NPORT-P
    false
    
      
      
        
          0000933691
          XXXXXXXX
        
      
      
      
      
        S000068115
        C000218189
        C000218188
      
      
      
    
  
  
    
      JNL Series Trust
      811-8894
      0000933691
      549300T5WIPN6IWM0D45
      1 Corporate Way
      Lansing
      
      48951
      517-367-4336
      JNL/T. Rowe Price Capital Appreciation Fund  
      S000068115
      549300YZSNXAQD2YQN10
      2022-12-31
      2022-03-31
      N
    
    
      12088467017.900000000000
      207018449.760000000000
      11881448568.140000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      80814001.110000000000
      
        
        
        
        
        
        
        
        
        
        
      
      
        
          
            UST
          
        
      
      
        
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Alphabet Inc.
        5493006MHB84DD0ZWV18
        Alphabet Inc.
        02079K107
        
          
          
          
        
        90477
        NS
        USD
        252701356.2
        2.1268564582
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Magnum Management Corporation
        549300TUVLNQQ6BVKH61
        Magnum Management Corporation
        150190AB2
        
          
          
          
        
        21297000
        PA
        USD
        21084968.13
        0.1774612583
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-15
          Fixed
          5.38
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alphabet Inc.
        5493006MHB84DD0ZWV18
        Alphabet Inc.
        02079K305
        
          
          
          
        
        59839
        NS
        USD
        166433202.7
        1.4007820826
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Catalent Pharma Solutions, Inc.
        549300HALRZ339MSTH85
        Catalent Pharma Solutions, Inc.
        14879EAE8
        
          
          
        
        1295000
        PA
        USD
        1311493.78
        0.0110381640
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnum Management Corporation
        549300TUVLNQQ6BVKH61
        Magnum Management Corporation
        150190AE6
        
          
          
        
        17375000
        PA
        USD
        16963550.97
        0.1427734242
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-07-15
          Fixed
          5.25
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Magnum Management Corporation
        549300TUVLNQQ6BVKH61
        Magnum Management Corporation
        150190AF3
        
          
          
        
        11095000
        PA
        USD
        11396331.1
        0.0959170175
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnum Management Corporation
        549300TUVLNQQ6BVKH61
        Magnum Management Corporation
        150190AK2
        
          
          
        
        11365000
        PA
        USD
        11578367.53
        0.0974491238
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-01
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liberty Media Corporation
        549300ZKUTPIBZLWLL89
        Liberty Media Corporation
        531229854
        
          
          
          
        
        398783
        NS
        USD
        27851004.72
        0.2344074846
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Sirius XM Radio Inc.
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc.
        82967NBA5
        
          
          
        
        16259000
        PA
        USD
        16266571.49
        0.1369073089
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Surgery Center Holdings, Inc.
        54930054EVI5HWPPW113
        Surgery Center Holdings, Inc.
        86881WAD4
        
          
          
        
        10215000
        PA
        USD
        10754937.01
        0.0905187356
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-15
          Fixed
          10
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twitter, Inc.
        549300I8RX485XMK6836
        Twitter, Inc.
        90184LAP7
        
          
          
        
        3600000
        PA
        USD
        3584778.98
        0.0301712284
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Catalent Pharma Solutions, Inc.
        549300HALRZ339MSTH85
        Catalent Pharma Solutions, Inc.
        14879EAH1
        
          
          
        
        6461000
        PA
        USD
        5877540.36
        0.0494682136
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-15
          Fixed
          3.13
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Catalent Pharma Solutions, Inc.
        549300HALRZ339MSTH85
        Catalent Pharma Solutions, Inc.
        14879EAK4
        
          
          
        
        3440000
        PA
        USD
        3160046.81
        0.0265964776
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meta Platforms, Inc.
        BQ4BKCS1HXDV9HN80Z93
        Meta Platforms, Inc.
        30303M102
        
          
          
          
        
        367019
        NS
        USD
        81610344.84
        0.6868720120
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        HUB International Limited
        549300JQT6ATTUNS5E06
        HUB International Limited
        44332PAD3
        
          
          
        
        60416000
        PA
        USD
        61157530.88
        0.5147312681
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-01
          Fixed
          7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUB International Limited
        549300JQT6ATTUNS5E06
        HUB International Limited
        44332PAG6
        
          
          
        
        3710000
        PA
        USD
        3616168.13
        0.0304354146
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-12-01
          Fixed
          5.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRB Holding Corp.
        549300HVW4WNWYBXN830
        IRB Holding Corp.
        44988MAA3
        
          
          
        
        605000
        PA
        USD
        615756.57
        0.0051825042
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-15
          Fixed
          6.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc.
        HWUPKR0MPOU8FGXBT394
        Apple Inc.
        037833100
        
          
          
          
        
        1604313
        NS
        USD
        280129092.9
        2.3577015150
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CMS Energy Corporation
        549300IA9XFBAGNIBW29
        CMS Energy Corporation
        125896100
        
          
          
          
        
        1041730
        NS
        USD
        72858596.2
        0.6132130757
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Gartner, Inc.
        PP55B5R38BFB8O8HH686
        Gartner, Inc.
        366651AC1
        
          
          
        
        1775000
        PA
        USD
        1769281.04
        0.0148911223
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Manitowoc Foodservice Companies, LLC
        549300UR3W71YLZWI068
        Manitowoc Foodservice Companies, LLC
        563568AB0
        
          
          
          
        
        2782000
        PA
        USD
        2836175.39
        0.0238706196
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-15
          Fixed
          9.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Services, Inc.
        NKNQHM6BLECKVOQP7O46
        Republic Services, Inc.
        760759100
        
          
          
          
        
        51600
        NS
        USD
        6837000
        0.0575434886
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Gartner, Inc.
        PP55B5R38BFB8O8HH686
        Gartner, Inc.
        366651AE7
        
          
          
        
        3230000
        PA
        USD
        3032853.07
        0.0255259538
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-01
          Fixed
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gartner, Inc.
        PP55B5R38BFB8O8HH686
        Gartner, Inc.
        366651AG2
        
          
          
        
        2655000
        PA
        USD
        2512865.74
        0.0211494897
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-15
          Fixed
          3.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Life Time, Inc.
        549300PALKE96VYH4X17
        Life Time, Inc.
        53190FAA3
        
          
          
        
        14391000
        PA
        USD
        14374479.71
        0.1209825521
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Service Enterprise Group Incorporated
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Incorporated
        744573106
        
          
          
          
        
        1465772
        NS
        USD
        102604040
        0.8635650730
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Sensata Technologies B.V.
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies B.V.
        81725WAG8
        
          
          
        
        2715000
        PA
        USD
        2806317.69
        0.0236193228
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-15
          Fixed
          4.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies B.V.
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies B.V.
        81725WAH6
        
          
          
        
        670000
        PA
        USD
        696120.96
        0.0058588896
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-01
          Fixed
          5.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yum! Brands, Inc.
        549300JE8XHZZ7OHN517
        Yum! Brands, Inc.
        988498101
        
          
          
          
        
        3043197
        NS
        USD
        360710140.4
        3.0359104644
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Yum! Brands, Inc.
        549300JE8XHZZ7OHN517
        Yum! Brands, Inc.
        988498AD3
        
          
          
          
        
        3355000
        PA
        USD
        3739772.4
        0.0314757277
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2037-11-15
          Fixed
          6.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies B.V.
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies B.V.
        81725WAJ2
        
          
          
        
        4400000
        PA
        USD
        4479382.25
        0.0377006408
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies B.V.
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies B.V.
        81725WAK9
        
          
          
        
        5440000
        PA
        USD
        5178432.07
        0.0435841812
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-15
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yum! Brands, Inc.
        549300JE8XHZZ7OHN517
        Yum! Brands, Inc.
        988498AJ0
        
          
          
          
        
        5450000
        PA
        USD
        5495112.92
        0.0462495199
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2023-11-01
          Fixed
          3.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yum! Brands, Inc.
        549300JE8XHZZ7OHN517
        Yum! Brands, Inc.
        988498AK7
        
          
          
          
        
        11005000
        PA
        USD
        10758272.74
        0.0905468107
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2043-11-01
          Fixed
          5.35
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Corporation
        549300ZFEEJ2IP5VME73
        State Street Corporation
        857477AQ6
        
          
          
        
        2050000
        PA
        USD
        2046754.24
        0.0172264706
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2500-12-31
          Floating
          4.42
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMS Energy Corporation
        549300IA9XFBAGNIBW29
        CMS Energy Corporation
        125896845
        
          
          
          
        
        690119
        NS
        USD
        17736058.3
        0.1492752184
        Long
        EP
        CORP
        US
        
        N
        
        1
        
          2079-03-01
          Fixed
          5.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMS Energy Corporation
        549300IA9XFBAGNIBW29
        CMS Energy Corporation
        125896852
        
          
          
          
        
        461366
        NS
        USD
        11907856.46
        0.1002222616
        Long
        EP
        CORP
        US
        
        N
        
        1
        
          2078-10-15
          Fixed
          5.88
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Clarivate Science Holdings Corporation
        N/A
        Clarivate Science Holdings Corporation
        18064PAC3
        
