# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013554
**Filing Date:** 2023-2
**Character Count:** 132674
**Document Hash:** 847cb97f4922839cf01f87ba85fa677a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013554.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013554

**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:** 23683286

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $11048978757.00

**Total Liabilities:** $165144435.06

**Net Assets:** $10883834321.94

**Cash Not Reported:** $25103063.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1513.115577183961 | **1-Year:** -22887.876145114568 | **5-Year:** -18964.404406308985 | **10-Year:** -2907.429424182417 | **30-Year:** -74361.682914431265

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

- **3-Month:** -4611.989715865000 | **1-Year:** -139033.283229117592 | **5-Year:** -440787.926354537185 | **10-Year:** -88122.225877582771 | **30-Year:** -7609.649423082042

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218188 | 3.97%                | 4.92%                | -3.09%               |
| Class ID C000218189 | 3.97%                | 4.84%                | -3.09%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-45857790.35            | $440844278.41                              |
| Month 2  | $-20577358.03            | $525328837.12                              |
| Month 3  | $-1114583.25             | $-386040399.17                             |

### 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        |   41484588 | NS      | $41484587.50  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO                                            | OPTION                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -1920 | NC      | $-0.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                               | OPTION                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -420 | NC      | $-0.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                               | OPTION                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -420 | NC      | $-0.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                               | OPTION                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -1140 | NC      | $-0.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                            | OPTION                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -740 | NC      | $-0.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                               | OPTION                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -1020 | NC      | $-0.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                               | OPTION                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -1000 | NC      | $-0.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                               | OPTION                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -1000 | NC      | $-0.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                               | OPTION                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -280 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                               | OPTION                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -280 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -560 | NC      | $-0.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -280 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -280 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -300 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -320 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -320 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -320 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -1176 | NC      | $-2352.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -1176 | NC      | $-2352.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -1176 | NC      | $-282.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                            | OPTION                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -2152 | NC      | $-4304.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -1690 | NC      | $-326170.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -1690 | NC      | $-82810.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -1690 | NC      | $-16900.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -520 | NC      | $-0.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -540 | NC      | $-0.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -540 | NC      | $-0.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -540 | NC      | $-0.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -2741 | NC      | $-1096400.00  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                            | OPTION                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -709 | NC      | $-861435.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                            | OPTION                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -708 | NC      | $-750480.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -1688 | NC      | $-2008.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -1688 | NC      | $-286.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -349 | NC      | $-10.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUSQUEHANNA BANCSHARES                                      | OPTION                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -484 | NC      | $-484.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUSQUEHANNA BANCSHARES                                      | OPTION                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -940 | NC      | $-357.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUSQUEHANNA BANCSHARES                                      | OPTION                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -1436 | NC      | $-272.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUSQUEHANNA BANCSHARES                                      | OPTION                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -1939 | NC      | $-193.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                        | OPTION                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -503 | NC      | $-35.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -998 | NC      | $-49.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                        | OPTION                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |      -2235 | NC      | $-2804925.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |      -1015 | NC      | $-527.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                        | OPTION                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -446 | NC      | $-2230.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                        | OPTION                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -446 | NC      | $-325.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                        | OPTION                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -446 | NC      | $-160.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -700 | NC      | $-14.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -700 | NC      | $-0.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                               | OPTION                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -1217 | NC      | $-272608.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                               | OPTION                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -1217 | NC      | $-71803.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                               | OPTION                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |      -1217 | NC      | $-450290.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                               | OPTION                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -861 | NC      | $-1166655.00  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                               | OPTION                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               | CORP              | US        |       -861 | NC      | $-966472.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                        | OPTION                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |      -1356 | NC      | $-155940.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -220 | NC      | $-7700.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -402 | NC      | $-333660.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -230 | NC      | $-56120.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -230 | NC      | $-15870.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | CH        |       -489 | NC      | $-2119815.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                        | OPTION                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               | CORP              | US        |       -521 | NC      | $-1857886.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                            | OPTION                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -461 | NC      | $-244.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                            | OPTION                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -461 | NC      | $-32.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                            | OPTION                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -2121 | NC      | $-2014950.00  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -522 | NC      | $-407160.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                              | OPTION                                                      | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DE               | CORP              | US        |       -522 | NC      | $-321030.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                      | CMS Energy Corporation                                      | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     345744 | NS      | $7668601.92   | 0.07%             | 2078-10-15      | Fixed         | 5.88%                 | No            |                  1 | On Loan: No      |
| Catalent, Inc.                                              | Catalent, Inc.                                              | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     755409 | NS      | $34000959.09  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                            | Amazon.com, Inc.                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    2637707 | NS      | $221567388.00 | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                          | Ameren Corporation                                          | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |    1792533 | NS      | $159392034.40 | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobileye Global Inc                                         | Mobileye Global Inc                                         | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     179552 | NS      | $6295093.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                               | NiSource Inc.                                               | CUSIP: 65473P881<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |      69133 | NS      | $1679240.57   | 0.02%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                                        | Domino's Pizza, Inc.                                        | CUSIP: 25755TAL4<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-CBDO         | CORP              | US        |    2859150 | PA      | $2410329.21   | 0.02%             | 2029-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                      | Hilton Domestic Operating Company Inc.                      | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    2444000 | PA      | $2422938.49   | 0.02%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                         | Ingersoll Rand Inc.                                         | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    3304846 | NS      | $172678203.50 | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                             | Intercontinental Exchange, Inc.                             | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1496000 | PA      | $1444912.50   | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                           | Lamar Media Corp.                                           | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1067331.13   | 0.01%             | 2031-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc.                                   | Lennox International Inc.                                   | CUSIP: 526107AD9<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     340000 | PA      | $333434.16    | 0.00%             | 2023-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Life Time, Inc.                                             | Life Time, Inc.                                             | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   14391000 | PA      | $13414471.06  | 0.12%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers, LLC                                    | PetVet Care Centers, LLC                                    | CUSIP: 70476XAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   16609591 | PA      | $15564017.10  | 0.14%             | 2025-02-14      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corporation                      | Clarivate Science Holdings Corporation                      | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1356199.36   | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ConocoPhillips                                              | ConocoPhillips                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     192485 | NS      | $22713230.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE Trust IV                                                | SCE Trust IV                                                | CUSIP: 78409G206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     229615 | NS      | $4156031.50   | 0.04%             | 2500-12-31      | Fixed         | 5.38%                 | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                              | SBA Communications Corporation                              | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    9788000 | PA      | $8860521.81   | 0.08%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                   | USI, Inc.                                                   | CUSIP: 90351NAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1774614 | PA      | $1759085.87   | 0.02%             | 2026-12-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                  | Apple Inc.                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    2040057 | NS      | $265064606.00 | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                                    | Roper Technologies, Inc.                                    | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     308096 | NS      | $133125200.60 | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                          | Alliant Holdings Intermediate, LLC                          | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   19075000 | PA      | $17187352.69  | 0.16%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Magnum Management Corporation                               | Magnum Management Corporation                               | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |   18174000 | PA      | $16386209.99  | 0.15%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.              | Charles River Laboratories International, Inc.              | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    3366000 | PA      | $2912651.74   | 0.03%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Hologic, Inc.                                               | Hologic, Inc.                                               | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    5964000 | PA      | $5150508.67   | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                       | Howmet Aerospace Inc.                                       | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    4885000 | PA      | $4128713.48   | 0.04%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                          | Exelon Corporation                                          | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    1396621 | NS      | $60375925.83  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Institutional Floating Rate Fund               | T Rowe Price Institutional Floating Rate Fund               | CUSIP: 77958B402<br>LEI: 5493006XJS7NAJMTOL28 | Long             | EC               | RF                | US        |     146111 | NS      | $1339835.83   | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Ryan Specialty Group, LLC                                   | Ryan Specialty Group, LLC                                   | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     650000 | PA      | $568143.31    | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                             | SBA Towers, LLC                                             | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     602000 | PA      | $600529.13    | 0.01%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                          | AmWINS Group, Inc.                                          | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    4485000 | PA      | $3850692.91   | 0.04%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc.                                    | Booz Allen Hamilton Inc.                                    | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    3029000 | PA      | $2700527.39   | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                 | AbbVie Inc.                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     430100 | NS      | $69508461.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate Science Holdings Corporation                      | Clarivate Science Holdings Corporation                      | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2229000 | PA      | $1933683.49   | 0.02%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                        | Meta Platforms, Inc.                                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     347219 | NS      | $41784334.46  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                         | Fortive Corporation                                         | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    3259293 | NS      | $209409575.30 | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated                | Public Service Enterprise Group Incorporated                | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     686200 | NS      | $42043474.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub International Limited                                   | Hub International Limited                                   | CUSIP: 44332EAU0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  118715045 | PA      | $117500590.30 | 1.08%             | 2025-04-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Storable, Inc                                               | Storable, Inc                                               | CUSIP: 86210LAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     730741 | PA      | $694204.31    | 0.01%             | 2028-04-17      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Press Ganey Holdings, Inc.                                  | Press Ganey Holdings, Inc.                                  | CUSIP: 29102TAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1211174 | PA      | $1110246.87   | 0.01%             | 2026-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                               | Becton, Dickinson and Company                               | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     541732 | NS      | $137762447.60 | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Escrow Corporation                                 | Entegris Escrow Corporation                                 | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    4138000 | PA      | $3784763.97   | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                      | Hilton Domestic Operating Company Inc.                      | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    6846000 | PA      | $5765980.52   | 0.05%             | 2031-05-01      | Fixed         | 4.00%                 | 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        |   14081767 | NS      | $14081766.75  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                             | Live Nation Entertainment, Inc.                             | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     820000 | PA      | $796426.85    | 0.01%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                            | Marsh & Mclennan Companies, Inc.                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     488681 | NS      | $80866931.88  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                           | Yum! Brands, Inc.                                           | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    9033000 | PA      | $7569721.57   | 0.07%             | 2031-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd.                                        | TE Connectivity Ltd.                                        | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |    1359229 | NS      | $156039489.20 | 1.43%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Storable, Inc                                               | Storable, Inc                                               | CUSIP: 86210LAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1447259 | PA      | $1374895.69   | 0.01%             | 2028-04-17      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.              | Charles River Laboratories International, Inc.              | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    1523000 | PA      | $1401412.33   | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                | Mattel, Inc.                                                | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    1754000 | PA      | $1616144.91   | 0.01%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                           | Clarios Global LP                                           | CUSIP: 69867DAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |   18995000 | PA      | $18583184.98  | 0.17%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Avantor, Inc.                                               | Avantor, Inc.                                               | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |    6042094 | NS      | $127427762.50 | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                                               | Avantor, Inc.                                               | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   14701000 | PA      | $12353029.49  | 0.11%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                       | T. Rowe Price Government Reserve Fund                       | CUSIP: 76105Y109<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  839013625 | NS      | $839013625.00 | 7.71%             | 2099-12-01      | Variable      | 2.64%                 | No            |                  1 | On Loan: No      |
| Danaher Corporation                                         | Danaher Corporation                                         | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     652103 | NS      | $173081178.30 | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                              | Hilton Worldwide Holdings Inc.                              | CUSIP: 43300A203<br>LEI: 549300406TN7EY0NPH20 | Long             | EC               | CORP              | US        |     378300 | NS      | $47801988.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Inc.                                    | Booz Allen Hamilton Inc.                                    | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     370000 | PA      | $327911.55    | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                       | United Airlines, Inc.                                       | CUSIP: 210795PZ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-CBDO         | CORP              | US        |      10648 | PA      | $10180.69     | 0.00%             | 2024-04-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                  | CrowdStrike Holdings, Inc.                                  | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |     600000 | PA      | $507594.34    | 0.00%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                         | EOG Resources, Inc.                                         | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     774929 | NS      | $100368804.10 | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                   | MSCI Inc.                                                   | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    4108000 | PA      | $3171217.06   | 0.03%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                              | SBA Communications Corporation                              | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   11834000 | PA      | $9854901.25   | 0.09%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                  | Sensata Technologies, Inc.                                  | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    2092000 | PA      | $1840238.82   | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Madison Square Garden Entertainment Corp.                   | Madison Square Garden Entertainment Corp.                   | CUSIP: 55825T103<br>LEI: 529900BQELIZ5ZQYB788 | Long             | EC               | CORP              | US        |      49463 | NS      | $9068051.79   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub International Limited                                   | Hub International Limited                                   | CUSIP: 44332EAU0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     303619 | PA      | $300513.11    | 0.00%             | 2025-04-25      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Hyperion Insurance Group Ltd.                               | Hyperion Insurance Group Ltd.                               | CUSIP: G4712JAR3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   43622785 | PA      | $42415306.53  | 0.39%             | 2027-11-12      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                            | Xcel Energy Inc.                                            | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    1247400 | NS      | $87455214.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                          | Alliant Holdings Intermediate, LLC                          | CUSIP: 01881UAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     441194 | PA      | $434906.99    | 0.00%             | 2025-05-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                        | Ascend Learning, LLC                                        | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   21680259 | PA      | $20460744.48  | 0.19%             | 2028-11-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                                   | Hub International Limited                                   | CUSIP: 44332EAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10438429 | PA      | $10313794.16  | 0.09%             | 2029-10-31      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                   | USI, Inc.                                                   | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   38782062 | PA      | $38366705.93  | 0.35%             | 2029-11-16      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                       | Applied Systems, Inc.                                       | CUSIP: 03827FBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1504827 | PA      | $1496174.24   | 0.01%             | 2026-09-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                       | Applied Systems, Inc.                                       | CUSIP: 03827FBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7106392 | PA      | $7065530.25   | 0.06%             | 2026-09-19      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors N.V.                                     | NXP Semiconductors N.V.                                     | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |    1239672 | NS      | $195905366.20 | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                           | Yum! Brands, Inc.                                           | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   16987000 | PA      | $15061264.84  | 0.14%             | 2032-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                | Filtration Group Corporation                                | CUSIP: 31732FAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10084734 | PA      | $10408406.22  | 0.10%             | 2025-03-31      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                   | SBA Senior Finance II LLC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2284757 | PA      | $2274612.68   | 0.02%             | 2025-03-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                                   | Hub International Limited                                   | CUSIP: 44332EAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  171294876 | PA      | $169225634.30 | 1.55%             | 2025-04-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Aurora Innovations Inc.                                     | Aurora Innovations Inc.                                     | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    7673407 | NS      | $9284822.47   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                               | Gartner, Inc.                                               | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    7292000 | PA      | $6392088.67   | 0.06%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                                   | Hub International Limited                                   | CUSIP: 44332EAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     449592 | PA      | $444160.89    | 0.00%             | 2025-04-25      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                          | Alliant Holdings Intermediate, LLC                          | CUSIP: 01881UAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   41228747 | PA      | $40641237.82  | 0.37%             | 2025-05-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                              | Hilton Worldwide Holdings Inc.                              | CUSIP: 432891AK5<br>LEI: 549300406TN7EY0NPH20 | Long             | DBT              | CORP              | US        |    3473000 | PA      | $3309261.32   | 0.03%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                             | Intercontinental Exchange, Inc.                             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    1981693 | NS      | $203301884.90 | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                               | Thermo Fisher Scientific Inc.                               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     369412 | NS      | $203431494.30 | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                           | Yum! Brands, Inc.                                           | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |    1684844 | NS      | $215794819.50 | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                          | Alliant Holdings Intermediate, LLC                          | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    5161000 | PA      | $4249501.60   | 0.04%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                           | CCO Holdings, LLC                                           | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   82722000 | PA      | $77189260.63  | 0.71%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Magnum Management Corporation                               | Magnum Management Corporation                               | CUSIP: 150190AB2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |   24148000 | PA      | $23066016.26  | 0.21%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                  | IQVIA Inc.                                                  | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3482822.37   | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pearl Intermediate Parent LLC                               | Pearl Intermediate Parent LLC                               | CUSIP: 70476XAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   16286321 | PA      | $15192043.37  | 0.14%             | 2025-02-14      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                          | Alliant Holdings Intermediate, LLC                          | CUSIP: 01881UAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   15411453 | PA      | $15193997.72  | 0.14%             | 2025-05-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company, Inc.                     | Hilton Domestic Operating Company, Inc.                     | CUSIP: 43289DAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1923550 | PA      | $1915894.27   | 0.02%             | 2023-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company, Inc.                     | Hilton Domestic Operating Company, Inc.                     | CUSIP: 43289DAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2979108 | PA      | $2967251.63   | 0.03%             | 2023-10-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                               | Gartner, Inc.                                               | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    3538000 | PA      | $3067673.42   | 0.03%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                                  | ADMI Corp.                                                  | CUSIP: 00709LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   18432801 | PA      | $16672468.88  | 0.15%             | 2027-12-31      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                                               | RealPage, Inc                                               | CUSIP: 75605VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   44054323 | PA      | $41807552.32  | 0.38%             | 2028-02-18      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                                               | RealPage, Inc                                               | CUSIP: 75605VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1300000 | PA      | $1244750.00   | 0.01%             | 2029-02-17      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                   | MSCI Inc.                                                   | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    5529000 | PA      | $4602996.67   | 0.04%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                   | MSCI Inc.                                                   | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    4588000 | PA      | $3817585.15   | 0.04%             | 2031-11-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                     | MasterCard Incorporated                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     230300 | NS      | $80082219.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                                | Equifax Inc.                                                | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     745160 | NS      | $144829297.60 | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                                    | General Electric Company                                    | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    2195148 | NS      | $183931450.90 | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                   | MSCI Inc.                                                   | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   11474000 | PA      | $9559445.49   | 0.09%             | 2030-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg S.a.r.l.                             | Loire Finco Luxembourg S.a.r.l.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   18086941 | PA      | $16843463.91  | 0.15%             | 2027-01-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg S.a.r.l.                             | Loire Finco Luxembourg S.a.r.l.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    7751546 | PA      | $7218627.36   | 0.07%             | 2027-01-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners, LLC                                       | EyeCare Partners, LLC                                       | CUSIP: 30233PAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8175868 | PA      | $6513468.37   | 0.06%             | 2027-02-05      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                            | IRB Holding Corp                                            | CUSIP: 44988LAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     809437 | PA      | $801213.12    | 0.01%             | 2025-02-05      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                   | Mileage Plus Holdings LLC                                   | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5886256 | PA      | $6046656.48   | 0.06%             | 2023-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                   | Mileage Plus Holdings LLC                                   | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   49735268 | PA      | $51090554.36  | 0.47%             | 2023-12-31      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| WOOF Holdings, Inc                                          | WOOF Holdings, Inc                                          | CUSIP: 98082EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3743325 | PA      | $3512474.15   | 0.03%             | 2027-12-16      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness Inc                                       | Life Time Fitness Inc                                       | CUSIP: 50218KAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4192505 | PA      | $4165002.09   | 0.04%             | 2024-12-31      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                | Filtration Group Corporation                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1327007 | PA      | $1300466.86   | 0.01%             | 2028-10-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                                          | Athenahealth, Inc.                                          | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   36754435 | PA      | $33092222.91  | 0.30%             | 2029-01-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                            | IRB Holding Corp                                            | CUSIP: 44988LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   14114299 | PA      | $13680284.03  | 0.13%             | 2027-12-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Press Ganey Holdings, Inc.                                  | Press Ganey Holdings, Inc.                                  | CUSIP: 29102TAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6175953 | PA      | $5650996.95   | 0.05%             | 2026-07-24      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Altice France                                               | Altice France                                               | CUSIP: 02156TAB0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | US        |   13635000 | PA      | $10395489.53  | 0.10%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                           | Arches Buyer Inc.                                           | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      65000 | PA      | $50980.58     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners, Inc.                                  | BroadStreet Partners, Inc.                                  | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    1719000 | PA      | $1477694.96   | 0.01%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                        | Domino's Pizza, Inc.                                        | CUSIP: 25755TAJ9<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-CBDO         | CORP              | US        |    3307200 | PA      | $3093389.85   | 0.03%             | 2025-10-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Teleflex Incorporated                                       | Teleflex Incorporated                                       | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     491579 | NS      | $122712865.80 | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                               | NiSource Inc.                                               | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    3673000 | PA      | $3423796.32   | 0.03%             | 2500-12-31      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                          | NVIDIA Corporation                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     529200 | NS      | $77337288.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Systems, Inc.                                       | Applied Systems, Inc.                                       | CUSIP: 03827FAX9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   12112413 | PA      | $12059481.76  | 0.11%             | 2024-09-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group, LLC                                   | Ryan Specialty Group, LLC                                   | CUSIP: 78350UAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7341050 | PA      | $7279899.25   | 0.07%             | 2027-07-23      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                            | SkyMiles IP Ltd.                                            | CUSIP: 24736CBS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1940126 | PA      | $1975048.27   | 0.02%             | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                            | SkyMiles IP Ltd.                                            | CUSIP: 24736CBS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   13495248 | PA      | $13738162.46  | 0.13%             | 2027-09-16      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                                | Camelot U.S. Acquisition LLC                                | CUSIP: L2000AAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6559828 | PA      | $6453230.70   | 0.06%             | 2026-10-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Press Ganey Holdings, Inc.                                  | Press Ganey Holdings, Inc.                                  | CUSIP: 29102TAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7637088 | PA      | $7000689.64   | 0.06%             | 2026-07-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Heartland Dental, LLC                                       | Heartland Dental, LLC                                       | CUSIP: 42236WAQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10347515 | PA      | $9597319.96   | 0.09%             | 2025-04-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                                  | ADMI Corp.                                                  | CUSIP: 00709LAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     744605 | PA      | $676198.14    | 0.01%             | 2027-12-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                          | Alliant Holdings Intermediate, LLC                          | CUSIP: 01881UAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   47072727 | PA      | $45946276.80  | 0.42%             | 2027-11-06      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                      | Hilton Domestic Operating Company Inc.                      | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    6531000 | PA      | $5925736.57   | 0.05%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                   | MSCI Inc.                                                   | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      45241 | NS      | $21044755.97  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Incorporated                          | Teledyne Technologies Incorporated                          | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |     315931 | NS      | $126343966.20 | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                              | Texas Instruments Incorporated                              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     937959 | NS      | $154969586.00 | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Transdigm UK Holdings PLC                                   | Transdigm UK Holdings PLC                                   | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | US        |     830000 | PA      | $813404.74    | 0.01%             | 2026-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                  | TransUnion                                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |    2435023 | NS      | $138187555.30 | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc.                                                 | Twilio Inc.                                                 | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     275000 | PA      | $223449.55    | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| US Airways Class A Pass Through Certificates, Series 2012-2 | US Airways Class A Pass Through Certificates, Series 2012-2 | CUSIP: 90345WAD6<br>LEI: 5493004XNBKB5SFUJI60 | Long             | ABS-CBDO         | CORP              | US        |     227562 | PA      | $207868.78    | 0.00%             | 2025-06-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| US Airways, Inc.                                            | US Airways, Inc.                                            | CUSIP: 90346WAA1<br>LEI: 5493004XNBKB5SFUJI60 | Long             | ABS-CBDO         | CORP              | US        |     130486 | PA      | $118280.19    | 0.00%             | 2025-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                       | Treasury, United States Department of                       | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1066065500 | PA      | $969619833.50 | 8.91%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                            | IRB Holding Corp                                            | CUSIP: 44988LAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   19713302 | PA      | $19513014.61  | 0.18%             | 2025-02-05      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Black Knight, Inc.                                          | Black Knight, Inc.                                          | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     909861 | NS      | $56183916.75  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Infoserv, LLC                                  | Black Knight Infoserv, LLC                                  | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2101513.06   | 0.02%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Indigo Merger Sub Inc                                       | Indigo Merger Sub Inc                                       | CUSIP: 45569KAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1767000 | PA      | $1599965.97   | 0.01%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                           | Ultimate Software Group Inc (The)                           | CUSIP: 90385KAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  153088970 | PA      | $145434521.20 | 1.34%             | 2026-05-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Sophia, L.P.                                                | Sophia, L.P.                                                | CUSIP: 83578BAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3738869 | PA      | $3626702.79   | 0.03%             | 2027-10-07      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                | Mattel, Inc.                                                | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    1346000 | PA      | $1320288.16   | 0.01%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                | Mattel, Inc.                                                | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    3739000 | PA      | $3286372.63   | 0.03%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                            | Salesforce, Inc.                                            | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     714330 | NS      | $94713014.70  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies B.V.                                   | Sensata Technologies B.V.                                   | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |     670000 | PA      | $666393.85    | 0.01%             | 2024-11-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                   | Sensata Technologies B.V.                                   | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4304343.16   | 0.04%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                   | Sensata Technologies B.V.                                   | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |    9732000 | PA      | $8394255.82   | 0.08%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                   | Sensata Technologies B.V.                                   | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |    2446000 | PA      | $2316913.23   | 0.02%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Spotify USA Inc.                                            | Spotify USA Inc.                                            | CUSIP: 84921RAB6<br>LEI: 2138001WXZQOPMPA3D50 | Long             | DBT              | CORP              | US        |   10038000 | PA      | $8077749.25   | 0.07%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                               | Surgery Center Holdings, Inc.                               | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    8272000 | PA      | $8408056.70   | 0.08%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Teleflex Incorporated                                       | Teleflex Incorporated                                       | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    4680000 | PA      | $4463088.27   | 0.04%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Emerald TopCo Inc                                           | Emerald TopCo Inc                                           | CUSIP: 29102TAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   38239234 | PA      | $34941100.27  | 0.32%             | 2026-07-16      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                | Filtration Group Corporation                                | CUSIP: 31732FAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   11909688 | PA      | $11671493.92  | 0.11%             | 2028-10-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners, LLC                                       | EyeCare Partners, LLC                                       | CUSIP: 30233PAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1088960 | PA      | $913092.99    | 0.01%             | 2028-10-14      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                             | GE Healthcare Technologies Inc.                             | CUSIP: 36266G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     244391 | NS      | $14267546.58  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                               | Gartner, Inc.                                               | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1656353.59   | 0.02%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                       | Eli Lilly and Company                                       | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     184600 | NS      | $67534064.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                           | Yum! Brands, Inc.                                           | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    4888000 | PA      | $4493115.49   | 0.04%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                           | Yum! Brands, Inc.                                           | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   12453000 | PA      | $11537427.92  | 0.11%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ADMI Corp.                                                  | ADMI Corp.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4052981 | PA      | $3806640.81   | 0.03%             | 2025-04-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Heartland Dental, LLC                                       | Heartland Dental, LLC                                       | CUSIP: 42236WAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   46321179 | PA      | $42708126.73  | 0.39%             | 2025-04-17      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                               | Alphabet Inc.                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    1885380 | NS      | $166347077.40 | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                                               | Avantor, Inc.                                               | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   20294000 | PA      | $18427624.95  | 0.17%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings, LLC                                  | Mileage Plus Holdings, LLC                                  | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6637928 | PA      | $6613676.63   | 0.06%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                              | The Charles Schwab Corporation                              | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |       4000 | NS      | $94360.00     | 0.00%             | 2500-12-31      | Fixed         | 5.95%                 | No            |                  1 | On Loan: —       |
| Sensata Technologies, Inc.                                  | Sensata Technologies, Inc.                                  | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    5092000 | PA      | $4213454.94   | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                           | Service Corporation International                           | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    5988000 | PA      | $4921952.35   | 0.05%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                        | Sirius XM Radio Inc.                                        | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    3437000 | PA      | $3180398.08   | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Operations Inc.                                   | Six Flags Operations Inc.                                   | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |   44430000 | PA      | $42818299.97  | 0.39%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Six Flags Operations Inc.                                   | Six Flags Operations Inc.                                   | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |   30309000 | PA      | $27308795.74  | 0.25%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Six Flags Theme Parks Inc.                                  | Six Flags Theme Parks Inc.                                  | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |    5821000 | PA      | $5869706.69   | 0.05%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| SkyMiles IP Ltd.                                            | SkyMiles IP Ltd.                                            | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    7255000 | PA      | $6833550.74   | 0.06%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corporation                                       | Starbucks Corporation                                       | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     537300 | NS      | $53300160.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                         | Stryker Corporation                                         | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     196612 | NS      | $48069667.88  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                             | UnitedHealth Group Incorporated                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     406805 | NS      | $215679874.90 | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| USIS Merger Sub, Inc.                                       | USIS Merger Sub, Inc.                                       | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27560000 | PA      | $26454043.93  | 0.24%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                          | Vail Resorts, Inc.                                          | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    2459000 | PA      | $2463813.05   | 0.02%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc.                                                   | Visa Inc.                                                   | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     331463 | NS      | $68864752.88  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearl Intermediate Parent LLC                               | Pearl Intermediate Parent LLC                               | CUSIP: 70476XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7220285 | PA      | $6719414.06   | 0.06%             | 2025-02-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Pearl Intermediate Parent LLC                               | Pearl Intermediate Parent LLC                               | CUSIP: 70476XAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     990000 | PA      | $909978.30    | 0.01%             | 2026-01-30      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Sophia, L.P.                                                | Sophia, L.P.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     961781 | PA      | $926320.13    | 0.01%             | 2027-10-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                       | Microsoft Corporation                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    2378360 | NS      | $570378295.20 | 5.24%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc.                                             | S&P Global Inc.                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     105533 | NS      | $35347223.02  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                                   | Baxter International Inc.                                   | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    1082700 | NS      | $55185219.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                                    | General Electric Company                                    | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   31447000 | PA      | $31132530.00  | 0.29%             | 2500-12-31      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                           | Yum! Brands, Inc.                                           | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | DE        |    4148000 | PA      | $4191815.37   | 0.04%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Linde Public Limited Company                                | Linde Public Limited Company                                | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | GB        |     324665 | NS      | $105899229.70 | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Filtration Group Corporation                                | Filtration Group Corporation                                | CUSIP: 31732FAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     692897 | PA      | $684526.80    | 0.01%             | 2025-03-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                | Filtration Group Corporation                                | CUSIP: 31732FAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   15868232 | PA      | $15676543.74  | 0.14%             | 2025-03-27      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                   | SBA Senior Finance II LLC                                   | CUSIP: 78404XAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     299618 | PA      | $298287.36    | 0.00%             | 2025-03-26      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                          | Alliant Holdings Intermediate, LLC                          | CUSIP: 01881UAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     605101 | PA      | $596563.02    | 0.01%             | 2025-05-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.              | Charles River Laboratories International, Inc.              | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    5359000 | PA      | $4738121.27   | 0.04%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Clarios Global LP                                           | Clarios Global LP                                           | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    3161000 | PA      | $3176073.99   | 0.03%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                           | Pioneer Natural Resources Company                           | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     211600 | NS      | $48327324.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Dental, LLC                                       | Heartland Dental, LLC                                       | CUSIP: 42239PAA7<br>LEI: 5493008FRC0GRKBN1075 | Long             | DBT              | CORP              | US        |   14905000 | PA      | $13153896.36  | 0.12%             | 2026-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                      | Hilton Domestic Operating Company Inc.                      | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    9150000 | PA      | $7323745.55   | 0.07%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                             | Intercontinental Exchange, Inc.                             | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    5058000 | PA      | $4884646.15   | 0.04%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                             | Intercontinental Exchange, Inc.                             | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   10068000 | PA      | $9575230.80   | 0.09%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Teleflex Incorporated                                       | Teleflex Incorporated                                       | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1389032.80   | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                              | TransDigm Inc.                                              | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1257147.94   | 0.01%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                              | TransDigm Inc.                                              | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    8283000 | PA      | $8186275.76   | 0.08%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                              | TransDigm Inc.                                              | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    6304000 | PA      | $5919801.77   | 0.05%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                     | Waste Connections, Inc.                                     | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |    1059379 | NS      | $140431280.20 | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating, LLC                       | Charter Communications Operating, LLC                       | CUSIP: 16117LBW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5285655 | PA      | $5250135.49   | 0.05%             | 2025-04-30      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                   | USI, Inc.                                                   | CUSIP: 90351NAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   40917596 | PA      | $40559567.11  | 0.37%             | 2026-12-02      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                             | CoreLogic, Inc.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1245000 | PA      | $872122.50    | 0.01%             | 2029-04-13      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg S.a.r.l.                             | Loire Finco Luxembourg S.a.r.l.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1541564 | PA      | $1436228.89   | 0.01%             | 2027-04-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Sophia, L.P.                                                | Sophia, L.P.                                                | CUSIP: 83578BAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   13105564 | PA      | $12622361.46  | 0.12%             | 2027-10-07      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                          | Alliant Holdings Intermediate, LLC                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3145689 | PA      | $3070412.66   | 0.03%             | 2027-11-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                                          | Athenahealth, Inc.                                          | CUSIP: 04686RAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6260870 | PA      | $5637036.51   | 0.05%             | 2029-01-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Korn Ferry                                                  | Korn Ferry                                                  | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1853874.45   | 0.02%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                           | Lamar Media Corp.                                           | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7273000 | PA      | $6527871.19   | 0.06%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                      | The PNC Financial Services Group, Inc.                      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    1981095 | NS      | $312894144.30 | 2.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                          | Alliant Holdings Intermediate, LLC                          | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3188685.73   | 0.03%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                           | CCO Holdings, LLC                                           | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   55914000 | PA      | $50811496.36  | 0.47%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza, Inc.                                        | Domino's Pizza, Inc.                                        | CUSIP: 25755TAH3<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-CBDO         | CORP              | US        |    3576638 | PA      | $3268761.26   | 0.03%             | 2027-07-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PerkinElmer, Inc.                                           | PerkinElmer, Inc.                                           | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |    1403811 | NS      | $196842378.40 | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMI Corp.                                                  | ADMI Corp.                                                  | CUSIP: 00709LAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   35798087 | PA      | $32509316.35  | 0.30%             | 2027-12-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Vertical US Newco Inc                                       | Vertical US Newco Inc                                       | CUSIP: D9000BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   14433682 | PA      | $13865427.75  | 0.13%             | 2027-07-29      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Vertical US Newco Inc                                       | Vertical US Newco Inc                                       | CUSIP: D9000BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4207151 | PA      | $4041515.49   | 0.04%             | 2027-07-29      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                       | Avantor Funding, Inc.                                       | CUSIP: 05350NAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    9338789 | PA      | $9281729.40   | 0.09%             | 2027-11-08      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                               | Acrisure, LLC                                               | CUSIP: 00488PAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5372000 | PA      | $5091635.32   | 0.05%             | 2027-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.                        | SeaWorld Parks & Entertainment, Inc.                        | CUSIP: 78488CAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1322243 | PA      | $1296736.46   | 0.01%             | 2028-08-12      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                                        | Medline Borrower, LP                                        | CUSIP: 58503UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   85328323 | PA      | $80974872.41  | 0.74%             | 2028-09-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                        | Ascend Learning, LLC                                        | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   20173805 | PA      | $19039028.82  | 0.17%             | 2028-11-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                           | Ultimate Software Group Inc (The)                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    7320000 | PA      | $6701460.00   | 0.06%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Sophia, L.P.                                                | Sophia, L.P.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     124966 | PA      | $121217.02    | 0.00%             | 2027-10-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                   | HUB International Limited                                   | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   71711000 | PA      | $70392544.50  | 0.65%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                   | HUB International Limited                                   | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    3946000 | PA      | $3460491.93   | 0.03%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                       | Applied Systems, Inc.                                       | CUSIP: 03827FBA8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3882997 | PA      | $3839313.28   | 0.04%             | 2025-09-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                       | Applied Systems, Inc.                                       | CUSIP: 03827FBA8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5652546 | PA      | $5588954.71   | 0.05%             | 2025-09-19      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Sunshine Luxembourg VII SARL                                | Sunshine Luxembourg VII SARL                                | CUSIP: L8908YAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   32523824 | PA      | $31096353.34  | 0.29%             | 2026-10-02      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                      | Hilton Domestic Operating Company Inc.                      | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    4952000 | PA      | $4297813.76   | 0.04%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co.                                             | KFC Holding Co.                                             | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |   27816000 | PA      | $26902474.99  | 0.25%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                       | Keurig Dr Pepper Inc.                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    1035330 | NS      | $36919867.80  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                   | MSCI Inc.                                                   | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    7734000 | PA      | $6760606.65   | 0.06%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                                    | Alcon AG                                                    | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |    1619577 | NS      | $110978085.70 | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                       | Applied Systems, Inc.                                       | CUSIP: 03827FAX9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   34457593 | PA      | $34307013.45  | 0.32%             | 2024-09-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                               | Acrisure, LLC                                               | CUSIP: 00489LAA1<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |   20525000 | PA      | $18876010.21  | 0.17%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                      | Hilton Domestic Operating Company Inc.                      | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1846000 | PA      | $1796020.20   | 0.02%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                       | Howmet Aerospace Inc.                                       | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     741000 | PA      | $738949.20    | 0.01%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                           | CCO Holdings, LLC                                           | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2760148.71   | 0.03%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                      | CMS Energy Corporation                                      | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     506424 | NS      | $11343897.60  | 0.10%             | 2079-03-01      | Fixed         | 5.88%                 | No            |                  1 | On Loan: No      |
| K.K.R. Co., Inc.                                            | K.K.R. Co., Inc.                                            | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |    1913163 | NS      | $88809026.46  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                           | Clarios Global LP                                           | CUSIP: 69867DAA6<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    6037000 | PA      | $5907283.83   | 0.05%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Magnum Management Corporation                               | Magnum Management Corporation                               | CUSIP: 150190AF3<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |   14943000 | PA      | $14765507.79  | 0.14%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magnum Management Corporation                               | Magnum Management Corporation                               | CUSIP: 150190AK2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |   12855000 | PA      | $12504816.69  | 0.11%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                           | Yum! Brands, Inc.                                           | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | DE        |   12931000 | PA      | $10710044.37  | 0.10%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg S.a.r.l.                             | Loire Finco Luxembourg S.a.r.l.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1199644 | PA      | $1117168.48   | 0.01%             | 2027-01-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer