# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013571
**Filing Date:** 2023-2
**Character Count:** 109008
**Document Hash:** 28b2b09189cd23b233ca191f928f1ea2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013571.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013571

**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:** 23683306

**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/Western Asset Global Multi-Sector Bond Fund (Series ID: S000034688)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000106861 | JNL/Western Asset Global Multi-Sector Bond Fund (A) |  |
| C000106862 | JNL/Western Asset Global Multi-Sector Bond Fund (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

- **a. Name of Series:** JNL/Western Asset Global Multi-Sector Bond Fund

- **b. EDGAR series identifier (if any):** S000034688

- **c. LEI of Series:** RRGFA37Z4IG23ET0MC58

**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:** $417426343.66

**Total Liabilities:** $9896982.65

**Net Assets:** $407529361.01

**Cash Not Reported:** $7010380.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -13.147889007221 | **1-Year:** -4564.813555059450 | **5-Year:** -17383.021770149214 | **10-Year:** -29632.484764723198 | **30-Year:** -62320.424978341015

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

- **3-Month:** -59.958132731267 | **1-Year:** -8574.102581651420 | **5-Year:** -32088.168067650917 | **10-Year:** -22872.931376700103 | **30-Year:** -12092.296202845390

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000106861 | 0.89%                | 3.96%                | 0.14%                |
| Class ID C000106862 | 0.87%                | 3.90%                | 0.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1066984.01             | $3303251.30                                |
| Month 2  | $-28049.34               | $13415689.76                               |
| Month 3  | $-203338.30              | $-9913698.10                               |

**Designated Index Information**

- **Index Name:** 50% Global Agg + 25% Global HY + 25% Bloomberg Emerging Market USD Sovereign Index

- **Index Identifier:** LHMN0038/LHMN0039/LHMN0497

### 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        |       794665 | NS      | $794665.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                       | UNITED STATES DOLLAR                                                              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |      6498281 | PA      | $-275357.62   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                               | UNITED STATES DOLLAR                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     13417469 | PA      | $-683743.58   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                       | UNITED STATES DOLLAR                                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      3556765 | PA      | $65391.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                        | UNITED STATES DOLLAR                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      1029724 | PA      | $-56268.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                               | UNITED STATES DOLLAR                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      1673519 | PA      | $-155199.44   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                       | UNITED STATES DOLLAR                                                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      6013687 | PA      | $121762.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                               | AUSTRALIAN DOLLAR                                                                 | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | AU        |       765000 | PA      | $-4712.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                               | UNITED STATES DOLLAR                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      4107152 | PA      | $-123212.64   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                        | UNITED STATES DOLLAR                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     25804457 | PA      | $-1717652.14  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                               | UNITED STATES DOLLAR                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      1069549 | PA      | $-26230.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                               | UNITED STATES DOLLAR                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      4783613 | PA      | $-692572.88   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                               | EURO DOLLAR                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      1297000 | PA      | $97689.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                        | UNITED STATES DOLLAR                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      4219943 | PA      | $-293311.95   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                               | UNITED STATES DOLLAR                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      4438160 | PA      | $-399720.53   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                       | JAPANESE YEN                                                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | JP        |    589011000 | PA      | $383727.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                       | FUTURE - CASH SETTLED                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          143 | NC      | $-590175.30   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | FUTURE - PHYSICALLY DELIVERED                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -180 | NC      | $46696.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | FUTURE - PHYSICALLY DELIVERED                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -160 | NC      | $88272.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS                                                                     | OPTION                                                                            | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | MX        |      6170000 | NC      | $13973.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                            | FUTURE - PHYSICALLY DELIVERED                                                     | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |           87 | NC      | $-2070.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                                                            | Credit Suisse Group AG                                                            | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |       620000 | PA      | $544899.55    | 0.13%             | 2500-12-31      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                   | EQT Corporation                                                                   | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      2620000 | PA      | $2461983.77   | 0.60%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                                   | Enel Finance International N.V.                                                   | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |      2040000 | PA      | $2102678.31   | 0.52%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                | Energy Transfer LP                                                                | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3140000 | PA      | $2958544.80   | 0.73%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                 | Enterprise Products Operating LLC                                                 | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      1440000 | PA      | $1242601.92   | 0.30%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Company, L.L.C.                                            | Tennessee Gas Pipeline Company, L.L.C.                                            | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3344362.40   | 0.82%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Provincia de Buenos Aires                                          | Gobierno de la Provincia de Buenos Aires                                          | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | US        |      2760000 | PA      | $962550.00    | 0.24%             | 2037-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                        | Cooperatieve Rabobank U.A.                                                        | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |       500000 | PA      | $462199.80    | 0.11%             | 2028-04-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                       | Asurion LLC                                                                       | CUSIP: 04649VAW0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2480519 | PA      | $2403896.18   | 0.59%             | 2024-11-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                                                | APi Group DE, Inc.                                                                | CUSIP: 00186XAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2500000 | PA      | $2481250.00   | 0.61%             | 2026-09-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1270000 | PA      | $871635.80    | 0.21%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA, Inc.                                            | Grifols Worldwide Operations USA, Inc.                                            | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1410000 | PA      | $1361242.20   | 0.33%             | 2027-11-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica del Ecuador                                              | Gobierno de la Republica del Ecuador                                              | CUSIP: 27927IAF0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | US        |      1711000 | PA      | $780643.75    | 0.19%             | 2035-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                         | Sedgwick Claims Management Services, Inc.                                         | CUSIP: 81527CAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2480620 | PA      | $2409699.22   | 0.59%             | 2025-11-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                            | Federal Home Loan Mortgage Corporation                                            | CUSIP: 35563PCE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       744171 | PA      | $728304.28    | 0.18%             | 2056-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Victoria P.L.C.                                                                   | Victoria P.L.C.                                                                   | CUSIP: N/A<br>LEI: 2138002K6ECECHVCQN25       | Long             | DBT              | CORP              | GB        |      1310000 | PA      | $1144996.88   | 0.28%             | 2026-08-24      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance Public Limited Company                                   | Ardagh Packaging Finance Public Limited Company                                   | CUSIP: 03969AAR1<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $2413141.95   | 0.59%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Atlas LuxCo 4 S.a r.l.                                                            | Atlas LuxCo 4 S.a r.l.                                                            | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1256050.41   | 0.31%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer | BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer | CUSIP: 05533UAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2980000 | PA      | $2681249.61   | 0.66%             | 2033-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                                                         | JPMorgan Chase Bank, N.A.                                                         | CUSIP: 466317AL8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | ABS-MBS          | CORP              | US        |      1174533 | PA      | $1063094.67   | 0.26%             | 2037-04-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp.                                                                  | MEG Energy Corp.                                                                  | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3775922.19   | 0.93%             | 2027-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                   | MVW 2021-1W LLC                                                                   | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       851943 | PA      | $762811.16    | 0.19%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                  | Magallanes, Inc.                                                                  | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       220000 | PA      | $181393.61    | 0.04%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                       | South Africa, Parliament of                                                       | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      4030000 | PA      | $2956919.81   | 0.73%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines, Inc.                                                             | Spirit Airlines, Inc.                                                             | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2340000 | PA      | $2349740.53   | 0.58%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                | Credit Agricole SA                                                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | GB        |      2090000 | PA      | $2443602.36   | 0.60%             | 2500-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Focus Financial Partners, LLC                                                     | Focus Financial Partners, LLC                                                     | CUSIP: 34416DAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2480795 | PA      | $2447726.45   | 0.60%             | 2028-06-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Ministerio De Gobierno                                                            | Ministerio De Gobierno                                                            | CUSIP: N/A<br>LEI: 5299006CLM2Z97AATT29       | Long             | DBT              | NUSS              | US        |       500000 | PA      | $327500.00    | 0.08%             | 2027-06-01      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| UBS Group Funding (Switzerland) AG                                                | UBS Group Funding (Switzerland) AG                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3158347.68   | 0.77%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC                                                    | Caesars Resort Collection, LLC                                                    | CUSIP: 12769LAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2014749 | PA      | $2008362.25   | 0.49%             | 2024-12-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                       | AbbVie Inc.                                                                       | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      1370000 | PA      | $1254216.64   | 0.31%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans 2021-B, LLC                                             | College Ave Student Loans 2021-B, LLC                                             | CUSIP: 19425AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1501000 | PA      | $1281400.55   | 0.31%             | 2052-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                             | Open Text Corporation                                                             | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | US        |       510000 | PA      | $437698.49    | 0.11%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                        | Sprint Capital Corporation                                                        | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2379134.14   | 0.58%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                   | Western Midstream Operating, LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      3070000 | PA      | $2538447.55   | 0.62%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Republic of Indonesia, The Government of                                      | The Republic of Indonesia, The Government of                                      | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 217830000000 | PA      | $13705764.25  | 3.36%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                        | VMED O2 UK Financing I PLC                                                        | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      1080000 | PA      | $993442.17    | 0.24%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Gatwick Airport Finance PLC                                                       | Gatwick Airport Finance PLC                                                       | CUSIP: N/A<br>LEI: 213800BDRHDHRGTQ1D63       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1086640.62   | 0.27%             | 2026-04-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Company, Inc.                                           | Hilton Domestic Operating Company, Inc.                                           | CUSIP: 43289DAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1220000 | PA      | $1215144.40   | 0.30%             | 2023-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2022-3                                                   | Angel Oak Mortgage Trust 2022-3                                                   | CUSIP: 03464TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1095486 | PA      | $964635.62    | 0.24%             | 2026-04-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| The Arab Republic of Egypt                                                        | The Arab Republic of Egypt                                                        | CUSIP: 03846JAA8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | US        |      2800000 | PA      | $2313469.20   | 0.57%             | 2026-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                               | Suzano Austria GmbH                                                               | CUSIP: 05674XAA9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | US        |      1770000 | PA      | $1779931.93   | 0.44%             | 2026-07-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cigna Corporation                                                                 | Cigna Corporation                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       510000 | PA      | $475116.92    | 0.12%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                              | JPMorgan Chase & Co.                                                              | CUSIP: 46625HJW1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3124000.00   | 0.77%             | 2500-12-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Legacy Lifepoint Health, LLC                                                      | Legacy Lifepoint Health, LLC                                                      | CUSIP: 53219LAS8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $846419.34    | 0.21%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                          | Lloyds Banking Group PLC                                                          | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |      2630000 | PA      | $2565780.66   | 0.63%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                                          | Radiology Partners, Inc.                                                          | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |       760000 | PA      | $427391.41    | 0.10%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                    | The Charles Schwab Corporation                                                    | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       640000 | PA      | $507168.00    | 0.12%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                       | Southwestern Energy Company                                                       | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      3190000 | PA      | $2723724.69   | 0.67%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                   | Western Midstream Operating, LP                                                   | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       710000 | PA      | $670950.00    | 0.16%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                                              | Urzad Rady Ministrow                                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     36060000 | PA      | $5402395.15   | 1.33%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                          | Alterra Mountain Company                                                          | CUSIP: 46124CAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2481156 | PA      | $2445501.56   | 0.60%             | 2028-07-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                        | Allianz SE                                                                        | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | US        |      5000000 | PA      | $3724146.50   | 0.91%             | 2500-12-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Transportadora de Gas del Peru S.A.                                               | Transportadora de Gas del Peru S.A.                                               | CUSIP: 89388AAA0<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | US        |      4770000 | PA      | $4477002.75   | 1.10%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                             | Treasury, United States Department of                                             | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1970000 | PA      | $2009400.00   | 0.49%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                           | American Airlines, Inc.                                                           | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      3620000 | PA      | $3311793.74   | 0.81%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                               | Anheuser-Busch InBev Worldwide Inc.                                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      1280000 | PA      | $1278632.96   | 0.31%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                 | CCO Holdings, LLC                                                                 | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $3980007.05   | 0.98%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                             | Charter Communications Operating, LLC                                             | CUSIP: 161175BZ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       670000 | PA      | $439487.04    | 0.11%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National company KazMunayGaz JSC                                                  | National company KazMunayGaz JSC                                                  | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | US        |      1130000 | PA      | $841838.62    | 0.21%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MercadoLibre S.R.L                                                                | MercadoLibre S.R.L                                                                | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |      2280000 | PA      | $1760883.26   | 0.43%             | 2031-01-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                                               | Petroleos del Peru - Petroperu S.A.                                               | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $780774.30    | 0.19%             | 2047-06-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                               | Suzano Austria GmbH                                                               | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | US        |      2440000 | PA      | $2302750.00   | 0.57%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Limited                                                            | Viking Cruises Limited                                                            | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $816241.82    | 0.20%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                         | AT&T Inc.                                                                         | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | GB        |      2070000 | PA      | $2309581.90   | 0.57%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kapla Holding                                                                     | Kapla Holding                                                                     | CUSIP: N/A<br>LEI: 894500PJ28XTH66K4X83       | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1134209.75   | 0.28%             | 2026-12-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Presidencia de la Republica Dominicana                                            | Presidencia de la Republica Dominicana                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | US        |      1100000 | PA      | $917125.00    | 0.23%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DCP Midstream, LLC                                                                | DCP Midstream, LLC                                                                | CUSIP: 26439XAH6<br>LEI: VQOHU6HCVU6YY1KUKU03 | Long             | DBT              | CORP              | US        |      1620000 | PA      | $1596811.00   | 0.39%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                        | Cooperatieve Rabobank U.A.                                                        | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1090805.16   | 0.27%             | 2500-12-31      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Vertical Midco GmbH                                                               | Vertical Midco GmbH                                                               | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |      1180000 | PA      | $1117276.73   | 0.27%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                 | Vale Overseas Ltd                                                                 | CUSIP: 91911TAP8<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | US        |      1770000 | PA      | $1833637.87   | 0.45%             | 2026-08-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Glencore Finance (Canada) Limited                                                 | Glencore Finance (Canada) Limited                                                 | CUSIP: N/A<br>LEI: 5493005TTO0UJ33KCK70       | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1318410.80   | 0.32%             | 2041-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| B3 S.A. - Brasil, Bolsa, Balcao                                                   | B3 S.A. - Brasil, Bolsa, Balcao                                                   | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | US        |      2160000 | PA      | $1820067.73   | 0.45%             | 2031-09-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners, L.P.                                                    | Cheniere Energy Partners, L.P.                                                    | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       950000 | PA      | $813705.58    | 0.20%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                             | Delta Air Lines, Inc.                                                             | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      2170000 | PA      | $2226746.15   | 0.55%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                            | Federal Home Loan Mortgage Corporation                                            | CUSIP: 35564KND7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1010000 | PA      | $936750.26    | 0.23%             | 2041-11-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                    | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       400000 | PA      | $400247.28    | 0.10%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Park Aerospace Holdings Limited                                                   | Park Aerospace Holdings Limited                                                   | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3654484.34   | 0.90%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship VII Ltd                                                 | Viking Ocean Cruises Ship VII Ltd                                                 | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1050000 | PA      | $845133.86    | 0.21%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                             | Wells Fargo & Company                                                             | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       940000 | PA      | $799322.84    | 0.20%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                  | Occidental Petroleum Corporation                                                  | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $893570.00    | 0.22%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Presidencia Da Republica Federativa Do Brasil                                     | Presidencia Da Republica Federativa Do Brasil                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     23220000 | PA      | $4207454.76   | 1.03%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Pinewood Finco PLC                                                                | Pinewood Finco PLC                                                                | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |      1050000 | PA      | $1164380.34   | 0.29%             | 2025-09-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| APCOA Parking Holdings GmbH                                                       | APCOA Parking Holdings GmbH                                                       | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |       950000 | PA      | $875828.39    | 0.21%             | 2027-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Bellis Acquisition Company PLC                                                    | Bellis Acquisition Company PLC                                                    | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      1030000 | PA      | $1040429.95   | 0.26%             | 2026-02-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                                               | Samhallsbyggnadsbolaget i Norden AB                                               | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | DBT              | CORP              | SE        |      1320000 | PA      | $521493.45    | 0.13%             | 2500-12-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Whitbread PLC                                                                     | Whitbread PLC                                                                     | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | DBT              | CORP              | GB        |      2340000 | PA      | $2384516.25   | 0.59%             | 2027-05-31      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA.                                                          | Lorca Telecom Bondco SA.                                                          | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |      1210000 | PA      | $1157676.03   | 0.28%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| International Design Group S.p.A.                                                 | International Design Group S.p.A.                                                 | CUSIP: N/A<br>LEI: 815600907387ED411436       | Long             | DBT              | CORP              | IT        |      1110000 | PA      | $1120982.52   | 0.28%             | 2026-05-15      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: —       |
| The Williams Companies, Inc.                                                      | The Williams Companies, Inc.                                                      | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2093314.30   | 0.51%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                            | Federal Home Loan Mortgage Corporation                                            | CUSIP: 35565KBD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       750000 | PA      | $702418.73    | 0.17%             | 2050-02-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                              | United Rentals (North America), Inc.                                              | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      4010000 | PA      | $3275579.37   | 0.80%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Certificates, Series 2015-1                          | United Airlines Pass Through Certificates, Series 2015-1                          | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      2550000 | PA      | $2225419.40   | 0.55%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd.                                                                   | VOC Escrow Ltd.                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1860000 | PA      | $1597430.09   | 0.39%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                       | BNP Paribas                                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | US        |      2730000 | PA      | $2700352.20   | 0.66%             | 2500-12-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                      | Bausch Health Companies Inc.                                                      | CUSIP: 91911XAV6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |       470000 | PA      | $331116.82    | 0.08%             | 2026-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| 888 Acquisitions Limited                                                          | 888 Acquisitions Limited                                                          | CUSIP: N/A<br>LEI: 254900RFD0BP3JOPZU89       | Long             | DBT              | CORP              | GB        |      1270000 | PA      | $1162087.47   | 0.29%             | 2027-07-15      | Fixed         | 7.56%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                | Ford Motor Company                                                                | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1504892.32   | 0.37%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                            | Federal Home Loan Mortgage Corporation                                            | CUSIP: 35566ABD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       910000 | PA      | $931674.74    | 0.23%             | 2050-10-25      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                             | Freeport-McMoRan Inc.                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      2870000 | PA      | $2586532.11   | 0.63%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Gabon, Government of                                                              | Gabon, Government of                                                              | CUSIP: 362420AE1<br>LEI: 213800XA7X746GRPXA35 | Long             | DBT              | NUSS              | US        |      2500000 | PA      | $2046835.00   | 0.50%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2021-1 Trust                                                            | Goodgreen 2021-1 Trust                                                            | CUSIP: 38217UAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       586384 | PA      | $508361.68    | 0.12%             | 2056-10-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International Limited Partnership                               | Restaurant Brands International Limited Partnership                               | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1801372.10   | 0.44%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                       | Prosus N.V.                                                                       | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | US        |      2770000 | PA      | $1697240.49   | 0.42%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                             | Treasury, United States Department of                                             | CUSIP: 9128285T3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15589000 | PA      | $14904546.25  | 3.66%             | 2025-12-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                 | CSC Holdings, LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2051189.63   | 0.50%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                               | Centene Corporation                                                               | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      1920000 | PA      | $1756302.34   | 0.43%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                      | Diversified Healthcare Trust                                                      | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       870000 | PA      | $834257.40    | 0.20%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| National company KazMunayGaz JSC                                                  | National company KazMunayGaz JSC                                                  | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |       980000 | PA      | $875269.56    | 0.21%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                         | Kraft Heinz Foods Company                                                         | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       620000 | PA      | $576073.00    | 0.14%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                | Millicom International Cellular SA                                                | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | US        |      3933000 | PA      | $3659521.24   | 0.90%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| OCP S.A.                                                                          | OCP S.A.                                                                          | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3187392.27   | 0.78%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RIAL 2022-FL8 D                                                                   | RIAL 2022-FL8 D                                                                   | CUSIP: 76243NAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $954385.70    | 0.23%             | 2037-01-19      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SPA                                                                | Telecom Italia SPA                                                                | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      1750000 | PA      | $1562789.36   | 0.38%             | 2027-10-12      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Loxama                                                                            | Loxama                                                                            | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      1140000 | PA      | $1096865.62   | 0.27%             | 2026-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                     | Cheplapharm Arzneimittel GmbH                                                     | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |      1170000 | PA      | $1095647.23   | 0.27%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| United Group B.V.                                                                 | United Group B.V.                                                                 | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      1280000 | PA      | $983881.81    | 0.24%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                        | Allianz SE                                                                        | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      1400000 | PA      | $1100563.38   | 0.27%             | 2500-12-31      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                       | Continental Resources, Inc.                                                       | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      3280000 | PA      | $2431942.88   | 0.60%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                            | Credit Suisse Group AG                                                            | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1127056.29   | 0.28%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                            | Credit Suisse Group AG                                                            | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      2150000 | PA      | $2011739.95   | 0.49%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                          | Devon Energy Corporation                                                          | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       870000 | PA      | $885977.90    | 0.22%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                              | DISH DBS Corporation                                                              | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3020000 | PA      | $2412286.00   | 0.59%             | 2028-12-01      | Fixed         | 5.75%                 | 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        |      5823376 | NS      | $5823376.14   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaztransgas                                                                       | Kaztransgas                                                                       | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | US        |      2580000 | PA      | $2316873.28   | 0.57%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                  | Magallanes, Inc.                                                                  | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       500000 | PA      | $384500.53    | 0.09%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                  | Magallanes, Inc.                                                                  | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       740000 | PA      | $543370.32    | 0.13%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corporation                                                       | Southern Copper Corporation                                                       | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      4470000 | PA      | $4272146.63   | 1.05%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Braskem America Finance Company                                                   | Braskem America Finance Company                                                   | CUSIP: N/A<br>LEI: 254900QMQAJ26H49CL75       | Long             | DBT              | CORP              | US        |      2760000 | PA      | $2611650.00   | 0.64%             | 2041-07-22      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                   | Nordea Bank Abp                                                                   | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      1100000 | PA      | $1091007.47   | 0.27%             | 2500-12-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                     | Ford Motor Credit Company LLC                                                     | CUSIP: 345397B44<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | GB        |      2330000 | PA      | $2657138.12   | 0.65%             | 2024-06-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UFC Holdings, LLC                                                                 | UFC Holdings, LLC                                                                 | CUSIP: 90266UAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1367632 | PA      | $1347883.03   | 0.33%             | 2026-04-29      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                 | Clarios Global LP                                                                 | CUSIP: C8000CAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2500000 | PA      | $2444800.00   | 0.60%             | 2026-04-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                                    | Trivium Packaging Finance B.V.                                                    | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1308645.86   | 0.32%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Williams Companies, Inc.                                                      | The Williams Companies, Inc.                                                      | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       700000 | PA      | $761033.07    | 0.19%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                                       | Targa Resources Partners LP                                                       | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1790499.60   | 0.44%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                   | Western Midstream Operating, LP                                                   | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       500000 | PA      | $414874.80    | 0.10%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Nexstar Broadcasting, Inc.                                                        | Nexstar Broadcasting, Inc.                                                        | CUSIP: 65336RAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1476092 | PA      | $1462437.65   | 0.36%             | 2026-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                            | DIRECTV Financing, LLC                                                            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2690312.85   | 0.66%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                       | Bank of America Corporation                                                       | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2840000 | PA      | $2241039.46   | 0.55%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-SDMF                                                                | BX Trust 2021-SDMF                                                                | CUSIP: 12434CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1250000 | PA      | $1153248.25   | 0.28%             | 2034-09-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                              | Carnival Corporation                                                              | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      1140000 | PA      | $931771.45    | 0.23%             | 2030-06-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Match Group Holdings II, LLC                                                      | Match Group Holdings II, LLC                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      2380000 | PA      | $2210036.66   | 0.54%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ministerio De Gobierno                                                            | Ministerio De Gobierno                                                            | CUSIP: 74408DAD6<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | US        |      1000000 | PA      | $655000.00    | 0.16%             | 2027-06-01      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Range Resources Corporation                                                       | Range Resources Corporation                                                       | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3538800.52   | 0.87%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas Company, L.L.C.                                              | Southern Natural Gas Company, L.L.C.                                              | CUSIP: 843452AZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       300000 | PA      | $331852.29    | 0.08%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing B.V.                                                         | VZ Secured Financing B.V.                                                         | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1630659.22   | 0.40%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                       | Verizon Communications Inc.                                                       | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $716416.60    | 0.18%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                       | South Africa, Parliament of                                                       | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    111690000 | PA      | $4115241.67   | 1.01%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| K2016470260 South Africa Ltd                                                      | K2016470260 South Africa Ltd                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |      4909909 | PA      | $0.04         | 0.00%             | 2022-12-31      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Intesa Sanpaolo SPA                                                               | Intesa Sanpaolo SPA                                                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      1180000 | PA      | $1040945.76   | 0.26%             | 2500-12-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Edcon Holdings Ltd.                                                               | Edcon Holdings Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |    124902461 | NS      | $7.35         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Edcon Holdings Ltd.                                                               | Edcon Holdings Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |     14398939 | NS      | $0.85         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Level 3 Financing Inc.                                                            | Level 3 Financing Inc.                                                            | CUSIP: 52729KAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992688 | PA      | $949257.57    | 0.23%             | 2027-03-01      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings, LLC                                                       | Sotera Health Holdings, LLC                                                       | CUSIP: 83600VAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2500000 | PA      | $2300000.00   | 0.56%             | 2024-12-31      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| DP World Limited                                                                  | DP World Limited                                                                  | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | US        |      3240000 | PA      | $3032923.50   | 0.74%             | 2048-09-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                             | Delta Air Lines, Inc.                                                             | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      2570000 | PA      | $2626143.71   | 0.64%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                           | Exxon Mobil Corporation                                                           | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       470000 | PA      | $415655.91    | 0.10%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                        | First Quantum Minerals Ltd                                                        | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $977937.26    | 0.24%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                        | First Quantum Minerals Ltd                                                        | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1866943.96   | 0.46%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-C                                                  | Nelnet Student Loan Trust 2021-C                                                  | CUSIP: 64035GAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1400000 | PA      | $1118494.30   | 0.27%             | 2062-04-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                     | Netflix, Inc.                                                                     | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      2580000 | PA      | $2412786.05   | 0.59%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nigeria, Federal Government of                                                    | Nigeria, Federal Government of                                                    | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      1010000 | PA      | $813033.84    | 0.20%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CPUK Mortgage Finance Limited                                                     | CPUK Mortgage Finance Limited                                                     | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | GB        |      2010000 | PA      | $2252916.35   | 0.55%             | 2025-08-28      | Fixed         | 3.59%                 | Yes           |                  2 | On Loan: No      |
| Saga PLC                                                                          | Saga PLC                                                                          | CUSIP: N/A<br>LEI: 2138004WWUJN94K2LH95       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1069920.84   | 0.26%             | 2024-05-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                | AerCap Ireland Capital Designated Activity Company                                | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |       720000 | PA      | $562545.43    | 0.14%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                       | Allied Universal Holdco LLC                                                       | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $731588.51    | 0.18%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                               | American Axle & Manufacturing, Inc.                                               | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      1090000 | PA      | $874268.81    | 0.21%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                          | American Express Company                                                          | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      1320000 | PA      | $1088102.40   | 0.27%             | 2500-12-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Central American Bottling Corporation                                             | Central American Bottling Corporation                                             | CUSIP: 15239XAA6<br>LEI: 549300DT8SH0CF6BTT37 | Long             | DBT              | CORP              | US        |      2980000 | PA      | $2788771.70   | 0.68%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Colombia                                           | Presidencia de la Republica de Colombia                                           | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |      2250000 | PA      | $1651605.75   | 0.41%             | 2044-02-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                               | Comcast Corporation                                                               | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $1382900.64   | 0.34%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                          | Devon Energy Corporation                                                          | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       470000 | PA      | $406288.30    | 0.10%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corporation                                                      | General Dynamics Corporation                                                      | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       700000 | PA      | $626410.89    | 0.15%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                            | General Motors Company                                                            | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       450000 | PA      | $458755.79    | 0.11%             | 2025-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                | The Boeing Company                                                                | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       410000 | PA      | $284298.67    | 0.07%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                     | The Goldman Sachs Group, Inc.                                                     | CUSIP: 381427AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       540000 | PA      | $406254.87    | 0.10%             | 2500-12-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                     | The Goldman Sachs Group, Inc.                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1340000 | PA      | $1085027.95   | 0.27%             | 2500-12-31      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                            | McDonald's Corporation                                                            | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       350000 | PA      | $292553.24    | 0.07%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation, S.A.B. de C.V.                                         | Orbia Advance Corporation, S.A.B. de C.V.                                         | CUSIP: 59284BAE8<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | US        |      3940000 | PA      | $3428430.40   | 0.84%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                 | HSBC Holdings PLC                                                                 | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2721880.00   | 0.67%             | 2500-12-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                  | Sands China Ltd.                                                                  | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | US        |      1170000 | PA      | $954337.95    | 0.23%             | 2029-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1480000 | PA      | $1345525.57   | 0.33%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                             | Treasury, United States Department of                                             | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8180000 | PA      | $7771000.00   | 1.91%             | 2025-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                             | Treasury, United States Department of                                             | CUSIP: 912828YY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18650000 | PA      | $17700015.63  | 4.34%             | 2024-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                             | Treasury, United States Department of                                             | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8500000 | PA      | $7830625.00   | 1.92%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                           | Sasol Financing USA LLC                                                           | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      3080000 | PA      | $2500277.84   | 0.61%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                       | Verizon Communications Inc.                                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $828764.53    | 0.20%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| YPF S.A.                                                                          | YPF S.A.                                                                          | CUSIP: 984245AL4<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | US        |      2780000 | PA      | $2338567.50   | 0.57%             | 2025-07-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                  | Gobierno Federal de los Estados Unidos Mexicanos                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     34629000 | PA      | $1733834.68   | 0.43%             | 2023-12-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                             | Wells Fargo & Company                                                             | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1510000 | PA      | $1461576.41   | 0.36%             | 2500-12-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| K2016470219 (South Africa) Ltd                                                    | K2016470219 (South Africa) Ltd                                                    | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |     21328419 | PA      | $0.22         | 0.00%             | 2022-12-31      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                  | Gobierno Federal de los Estados Unidos Mexicanos                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     13340000 | PA      | $686851.86    | 0.17%             | 2024-12-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                  | Gobierno Federal de los Estados Unidos Mexicanos                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    235910000 | PA      | $11418287.10  | 2.80%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| K2016470219 (South Africa) Ltd                                                    | K2016470219 (South Africa) Ltd                                                    | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |      8084143 | PA      | $0.08         | 0.00%             | 2022-12-31      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| NatWest Group PLC                                                                 | NatWest Group PLC                                                                 | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      1060000 | PA      | $976365.03    | 0.24%             | 2500-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                              | Heimstaden Bostad AB                                                              | CUSIP: N/A<br>LEI: 549300WD2QBD89VBPV88       | Long             | DBT              | CORP              | SE        |      1200000 | PA      | $890237.18    | 0.22%             | 2026-03-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| IPD 3 B.V.                                                                        | IPD 3 B.V.                                                                        | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1111342.80   | 0.27%             | 2025-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Edcon Holdings Ltd.                                                               | Edcon Holdings Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |       623711 | NS      | $0.04         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NGPL PipeCo LLC                                                                   | NGPL PipeCo LLC                                                                   | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1093455.54   | 0.27%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                             | Open Text Corporation                                                             | CUSIP: 683720AA4<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $813538.48    | 0.20%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                     | Petrobras Global Finance B.V.                                                     | CUSIP: 71647NAM1<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | US        |      3170000 | PA      | $3187665.71   | 0.78%             | 2024-03-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                  | Teva Pharmaceutical Finance Netherlands III B.V.                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $3845800.11   | 0.94%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TMNL Holding B.V                                                                  | TMNL Holding B.V                                                                  | CUSIP: N/A<br>LEI: 7245000O9YOLPPM9YB33       | Long             | DBT              | CORP              | NL        |      1220000 | PA      | $1137023.96   | 0.28%             | 2029-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1207064.14   | 0.30%             | 2033-11-18      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                  | Teva Pharmaceutical Finance Netherlands III B.V.                                  | CUSIP: 88167AAD3<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | US        |      1940000 | PA      | $1897511.89   | 0.47%             | 2023-07-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                             | Treasury, United States Department of                                             | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8430000 | PA      | $7793798.02   | 1.91%             | 2026-02-15      | Fixed         | 1.63%                 | 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