# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013466
**Filing Date:** 2023-2
**Character Count:** 91682
**Document Hash:** c285e9ecea77a143d0380ed6fa4b377f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013466.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013466

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683190

**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/DOUBLELINE EMERGING MARKETS FIXED INCOME FUND (Series ID: S000052995)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000166582 | JNL/DOUBLELINE EMERGING MARKETS FIXED INCOME FUND (A) |  |
| C000192219 | JNL/DOUBLELINE EMERGING MARKETS FIXED INCOME FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

- **a. Name of Series:** JNL/DoubleLine Emerging Markets Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000052995

- **c. LEI of Series:** 5493005ZIRW81LF1UH66

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $574847696.77

**Total Liabilities:** $3233616.91

**Net Assets:** $571614079.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** -509.646316433187 | **5-Year:** -42688.615490231391 | **10-Year:** -136329.287384483509 | **30-Year:** -147545.984260260409

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

- **3-Month:** 0.000000000000 | **1-Year:** -2045.235604550336 | **5-Year:** -22216.548342711746 | **10-Year:** -45192.736042091646 | **30-Year:** -47315.869853375071

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000166582 | -1.13%               | 7.25%                | 0.77%                |
| Class ID C000192219 | -1.03%               | 7.29%                | 0.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4821126.97             | $-3989056.98                               |
| Month 2  | $-9371682.71             | $47639193.22                               |
| Month 3  | $-3915415.46             | $6202465.41                                |

### Schedule of Portfolio Investments

| Name                                                                                    | Title                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                                  | JNL Securities Lending Collateral Fund                                                  | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2307452 | NS      | $2307452.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim Ltd                                                                       | Bank Hapoalim Ltd                                                                       | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | DBT              | CORP              | US        |   6900000 | PA      | $5936139.00   | 1.04%             | 2032-01-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia, Kingdom of                                                                | Saudi Arabia, Kingdom of                                                                | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | US        |  18900000 | PA      | $13476588.30  | 2.36%             | 2061-02-02      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Mexico Generadora De Energia, S. De R.L. De C.V.                                        | Mexico Generadora De Energia, S. De R.L. De C.V.                                        | CUSIP: N/A<br>LEI: 635400GBINBYW1VUAD14       | Long             | DBT              | CORP              | MX        |    512625 | PA      | $493602.00    | 0.09%             | 2032-12-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Oleoducto Central S.A.                                                                  | Oleoducto Central S.A.                                                                  | CUSIP: N/A<br>LEI: 254900W4CPYCQFVH5E92       | Long             | DBT              | CORP              | US        |   9150000 | PA      | $8048980.50   | 1.41%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                                  | DBS Group Holdings Ltd                                                                  | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | DBT              | CORP              | US        |   7986000 | PA      | $7089172.20   | 1.24%             | 2031-03-10      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| Temasek Financial (I) Limited                                                           | Temasek Financial (I) Limited                                                           | CUSIP: 87973RBA7<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $6741445.20   | 1.18%             | 2031-08-02      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Banco Internacional Del Peru S.A.A. - Interbank                                         | Banco Internacional Del Peru S.A.A. - Interbank                                         | CUSIP: N/A<br>LEI: 5493001TRCGXJLRLHN14       | Long             | DBT              | CORP              | US        |   8100000 | PA      | $7350750.00   | 1.29%             | 2030-07-08      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cap S.A.                                                                                | Cap S.A.                                                                                | CUSIP: N/A<br>LEI: 54930079GPG23NTBB003       | Long             | DBT              | CORP              | US        |   5214000 | PA      | $4084939.69   | 0.71%             | 2031-04-27      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Hunt Oil USA, Inc.                                                                      | Hunt Oil USA, Inc.                                                                      | CUSIP: N/A<br>LEI: 549300SVO0550J3IKN50       | Long             | DBT              | CORP              | US        |   6612684 | PA      | $6298581.51   | 1.10%             | 2028-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Inversiones La Construccion S.A.                                                        | Inversiones La Construccion S.A.                                                        | CUSIP: N/A<br>LEI: 54930052575ER6CHQR23       | Long             | DBT              | CORP              | US        |   4900000 | PA      | $3997787.50   | 0.70%             | 2032-02-07      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |   4200000 | PA      | $3486079.80   | 0.61%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                          | The Philippines, Government of                                                          | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |   7000000 | PA      | $5676755.00   | 0.99%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                          | The Philippines, Government of                                                          | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |   2400000 | PA      | $1723152.00   | 0.30%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                          | The Philippines, Government of                                                          | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |    400000 | PA      | $318990.00    | 0.06%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SCC Power PLC                                                                           | SCC Power PLC                                                                           | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | US        |   1312712 | PA      | $39381.36     | 0.01%             | 2032-05-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Pampa Energia S.A.                                                                      | Pampa Energia S.A.                                                                      | CUSIP: N/A<br>LEI: 254900QNIK0CVURGML24       | Long             | DBT              | CORP              | US        |    150000 | PA      | $137437.50    | 0.02%             | 2029-04-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                                                     | Petroleos del Peru - Petroperu S.A.                                                     | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | CORP              | US        |   4700000 | PA      | $3630750.00   | 0.64%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EIG Pearl Holdings S.a r.l.                                                             | EIG Pearl Holdings S.a r.l.                                                             | CUSIP: N/A<br>LEI: 549300KIMRL45BWA5H76       | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1688605.12   | 0.30%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| EIG Pearl Holdings S.a r.l.                                                             | EIG Pearl Holdings S.a r.l.                                                             | CUSIP: N/A<br>LEI: 549300KIMRL45BWA5H76       | Long             | DBT              | CORP              | US        |   6300000 | PA      | $5291748.50   | 0.93%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                        | Vedanta Resources Finance II PLC                                                        | CUSIP: 92243XAA9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1420294.35   | 0.25%             | 2026-04-23      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Credito Real, S.A.B. De C.V., Sofom, E.N.R.                                             | Credito Real, S.A.B. De C.V., Sofom, E.N.R.                                             | CUSIP: N/A<br>LEI: 549300W2IL7TPPCTKL39       | Long             | DBT              | CORP              | US        |   3200000 | PA      | $20000.00     | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Limited                                                | Bioceanico Sovereign Certificate Limited                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1826570 | PA      | $1205536.20   | 0.21%             | 2034-06-05      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Guara Norte S.a r.l.                                                                    | Guara Norte S.a r.l.                                                                    | CUSIP: N/A<br>LEI: 549300U2I4L03BBA3485       | Long             | DBT              | CORP              | US        |    455285 | PA      | $384801.69    | 0.07%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6324000.00   | 1.11%             | 2500-12-31      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| New Cotai LLC                                                                           | New Cotai LLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Antofagasta PLC                                                                         | Antofagasta PLC                                                                         | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | DBT              | CORP              | US        |   3550000 | PA      | $2852677.05   | 0.50%             | 2030-10-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                    | Presidencia de la Republica de Chile                                                    | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |   3300000 | PA      | $2366258.40   | 0.41%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                    | Presidencia de la Republica de Chile                                                    | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |   3500000 | PA      | $2738750.00   | 0.48%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa, S.A.P.I.                                                                 | Braskem Idesa, S.A.P.I.                                                                 | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2072760.79   | 0.36%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                    | CEMEX S.A.B. de C.V.                                                                    | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | US        |   5200000 | PA      | $4816524.18   | 0.84%             | 2500-12-31      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |  15700000 | PA      | $10733556.20  | 1.88%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                          | The Philippines, Government of                                                          | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |   1600000 | PA      | $1076072.00   | 0.19%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PSA Treasury Pte. Ltd.                                                                  | PSA Treasury Pte. Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900X7FR3V7789SL36       | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5035140.00   | 0.88%             | 2030-04-30      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |  20250000 | PA      | $15682916.25  | 2.74%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                          | AngloGold Ashanti Holdings PLC                                                          | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1746507.62   | 0.31%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco Nacional De Panama                                                                | Banco Nacional De Panama                                                                | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1202772.90   | 0.21%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | SG        |   1200000 | PA      | $1030525.20   | 0.18%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |  14200000 | PA      | $11839250.00  | 2.07%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |   1500000 | PA      | $1351875.00   | 0.24%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UEP Penonome II S.A.                                                                    | UEP Penonome II S.A.                                                                    | CUSIP: N/A<br>LEI: 549300DS6G5XB230S845       | Long             | DBT              | CORP              | US        |   1292590 | PA      | $948437.75    | 0.17%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                            | United Overseas Bank Limited                                                            | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4854685.00   | 0.85%             | 2031-03-16      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Banco do Brasil S.A                                                                     | Banco do Brasil S.A                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2661000 | PA      | $2651021.25   | 0.46%             | 2500-12-31      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Financiera de Desarrollo S.A.                                               | Corporacion Financiera de Desarrollo S.A.                                               | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | CORP              | US        |    676000 | PA      | $650650.00    | 0.11%             | 2029-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Orazul Energy Egenor S. Enc. Por A.                                                     | Orazul Energy Egenor S. Enc. Por A.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    718000 | PA      | $645582.52    | 0.11%             | 2027-04-28      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                          | Ecopetrol S.A.                                                                          | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $733604.97    | 0.13%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                          | Ecopetrol S.A.                                                                          | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1815014.20   | 0.32%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                          | Ecopetrol S.A.                                                                          | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $3946610.57   | 0.69%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                          | Ecopetrol S.A.                                                                          | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | US        |  10590000 | PA      | $7156700.50   | 1.25%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                   | Freeport-McMoRan Inc.                                                                   | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1446611.18   | 0.25%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |   6000000 | PA      | $4454628.00   | 0.78%             | 2031-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |   4600000 | PA      | $2749645.40   | 0.48%             | 2051-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy International Holdings Ltd.                                          | Gran Tierra Energy International Holdings Ltd.                                          | CUSIP: 38502HAA3<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262886.44    | 0.05%             | 2025-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |   1400000 | PA      | $1141707.00   | 0.20%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer       | BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3498885.00   | 0.61%             | 2033-01-18      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| PTTEP Treasury Center Company Limited                                                   | PTTEP Treasury Center Company Limited                                                   | CUSIP: 69371MAE7<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | US        |    260000 | PA      | $222964.90    | 0.04%             | 2030-01-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia                             | Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia                             | CUSIP: 71567RAQ9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | US        |   6000000 | PA      | $4657500.00   | 0.81%             | 2050-06-23      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |   6850000 | PA      | $5045545.60   | 0.88%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                                                     | Petroleos del Peru - Petroperu S.A.                                                     | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1056000.00   | 0.18%             | 2047-06-19      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Empresas Publicas de Medellin E.S.P.                                                    | Empresas Publicas de Medellin E.S.P.                                                    | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | CORP              | US        |  10042000 | PA      | $7983390.00   | 1.40%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Adani Electricity Mumbai Limited                                                        | Adani Electricity Mumbai Limited                                                        | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | US        |    600000 | PA      | $430548.50    | 0.08%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                   | PT Freeport Indonesia                                                                   | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3142558.04   | 0.55%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Reliance Industries Limited                                                             | Reliance Industries Limited                                                             | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | US        |   6400000 | PA      | $5190658.56   | 0.91%             | 2032-01-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: —       |
| UltraTech Cement Limited                                                                | UltraTech Cement Limited                                                                | CUSIP: N/A<br>LEI: 335800PC9O9B4BQHG814       | Long             | DBT              | CORP              | US        |   1100000 | PA      | $883584.90    | 0.15%             | 2031-02-16      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| C&W Senior Financing Designated Activity Company                                        | C&W Senior Financing Designated Activity Company                                        | CUSIP: N/A<br>LEI: 5493009O8OIWZPZRY516       | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7460000.00   | 1.31%             | 2027-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Saudi Arabia, Kingdom of                                                                | Saudi Arabia, Kingdom of                                                                | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | US        |    600000 | PA      | $488206.80    | 0.09%             | 2033-02-02      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| JSW Steel Limited                                                                       | JSW Steel Limited                                                                       | CUSIP: N/A<br>LEI: 335800EK6HZSC4CVAJ09       | Long             | DBT              | CORP              | US        |   8155000 | PA      | $6444379.72   | 1.13%             | 2032-04-05      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| KASIKORNBANK Public Company Limited                                                     | KASIKORNBANK Public Company Limited                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    300000 | PA      | $250816.49    | 0.04%             | 2500-12-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Singtel Group Treasury Pte. Ltd.                                                        | Singtel Group Treasury Pte. Ltd.                                                        | CUSIP: N/A<br>LEI: 2549002FQJ4364A54N70       | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2845290.00   | 0.50%             | 2030-06-10      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                                 | Presidencia de la Republica de Colombia                                                 | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |  12000000 | PA      | $8728728.00   | 1.53%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Temasek Financial (I) Limited                                                           | Temasek Financial (I) Limited                                                           | CUSIP: 87973PAU8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | US        |  12950000 | PA      | $9963531.87   | 1.74%             | 2030-10-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                           | Adani Ports and Special Economic Zone Limited                                           | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | US        |    800000 | PA      | $673000.00    | 0.12%             | 2029-07-03      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                            | The Republic of Indonesia, The Government of                                            | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        |  12100000 | PA      | $9331604.70   | 1.63%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LG Chem, Ltd.                                                                           | LG Chem, Ltd.                                                                           | CUSIP: 501955AD0<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $942857.29    | 0.16%             | 2031-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MEGlobal Canada ULC                                                                     | MEGlobal Canada ULC                                                                     | CUSIP: 58518N2A9<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1206002.28   | 0.21%             | 2030-05-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mercury Chile Holdco LLC                                                                | Mercury Chile Holdco LLC                                                                | CUSIP: 58937CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1908049.74   | 0.33%             | 2027-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                                             | Oversea-Chinese Banking Corporation Limited                                             | CUSIP: 69033CAD1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2696241.00   | 0.47%             | 2030-09-10      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                           | Petrobras Global Finance B.V.                                                           | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $8214161.61   | 1.44%             | 2050-06-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                     | Petroleos Mexicanos                                                                     | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $4900819.50   | 0.86%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                                                | PETRONAS Capital Limited                                                                | CUSIP: 71675CAB4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2473881.90   | 0.43%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                                                          | The Philippines, Government of                                                          | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |   7050000 | PA      | $5741238.00   | 1.00%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SCC Power PLC                                                                           | SCC Power PLC                                                                           | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | US        |   2423467 | PA      | $825807.58    | 0.14%             | 2028-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| AES Andes SA                                                                            | AES Andes SA                                                                            | CUSIP: N/A<br>LEI: 549300IF4IFG0FS0RM26       | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3792500.00   | 0.66%             | 2079-10-07      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                                  | Presidencia de la Republica Dominicana                                                  | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | US        |   2200000 | PA      | $1611500.00   | 0.28%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                         | Cabinet of Ministers of Ukraine                                                         | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | US        |    380000 | PA      | $94050.00     | 0.02%             | 2024-09-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                                   | MC Brazil Downstream Trading S.a r.l.                                                   | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | US        |   8800000 | PA      | $7252520.35   | 1.27%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MV24 Capital B.V.                                                                       | MV24 Capital B.V.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1794368 | PA      | $1640091.19   | 0.29%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mong Duong Finance Holdings B.V.                                                        | Mong Duong Finance Holdings B.V.                                                        | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1166527.21   | 0.20%             | 2029-05-07      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Banco do Estado do Rio Grande do Sul S/A.                                               | Banco do Estado do Rio Grande do Sul S/A.                                               | CUSIP: N/A<br>LEI: 254900W2BN097WLYIM20       | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2685840.00   | 0.47%             | 2031-01-28      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Banco Davivienda S.A.                                                                   | Banco Davivienda S.A.                                                                   | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2273591.67   | 0.40%             | 2500-12-31      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | US        |    530000 | PA      | $485062.25    | 0.08%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                               | Banco de Credito del Peru                                                               | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2272857.50   | 0.40%             | 2030-07-01      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Aby Transmision Sur S.A.                                                                | Aby Transmision Sur S.A.                                                                | CUSIP: 00289LAA3<br>LEI: 549300PQCSQSSZTVDH16 | Long             | DBT              | CORP              | US        |    903360 | PA      | $820702.56    | 0.14%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Adani International Container Terminal Private Limited                                  | Adani International Container Terminal Private Limited                                  | CUSIP: 00654UAA0<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | US        |    750000 | PA      | $590145.68    | 0.10%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Agrosuper S.A.                                                                          | Agrosuper S.A.                                                                          | CUSIP: 00857LAA5<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875208.91    | 0.15%             | 2032-01-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte. Ltd.                                                                  | LLPL Capital Pte. Ltd.                                                                  | CUSIP: 50201PAA4<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | US        |   4129488 | PA      | $3600649.58   | 0.63%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Temasek Financial (I) Limited                                                           | Temasek Financial (I) Limited                                                           | CUSIP: 87973RAU4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $192346.18    | 0.03%             | 2030-10-06      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                   | PT Freeport Indonesia                                                                   | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3126046.67   | 0.55%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                    | Government of the Republic of Panama                                                    | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |   1800000 | PA      | $1320750.00   | 0.23%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                    | Government of the Republic of Panama                                                    | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |  13700000 | PA      | $8870750.00   | 1.55%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                    | Government of the Republic of Panama                                                    | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $1475000.00   | 0.26%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UEP Penonome II S.A.                                                                    | UEP Penonome II S.A.                                                                    | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | US        |   5170359 | PA      | $3774329.27   | 0.66%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UPL Corporation Limited                                                                 | UPL Corporation Limited                                                                 | CUSIP: N/A<br>LEI: 213800AQLATW4WEEH674       | Long             | DBT              | CORP              | GB        |   1191000 | PA      | $1004906.25   | 0.18%             | 2028-03-08      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Unifin Financiera, S.A.B. de C.V. SOFOM, E.N.R.                                         | Unifin Financiera, S.A.B. de C.V. SOFOM, E.N.R.                                         | CUSIP: N/A<br>LEI: 5493007GRMPGDJG93Z17       | Long             | DBT              | CORP              | US        |   8350000 | PA      | $20875.00     | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Gran Tierra Energy International Holdings Ltd                                           | Gran Tierra Energy International Holdings Ltd                                           | CUSIP: N/A<br>LEI: 549300IH2S17MAIUCM32       | Long             | DBT              | CORP              | US        |   6400000 | PA      | $5512000.00   | 0.96%             | 2025-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AI Candelaria (Spain), S.L.U                                                            | AI Candelaria (Spain), S.L.U                                                            | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | US        |    258958 | PA      | $246010.30    | 0.04%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| LLPL Capital Pte. Ltd.                                                                  | LLPL Capital Pte. Ltd.                                                                  | CUSIP: N/A<br>LEI: 254900VXZ8FXTUQNON22       | Long             | DBT              | CORP              | US        |   6910920 | PA      | $6012500.40   | 1.05%             | 2039-02-04      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government of the Republic of Panama                                                    | Government of the Republic of Panama                                                    | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | US        |  14000000 | PA      | $10377500.00  | 1.82%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                         | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                         | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |   5000000 | PA      | $3654480.00   | 0.64%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                             | South Africa, Parliament of                                                             | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |   4500000 | PA      | $4010616.00   | 0.70%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Scotiabank Peru S.A.A.                                                                  | Scotiabank Peru S.A.A.                                                                  | CUSIP: N/A<br>LEI: 5493001E54CPRG5J5Q41       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985785.00    | 0.17%             | 2027-12-13      | Floating      | 8.59%                 | Yes           |                  2 | On Loan: No      |
| Fideicomiso Patrimonio Autonomo Panamericana                                            | Fideicomiso Patrimonio Autonomo Panamericana                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    765440 | PA      | $679328.00    | 0.12%             | 2035-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                             | South Africa, Parliament of                                                             | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |    800000 | PA      | $720983.20    | 0.13%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                             | South Africa, Parliament of                                                             | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |    800000 | PA      | $687983.20    | 0.12%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital B.V.                                                                   | Minejesa Capital B.V.                                                                   | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | SG        |   6198000 | PA      | $5438745.00   | 0.95%             | 2030-08-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Minejesa Capital B.V.                                                                   | Minejesa Capital B.V.                                                                   | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | SG        |  10800000 | PA      | $8437500.00   | 1.48%             | 2037-08-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                     | Suzano Austria GmbH                                                                     | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | US        |    800000 | PA      | $624000.00    | 0.11%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Telefonica Moviles Chile S.A.                                                           | Telefonica Moviles Chile S.A.                                                           | CUSIP: 87938XAB7<br>LEI: 549300PDWJ2U6A15B785 | Long             | DBT              | CORP              | US        |    400000 | PA      | $329209.31    | 0.06%             | 2031-11-18      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Empresa Electrica Cochrane SpA                                                          | Empresa Electrica Cochrane SpA                                                          | CUSIP: N/A<br>LEI: 5493000S11JF8TJHYT07       | Long             | DBT              | CORP              | US        |   3933821 | PA      | $3605913.23   | 0.63%             | 2027-05-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi, Government of                                                                | Abu Dhabi, Government of                                                                | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | US        |   4900000 | PA      | $3608497.20   | 0.63%             | 2049-09-30      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Rutas 2 And 7 Finance Ltd                                                               | Rutas 2 And 7 Finance Ltd                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1036000 | PA      | $648371.48    | 0.11%             | 2036-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Movida Europe S.A.                                                                      | Movida Europe S.A.                                                                      | CUSIP: N/A<br>LEI: 549300YRJE0V6QKU7C86       | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3001984.32   | 0.53%             | 2031-02-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Banco GNB Sudameris S.A.                                                                | Banco GNB Sudameris S.A.                                                                | CUSIP: N/A<br>LEI: 549300SO7QUETMQD9D84       | Long             | DBT              | CORP              | US        |    800000 | PA      | $579423.87    | 0.10%             | 2031-04-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil Del Norte S.A                                                           | Banco Mercantil Del Norte S.A                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1241911.79   | 0.22%             | 2500-12-31      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Banco Nacional De Comercio Exterior, S.N.C.                                             | Banco Nacional De Comercio Exterior, S.N.C.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2907683.80   | 0.51%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer       | BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3146968.50   | 0.55%             | 2034-09-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bank Leumi le-Israel B.M.                                                               | Bank Leumi le-Israel B.M.                                                               | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177200.80    | 0.03%             | 2031-01-29      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                        | Braskem Netherlands Finance B.V.                                                        | CUSIP: 10554TAF2<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5814298.86   | 1.02%             | 2081-01-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Qatarenergy                                                                             | Qatarenergy                                                                             | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4547282.30   | 0.80%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                        | Braskem Netherlands Finance B.V.                                                        | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | US        |    500000 | PA      | $484524.91    | 0.08%             | 2081-01-23      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EQUATE Petrochemical B.V.                                                               | EQUATE Petrochemical B.V.                                                               | CUSIP: N/A<br>LEI: 635400Y3Z5R4NJSMQ630       | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1392349.60   | 0.24%             | 2028-04-28      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity PEC Spa                                                               | Chile Electricity PEC Spa                                                               | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4700000 | PA      | $3371960.95   | 0.59%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                 | Sasol Financing USA LLC                                                                 | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   6133000 | PA      | $4978637.66   | 0.87%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shinhan Financial Group Co., Ltd.                                                       | Shinhan Financial Group Co., Ltd.                                                       | CUSIP: 824596AA8<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4130100.00   | 0.72%             | 2500-12-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cap S.A.                                                                                | Cap S.A.                                                                                | CUSIP: 13911YAA4<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1762776.05   | 0.31%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                    | Presidencia de la Republica de Chile                                                    | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |   7600000 | PA      | $5477350.40   | 0.96%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inkia Energy Limited                                                                    | Inkia Energy Limited                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   3273000 | PA      | $3084802.50   | 0.54%             | 2027-11-09      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                           | Adani Ports and Special Economic Zone Limited                                           | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2268500.00   | 0.40%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Vedanta Resources Limited                                                               | Vedanta Resources Limited                                                               | CUSIP: N/A<br>LEI: 2138007MYEKPEAZQTW83       | Long             | DBT              | CORP              | GB        |   6500000 | PA      | $4086875.00   | 0.71%             | 2024-08-09      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Banco do Brasil S.A                                                                     | Banco do Brasil S.A                                                                     | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5505000.00   | 0.96%             | 2500-12-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                                    | Galaxy Pipeline Assets Bidco Limited                                                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | US        |   2390229 | PA      | $1924407.18   | 0.34%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Fenix Power Peru S.A.                                                                   | Fenix Power Peru S.A.                                                                   | CUSIP: N/A<br>LEI: 549300VBTI7WLU4G4642       | Long             | DBT              | CORP              | US        |   1120588 | PA      | $1025259.80   | 0.18%             | 2027-09-20      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | Banco Mercantil Del Norte, S.A. Institucion De Banca Multiple, Grupo Financiero Banorte | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1357500.00   | 0.24%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Adani International Container Terminal Private Limited                                  | Adani International Container Terminal Private Limited                                  | CUSIP: N/A<br>LEI: 335800J4SLERP6S94P28       | Long             | DBT              | CORP              | US        |   6510938 | PA      | $5119224.61   | 0.90%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AES Andes SA                                                                            | AES Andes SA                                                                            | CUSIP: 00105DAG0<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1850000.00   | 0.32%             | 2079-10-07      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AES Andres B.V.                                                                         | AES Andres B.V.                                                                         | CUSIP: 00109YAA3<br>LEI: 7245003VZ59682IZLJ86 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $4936374.88   | 0.86%             | 2028-05-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Alpha Holding, S.A. de C.V                                                              | Alpha Holding, S.A. de C.V                                                              | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | US        |    292247 | PA      | $5596.57      | 0.00%             | 2025-02-10      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                    | Presidencia de la Republica de Chile                                                    | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | US        |   6200000 | PA      | $3861949.00   | 0.68%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |   7600000 | PA      | $6135647.20   | 1.07%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                                 | Minerva Luxembourg S.A.                                                                 | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $3772564.65   | 0.66%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Oversea-Chinese Banking Corporation Limited                                             | Oversea-Chinese Banking Corporation Limited                                             | CUSIP: 69033DAD9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $898747.00    | 0.16%             | 2030-09-10      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| PTTEP Treasury Center Company Limited                                                   | PTTEP Treasury Center Company Limited                                                   | CUSIP: 69371MAF4<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $354116.18    | 0.06%             | 2027-06-10      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |   2500000 | PA      | $1886322.50   | 0.33%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                        | Gobierno Federal de los Estados Unidos Mexicanos                                        | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |   2650000 | PA      | $2482808.85   | 0.43%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Network I2I Limited                                                                     | Network I2I Limited                                                                     | CUSIP: N/A<br>LEI: 2549003L8M1FGHLHOX45       | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4314507.32   | 0.75%             | 2500-12-31      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| UPL Corporation Limited                                                                 | UPL Corporation Limited                                                                 | CUSIP: N/A<br>LEI: 213800AQLATW4WEEH674       | Long             | DBT              | CORP              | US        |   5819000 | PA      | $4655200.00   | 0.81%             | 2030-06-16      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Digicel International Finance Limited                                                   | Digicel International Finance Limited                                                   | CUSIP: 25381XAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250444 | PA      | $156342.21    | 0.03%             | 2025-12-31      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Digicel International Finance Limited                                                   | Digicel International Finance Limited                                                   | CUSIP: 25381XAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164346 | PA      | $72732.59     | 0.01%             | 2026-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DGL3 Limited                                                                            | DGL3 Limited                                                                            | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    621097 | PA      | $169340.72    | 0.03%             | 2025-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| DGL3 Limited                                                                            | DGL3 Limited                                                                            | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    829592 | PA      | $82959.20     | 0.01%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Docuformas, S.A.P.I. de C.V.                                                            | Docuformas, S.A.P.I. de C.V.                                                            | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $530325.07    | 0.09%             | 2024-07-24      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Itau Unibanco Holding S.A.                                                              | Itau Unibanco Holding S.A.                                                              | CUSIP: 46556M2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1405950.00   | 0.25%             | 2031-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| JSW Hydro Energy Limited                                                                | JSW Hydro Energy Limited                                                                | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1183396.19   | 0.21%             | 2031-05-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                   | Freeport-McMoRan Inc.                                                                   | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1293998.66   | 0.23%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                   | Freeport-McMoRan Inc.                                                                   | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4673681.25   | 0.82%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| The Korea Development Bank                                                              | The Korea Development Bank                                                              | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | US        |   3300000 | PA      | $2581451.40   | 0.45%             | 2031-01-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| The Korea Development Bank                                                              | The Korea Development Bank                                                              | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | US        |   8150000 | PA      | $6445712.75   | 1.13%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Simpar Europe                                                                           | Simpar Europe                                                                           | CUSIP: N/A<br>LEI: 54930068BSUST41D5C30       | Long             | DBT              | CORP              | US        |   4525000 | PA      | $3420123.78   | 0.60%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Empresas Publicas de Medellin E.S.P.                                                    | Empresas Publicas de Medellin E.S.P.                                                    | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | CORP              | US        |   4900000 | PA      | $3809980.30   | 0.67%             | 2031-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| VTR Finance N.V.                                                                        | VTR Finance N.V.                                                                        | CUSIP: N/A<br>LEI: 213800F4XI4RJB82XM19       | Long             | DBT              | CORP              | US        |   8000000 | PA      | $3120000.00   | 0.55%             | 2028-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Periama Holdings, LLC                                                                   | Periama Holdings, LLC                                                                   | CUSIP: N/A<br>LEI: 254900NINXO00BLT2Z47       | Long             | DBT              | CORP              | US        |    200000 | PA      | $185500.00    | 0.03%             | 2026-04-19      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                           | Adani Ports and Special Economic Zone Limited                                           | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | US        |   4700000 | PA      | $3466250.00   | 0.61%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                                    | Galaxy Pipeline Assets Bidco Limited                                                    | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | US        |   8321940 | PA      | $7072524.04   | 1.24%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| AI Candelaria (Spain), S.L.U                                                            | AI Candelaria (Spain), S.L.U                                                            | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3060906.80   | 0.54%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altaba Inc.                                                                             | Altaba Inc.                                                                             | CUSIP: 020ESCAC3<br>LEI: 549300ZJC0V1K2ZCKG85 | Long             | DBT              | CORP              | US        |    310000 | PA      | $0.31         | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Altaba Inc.                                                                             | Altaba Inc.                                                                             | CUSIP: 020ESCAD1<br>LEI: 549300ZJC0V1K2ZCKG85 | Long             | DBT              | CORP              | US        |    310000 | PA      | $0.31         | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Presidencia Da Republica Federativa Do Brasil                                           | Presidencia Da Republica Federativa Do Brasil                                           | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | US        |   5900000 | PA      | $4675750.00   | 0.82%             | 2047-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Grupo Aval Acciones y Valores S.A.                                                      | Grupo Aval Acciones y Valores S.A.                                                      | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162507.54    | 0.03%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Empresa Electrica Angamos S.A                                                           | Empresa Electrica Angamos S.A                                                           | CUSIP: N/A<br>LEI: 529900PQ7VWZL30RZ733       | Long             | DBT              | CORP              | US        |   1638500 | PA      | $1458265.00   | 0.26%             | 2029-05-25      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                                                | PETRONAS Capital Limited                                                                | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | US        |    500000 | PA      | $413522.10    | 0.07%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: —       |
| PT Indofood CBP Sukses Makmur TBK                                                       | PT Indofood CBP Sukses Makmur TBK                                                       | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | US        |    500000 | PA      | $408952.01    | 0.07%             | 2032-04-27      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| PT Indonesia Asahan Aluminium (Persero)                                                 | PT Indonesia Asahan Aluminium (Persero)                                                 | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | US        |    700000 | PA      | $586402.59    | 0.10%             | 2050-05-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                                    | Galaxy Pipeline Assets Bidco Limited                                                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2726851.00   | 0.48%             | 2036-03-31      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                         | Cabinet of Ministers of Ukraine                                                         | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | US        |    130000 | PA      | $30225.00     | 0.01%             | 2025-09-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AI Candelaria (Spain), S.L.U                                                            | AI Candelaria (Spain), S.L.U                                                            | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | US        |   4225000 | PA      | $3233082.81   | 0.57%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer