# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001193125-26-071038
**Filing Date:** 2026-2
**Character Count:** 86784
**Document Hash:** 8379e7ac4924a531a5bc8f2826c7f019
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-071038.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001193125-26-071038

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 26677599

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

- **a. Name of Series:** JNL/T. Rowe Price Capital Appreciation Fund

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

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

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $14934259625.65

**Total Liabilities:** $116781141.61

**Net Assets:** $14817478484.04

**Cash Not Reported:** $23247062.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** -2567.672600503066 | **5-Year:** -46656.007467999041 | **10-Year:** -16351.301862616804 | **30-Year:** -47676.377199588951

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

- **3-Month:** 0.000000000000 | **1-Year:** -82084.447128263136 | **5-Year:** -616500.191678876205 | **10-Year:** -103894.544684157124 | **30-Year:** -16858.464838383611

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218188 | 1.33%                | 0.56%                | -0.78%               |
| Class ID C000218189 | 1.30%                | 0.54%                | -0.80%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $134985473.42            | $54651521.99                               |
| Month 2  | $293292584.84            | $-232009233.36                             |
| Month 3  | $165505491.22            | $-317409130.19                             |

### 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 Government Money Market Fund - Class SL        | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  10856186 | NS      | $10856185.50  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                       | OPTION                                             | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | US        |      -737 | NC      | $-2773331.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | OPTION                                             | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | US        |      -737 | NC      | $-2070970.00  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | OPTION                                             | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |     -1372 | NC      | $-50764.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | OPTION                                             | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |      -737 | NC      | $-2211.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | OPTION                                             | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |      -680 | NC      | $-95.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | OPTION                                             | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | US        |      -737 | NC      | $-2951685.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | OPTION                                             | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | US        |      -737 | NC      | $-2586870.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                     | OPTION                                             | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -737 | NC      | $-22847.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                     | OPTION                                             | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -737 | NC      | $-6633.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                                 | OPTION                                             | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DE               | CORP              | US        |      -426 | NC      | $-906954.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                                 | OPTION                                             | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DE               | CORP              | US        |      -426 | NC      | $-685860.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | OPTION                                             | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | US        |     -2211 | NC      | $-281902.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | OPTION                                             | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | US        |     -2211 | NC      | $-46431.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                                 | OPTION                                             | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DE               | CORP              | US        |      -590 | NC      | $-672600.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                                 | OPTION                                             | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DE               | CORP              | US        |      -786 | NC      | $-0.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                                 | OPTION                                             | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DE               | CORP              | US        |      -737 | NC      | $-8014138.00  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                                 | OPTION                                             | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DE               | CORP              | US        |      -737 | NC      | $-7347890.00  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                                 | OPTION                                             | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DE               | CORP              | US        |      -292 | NC      | $-1124930.00  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                                 | OPTION                                             | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DE               | CORP              | US        |      -292 | NC      | $-1019810.00  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                                 | OPTION                                             | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DE               | CORP              | US        |      -292 | NC      | $-915712.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                   | OPTION                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     -1032 | NC      | $-30.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                   | OPTION                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     -1032 | NC      | $-288.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                     | OPTION                                             | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -58 | NC      | $-1320080.00  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                     | OPTION                                             | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -58 | NC      | $-1092140.00  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | OPTION                                             | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | US        |      -305 | NC      | $-115900.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | OPTION                                             | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | US        |      -295 | NC      | $-69620.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | OPTION                                             | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | US        |      -295 | NC      | $-11505.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | OPTION                                             | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |      -151 | NC      | $-2157.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | OPTION                                             | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | US        |      -295 | NC      | $-997.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | OPTION                                             | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DE               | CORP              | US        |      -295 | NC      | $-156350.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                      | OPTION                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -114 | NC      | $-1848510.00  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                      | OPTION                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -113 | NC      | $-1607990.00  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                      | OPTION                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -148 | NC      | $-956820.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                      | OPTION                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -148 | NC      | $-675620.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                               | OPTION                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |      -295 | NC      | $-2655.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                               | OPTION                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |      -295 | NC      | $-885.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                               | OPTION                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |      -295 | NC      | $-150.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                               | OPTION                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |      -295 | NC      | $-20.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                      | OPTION                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -811 | NC      | $-316290.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                      | OPTION                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -811 | NC      | $-89210.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                   | OPTION                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     -1180 | NC      | $-1180.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                   | OPTION                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |     -2798 | NC      | $-223.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                   | OPTION                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -654 | NC      | $-0.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                      | OPTION                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -457 | NC      | $-51641.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                      | OPTION                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -443 | NC      | $-7974.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                      | OPTION                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -442 | NC      | $-1874.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                      | OPTION                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -497 | NC      | $-1988.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                      | OPTION                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -442 | NC      | $-254150.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                      | OPTION                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -443 | NC      | $-199.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                   | OPTION                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -590 | NC      | $-312.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                   | OPTION                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -590 | NC      | $-41.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | OPTION                                             | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |      -143 | NC      | $-70070.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | OPTION                                             | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DE               | CORP              | US        |      -143 | NC      | $-25382.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                   | OPTION                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -533 | NC      | $-375765.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                   | OPTION                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -990 | NC      | $-36630.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                   | OPTION                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -296 | NC      | $-5467.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                           | Roper Technologies, Inc.                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |    128092 | NS      | $57017591.96  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc.                                     | TransDigm Inc.                                     | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   6104000 | PA      | $6218633.12   | 0.04%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DoorDash, Inc.                                     | DoorDash, Inc.                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |     53004 | NS      | $12004345.92  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International                  | Service Corporation International                  | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1240480.65   | 0.01%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of              | Treasury, United States Department of              | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 149080000 | PA      | $147571727.80 | 1.00%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                  | Yum! Brands, Inc.                                  | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | DE        |  15610000 | PA      | $15074420.90  | 0.10%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Storable Intermediate Holdings, LLC                | Storable Intermediate Holdings, LLC                | CUSIP: 86210LAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  25917010 | PA      | $26014199.16  | 0.18%             | 2031-04-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                 | Vail Resorts, Inc.                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   9363000 | PA      | $9707371.14   | 0.07%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bending Spoons US Inc                              | Bending Spoons US Inc                              | CUSIP: 08167PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2833835 | PA      | $2744087.87   | 0.02%             | 2031-02-19      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners, Inc.                         | BroadStreet Partners, Inc.                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |  29389000 | PA      | $29288783.51  | 0.20%             | 2029-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Revvity, Inc.                                      | Revvity, Inc.                                      | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |   3124254 | NS      | $302271574.50 | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Government Reserve Fund              | T. Rowe Price Government Reserve Fund              | CUSIP: 76105Y109<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 401410666 | NS      | $401410665.50 | 2.71%             | 2099-12-01      | Variable      | 2.64%                 | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                | Abbott Laboratories                                | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |   2438836 | NS      | $305561762.40 | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                           | CenterPoint Energy, Inc.                           | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |  19812000 | PA      | $19962955.55  | 0.13%             | 2056-04-01      | Fixed         | 5.95%                 | 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        |    932318 | NS      | $932317.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                              | Eli Lilly and Company                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    148446 | NS      | $159531947.30 | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited | Taiwan Semiconductor Manufacturing Company Limited | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    280909 | NS      | $85365436.01  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                    | TransDigm, Inc.                                    | CUSIP: 89364MCF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  63631429 | PA      | $63803870.17  | 0.43%             | 2030-03-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg S.a r.l.                    | Loire Finco Luxembourg S.a r.l.                    | CUSIP: L7000HAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  19208529 | PA      | $19179715.85  | 0.13%             | 2030-01-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| KKR & Co. Inc.                                     | KKR & Co. Inc.                                     | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |   1255373 | NS      | $160034950.00 | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                           | PTC Inc.                                           | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |   9445000 | PA      | $9293124.40   | 0.06%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                                   | Salesforce, Inc.                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    212314 | NS      | $56244101.74  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                               | Meta Platforms, Inc.                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    384850 | NS      | $254035636.50 | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty, LLC                                | Ryan Specialty, LLC                                | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |  14494000 | PA      | $14756051.52  | 0.10%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                  | Yum! Brands, Inc.                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |  14549000 | PA      | $13758698.32  | 0.09%             | 2031-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                 | AmWINS Group, Inc.                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   8902000 | PA      | $9124639.02   | 0.06%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty Group Holdings, Inc.                | Ryan Specialty Group Holdings, Inc.                | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    742097 | NS      | $38314468.11  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Holdings, Inc.                     | Mister Car Wash Holdings, Inc.                     | CUSIP: 60646CAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6487611 | PA      | $6506165.57   | 0.04%             | 2031-03-21      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Aurora Innovations Inc.                            | Aurora Innovations Inc.                            | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  35396459 | NS      | $135922402.60 | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Company Inc.             | Hilton Domestic Operating Company Inc.             | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  32112000 | PA      | $30724119.36  | 0.21%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA Corporation                                 | NVIDIA Corporation                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   3510869 | NS      | $654777068.50 | 4.42%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                    | UnitedHealth Group Incorporated                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    553848 | NS      | $182830763.30 | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB International Limited                          | HUB International Limited                          | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    570326 | PA      | $573028.94    | 0.00%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| KKR & Co. Inc.                                     | KKR & Co. Inc.                                     | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |    150606 | NS      | $7807415.04   | 0.05%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                     | SBA Communications Corporation                     | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |  27063000 | PA      | $25852742.64  | 0.17%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                           | UKG Inc.                                           | CUSIP: 89841EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  58251229 | PA      | $58274529.13  | 0.39%             | 2031-01-30      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                   | CPI Holdco B LLC                                   | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  48246141 | PA      | $48333466.58  | 0.33%             | 2031-05-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.             | Hilton Domestic Operating Company Inc.             | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  10445000 | PA      | $10685861.70  | 0.07%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Life Time, Inc.                                    | Life Time, Inc.                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   7465000 | PA      | $7645876.95   | 0.05%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MasterCard Incorporated                            | MasterCard Incorporated                            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    339418 | NS      | $193766947.80 | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                              | Starbucks Corporation                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |   2598055 | NS      | $218782211.60 | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                                      | Avantor, Inc.                                      | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1878854.40   | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| S&P Global Inc.                                    | S&P Global Inc.                                    | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |    186523 | NS      | $97475054.57  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of              | Treasury, United States Department of              | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 183362000 | PA      | $182968065.10 | 1.23%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                  | Yum! Brands, Inc.                                  | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |  29015000 | PA      | $29390163.95  | 0.20%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                              | Microsoft Corporation                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   1428952 | NS      | $691069766.20 | 4.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Mariner Wealth Advisors LLC                        | Mariner Wealth Advisors LLC                        | CUSIP: 56846TAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  21119108 | PA      | $21212665.18  | 0.14%             | 2030-12-31      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BioNTech SE                                        | BioNTech SE                                        | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |    308740 | NS      | $29392048.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                     | SBA Communications Corporation                     | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |  21307000 | PA      | $21121629.10  | 0.14%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                       | Filtration Group Corporation                       | CUSIP: 31732FAW6<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |  13832197 | PA      | $16458792.80  | 0.11%             | 2028-10-21      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                       | Filtration Group Corporation                       | CUSIP: 31732FAX4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  72889346 | PA      | $73223179.66  | 0.49%             | 2028-10-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Magnum Management Corporation                      | Magnum Management Corporation                      | CUSIP: 150190AK2<br>LEI: 549300WXKIIZD0LII428 | Long             | DBT              | CORP              | US        |  10900000 | PA      | $10660636.00  | 0.07%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                      | Cencora, Inc.                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |    588896 | NS      | $198899624.00 | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Inc.                           | Booz Allen Hamilton Inc.                           | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   7932000 | PA      | $8277212.54   | 0.06%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| USI, Inc.                                          | USI, Inc.                                          | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  36837913 | PA      | $36889117.76  | 0.25%             | 2030-09-27      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                          | MSCI Inc.                                          | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  19385000 | PA      | $19575259.90  | 0.13%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                  | Yum! Brands, Inc.                                  | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |   1173267 | NS      | $177491831.80 | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AmWINS Group, Inc.                                 | AmWINS Group, Inc.                                 | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        | 101073364 | PA      | $101326047.70 | 0.68%             | 2032-01-23      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc.                                          | Visa Inc.                                          | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    522473 | NS      | $183236505.80 | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Varsity Brands, Inc.                               | Varsity Brands, Inc.                               | CUSIP: 92227QAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  39014870 | PA      | $39136986.54  | 0.26%             | 2031-08-26      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Arcellx Inc.                                       | Arcellx Inc.                                       | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    584229 | NS      | $38091730.80  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                             | CMS Energy Corporation                             | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      3688 | NS      | $83533.20     | 0.00%             | 2078-10-15      | Fixed         | 5.88%                 | No            |                  1 | On Loan: —       |
| PTC Inc.                                           | PTC Inc.                                           | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |   1530095 | NS      | $266557850.00 | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                           | CenterPoint Energy, Inc.                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |   7836357 | NS      | $300445927.40 | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bending Spoons US Inc                              | Bending Spoons US Inc                              | CUSIP: 08167PAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  36520000 | PA      | $35333100.00  | 0.24%             | 2031-03-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Apogee Therapeutics, Inc.                          | Apogee Therapeutics, Inc.                          | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    271121 | NS      | $20464213.08  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Company Inc.             | Hilton Domestic Operating Company Inc.             | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  12160000 | PA      | $12238628.99  | 0.08%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                  | Yum! Brands, Inc.                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |  24731000 | PA      | $24218079.06  | 0.16%             | 2032-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                     | Wyndham Hotels & Resorts, Inc.                     | CUSIP: 98310CAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8027583 | PA      | $8041550.65   | 0.05%             | 2030-05-28      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                               | Domino's Pizza, Inc.                               | CUSIP: 25755TAL4<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | ABS-CBDO         | CORP              | US        |   2822400 | PA      | $2723161.59   | 0.02%             | 2029-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of              | Treasury, United States Department of              | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 498748000 | PA      | $493955331.00 | 3.33%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                      | Becton, Dickinson and Company                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |   1967502 | NS      | $381833113.10 | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc.                                     | TransDigm Inc.                                     | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  24147000 | PA      | $25133646.42  | 0.17%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of              | Treasury, United States Department of              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 530309000 | PA      | $528320341.30 | 3.57%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                               | Ascend Learning, LLC                               | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  36277020 | PA      | $36361182.78  | 0.25%             | 2028-12-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                               | Ascend Learning, LLC                               | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6003900 | PA      | $6017829.18   | 0.04%             | 2028-12-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                               | Ascend Learning, LLC                               | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127629 | PA      | $127925.19    | 0.00%             | 2028-12-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company, Inc.            | Hilton Domestic Operating Company, Inc.            | CUSIP: 43289DAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  49665361 | PA      | $49945473.61  | 0.34%             | 2030-11-09      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| EP Wealth Advisors, LLC                            | EP Wealth Advisors, LLC                            | CUSIP: 29416NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4407000 | PA      | $4418017.50   | 0.03%             | 2032-10-06      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                          | USI, Inc.                                          | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  36555217 | PA      | $36626864.74  | 0.25%             | 2029-11-23      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg S.a r.l.                    | Loire Finco Luxembourg S.a r.l.                    | CUSIP: L7000HAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  24477079 | PA      | $24440362.94  | 0.16%             | 2030-01-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.             | Hilton Domestic Operating Company Inc.             | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  21619000 | PA      | $20983401.40  | 0.14%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty Group, LLC                          | Ryan Specialty Group, LLC                          | CUSIP: 78350UAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1761563 | PA      | $1762672.59   | 0.01%             | 2031-09-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                          | HUB International Limited                          | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        | 193097342 | PA      | $194012622.90 | 1.31%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Korn Ferry                                         | Korn Ferry                                         | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |   7012000 | PA      | $7002954.52   | 0.05%             | 2027-12-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                   | Amazon.com, Inc.                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   2354092 | NS      | $543371515.40 | 3.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                       | Advanced Micro Devices, Inc.                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |   1153323 | NS      | $246995653.70 | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                               | McKesson Corporation                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     96095 | NS      | $78825767.55  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstreet Partners, Inc.                         | Broadstreet Partners, Inc.                         | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8244811 | PA      | $8268638.74   | 0.06%             | 2031-05-10      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                             | Fair Isaac Corporation                             | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |  10101000 | PA      | $10353727.02  | 0.07%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                      | Surgery Center Holdings, Inc.                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   6089000 | PA      | $6165494.89   | 0.04%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                      | Thermo Fisher Scientific Inc.                      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |    173830 | NS      | $100725793.50 | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc.                                     | TransDigm Inc.                                     | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  37582000 | PA      | $38551991.42  | 0.26%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                  | Yum! Brands, Inc.                                  | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | DE        |   5461000 | PA      | $6006062.41   | 0.04%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                        | Epicor Software Corporation                        | CUSIP: 29426NAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  38566134 | PA      | $38669877.27  | 0.26%             | 2031-05-23      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                            | Ellucian Holdings, Inc.                            | CUSIP: 28917XAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  32496743 | PA      | $32659227.13  | 0.22%             | 2029-10-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                 | Canadian Natural Resources Limited                 | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |   4639497 | NS      | $157046973.50 | 1.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilton Domestic Operating Company Inc.             | Hilton Domestic Operating Company Inc.             | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  17383000 | PA      | $17777072.61  | 0.12%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc.                                      | NiSource Inc.                                      | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |   6862986 | NS      | $286598295.40 | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of              | Treasury, United States Department of              | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 236055600 | PA      | $235299490.30 | 1.59%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                | Ingersoll Rand Inc.                                | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |   1951019 | NS      | $154559725.20 | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc.                                     | TransDigm Inc.                                     | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  47148000 | PA      | $48973570.56  | 0.33%             | 2032-03-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                          | SBA Senior Finance II LLC                          | CUSIP: 78404XAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  43884676 | PA      | $44044416.48  | 0.30%             | 2031-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                            | Capstone Borrower, Inc.                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |   6562000 | PA      | $6756563.30   | 0.05%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Danaher Corporation                                | Danaher Corporation                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    170111 | NS      | $38941810.12  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Inc.                                       | Medline Inc.                                       | CUSIP: 58507V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    948409 | NS      | $39833178.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty, LLC                                | Ryan Specialty, LLC                                | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   5592000 | PA      | $5469982.56   | 0.04%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Mariner Wealth Advisors LLC                        | Mariner Wealth Advisors LLC                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1450000 | PA      | $1456423.50   | 0.01%             | 2030-12-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.             | Hilton Domestic Operating Company Inc.             | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  19559000 | PA      | $19595966.51  | 0.13%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                      | Hologic, Inc.                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   6671000 | PA      | $6571001.71   | 0.04%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HUB International Limited                          | HUB International Limited                          | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  72480000 | PA      | $75927873.60  | 0.51%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                     | TransDigm Inc.                                     | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  10449000 | PA      | $10377319.86  | 0.07%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners, Inc.                         | Broadstreet Partners, Inc.                         | CUSIP: 11132VAX7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  92076888 | PA      | $92342990.04  | 0.62%             | 2031-05-10      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                 | DTE Energy Company                                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     14930 | NS      | $1925671.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quartz Acquireco LLC                               | Quartz Acquireco LLC                               | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8395292 | PA      | $8374303.47   | 0.06%             | 2030-06-28      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                      | Broadcom Inc.                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    718409 | NS      | $248641354.90 | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Company Inc.             | Hilton Domestic Operating Company Inc.             | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  26573000 | PA      | $24640079.98  | 0.17%             | 2032-02-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc.                                      | NiSource Inc.                                      | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  37854000 | PA      | $38144423.46  | 0.26%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                | Entergy Corporation                                | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |  14526000 | PA      | $14527481.65  | 0.10%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ameren Corporation                                 | Ameren Corporation                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |   2152523 | NS      | $214950946.80 | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                | Entergy Corporation                                | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |  21414000 | PA      | $21409177.57  | 0.14%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                         | IQVIA Inc.                                         | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   6498000 | PA      | $6732187.92   | 0.05%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KFC Holding Co.                                    | KFC Holding Co.                                    | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |  26025000 | PA      | $25963841.25  | 0.18%             | 2027-06-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc.                                      | Alphabet Inc.                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1846674 | NS      | $578008962.00 | 3.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of              | Treasury, United States Department of              | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 467309000 | PA      | $470959851.60 | 3.18%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson Public Limited Company        | Willis Towers Watson Public Limited Company        | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |    534698 | NS      | $175701762.80 | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings, Inc.                         | Instructure Holdings, Inc.                         | CUSIP: 45115MAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12816800 | PA      | $12816800.00  | 0.09%             | 2032-09-10      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                               | Ascend Learning, LLC                               | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19371 | PA      | $19415.85     | 0.00%             | 2028-12-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc.                             | Ellucian Holdings Inc.                             | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9841000 | PA      | $10027486.95  | 0.07%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                              | Keurig Dr Pepper Inc.                              | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |   3374299 | NS      | $94514114.99  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc.                                     | TransDigm Inc.                                     | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  35717000 | PA      | $36843514.18  | 0.25%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Workday, Inc.                                      | Workday, Inc.                                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |    389764 | NS      | $83713511.92  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Systems, Inc.                              | Applied Systems, Inc.                              | CUSIP: 03827FBD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        | 192884863 | PA      | $193889793.40 | 1.31%             | 2031-02-07      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                          | HUB International Limited                          | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        | 121582000 | PA      | $127382677.20 | 0.86%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Operations Inc.                          | Six Flags Operations Inc.                          | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |  11594000 | PA      | $11539856.02  | 0.08%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                  | Yum! Brands, Inc.                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |  10271000 | PA      | $10272232.52  | 0.07%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Applied Systems, Inc.                              | Applied Systems, Inc.                              | CUSIP: 03827FBC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  24996280 | PA      | $25363475.35  | 0.17%             | 2032-02-07      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Instructure Holdings, Inc.                         | Instructure Holdings, Inc.                         | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  53876174 | PA      | $53937054.33  | 0.36%             | 2031-11-13      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                         | Apple Inc.                                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   2182344 | NS      | $593292039.80 | 4.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                     | Hilton Worldwide Holdings Inc.                     | CUSIP: 432891AK5<br>LEI: 549300HVGPK36ICB0B89 | Long             | DBT              | CORP              | US        |   8951000 | PA      | $8923878.47   | 0.06%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                  | Service Corporation International                  | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   7722000 | PA      | $7862154.30   | 0.05%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc.                     | CCC Intelligent Solutions Inc.                     | CUSIP: 12511BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  12453779 | PA      | $12484913.16  | 0.08%             | 2028-09-16      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                   | CPI Holdco B LLC                                   | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1461000 | PA      | $1463644.41   | 0.01%             | 2031-05-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                 | Vail Resorts, Inc.                                 | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   4408000 | PA      | $4465855.00   | 0.03%             | 2030-07-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Vaxcyte, Inc.                                      | Vaxcyte, Inc.                                      | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |    444177 | NS      | $20494326.78  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                               | Domino's Pizza, Inc.                               | CUSIP: 25755TAH3<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | ABS-CBDO         | CORP              | US        |   2060480 | PA      | $2049376.07   | 0.01%             | 2027-07-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                          | HUB International Limited                          | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  16496000 | PA      | $16434140.00  | 0.11%             | 2029-12-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Service Corporation International                  | Service Corporation International                  | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   5988000 | PA      | $5598540.48   | 0.04%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of              | Treasury, United States Department of              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 236962000 | PA      | $236147443.10 | 1.59%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc.                           | Booz Allen Hamilton Inc.                           | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   5511000 | PA      | $5390670.07   | 0.04%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Magnum Management Corporation                      | Magnum Management Corporation                      | CUSIP: 150190AB2<br>LEI: 549300WXKIIZD0LII428 | Long             | DBT              | CORP              | US        |  17559000 | PA      | $17446622.40  | 0.12%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                     | TransDigm Inc.                                     | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  24266000 | PA      | $25430282.68  | 0.17%             | 2031-12-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| U S I, Inc.                                        | U S I, Inc.                                        | CUSIP: 90346KAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30789000 | PA      | $32292118.98  | 0.22%             | 2032-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Avantor, Inc.                                      | Avantor, Inc.                                      | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   7867000 | PA      | $7823810.17   | 0.05%             | 2028-07-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                          | Arthur J. Gallagher & Co.                          | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |    988463 | NS      | $255804339.80 | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                               | Amphenol Corporation                               | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    874905 | NS      | $118234661.70 | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Inc.                                         | IQVIA Inc.                                         | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |  10348000 | PA      | $10335478.92  | 0.07%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SBA Towers, LLC                                    | SBA Towers, LLC                                    | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    602000 | PA      | $614646.03    | 0.00%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Cytokinetics, Incorporated                         | Cytokinetics, Incorporated                         | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |    739713 | NS      | $47001364.02  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                    | PPL Corporation                                    | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |   5410575 | NS      | $189478336.50 | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc.                                     | TransDigm Inc.                                     | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2522000 | PA      | $2613523.38   | 0.02%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                         | CrowdStrike Holdings, Inc.                         | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1395249.84   | 0.01%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of              | Treasury, United States Department of              | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 114821000 | PA      | $113596537.40 | 0.77%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer