# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001175
**Filing Date:** 2025-8
**Character Count:** 61421
**Document Hash:** 3e697cdf81f39eb83e997e00906dbf39
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001175.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001175

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 251266045

**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/Neuberger Berman Commodity Strategy Fund (Series ID: S000068113)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000218184 | JNL/Neuberger Berman Commodity Strategy Fund (I) |  |
| C000218185 | JNL/Neuberger Berman Commodity Strategy Fund (A) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

- **a. Name of Series:** JNL/Neuberger Berman Commodity Strategy Fund

- **b. EDGAR series identifier (if any):** S000068113

- **c. LEI of Series:** 549300JQ0KGVFNZ4BP81

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $41554841.04

**Total Liabilities:** $1812757.59

**Net Assets:** $39742083.45

**Cash Not Reported:** $3176727.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -191.194982749913 | **1-Year:** -2403.116825103423 | **5-Year:** -895.091009252268 | **10-Year:** -0.098599389133 | **30-Year:** 0.000000000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218184 | -5.17%               | 0.23%                | 3.11%                |
| Class ID C000218185 | -5.21%               | 0.23%                | 3.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1378.27                 | $-69290.70                                 |
| Month 2  | $1159.49                 | $28485.58                                  |
| Month 3  | $8513.03                 | $17694.91                                  |

**Designated Index Information**

- **Index Name:** Bloomberg Commodity TR USD

- **Index Identifier:** BBGCICMP

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Walmart Inc.                                              | Walmart Inc.                                              | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381178.11    | 0.96%             | 2027-04-28      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                     | Wells Fargo & Company                                     | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    840000 | PA      | $840126.00    | 2.11%             | 2028-01-24      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2025-A   | World Omni Automobile Lease Securitization Trust 2025-A   | CUSIP: 98164PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65000 | PA      | $64919.73     | 0.16%             | 2027-02-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                  | World Omni Auto Receivables Trust 2025-A                  | CUSIP: 98164YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    163000 | PA      | $163045.77    | 0.41%             | 2026-11-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                     | Hyundai Auto Receivables Trust 2024-A                     | CUSIP: 448973AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    169476 | PA      | $169748.53    | 0.43%             | 2027-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                     | Hyundai Auto Receivables Trust 2024-B                     | CUSIP: 44934QAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47317 | PA      | $47412.97     | 0.12%             | 2027-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-A                     | Hyundai Auto Receivables Trust 2025-A                     | CUSIP: 44935CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    168000 | PA      | $167764.13    | 0.42%             | 2026-09-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                         | Intel Corporation                                         | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    495000 | PA      | $496001.34    | 1.25%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | Goldman Sachs Bank USA                                    | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601351.80    | 1.51%             | 2027-05-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-A                   | Harley-Davidson Motorcycle Trust 2024-A                   | CUSIP: 412922AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    193074 | PA      | $193274.44    | 0.49%             | 2025-11-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                              | HPEFS Equipment Trust 2023-2                              | CUSIP: 44328UAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34992 | PA      | $35018.96     | 0.09%             | 2025-07-21      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                          | JNL Government Money Market Fund                          | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5498891 | NS      | $5498891.17   | 13.84%            |  |  |  | No            |                  1 | On Loan: No      |
| AIG Global Funding                                        | AIG Global Funding                                        | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    385000 | PA      | $387722.41    | 0.98%             | 2026-09-25      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc.                                                 | AT&T Inc.                                                 | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    860000 | PA      | $842593.17    | 2.12%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-3 | GM Financial Consumer Automobile Receivables Trust 2024-3 | CUSIP: 38013KAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    287432 | PA      | $287954.81    | 0.72%             | 2026-02-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                      | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    580000 | PA      | $581201.88    | 1.46%             | 2027-09-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                      | JPMorgan Chase & Co.                                      | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317611.63    | 0.80%             | 2028-01-23      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                            | Goldman Sachs Group, Inc., The                            | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185059.44    | 0.47%             | 2027-09-10      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                            | Goldman Sachs Group, Inc., The                            | CUSIP: 38141GZS6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167697.29    | 0.42%             | 2028-03-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024-B                             | John Deere Owner Trust 2024-B                             | CUSIP: 47786WAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    122430 | PA      | $122792.65    | 0.31%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                     | Keurig Dr Pepper Inc.                                     | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395670.99    | 1.00%             | 2026-11-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                     | Treasury, United States Department of                     | CUSIP: 912797RB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1500000 | PA      | $1482788.70   | 3.73%             | 2025-10-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RTX Corporation                                           | RTX Corporation                                           | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    406000 | PA      | $405517.79    | 1.02%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2025-2                          | Kubota Credit Owner Trust 2025-2                          | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    146000 | PA      | $146071.63    | 0.37%             | 2027-07-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2025-1                    | M&T Bank Auto Receivables Trust 2025-1                    | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100109.63    | 0.25%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                           | UnitedHealth Group Incorporated                           | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    633000 | PA      | $632832.26    | 1.59%             | 2026-07-15      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                               | Verizon Communications Inc.                               | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225600.84    | 0.57%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                      | Verizon Master Trust                                      | CUSIP: 92348KCR2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    307000 | PA      | $307948.84    | 0.77%             | 2027-04-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                      | Verizon Master Trust                                      | CUSIP: 92348KCV3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $49918.74     | 0.13%             | 2026-06-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                        | Volkswagen Auto Lease Trust 2024-A                        | CUSIP: 92866EAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     62161 | PA      | $62224.94     | 0.16%             | 2026-01-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2025-1                | Volkswagen Auto Loan Enhanced Trust 2025-1                | CUSIP: 92868MAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    310000 | PA      | $310141.61    | 0.78%             | 2026-10-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                          | Marsh & Mclennan Companies, Inc.                          | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315523.94    | 0.79%             | 2027-11-08      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                   | MasterCard Incorporated                                   | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155217.73    | 0.39%             | 2028-03-15      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                 | Morgan Stanley Bank, N.A.                                 | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    865000 | PA      | $865434.84    | 2.18%             | 2027-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                              | New York Life Global Funding                              | CUSIP: 64953BBQ0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401194.40    | 1.01%             | 2026-08-28      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                              | New York Life Global Funding                              | CUSIP: 64953BBU1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340098.36    | 0.86%             | 2027-02-05      | Variable      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                     | NextEra Energy Capital Holdings, Inc.                     | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    384000 | PA      | $384856.13    | 0.97%             | 2026-01-29      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                     | NextEra Energy Capital Holdings, Inc.                     | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180434.65    | 0.45%             | 2028-02-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                           | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | US        |    267000 | PA      | $268009.26    | 0.67%             | 2027-03-19      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corporation                                        | Oracle Corporation                                        | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    565000 | PA      | $553457.67    | 1.39%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                     | PayPal Holdings, Inc.                                     | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320253.86    | 0.81%             | 2028-03-06      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| PepsiCo Singapore Financing I Pte. Ltd.                   | PepsiCo Singapore Financing I Pte. Ltd.                   | CUSIP: 713466AE0<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224539.65    | 0.56%             | 2027-02-16      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                          | Philip Morris International Inc.                          | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    460000 | PA      | $462483.72    | 1.16%             | 2028-04-28      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2024-1        | Porsche Financial Auto Securitization Trust 2024-1        | CUSIP: 73328EAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    169442 | PA      | $169403.80    | 0.43%             | 2026-07-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust 2024-2               | Porsche Innovative Lease Owner Trust 2024-2               | CUSIP: 73328NAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    169515 | PA      | $169436.03    | 0.43%             | 2026-01-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2          | SFS Auto Receivables Securitization Trust 2024-2          | CUSIP: 78397XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    159877 | PA      | $160137.20    | 0.40%             | 2027-10-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2          | SFS Auto Receivables Securitization Trust 2025-2          | CUSIP: 78398HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     98000 | PA      | $98134.68     | 0.25%             | 2027-03-20      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2025-A                              | SBNA Auto Lease Trust 2025-A                              | CUSIP: 78437KAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    143000 | PA      | $142943.59    | 0.36%             | 2027-04-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                      | Siemens Funding B.V.                                      | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395703.65    | 1.00%             | 2028-05-26      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group, L.P.                                | Simon Property Group, L.P.                                | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    890000 | PA      | $888499.46    | 2.24%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                  | State Street Corporation                                  | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115509.99    | 0.29%             | 2026-08-03      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                  | State Street Corporation                                  | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459506.65    | 1.16%             | 2027-10-22      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| TCI Communications, Inc.                                  | TCI Communications, Inc.                                  | CUSIP: 872287AF4<br>LEI: 549300PBDHO6M483PB82 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332051.53    | 0.84%             | 2026-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                        | T-Mobile USA, Inc.                                        | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64083.60     | 0.16%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                        | T-Mobile USA, Inc.                                        | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29545.31     | 0.07%             | 2026-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2025-A                           | Toyota Lease Owner Trust 2025-A                           | CUSIP: 89239NAB1<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-CBDO         | CORP              | US        |    285000 | PA      | $285672.80    | 0.72%             | 2026-12-21      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-A Owner Trust                | Toyota Auto Receivables 2025-A Owner Trust                | CUSIP: 89240JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    326000 | PA      | $326169.29    | 0.82%             | 2027-11-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                            | U.S. Bank National Association                            | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    655000 | PA      | $655016.38    | 1.65%             | 2027-10-22      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                        | Ally Auto Receivables Trust 2024-2                        | CUSIP: 02007NAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50197 | PA      | $50178.50     | 0.13%             | 2027-07-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| American Express Company                                  | American Express Company                                  | CUSIP: 025816DQ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    655000 | PA      | $657772.48    | 1.66%             | 2028-02-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                | Amgen Inc.                                                | CUSIP: 031162DN7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330357.42    | 0.83%             | 2026-03-02      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XIII LLC               | Amur Equipment Finance Receivables XIII LLC               | CUSIP: 03237CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    102513 | PA      | $103360.14    | 0.26%             | 2027-07-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                     | Athene Global Funding                                     | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    405000 | PA      | $405562.95    | 1.02%             | 2027-01-07      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Auxilior Term Funding 2024-1, LLC                         | Auxilior Term Funding 2024-1, LLC                         | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57974 | PA      | $58211.43     | 0.15%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2024-2                            | BMW Vehicle Lease Trust 2024-2                            | CUSIP: 05613MAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    151605 | PA      | $151345.73    | 0.38%             | 2026-06-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                               | Bank of America Corporation                               | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    410000 | PA      | $405731.41    | 1.02%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                               | Bank of America Corporation                               | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181554.70    | 0.46%             | 2027-09-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corporation, The                  | Bank of New York Mellon Corporation, The                  | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390378.30    | 0.98%             | 2028-06-09      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2024-1                                    | BofA Auto Trust 2024-1                                    | CUSIP: 09709AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85565 | PA      | $85678.84     | 0.22%             | 2026-12-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                              | Bristol-Myers Squibb Company                              | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    419000 | PA      | $419725.12    | 1.06%             | 2026-02-20      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                             | Broadcom Inc.                                             | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418525.63    | 1.05%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2023-1                              | CCG Receivables Trust 2023-1                              | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50965 | PA      | $51146.92     | 0.13%             | 2030-09-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                    | CVS Health Corporation                                    | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309887.41    | 0.78%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                    | CVS Health Corporation                                    | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170636.62    | 0.43%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2025-A                                | CNH Equipment Trust 2025-A                                | CUSIP: 12674BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    214000 | PA      | $214115.65    | 0.54%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                         | Capital One Financial Corporation                         | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    670000 | PA      | $669972.20    | 1.69%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-4                            | Carmax Auto Owner Trust 2024-4                            | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91022 | PA      | $91061.99     | 0.23%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                            | CarMax Auto Owner Trust 2024-1                            | CUSIP: 14318WAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48278 | PA      | $48316.19     | 0.12%             | 2025-11-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                | Caterpillar Financial Services Corporation                | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    860000 | PA      | $861780.11    | 2.17%             | 2027-05-14      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                       | Chevron U.S.A. Inc.                                       | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    470000 | PA      | $470836.60    | 1.18%             | 2027-02-26      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                            | Citigroup Inc.                                            | CUSIP: 17325FBM9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    870000 | PA      | $870060.38    | 2.19%             | 2027-11-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-2                    | Citizens Auto Receivables Trust 2024-2                    | CUSIP: 17331XAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     98063 | PA      | $98133.80     | 0.25%             | 2025-09-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-A                                | CNH Equipment Trust 2024-A                                | CUSIP: 18978JAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47676 | PA      | $47680.53     | 0.12%             | 2026-03-16      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.             | Consolidated Edison Company of New York, Inc.             | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314771.34    | 0.79%             | 2027-11-18      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                              | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201138.21    | 0.51%             | 2027-02-02      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                          | DLLAA 2023-1 LLC                                          | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23247 | PA      | $23271.18     | 0.06%             | 2026-07-20      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                          | DLLAA 2025-1 LLC                                          | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     58000 | PA      | $58112.92     | 0.15%             | 2027-10-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                          | DLLST 2024-1 LLC                                          | CUSIP: 23346HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20325 | PA      | $20341.35     | 0.05%             | 2025-07-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust 2024-1                        | Daimler Trucks Retail Trust 2024-1                        | CUSIP: 233874AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     54095 | PA      | $54153.94     | 0.14%             | 2026-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                            | John Deere Capital Corporation                            | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    635000 | PA      | $635909.76    | 1.60%             | 2026-03-06      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                            | John Deere Capital Corporation                            | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150534.86    | 0.38%             | 2027-06-11      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                       | Dell Equipment Finance Trust 2024-1                       | CUSIP: 24702GAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     94745 | PA      | $94909.54     | 0.24%             | 2025-11-24      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners, L.P.                            | Enbridge Energy Partners, L.P.                            | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185852.13    | 0.47%             | 2025-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                         | Enterprise Products Operating LLC                         | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    440000 | PA      | $437973.40    | 1.10%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank, National Association                    | Fifth Third Bank, National Association                    | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379552.85    | 0.96%             | 2028-01-28      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                       | Ford Credit Auto Lease Trust 2025-A                       | CUSIP: 345282AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $230140.60    | 0.58%             | 2027-08-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                       | Ford Credit Auto Owner Trust 2024-B                       | CUSIP: 34531QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    131563 | PA      | $131863.08    | 0.33%             | 2026-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-A                       | Ford Credit Auto Owner Trust 2025-A                       | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    337000 | PA      | $337413.70    | 0.85%             | 2026-11-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| GECU Auto Receivables Trust 2023-1                        | GECU Auto Receivables Trust 2023-1                        | CUSIP: 36169EAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16585 | PA      | $16591.68     | 0.04%             | 2027-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| General Electric Company                                  | General Electric Company                                  | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    443000 | PA      | $443533.73    | 1.12%             | 2026-05-05      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                     | Georgia Power Company                                     | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359098.81    | 0.90%             | 2026-09-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                               | GlaxoSmithKline Capital PLC                               | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475753.83    | 1.20%             | 2027-03-12      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3              | GM Financial Automobile Leasing Trust 2024-3              | CUSIP: 38012QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    161992 | PA      | $161661.99    | 0.41%             | 2026-04-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                    | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        13 | NC      | $41056.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                    | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        85 | NC      | $-162560.86   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| EOP - EURONEXT DERIVATIVES PARIS                          | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |        -2 | NC      | $1101.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                 | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | US        |         5 | NC      | $-23982.55    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE (NYMEX)                      | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        32 | NC      | $123664.91    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                 | FUTURE - CASH SETTLED                                     | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | GB        |        40 | NC      | $210522.98    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                 | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | US        |         3 | NC      | $644.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                 | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | GB        |         5 | NC      | $-41787.05    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                               | FUTURE - CASH SETTLED                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |         5 | NC      | $35930.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                                  | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        22 | NC      | $68609.39     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                                  | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        18 | NC      | $40623.77     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE (NYMEX)                      | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        14 | NC      | $-2388.18     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EOP - EURONEXT DERIVATIVES PARIS                          | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |         5 | NC      | $480.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                 | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | US        |         8 | NC      | $-127215.85   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                    | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |         9 | NC      | $-22574.67    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE (LME)                               | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        33 | NC      | $125607.68    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                               | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        24 | NC      | $69381.14     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                               | FUTURE - CASH SETTLED                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        26 | NC      | $2100.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE (LME)                               | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        11 | NC      | $15600.31     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE (LME)                               | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |         6 | NC      | $-18531.36    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE (LME)                               | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |         3 | NC      | $7705.38      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE (LME)                               | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |         1 | NC      | $12423.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE (LME)                               | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        11 | NC      | $23223.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                 | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | NL        |         7 | NC      | $12863.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MINNEAPOLIS GRAIN EXCHANGE                                | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |         5 | NC      | $-3351.30     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE (NYMEX)                      | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        84 | NC      | $-162301.44   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE (NYMEX)                      | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        -1 | NC      | $-10933.40    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE (NYMEX)                      | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        10 | NC      | $60585.03     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                 | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | GB        |         1 | NC      | $-10163.73    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                 | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | GB        |        26 | NC      | $98068.22     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                 | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | GB        |        14 | NC      | $-702.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                 | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | CA        |        11 | NC      | $2664.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                    | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        26 | NC      | $-22534.19    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                 | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | US        |        44 | NC      | $-46034.33    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE                                        | FUTURE - CASH SETTLED                                     | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | N/A              | DCO              | CORP              | SG        |        18 | NC      | $-611.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                                  | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |         8 | NC      | $50135.12     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                    | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -5 | NC      | $9741.41      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                 | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | NL        |        19 | NC      | $-16396.94    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                    | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        -3 | NC      | $2751.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE (NYMEX)                      | FUTURE - PHYSICALLY DELIVERED                             | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        14 | NC      | $32078.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer