CUSIP: 3140QBMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    634383 | PA      | $607872.21    | 0.04%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                      | Fertitta Entertainment LLC                      | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2624075.82   | 0.16%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                      | Fertitta Entertainment LLC                      | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2421714.96   | 0.15%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Ford Motor Company                              | Ford Motor Company                              | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4732650.00   | 0.29%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Ford Motor Company                              | Ford Motor Company                              | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2257338.48   | 0.14%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                   | Ford Motor Credit Company LLC                   | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9640465.30   | 0.60%             | 2025-06-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                | Pacific Gas And Electric Company                | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5265000 | PA      | $4765904.85   | 0.30%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Par Pharmaceutical, Inc.                        | Par Pharmaceutical, Inc.                        | CUSIP: 69888XAA7<br>LEI: 549300GLBA6FLQZ70X71 | Long             | DBT              | CORP              | US        |   4724000 | PA      | $3590368.87   | 0.22%             | 2027-04-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PENN Entertainment, Inc.                        | PENN Entertainment, Inc.                        | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5537677.11   | 0.34%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Reynolds Group Issuer Inc.                      | Reynolds Group Issuer Inc.                      | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3276234.36   | 0.20%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roblox Corporation                              | Roblox Corporation                              | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3938547.95   | 0.25%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APX Group, Inc.                                 | APX Group, Inc.                                 | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7461869.85   | 0.46%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                     | AbbVie Inc.                                     | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7317488.25   | 0.46%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc.         | International Flavors & Fragrances Inc.         | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3956695.50   | 0.25%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                | Magallanes, Inc.                                | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2707629.69   | 0.17%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company      | Mauser Packaging Solutions Holding Company      | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4864780.20   | 0.30%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                             | Centene Corporation                             | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4694186.00   | 0.29%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                   | MetLife, Inc.                                   | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     50000 | NS      | $3618500.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| 1375209 BC Ltd                                  | 1375209 BC Ltd                                  | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5151000 | PA      | $5018029.67   | 0.31%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Endo Designated Activity Company                | Endo Designated Activity Company                | CUSIP: 29273DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1995798.08   | 0.12%             | 2024-10-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Expedia Group, Inc.                             | Expedia Group, Inc.                             | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   3871000 | PA      | $3558000.62   | 0.22%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd             | FMG Resources (August 2006) Pty Ltd             | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2536295.82   | 0.16%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                | Philip Morris International Inc.                | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     75000 | NS      | $7590750.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Scih Salt Holdings Inc.                         | Scih Salt Holdings Inc.                         | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6888960.24   | 0.43%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                | Societe Generale                                | CUSIP: 83370G565<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | US        |     76000 | PA      | $3911993.60   | 0.24%             | 2023-06-09      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                | Amazon.com, Inc.                                | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2749200.30   | 0.17%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance Public Limited Company | Ardagh Packaging Finance Public Limited Company | CUSIP: 03969AAP5<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3676076.90   | 0.23%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corporation                        | Barrick Gold Corporation                        | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    485402 | NS      | $8339206.36   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                              | The Boeing Company                              | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1979742.00   | 0.12%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Chevron Corporation                             | Chevron Corporation                             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125000 | NS      | $22436250.00  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| The Home Depot, Inc.                            | The Home Depot, Inc.                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     12000 | NS      | $3790320.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                     | Lockheed Martin Corporation                     | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     50000 | NS      | $24324500.00  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Company LLC                   | Vistra Operations Company LLC                   | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4745464.19   | 0.30%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                 | Medtronic, Inc.                                 | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | EC               | CORP              | IE        |     90000 | NS      | $6994800.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.            | Clear Channel Outdoor Holdings, Inc.            | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3669673.00   | 0.23%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Clear Channel Outdoor Holdings, Inc.            | Clear Channel Outdoor Holdings, Inc.            | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2182111.41   | 0.14%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                         | Exxon Mobil Corporation                         | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    250000 | NS      | $27575000.00  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    135000 | NS      | $11477700.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                     | Pfizer Inc.                                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    200000 | NS      | $10248000.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                    | The Procter & Gamble Company                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     50000 | NS      | $7578000.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Commscope Finance LLC                           | Commscope Finance LLC                           | CUSIP: 20338QAA1<br>LEI: 254900AW4CEPCQWSRI58 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2347123.80   | 0.15%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                          | DIRECTV Financing, LLC                          | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4035469.28   | 0.25%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Qualcomm Incorporated                           | Qualcomm Incorporated                           | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     24000 | NS      | $2638560.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldorado Resorts, Inc.                          | Eldorado Resorts, Inc.                          | CUSIP: 28470RAH5<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9729213.00   | 0.61%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.          | General Motors Financial Company, Inc.          | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2106130.25   | 0.13%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                              | Oracle Corporation                              | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3850362.00   | 0.24%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                              | Oracle Corporation                              | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4200995.20   | 0.26%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Treasury, United States Department of           | Treasury, United States Department of           | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15002343.00  | 0.93%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Univision Communications Inc.                   | Univision Communications Inc.                   | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7726306.56   | 0.48%             | 2027-06-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | Barclays Bank PLC                               | CUSIP: 06748B612<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | US        |    175000 | PA      | $8402747.50   | 0.52%             | 2023-03-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                        | Celanese US Holdings LLC                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5925602.88   | 0.37%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                  | Citigroup Inc.                                  | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6982388.25   | 0.43%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                  | Citigroup Inc.                                  | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3095836.38   | 0.19%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CommScope Holding Company, Inc.                 | CommScope Holding Company, Inc.                 | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   7323834 | PA      | $6665139.06   | 0.42%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                     | DaVita Inc.                                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   9360000 | PA      | $7543347.55   | 0.47%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corporation                         | Boyd Gaming Corporation                         | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4351843.95   | 0.27%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company      | Mauser Packaging Solutions Holding Company      | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12033422.96  | 0.75%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                               | CCO Holdings, LLC                               | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3079284.35   | 0.19%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                  | Community Health Systems, Inc.                  | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $36466636.80  | 2.27%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| CSC Holdings, LLC                               | CSC Holdings, LLC                               | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8415582.10   | 0.52%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.               | Cornerstone Building Brands, Inc.               | CUSIP: 13323NAA0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3669114.80   | 0.23%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association       | JPMorgan Chase Bank, National Association       | CUSIP: 48128Q652<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |    125000 | PA      | $4212750.00   | 0.26%             | 2023-05-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation               | Capital One Financial Corporation               | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7277412.75   | 0.45%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.            | United Rentals (North America), Inc.            | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   8510000 | PA      | $8063316.82   | 0.50%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                        | Mizuho Markets Cayman LP                        | CUSIP: 6068FP877<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | US        |     70000 | PA      | $4634868.00   | 0.29%             | 2023-11-03      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                        | Mizuho Markets Cayman LP                        | CUSIP: 6068FR204<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | US        |    125700 | PA      | $9362613.66   | 0.58%             | 2023-12-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                  | Weatherford International Ltd.                  | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    242000 | PA      | $248639.64    | 0.02%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                  | Weatherford International Ltd.                  | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5393390.75   | 0.34%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                        | Mizuho Markets Cayman LP                        | CUSIP: 6068FR303<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | US        |    213700 | PA      | $7409662.84   | 0.46%             | 2023-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                  | Morgan Stanley                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4185674.80   | 0.26%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                  | Weatherford International Ltd.                  | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9656533.10   | 0.60%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                           | Wells Fargo & Company                           | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3721810.80   | 0.23%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Altice France Holding S.A.                      | Altice France Holding S.A.                      | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $5742283.58   | 0.36%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                      | Apple Inc.                                      | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3177236.65   | 0.20%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| GSK Consumer Healthcare Capital US LLC          | GSK Consumer Healthcare Capital US LLC          | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3751014.30   | 0.23%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| K.K.R. Co., Inc.                                | K.K.R. Co., Inc.                                | CUSIP: 48251W401<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     32500 | NS      | $1860625.00   | 0.12%             | 2023-09-15      | Fixed         | 6.00%                 | No            |                  1 | On Loan: No      |
| Stagwell Inc.                                   | Stagwell Inc.                                   | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2473165.56   | 0.15%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                    | MPH Acquisition Holdings LLC                    | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $5649120.83   | 0.35%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| MPH Acquisition Holdings LLC                    | MPH Acquisition Holdings LLC                    | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3902139.60   | 0.24%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership, L.P.                 | MPT Operating Partnership, L.P.                 | CUSIP: 55342UAH7<br>LEI: 254900U6E39J1MQCCY14 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $2912436.45   | 0.18%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership, L.P.                 | MPT Operating Partnership, L.P.                 | CUSIP: 55342UAM6<br>LEI: 254900U6E39J1MQCCY14 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3439842.00   | 0.21%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                        | WESCO Distribution, Inc.                        | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5068400.05   | 0.32%             | 2025-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                   | Workday, Inc.                                   | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5283541.20   | 0.33%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas, LLC                             | Wynn Las Vegas, LLC                             | CUSIP: 983130AV7<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9052029.02   | 0.56%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas, LLC                             | Wynn Las Vegas, LLC                             | CUSIP: 983130AX3<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1810106.70   | 0.11%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BCE Inc.                                        | BCE Inc.                                        | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |    150000 | NS      | $6590472.67   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs International                     | Goldman Sachs International                     | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | US        |     30000 | PA      | $7231770.00   | 0.45%             | 2023-01-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                     | Bank of America Corporation                     | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    504200 | NS      | $16699104.00  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                    | Barclays PLC                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5258360.00   | 0.33%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance B.V.                       | BNP Paribas Issuance B.V.                       | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | US        |     65000 | PA      | $9977045.00   | 0.62%             | 2023-02-23      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                                | Credit Suisse AG                                | CUSIP: 225510395<br>LEI: N/A                  | Long             | SN               | CORP              | US        |     20000 | PA      | $5236240.00   | 0.33%             | 2023-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                              | DTE Energy Company                              | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     50000 | NS      | $5876500.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd             | FMG Resources (August 2006) Pty Ltd             | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2816748.57   | 0.18%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BASF SE                                         | BASF SE                                         | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |    110000 | NS      | $5487572.96   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra Energy                                   | Sempra Energy                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     50000 | NS      | $7727000.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                  | Texas Instruments Incorporated                  | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    170350 | NS      | $28145227.00  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals (North America), Inc.            | United Rentals (North America), Inc.            | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3984630.00   | 0.25%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corporation               | Raytheon Technologies Corporation               | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6838537.30   | 0.43%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                 | UnitedHealth Group Incorporated                 | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5178770.85   | 0.32%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                     | Verizon Communications Inc.                     | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    200000 | NS      | $7880000.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Capital, Inc.                           | Ashtead Capital, Inc.                           | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2720632.50   | 0.17%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| B. A. T. Capital Corporation                    | B. A. T. Capital Corporation                    | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2411337.75   | 0.15%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| B. A. T. Capital Corporation                    | B. A. T. Capital Corporation                    | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9141525.00   | 0.57%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                     | Bank of America Corporation                     | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2410494.50   | 0.15%             | 2500-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Bank of America Corporation                     | Bank of America Corporation                     | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3890120.00   | 0.24%             | 2500-12-31      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                     | Bank of America Corporation                     | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9058537.00   | 0.56%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                              | The Boeing Company                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11700967.20  | 0.73%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                   | Broadcom Inc.                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     25921 | NS      | $14493208.73  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies, Inc.                          | Lowe`s Companies, Inc.                          | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6849363.71   | 0.43%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                | Magallanes, Inc.                                | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2473549.20   | 0.15%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                          | McDonald's Corporation                          | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3916234.96   | 0.24%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International & Co. C.V.          | Merrill Lynch International & Co. C.V.          | CUSIP: 59027C827<br>LEI: AHYI0DDQ2LCHPGHJC422 | Long             | SN               | CORP              | US        |      5700 | PA      | $9604557.00   | 0.60%             | 2023-01-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International & Co. C.V.          | Merrill Lynch International & Co. C.V.          | CUSIP: 59027C884<br>LEI: AHYI0DDQ2LCHPGHJC422 | Long             | SN               | CORP              | US        |     30000 | PA      | $5068290.00   | 0.32%             | 2023-12-04      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CVS Health Corporation                          | CVS Health Corporation                          | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3386171.25   | 0.21%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                          | CVS Health Corporation                          | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1444032.80   | 0.09%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners, L.P.       | Calumet Specialty Products Partners, L.P.       | CUSIP: 131477AT8<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7312279.45   | 0.46%             | 2025-04-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners, L.P.       | Calumet Specialty Products Partners, L.P.       | CUSIP: 131477AU5<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |   1944000 | PA      | $1967762.11   | 0.12%             | 2024-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners, L.P.       | Calumet Specialty Products Partners, L.P.       | CUSIP: 131477AV3<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2819725.83   | 0.18%             | 2027-01-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Ge Healthcare Holding LLC                       | Ge Healthcare Holding LLC                       | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4150188.04   | 0.26%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: —       |
| Micron Technology, Inc.                         | Micron Technology, Inc.                         | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4070040.40   | 0.25%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                        | Mizuho Markets Cayman LP                        | CUSIP: 6068FP851<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | US        |     50000 | PA      | $3472270.00   | 0.22%             | 2023-06-26      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Mozart Debt Merger Sub Inc.                     | Mozart Debt Merger Sub Inc.                     | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7153015.77   | 0.45%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mylan II B.V.                                   | Mylan II B.V.                                   | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2523536.64   | 0.16%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company, Inc.           | American Electric Power Company, Inc.           | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    100000 | NS      | $9495000.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal                                   | ArcelorMittal                                   | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5977169.40   | 0.37%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance Public Limited Company | Ardagh Packaging Finance Public Limited Company | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2600630.46   | 0.16%             | 2026-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance Public Limited Company | Ardagh Packaging Finance Public Limited Company | CUSIP: 03969AAR1<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $5655801.45   | 0.35%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                 | AstraZeneca PLC                                 | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    150000 | NS      | $10170000.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BP P.L.C.                                       | BP P.L.C.                                       | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    200000 | NS      | $6986000.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                  | Citigroup Inc.                                  | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    150000 | NS      | $6784500.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Issuance B.V.                       | BNP Paribas Issuance B.V.                       | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | US        |    338515 | PA      | $12112066.70  | 0.75%             | 2023-08-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                    | U.S. Bancorp                                    | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    220000 | NS      | $9594200.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation               | Capital One Financial Corporation               | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4769630.30   | 0.30%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corporation                   | Chesapeake Energy Corporation                   | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2857962.90   | 0.18%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Southern Company                            | The Southern Company                            | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    200000 | NS      | $14282000.00  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                           | Freeport-McMoRan Inc.                           | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2336840.63   | 0.15%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| General Motors Company                          | General Motors Company                          | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3042452.70   | 0.19%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| General Motors Company                          | General Motors Company                          | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2331353.70   | 0.15%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.          | General Motors Financial Company, Inc.          | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4482693.00   | 0.28%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association       | JPMorgan Chase Bank, National Association       | CUSIP: 48128Q694<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |     15000 | PA      | $5179770.00   | 0.32%             | 2023-03-09      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                               | Barclays Bank PLC                               | CUSIP: 06748B190<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | SN               | CORP              | US        |     97000 | PA      | $12335684.00  | 0.77%             | 2023-09-08      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                             | Centene Corporation                             | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4780000 | PA      | $4372461.02   | 0.27%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC           | Cheniere Corpus Christi Holdings, LLC           | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4079505.02   | 0.25%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings Inc.          | Citigroup Global Markets Holdings Inc.          | CUSIP: 17330M478<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |      2400 | PA      | $4394616.00   | 0.27%             | 2023-06-22      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Commscope, Inc.                                 | Commscope, Inc.                                 | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3595783.15   | 0.22%             | 2028-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| DISH DBS Corporation                            | DISH DBS Corporation                            | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3374117.48   | 0.21%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Company of America, Inc.         | Roller Bearing Company of America, Inc.         | CUSIP: 775631AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2593539.72   | 0.16%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                            | Royal Bank of Canada                            | CUSIP: 78014V879<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | US        |     72000 | PA      | $11567160.00  | 0.72%             | 2023-05-19      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                            | Royal Bank of Canada                            | CUSIP: 78015V126<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | US        |     70000 | PA      | $6293476.00   | 0.39%             | 2023-05-26      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                    | U.S. Bancorp                                    | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4674147.71   | 0.29%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of           | Treasury, United States Department of           | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33000000 | PA      | $29504062.50  | 1.84%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of           | Treasury, United States Department of           | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53500000 | PA      | $49286875.00  | 3.07%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.          | The PNC Financial Services Group, Inc.          | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4177594.80   | 0.26%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                            | Royal Bank of Canada                            | CUSIP: 78015V290<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | US        |    248600 | PA      | $17166252.62  | 1.07%             | 2023-09-22      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                              | Royalty Pharma PLC                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1956078.00   | 0.12%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                | SkyMiles IP Ltd.                                | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6593363.91   | 0.41%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                              | T-Mobile USA, Inc.                              | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5727017.92   | 0.36%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                    | Truist Financial Corporation                    | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1878097.20   | 0.12%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                    | Truist Financial Corporation                    | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    285000 | NS      | $12263550.00  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                         | American Airlines, Inc.                         | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9616626.90   | 0.60%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                     | AbbVie Inc.                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     55000 | NS      | $8888550.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Nederland Holding B.V.                    | Alcoa Nederland Holding B.V.                    | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4427087.70   | 0.28%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International & Co. C.V.          | Merrill Lynch International & Co. C.V.          | CUSIP: 59027E138<br>LEI: AHYI0DDQ2LCHPGHJC422 | Long             | SN               | CORP              | US        |     15100 | PA      | $7773298.80   | 0.48%             | 2023-12-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| The Southern Company                            | The Southern Company                            | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5108905.90   | 0.32%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer