# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001193125-26-071023
**Filing Date:** 2026-2
**Character Count:** 68500
**Document Hash:** 5e0feb117213d13a35706e6a1e64cac4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-071023.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001193125-26-071023

**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:** 26677586

**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:** 2025-12-31

**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:** $46331139.01

**Total Liabilities:** $1144672.96

**Net Assets:** $45186466.05

**Cash Not Reported:** $3655797.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -174.354453784846 | **1-Year:** -2458.356222162530 | **5-Year:** -905.339961316020 | **10-Year:** 0.000000000000 | **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 | 2.13%                | 2.09%                | 0.35%                |
| Class ID C000218185 | 2.12%                | 2.08%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4143.47                 | $-3441.95                                  |
| Month 2  | $792.32                  | $7424.17                                   |
| Month 3  | $7308.67                 | $-9631.80                                  |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO BOARD OF TRADE                                        | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        63 | NC      | $-123350.74   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                        | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        74 | NC      | $-13625.86    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| EOP - EURONEXT DERIVATIVES PARIS                              | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |        -6 | NC      | $-483.34      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                     | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | US        |         3 | NC      | $-13779.34    | -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        |        34 | NC      | $-26964.14    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                     | FUTURE - CASH SETTLED                                         | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | GB        |        48 | NC      | $-152191.15   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                     | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | US        |         4 | NC      | $174.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                     | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | GB        |         1 | NC      | $-3150.50     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                   | FUTURE - CASH SETTLED                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |         2 | NC      | $22259.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                                      | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        25 | NC      | $699605.65    | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                                      | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        25 | NC      | $293200.53    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE (NYMEX)                          | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |        11 | NC      | $-72976.44    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| EOP - EURONEXT DERIVATIVES PARIS                              | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | FR        |         1 | NC      | $-507.27      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                     | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | US        |         7 | NC      | $-76587.96    | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                        | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        12 | NC      | $-8034.54     | -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        |        29 | NC      | $68750.59     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                   | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        11 | NC      | $9438.21      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                   | FUTURE - CASH SETTLED                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DCO              | CORP              | US        |        17 | NC      | $21499.58     | 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        |         7 | NC      | $-6947.78     | -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        |         6 | NC      | $52822.74     | 0.12%             |  |  |  | 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      | $120683.13    | 0.27%             |  |  |  | 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      | $30637.73     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON METAL EXCHANGE (LME)                                   | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 213800NB8G5VRT1DXC91       | N/A              | DCO              | CORP              | GB        |        20 | NC      | $17139.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                     | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | NL        |         2 | NC      | $10632.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MINNEAPOLIS GRAIN EXCHANGE                                    | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |         7 | NC      | $-2729.79     | -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        |       110 | NC      | $-1053964.10  | -2.33%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE (NYMEX)                          | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         2 | NC      | $33680.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE (NYMEX)                          | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 5493008GFNDTXFPHWI47       | N/A              | DCO              | CORP              | US        |         4 | NC      | $73894.71     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                     | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | GB        |         4 | NC      | $10607.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                     | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | GB        |        23 | NC      | $-73373.61    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                     | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | GB        |         8 | NC      | $-15856.08    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                     | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | CA        |        10 | NC      | $-8296.52     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                        | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        40 | NC      | $8132.66      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                     | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCO              | CORP              | US        |        30 | NC      | $-31504.30    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE                                            | FUTURE - CASH SETTLED                                         | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | N/A              | DCO              | CORP              | SG        |        20 | NC      | $8314.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                                      | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              | CORP              | US        |        12 | NC      | $1253483.15   | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                        | FUTURE - PHYSICALLY DELIVERED                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DCO              | CORP              | US        |        66 | NC      | $-139452.67   | -0.31%            |  |  |  | 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      | $-12578.50    | -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        |        26 | NC      | $-127691.56   | -0.28%            |  |  |  | No            |                  1 | 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        |     12802 | PA      | $12820.77     | 0.03%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2025-3 Owner Trust                     | Honda Auto Receivables 2025-3 Owner Trust                     | CUSIP: 43813QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    359000 | PA      | $359996.19    | 0.80%             | 2027-03-22      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                               | UnitedHealth Group Incorporated                               | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    633000 | PA      | $633740.42    | 1.40%             | 2026-07-15      | Floating      | 4.49%                 | 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        |    263306 | PA      | $264062.66    | 0.58%             | 2026-11-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                | Citigroup Inc.                                                | CUSIP: 17325FBM9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    415000 | PA      | $415876.56    | 0.92%             | 2027-11-19      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                               | Nordea Bank Abp                                               | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | US        |    267000 | PA      | $268095.42    | 0.59%             | 2027-03-19      | Floating      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                          | JPMorgan Chase & Co.                                          | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317248.09    | 0.70%             | 2028-01-23      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                            | Oracle Corporation                                            | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    620000 | PA      | $616335.68    | 1.36%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| American Express Company                                      | American Express Company                                      | CUSIP: 025816DQ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    655000 | PA      | $658128.28    | 1.46%             | 2028-02-16      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2025-3                                | CarMax Auto Owner Trust 2025-3                                | CUSIP: 14290FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    126000 | PA      | $126322.36    | 0.28%             | 2028-08-15      | Fixed         | 4.42%                 | 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      | $185353.78    | 0.41%             | 2027-09-10      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| TCI Communications, Inc.                                      | TCI Communications, Inc.                                      | CUSIP: 872287AF4<br>LEI: 549300PBDHO6M483PB82 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326576.48    | 0.72%             | 2026-02-15      | Fixed         | 7.88%                 | 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        |     14105 | PA      | $14119.30     | 0.03%             | 2026-01-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-D                         | Hyundai Auto Receivables Trust 2025-D                         | CUSIP: 44891XAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $75152.29     | 0.17%             | 2027-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                            | T-Mobile USA, Inc.                                            | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29874.07     | 0.07%             | 2026-04-15      | Fixed         | 2.63%                 | 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        |     59450 | PA      | $59509.17     | 0.13%             | 2026-06-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                             | Enterprise Products Operating LLC                             | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    440000 | PA      | $439705.55    | 0.97%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| General Electric Company                                      | General Electric Company                                      | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    443000 | PA      | $443494.79    | 0.98%             | 2026-05-05      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                   | Bank of America Corporation                                   | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    965000 | PA      | $971056.92    | 2.15%             | 2027-09-15      | Floating      | 5.05%                 | 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        |     59543 | PA      | $59566.51     | 0.13%             | 2026-04-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                         | Athene Global Funding                                         | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250352.50    | 0.55%             | 2028-09-18      | Floating      | 4.70%                 | Yes           |                  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        |     50680 | PA      | $50734.83     | 0.11%             | 2027-04-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                | Hyundai Auto Lease Securitization Trust 2025-C                | CUSIP: 44935GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    137000 | PA      | $137632.93    | 0.30%             | 2027-04-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                        | CVS Health Corporation                                        | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170039.29    | 0.38%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-B                           | Ford Credit Auto Owner Trust 2025-B                           | CUSIP: 34532BAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    279000 | PA      | $279236.40    | 0.62%             | 2027-04-15      | Fixed         | 3.88%                 | 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        |    350000 | PA      | $350723.10    | 0.78%             | 2027-11-18      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-3     | GM Financial Consumer Automobile Receivables Trust 2025-3     | CUSIP: 379957AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $170484.91    | 0.38%             | 2027-03-16      | Fixed         | 4.32%                 | 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        |     33981 | PA      | $33989.97     | 0.08%             | 2026-01-20      | Fixed         | 4.47%                 | 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        |     21460 | PA      | $21541.00     | 0.05%             | 2030-09-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                              | DLLAA 2025-1 LLC                                              | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44119 | PA      | $44289.23     | 0.10%             | 2027-10-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-4     | GM Financial Consumer Automobile Receivables Trust 2025-4     | CUSIP: 36273EAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $375318.30    | 0.83%             | 2027-07-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                       | MasterCard Incorporated                                       | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155405.53    | 0.34%             | 2028-03-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                | U.S. Bank National Association                                | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    785000 | PA      | $786347.06    | 1.74%             | 2027-10-22      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1000000 | PA      | $999415.80    | 2.21%             | 2026-01-08      | Fixed         | 0.00%                 | 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      | $380647.33    | 0.84%             | 2028-01-28      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS Group AG                                                  | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204312.53    | 0.45%             | 2027-02-02      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B | CUSIP: 858933AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48000 | PA      | $48152.53     | 0.11%             | 2027-04-20      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2025-1               | Capital One Prime Auto Receivables Trust 2025-1               | CUSIP: 14043YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $375202.43    | 0.83%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                  | Bristol-Myers Squibb Company                                  | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    419000 | PA      | $419041.36    | 0.93%             | 2026-02-20      | Floating      | 4.35%                 | 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        |    160363 | PA      | $160729.40    | 0.36%             | 2027-08-15      | Fixed         | 4.57%                 | 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        |     43660 | PA      | $43716.92     | 0.10%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                    | Caterpillar Financial Services Corporation                    | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    710000 | PA      | $712473.92    | 1.58%             | 2027-05-14      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                | Goldman Sachs Group, Inc., The                                | CUSIP: 38141GZS6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    755000 | PA      | $765989.78    | 1.70%             | 2028-03-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                              | Marsh & Mclennan Companies, Inc.                              | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316514.84    | 0.70%             | 2027-11-08      | Floating      | 4.58%                 | 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      | $225689.78    | 0.50%             | 2027-02-16      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                           | Chevron U.S.A. Inc.                                           | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    285000 | PA      | $287674.01    | 0.64%             | 2028-08-13      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                            | T-Mobile USA, Inc.                                            | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64830.03     | 0.14%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank                                           | Morgan Stanley Bank                                           | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150216.44    | 0.33%             | 2027-10-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                          | Siemens Funding B.V.                                          | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | US        |    395000 | PA      | $396129.70    | 0.88%             | 2028-05-26      | Floating      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                         | PayPal Holdings, Inc.                                         | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336015.22    | 0.74%             | 2028-03-06      | Floating      | 4.43%                 | 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        |    163583 | PA      | $164031.16    | 0.36%             | 2026-12-21      | Fixed         | 4.58%                 | 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        |     24128 | PA      | $24140.90     | 0.05%             | 2026-07-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AIG Global Funding                                            | AIG Global Funding                                            | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    454000 | PA      | $456703.57    | 1.01%             | 2026-09-25      | Floating      | 5.35%                 | Yes           |                  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        |    128371 | PA      | $128539.20    | 0.28%             | 2026-09-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                  | Novartis Capital Corporation                                  | CUSIP: 66989HBD9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    435000 | PA      | $436777.24    | 0.97%             | 2028-11-05      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | Verizon Master Trust                                          | CUSIP: 92348KCR2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    307000 | PA      | $307285.02    | 0.68%             | 2027-04-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                         | Wells Fargo & Company                                         | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    840000 | PA      | $841153.99    | 1.86%             | 2028-01-24      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                           | Boeing Company, The                                           | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    525000 | PA      | $523998.56    | 1.16%             | 2026-02-04      | Fixed         | 2.20%                 | 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        |     41506 | PA      | $41579.97     | 0.09%             | 2027-12-15      | Fixed         | 4.67%                 | 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        |     77996 | PA      | $78215.07     | 0.17%             | 2027-03-20      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | Verizon Master Trust                                          | CUSIP: 92348KCV3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50059.94     | 0.11%             | 2026-06-20      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                        | General Motors Financial Company, Inc.                        | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    365000 | PA      | $366290.53    | 0.81%             | 2026-04-06      | Fixed         | 5.40%                 | 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      | $400707.88    | 0.89%             | 2026-08-28      | Floating      | 4.34%                 | Yes           |                  2 | On Loan: No      |
| USAA Auto Owner Trust 2025-A                                  | USAA Auto Owner Trust 2025-A                                  | CUSIP: 90327HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    244000 | PA      | $244294.09    | 0.54%             | 2027-03-15      | Fixed         | 3.98%                 | 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        |     66242 | PA      | $66414.12     | 0.15%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2025-B                         | Mercedes-Benz Auto Lease Trust 2025-B                         | CUSIP: 58770XAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    169000 | PA      | $169059.78    | 0.37%             | 2028-03-15      | Fixed         | 3.86%                 | No            |                  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      | $384175.30    | 0.85%             | 2026-01-29      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| PNC Bank, National Association                                | PNC Bank, National Association                                | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250271.75    | 0.55%             | 2028-07-21      | Floating      | 4.69%                 | 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        |    181203 | PA      | $181529.00    | 0.40%             | 2027-11-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                | Citigroup Inc.                                                | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    355000 | PA      | $357159.25    | 0.79%             | 2028-05-07      | Floating      | 5.02%                 | 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        |     20668 | PA      | $20669.82     | 0.05%             | 2026-03-16      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                              | DLLAD 2025-1 LLC                                              | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100519.45    | 0.22%             | 2027-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2025-B                                 | John Deere Owner Trust 2025-B                                 | CUSIP: 47800UAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    168000 | PA      | $168496.36    | 0.37%             | 2028-07-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                      | State Street Corporation                                      | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    460000 | PA      | $462174.65    | 1.02%             | 2027-10-22      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-B                            | Volkswagen Auto Lease Trust 2025-B                            | CUSIP: 92868BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215000 | PA      | $215311.94    | 0.48%             | 2027-04-20      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                 | Enbridge Inc.                                                 | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471849.31    | 1.04%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                    | PenFed Auto Receivables Owner Trust 2025-A                    | CUSIP: 706916AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100108.68    | 0.22%             | 2028-09-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                | John Deere Capital Corporation                                | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    635000 | PA      | $635356.68    | 1.41%             | 2026-03-06      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                      | State Street Corporation                                      | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115351.90    | 0.26%             | 2026-08-03      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                   | Pfizer Inc.                                                   | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225508.73    | 0.50%             | 2027-11-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-C Owner Trust                    | Toyota Auto Receivables 2025-C Owner Trust                    | CUSIP: 89238VAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    340000 | PA      | $340910.86    | 0.75%             | 2027-03-15      | Fixed         | 4.29%                 | 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        |    226358 | PA      | $226974.10    | 0.50%             | 2026-10-20      | Fixed         | 4.51%                 | 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        |     91780 | PA      | $91897.75     | 0.20%             | 2026-11-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                              | Principal Life Global Funding II                              | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300279.30    | 0.66%             | 2028-08-18      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    755000 | PA      | $754708.04    | 1.67%             | 2026-01-06      | Fixed         | 0.00%                 | 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        |   5864417 | NS      | $5864417.11   | 12.98%            |  |  |  | No            |                  1 | 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        |     46964 | PA      | $47092.39     | 0.10%             | 2027-02-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-3              | SFS Auto Receivables Securitization Trust 2025-3              | CUSIP: 78398KAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    352000 | PA      | $352802.38    | 0.78%             | 2029-03-20      | Fixed         | 4.11%                 | 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        |    156873 | PA      | $157265.74    | 0.35%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                   | GlaxoSmithKline Capital PLC                                   | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | US        |    475000 | PA      | $476444.95    | 1.05%             | 2027-03-12      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                          | JPMorgan Chase & Co.                                          | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    580000 | PA      | $581284.41    | 1.29%             | 2027-09-22      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                         | Georgia Power Company                                         | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359816.40    | 0.80%             | 2026-09-15      | Floating      | 3.98%                 | 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      | $180723.67    | 0.40%             | 2028-02-04      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                             | Intel Corporation                                             | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    495000 | PA      | $495333.14    | 1.10%             | 2026-02-10      | Fixed         | 4.88%                 | 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      | $470972.90    | 1.04%             | 2027-02-26      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                  | HPEFS Equipment Trust 2025-1                                  | CUSIP: 40446EAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100470.26    | 0.22%             | 2027-02-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank                                           | Morgan Stanley Bank                                           | CUSIP: 61690U8C7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    710000 | PA      | $712218.18    | 1.58%             | 2028-05-26      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                              | Philip Morris International Inc.                              | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    460000 | PA      | $462202.94    | 1.02%             | 2028-04-28      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                 | Alphabet Inc.                                                 | CUSIP: 02079KAU1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    455000 | PA      | $458284.65    | 1.01%             | 2028-11-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-C | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C | CUSIP: 85855EAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    315000 | PA      | $315336.14    | 0.70%             | 2027-09-20      | Fixed         | 4.06%                 | 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        |     74043 | PA      | $74908.07     | 0.17%             | 2027-07-20      | Fixed         | 5.38%                 | No            |                  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      | $340182.24    | 0.75%             | 2027-02-05      | Floating      | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                   | Truist Bank                                                   | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    805000 | PA      | $805005.23    | 1.78%             | 2028-07-24      | Floating      | 4.71%                 | 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        |    835000 | PA      | $835683.03    | 1.85%             | 2028-06-09      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                    | Caterpillar Financial Services Corporation                    | CUSIP: 14913UBE9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165361.48    | 0.37%             | 2028-11-14      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                         | Treasury, United States Department of                         | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1000000 | PA      | $997345.00    | 2.21%             | 2026-01-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                         | Athene Global Funding                                         | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305706.69    | 0.68%             | 2027-01-07      | Floating      | 4.84%                 | Yes           |                  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        |     35031 | PA      | $35076.97     | 0.08%             | 2026-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC, Series 2025-2                  | Volvo Financial Equipment LLC, Series 2025-2                  | CUSIP: 92886CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100119.08    | 0.22%             | 2028-06-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                     | AT&T Inc.                                                     | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    860000 | PA      | $855632.49    | 1.89%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                         | Eli Lilly and Company                                         | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231640.25    | 0.51%             | 2028-10-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2025-B                               | Toyota Lease Owner Trust 2025-B                               | CUSIP: 89240NAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    126000 | PA      | $125939.33    | 0.28%             | 2027-09-20      | Fixed         | 3.91%                 | 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        |     38634 | PA      | $38655.50     | 0.09%             | 2026-02-16      | Fixed         | 5.35%                 | 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        |     15791 | PA      | $15817.87     | 0.04%             | 2027-06-15      | Fixed         | 5.15%                 | 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      | $146766.49    | 0.32%             | 2027-07-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                        | Sanofi                                                        | CUSIP: 801060AF1<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | US        |    515000 | PA      | $517027.35    | 1.14%             | 2027-11-03      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                | John Deere Capital Corporation                                | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150617.07    | 0.33%             | 2027-06-11      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                            | Oracle Corporation                                            | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167761.73    | 0.37%             | 2028-08-03      | Floating      | 4.67%                 | 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