          
          
        
        5200000
        PA
        USD
        4949919.26
        0.0416609072
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-01
          Fixed
          3.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clarivate Science Holdings Corporation
        N/A
        Clarivate Science Holdings Corporation
        18064PAD1
        
          
          
        
        1595000
        PA
        USD
        1504543.71
        0.0126629653
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-07-01
          Fixed
          4.88
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Yum! Brands, Inc.
        549300JE8XHZZ7OHN517
        Yum! Brands, Inc.
        988498AL5
        
          
          
        
        2015000
        PA
        USD
        1983218.53
        0.0166917234
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-15
          Fixed
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yum! Brands, Inc.
        549300JE8XHZZ7OHN517
        Yum! Brands, Inc.
        988498AM3
        
          
          
        
        4050000
        PA
        USD
        4206937.5
        0.0354076144
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          7.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KFC Holding Co.
        549300G2LG4YUB3MM115
        KFC Holding Co.
        48250NAC9
        
          
          
        
        37310000
        PA
        USD
        37868479.59
        0.3187193832
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-01
          Fixed
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennox International Inc.
        S7DWAC87RDMPBF77GJ92
        Lennox International Inc.
        526107AD9
        
          
          
          
        
        340000
        PA
        USD
        340473.01
        0.0028655850
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-15
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc.
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc.
        883556102
        
          
          
          
        
        676154
        NS
        USD
        399370360.1
        3.3612935141
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Yum! Brands, Inc.
        549300JE8XHZZ7OHN517
        Yum! Brands, Inc.
        988498AN1
        
          
          
        
        5185000
        PA
        USD
        4730747.13
        0.0398162489
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-15
          Fixed
          3.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yum! Brands, Inc.
        549300JE8XHZZ7OHN517
        Yum! Brands, Inc.
        988498AP6
        
          
          
        
        3861000
        PA
        USD
        3727277.32
        0.0313705631
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-01-31
          Fixed
          4.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Catalent, Inc.
        N/A
        Catalent, Inc.
        148806102
        
          
          
          
        
        234751
        NS
        USD
        26033885.9
        0.2191137364
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Heartland Dental, LLC
        5493008FRC0GRKBN1075
        Heartland Dental, LLC
        42239PAA7
        
          
          
        
        14270000
        PA
        USD
        14341350
        0.1207037165
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-01
          Fixed
          8.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yum! Brands, Inc.
        549300JE8XHZZ7OHN517
        Yum! Brands, Inc.
        988498AR2
        
          
          
        
        6538000
        PA
        USD
        6558008.57
        0.0551953622
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-04-01
          Fixed
          5.38
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arches Buyer Inc.
        2549009ADY4208OH2Y47
        Arches Buyer Inc.
        039524AA1
        
          
          
        
        65000
        PA
        USD
        60513.17
        0.0005093080
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-01
          Fixed
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Energy Group, Inc.
        549300F8Y20RYGNGV346
        Constellation Energy Group, Inc.
        21037T109
        
          
          
          
        
        207400
        NS
        USD
        11666250
        0.0981887851
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Hilton Worldwide Holdings Inc.
        549300HVGPK36ICB0B89
        Hilton Worldwide Holdings Inc.
        432891AK5
        
          
          
          
        
        530000
        PA
        USD
        534120.09
        0.0044954122
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-01
          Fixed
          4.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IQVIA Inc.
        549300PLWY28YB00C717
        IQVIA Inc.
        46266TAA6
        
          
          
        
        3650000
        PA
        USD
        3692459.76
        0.0310775217
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ross Stores, Inc.
        549300ENZFLPGRDFZQ60
        Ross Stores, Inc.
        778296103
        
          
          
          
        
        38600
        NS
        USD
        3491756
        0.0293883021
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Clarios Global LP
        549300474L1ZLXZY2P98
        Clarios Global LP
        18060TAA3
        
          
          
        
        3161000
        PA
        USD
        3272667.26
        0.0275443456
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          6.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Korn Ferry
        549300FOD20OM0GT5G40
        Korn Ferry
        50067PAA7
        
          
          
        
        2020000
        PA
        USD
        1969229.42
        0.0165739843
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-15
          Fixed
          4.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI Inc.
        549300HTIN2PD78UB763
        MSCI Inc.
        55354GAH3
        
          
          
        
        2590000
        PA
        USD
        2516552.05
        0.0211805155
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-11-15
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dollar General Corporation
        OPX52SQVOZI8IVSWYU66
        Dollar General Corporation
        256677105
        
          
          
          
        
        81600
        NS
        USD
        18166608
        0.1528989323
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Clarios Global LP
        549300474L1ZLXZY2P98
        Clarios Global LP
        69867DAA6
        
          
          
        
        6037000
        PA
        USD
        6227672.85
        0.0524150975
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-15
          Fixed
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clarios Global LP
        549300474L1ZLXZY2P98
        Clarios Global LP
        69867DAC2
        
          
          
        
        18995000
        PA
        USD
        19710750.78
        0.1658951825
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          8.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visa Inc.
        549300JZ4OKEHW3DPJ59
        Visa Inc.
        92826C839
        
          
          
          
        
        562263
        NS
        USD
        124693065.5
        1.0494769622
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Linde Public Limited Company
        8945002PAZHZLBGKGF02
        Linde Public Limited Company
        N/A
        
          
          
          
        
        178155
        NS
        USD
        56908051.65
        0.4789656019
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Four Seasons Hotels Limited
        N/A
        Four Seasons Hotels Limited
        35100DAR7
        
          
        
        9482667.68
        PA
        USD
        9442650.82
        0.0794739022
        Long
        LON
        CORP
        CA
        
        N
        
        2
        
          2023-11-30
          Floating
          2.21
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI Inc.
        549300HTIN2PD78UB763
        MSCI Inc.
        55354GAK6
        
          
          
        
        6275000
        PA
        USD
        5893067.04
        0.0495988937
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-01
          Fixed
          3.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI Inc.
        549300HTIN2PD78UB763
        MSCI Inc.
        55354GAL4
        
          
          
        
        85000
        PA
        USD
        80684.95
        0.0006790834
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          3.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cedar Fair, L.P.
        N/A
        Cedar Fair, L.P.
        15018LAJ0
        
          
        
        465000
        PA
        USD
        458750.4
        0.0038610646
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2024-04-28
          Floating
          1.96
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USI, Inc.
        N/A
        USI, Inc.
        90351NAE5
        
          
        
        64761628.06
        PA
        USD
        64274620.62
        0.5409661983
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2024-05-16
          Floating
          3.22
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI Inc.
        549300HTIN2PD78UB763
        MSCI Inc.
        55354GAM2
        
          
          
        
        885000
        PA
        USD
        832759.56
        0.0070089060
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-11-01
          Fixed
          3.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI Inc.
        549300HTIN2PD78UB763
        MSCI Inc.
        55354GAQ3
        
          
          
        
        405000
        PA
        USD
        364652.77
        0.0030690935
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2033-08-15
          Fixed
          3.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Applied Systems, Inc.
        N/A
        Applied Systems, Inc.
        03827FAX9
        
          
        
        29518319.68
        PA
        USD
        29289552.7
        0.2465149980
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2024-09-06
          Floating
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        H.B. Fuller Company
        N/A
        H.B. Fuller Company
        40409VAR5
        
          
        
        7465226.04
        PA
        USD
        7429094.35
        0.0625268401
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2024-10-11
          Floating
          2.45
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pearl Intermediate Parent LLC
        N/A
        Pearl Intermediate Parent LLC
        N/A
        
          
        
        490000
        PA
        USD
        483262.5
        0.0040673702
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-02-01
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pearl Intermediate Parent LLC
        N/A
        Pearl Intermediate Parent LLC
        70476XAC9
        
          
        
        6788401.05
        PA
        USD
        6695060.54
        0.0563488576
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-02-01
          Floating
          2.96
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pearl Intermediate Parent LLC
        N/A
        Pearl Intermediate Parent LLC
        N/A
        
          
        
        635000
        PA
        USD
        629843.8
        0.0053010691
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-01-30
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pearl Intermediate Parent LLC
        N/A
        Pearl Intermediate Parent LLC
        70476XAF2
        
          
        
        355000
        PA
        USD
        352117.4
        0.0029635898
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-01-30
          Floating
          6.46
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NiSource Inc.
        549300D8GOWWH0SJB189
        NiSource Inc.
        65473PAG0
        
          
          
        
        8155000
        PA
        USD
        7981878.08
        0.0671793345
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2500-12-31
          Fixed
          5.65
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starbucks Corporation
        OQSJ1DU9TAOC51A47K68
        Starbucks Corporation
        855244109
        
          
          
          
        
        365100
        NS
        USD
        33213147
        0.2795378595
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Delta 2 (LUX) S.a.r.l.
        N/A
        Delta 2 (LUX) S.a.r.l.
        L2465BAQ9
        
          
        
        43910000
        PA
        USD
        43663225.8
        0.3674907613
        Long
        LON
        CORP
        LU
        
        N
        
        2
        
          2024-02-01
          Floating
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Filtration Group Corporation
        N/A
        Filtration Group Corporation
        31732FAM8
        
          
        
        6406589.62
        PA
        USD
        6305813.97
        0.0530727708
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-03-27
          Floating
          3.21
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Filtration Group Corporation
        N/A
        Filtration Group Corporation
        31732FAN6
        
          
        
        10187533.79
        PA
        
        11075098.01
        0.0932133649
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-03-31
          Floating
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Heartland Dental, LLC
        N/A
        Heartland Dental, LLC
        42236WAH0
        
          
        
        46684653.9
        PA
        USD
        46075886.01
        0.3877968730
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-04-17
          Floating
          3.71
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hub International Limited
        N/A
        Hub International Limited
        44332EAP1
        
          
        
        10079365.75
        PA
        USD
        9954381.61
        0.0837808753
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-04-25
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hub International Limited
        N/A
        Hub International Limited
        44332EAP1
        
          
        
        157326988.9
        PA
        USD
        155376134.3
        1.3077204636
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-04-25
          Floating
          3.27
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hub International Limited
        N/A
        Hub International Limited
        44332EAP1
        
          
        
        408641.53
        PA
        USD
        403574.38
        0.0033966766
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-04-25
          Floating
          3.19
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Holdings Intermediate, LLC
        N/A
        Alliant Holdings Intermediate, LLC
        01881UAE5
        
          
        
        481981
        PA
        USD
        476129.75
        0.0040073376
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-05-07
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Holdings Intermediate, LLC
        N/A
        Alliant Holdings Intermediate, LLC
        01881UAE5
        
          
        
        25268616.81
        PA
        USD
        24961855.8
        0.2100910142
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-05-07
          Floating
          3.46
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welbilt, Inc.
        N/A
        Welbilt, Inc.
        56356XAE9
        
          
        
        8305000
        PA
        USD
        8221950
        0.0691998956
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-10-16
          Floating
          2.71
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824100
        
          
          
          
        
        137100
        NS
        USD
        16227156
        0.1365755691
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Company Inc.
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Company Inc.
        432833AG6
        
          
          
        
        790000
        PA
        USD
        808229.51
        0.0068024493
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          5.38
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pearl Intermediate Parent LLC
        N/A
        Pearl Intermediate Parent LLC
        70476XAH8
        
          
        
        1999998.84
        PA
        USD
        1979998.85
        0.0166646250
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-02-14
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pearl Intermediate Parent LLC
        N/A
        Pearl Intermediate Parent LLC
        70476XAH8
        
          
        
        14462342.5
        PA
        USD
        14317719.08
        0.1205048273
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-02-14
          Floating
          3.46
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ultimate Software Group Inc (The)
        N/A
        Ultimate Software Group Inc (The)
        90385KAB7
        
          
        
        1842750
        PA
        USD
        1833886.37
        0.0154348719
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-04-08
          Floating
          3.96
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Holdings Intermediate, LLC
        N/A
        Alliant Holdings Intermediate, LLC
        01881UAF2
        
          
        
        1095000
        PA
        USD
        1082221.35
        0.0091084967
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-05-10
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Holdings Intermediate, LLC
        N/A
        Alliant Holdings Intermediate, LLC
        01881UAF2
        
          
        
        10221214.13
        PA
        USD
        10101932.56
        0.0850227353
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-05-10
          Floating
          3.46
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emerald TopCo Inc
        N/A
        Emerald TopCo Inc
        29102TAB8
        
          
        
        28027518.08
        PA
        USD
        27620278.24
        0.2324655793
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-07-16
          Floating
          3.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Company Inc.
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Company Inc.
        432833AL5
        
          
          
        
        1155000
        PA
        USD
        1090245.28
        0.0091760300
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-05-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Company Inc.
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Company Inc.
        432833AN1
        
          
          
        
        2225000
        PA
        USD
        2011779.83
        0.0169321091
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-02-15
          Fixed
          3.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emerald TopCo Inc
        N/A
        Emerald TopCo Inc
        29102TAB8
        
          
        
        71865.31
        PA
        USD
        70821.11
        0.0005960646
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-07-16
          Floating
          3.71
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USI, Inc.
        N/A
        USI, Inc.
        90351NAF2
        
          
        
        519.09
        PA
        USD
        514.33
        0.0000043288
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-12-02
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USI, Inc.
        N/A
        USI, Inc.
        90351NAF2
        
          
        
        34368693.79
        PA
        USD
        34053532.87
        0.2866109521
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-12-02
          Floating
          3.47
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loire Finco Luxembourg S.a.r.l.
        N/A
        Loire Finco Luxembourg S.a.r.l.
        N/A
        
          
        
        13656625.94
        PA
        USD
        13468847.33
        0.1133603134
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-01-24
          Floating
          3.46
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loire Finco Luxembourg S.a.r.l.
        N/A
        Loire Finco Luxembourg S.a.r.l.
        N/A
        
          
        
        5852839.67
        PA
        USD
        5772363.12
        0.0485829913
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-01-24
          Floating
          3.46
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EyeCare Partners, LLC
        N/A
        EyeCare Partners, LLC
        30233PAB6
        
          
        
        8238437.91
        PA
        USD
        8120051.56
        0.0683422692
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-02-05
          Floating
          3.97
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc.
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc.
        49271V100
        
          
          
          
        
        4467030
        NS
        USD
        169300437
        1.4249141090
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Lamar Media Corp.
        N/A
        Lamar Media Corp.
        513075BR1
        
          
          
        
        7273000
        PA
        USD
        6908999.44
        0.0581494706
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-15
          Fixed
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRB Holding Corp
        N/A
        IRB Holding Corp
        44988LAF4
        
          
        
        19410736.75
        PA
        USD
        19240892.8
        0.1619406311
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-02-05
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mileage Plus Holdings LLC
        N/A
        Mileage Plus Holdings LLC
        59921PAB2
        
          
        
        47461409.22
        PA
        USD
        49181885.3
        0.4139384606
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2023-12-31
          Floating
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamar Media Corp.
        N/A
        Lamar Media Corp.
        513075BZ3
        
          
          
        
        1290000
        PA
        USD
        1187387.62
        0.0099936267
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          3.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott International, Inc.
        225YDZ14ZO8E1TXUSU86
        Marriott International, Inc.
        571903AS2
        
          
          
        
        1925000
        PA
        USD
        1905072.02
        0.0160340047
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          3.13
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ryan Specialty Group, LLC
        N/A
        Ryan Specialty Group, LLC
        78350UAE5
        
          
        
        7397375.38
        PA
        USD
        7335755.24
        0.0617412532
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-07-23
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SkyMiles IP Ltd.
        N/A
        SkyMiles IP Ltd.
        24736CBS2
        
          
        
        25575000
        PA
        USD
        26370126.75
        0.2219437016
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-09-16
          Floating
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Incorporated
        549300GHBMY8T5GXDE41
        UnitedHealth Group Incorporated
        91324P102
        
          
          
          
        
        432205
        NS
        USD
        220411583.9
        1.8550901654
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        TK Elevator U.S. Newco, Inc.
        549300C2AFWPAYWS5574
        TK Elevator U.S. Newco, Inc.
        92537RAA7
        
          
          
        
        4300000
        PA
        USD
        4267368.2
        0.0359162284
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          5.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Camelot U.S. Acquisition 1 Co.
        N/A
        Camelot U.S. Acquisition 1 Co.
        L2000AAD2
        
          
        
        26613249.07
        PA
        USD
        26330616.36
        0.2216111631
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-10-30
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eagle Broadband Investments LLC
        N/A
        Eagle Broadband Investments LLC
        26943PAB5
        
          
        
        9223529.4
        PA
        USD
        9094399.99
        0.0765428553
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-10-19
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WOOF Holdings, Inc
        N/A
        WOOF Holdings, Inc
        98082EAB0
        
          
        
        3771900
        PA
        USD
        3738895.88
        0.0314683505
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-12-16
          Floating
          4.68
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Life Time Fitness Inc
        N/A
        Life Time Fitness Inc
        50218KAG3
        
          
        
        4192504.92
        PA
        USD
        4166301.76
        0.0350656045
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2024-12-31
          Floating
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PetVet Care Centers, LLC
        N/A
        PetVet Care Centers, LLC
        70476XAK1
        
          
        
        16781266.2
        PA
        USD
        16676383.29
        0.1403564826
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-02-14
          Floating
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hub International Limited
        N/A
        Hub International Limited
        44332EAU0
        
          
        
        110915660.7
        PA
        USD
        110109303.9
        0.9267329928
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-04-25
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hub International Limited
        N/A
        Hub International Limited
        44332EAU0
        
          
        
        280798.19
        PA
        USD
        278756.79
        0.0023461516
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-04-25
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyperion Insurance Group Ltd.
        N/A
        Hyperion Insurance Group Ltd.
        N/A
        
          
        
        10665000
        PA
        USD
        10533927.15
        0.0886586100
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-11-12
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyperion Insurance Group Ltd.
        N/A
        Hyperion Insurance Group Ltd.
        G4712JAR3
        
          
        
        25300117.84
        PA
        USD
        24989179.39
        0.2103209827
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-11-12
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADMI Corp.
        N/A
        ADMI Corp.
        00709LAH0
        
          
        
        17976317.76
        PA
        USD
        17642138.01
        0.1484847400
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-12-31
          Floating
          3.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pathway Vet Alliance LLC
        N/A
        Pathway Vet Alliance LLC
        70323KAE8
        
          
        
        2785956.75
        PA
        USD
        2752887.44
        0.0231696280
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-03-31
          Floating
          3.96
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RealPage, Inc
        N/A
        RealPage, Inc
        75605VAD4
        
          
        
        365080
        PA
        USD
        360479.99
        0.0030339734
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-02-18
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RealPage, Inc
        N/A
        RealPage, Inc
        75605VAD4
        
          
        
        44024747.56
        PA
        USD
        43470035.74
        0.3658647806
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-02-18
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RealPage, Inc
        N/A
        RealPage, Inc
        75605VAG7
        
          
        
        1300000
        PA
        USD
        1301625
        0.0109551036
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2029-02-17
          Floating
          7.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Storable, Inc
        N/A
        Storable, Inc
        N/A
        
          
        
        690000
        PA
        USD
        679222.2
        0.0057166615
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-04-17
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Storable, Inc
        N/A
        Storable, Inc
        86210LAC2
        
          
        
        1510000
        PA
        USD
        1486413.8
        0.0125103752
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-04-17
          Floating
          4.22
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arches Buyer Inc.
        N/A
        Arches Buyer Inc.
        03952HAD6
        
          
        
        6737941.92
        PA
        USD
        6616389.45
        0.0556867238
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-12-06
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Applied Systems, Inc.
        N/A
        Applied Systems, Inc.
        03827FBA8
        
          
        
        2091045.85
        PA
        USD
        2076345.8
        0.0174755274
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-09-19
          Floating
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunshine Luxembourg VII SARL
        N/A
        Sunshine Luxembourg VII SARL
        L8908YAE8
        
          
        
        29772097.43
        PA
        USD
        29548806.7
        0.2486970047
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-10-02
          Floating
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreLogic, Inc.
        N/A
        CoreLogic, Inc.
        21870FBA6
        
          
        
        22493625
        PA
        USD
        22198508.64
        0.1868333521
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-04-14
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoreLogic, Inc.
        N/A
        CoreLogic, Inc.
        N/A
        
          
        
        1245000
        PA
        USD
        1224768.75
        0.0103082443
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2029-04-13
          Floating
          7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pacific Dental Services,LLC
        N/A
        Pacific Dental Services,LLC
        69417WAB7
        
          
        
        3019825
        PA
        USD
        2980808.86
        0.0250879246
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-04-21
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Press Ganey Holdings, Inc.
        N/A
        Press Ganey Holdings, Inc.
        29102TAE2
        
          
        
        4140201.97
        PA
        USD
        4098799.95
        0.0344974767
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-07-25
          Floating
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Press Ganey Holdings, Inc.
        N/A
        Press Ganey Holdings, Inc.
        29102TAE2
        
          
        
        10428.72
        PA
        USD
        10324.43
        0.0000868954
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-07-25
          Floating
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The PNC Financial Services Group, Inc.
        CFGNEKW0P8842LEUIA51
        The PNC Financial Services Group, Inc.
        693475105
        
          
          
          
        
        1329084
        NS
        USD
        245149543.8
        2.0632967638
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        PerkinElmer, Inc.
        549300IKL1SDPFI7N655
        PerkinElmer, Inc.
        714046109
        
          
          
          
        
        1602644
        NS
        USD
        279597272.2
        2.3532254556
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        SCE Trust IV
        N/A
        SCE Trust IV
        78409G206
        
          
          
          
        
        271882
        NS
        USD
        6318537.68
        0.0531798597
        Long
        EP
        CORP
        US
        
        N
        
        1
        
          2500-12-31
          Fixed
          5.38
          N
          N
          N
        
        
          N
          N
          
        
      
      
        US Airways Class A Pass Through Certificates, Series 2012-2
        5493004XNBKB5SFUJI60
        US Airways Class A Pass Through Certificates, Series 2012-2
        90345WAD6
        
          
          
        
        251110.64
        PA
        USD
        241720.06
        0.0020344326
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-06-03
          Fixed
          4.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Polaris Newco LLC
        N/A
        Polaris Newco LLC
        73108RAB4
        
          
        
        6145858.15
        PA
        USD
        6095154.82
        0.0512997619
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-06-03
          Floating
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Heartland Dental, LLC
        N/A
        Heartland Dental, LLC
        42236WAQ0
        
          
        
        9483487.12
        PA
        USD
        9378504.92
        0.0789340194
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-04-30
          Floating
          4.45
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP Semiconductors N.V.
        724500M9BY5293JDF951
        NXP Semiconductors N.V.
        N/A
        
          
          
          
        
        11063
        NS
        USD
        2047540.04
        0.0172330842
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        ADMI Corp.
        N/A
        ADMI Corp.
        00709LAJ6
        
          
        
        782512.56
        PA
        USD
        772081.67
        0.0064982116
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-12-23
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADMI Corp.
        N/A
        ADMI Corp.
        00709LAJ6
        
          
        
        28289419.4
        PA
        USD
        27912321.44
        0.2349235557
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-12-23
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Project Boost Purchaser, LLC
        N/A
        Project Boost Purchaser, LLC
        74339NAE6
        
          
        
        8636781.28
        PA
        USD
        8528821.51
        0.0717826742
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-06-01
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vertical US Newco Inc
        N/A
        Vertical US Newco Inc
        D9000BAD4
        
          
        
        2000000
        PA
        USD
        1978760
        0.0166541983
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-07-29
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Holdings Intermediate, LLC
        5493006Q26653NF8SI73
        Alliant Holdings Intermediate, LLC
        01883LAA1
        
          
          
        
        7775000
        PA
        USD
        7687658.14
        0.0647030376
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-15
          Fixed
          6.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vertical US Newco Inc
        N/A
        Vertical US Newco Inc
        D9000BAD4
        
          
        
        21279225.86
        PA
        USD
        21053240.48
        0.1771942231
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-07-29
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vertical US Newco Inc
        N/A
        Vertical US Newco Inc
        D9000BAD4
        
          
        
        7688188.2
        PA
        USD
        7606539.64
        0.0640203052
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-07-29
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vertical US Newco Inc
        N/A
        Vertical US Newco Inc
        D9000BAD4
        
          
        
        5997696.05
        PA
        USD
        5934000.52
        0.0499434096
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-07-29
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avantor Funding, Inc.
        N/A
        Avantor Funding, Inc.
        05350NAK0
        
          
        
        886948.23
        PA
        USD
        877706.23
        0.0073871988
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2024-11-21
          Floating
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Acrisure, LLC
        N/A
        Acrisure, LLC
        00488PAN5
        
          
        
        5412800
        PA
        USD
        5368848.06
        0.0451868140
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-02-15
          Floating
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SeaWorld Parks & Entertainment, Inc.
        N/A
        SeaWorld Parks & Entertainment, Inc.
        78488CAH3
        
          
        
        10828564.47
        PA
        USD
        10685085.99
        0.0899308357
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-08-12
          Floating
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Holdings Intermediate, LLC
        5493006Q26653NF8SI73
        Alliant Holdings Intermediate, LLC
        01883LAB9
        
          
          
        
        3540000
        PA
        USD
        3414215.16
        0.0287356810
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-15
          Fixed
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Holdings Intermediate, LLC
        5493006Q26653NF8SI73
        Alliant Holdings Intermediate, LLC
        01883LAD5
        
          
          
        
        3525000
        PA
        USD
        3388471.85
        0.0285190129
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-11-01
          Fixed
          5.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Airlines, Inc.
        K1OQBWM7XEOO08LDNP29
        United Airlines, Inc.
        210795PZ7
        
          
          
        
        11632.84
        PA
        USD
        11672.85
        0.0000982443
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2024-04-11
          Fixed
          4.15
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Cooper Companies, Inc.
        QJKMVPIGLH7530PCUE20
        The Cooper Companies, Inc.
        216648402
        
          
          
          
        
        32042
        NS
        USD
        13380418.78
        0.1126160561
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CoreLogic, Inc.
        54930086CD8K2UIL0516
        CoreLogic, Inc.
        21871DAD5
        
          
          
        
        2950000
        PA
        USD
        2778947.64
        0.0233889633
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ryan Specialty Group, LLC
        549300K52N7QBO3PYY45
        Ryan Specialty Group, LLC
        78351MAA0
        
          
          
        
        650000
        PA
        USD
        616629.16
        0.0051898483
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-01
          Fixed
          4.38
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medline Borrower, LP
        N/A
        Medline Borrower, LP
        58503UAC7
        
          
        
        87889809.64
        PA
        USD
        86966966.64
        0.7319559239
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-09-30
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Filtration Group Corporation
        N/A
        Filtration Group Corporation
        31732FAR7
        
          
        
        10462475
        PA
        USD
        10331694.06
        0.0869565188
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-10-19
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Charles Schwab Corporation
        549300VSGCJ7E698NM85
        The Charles Schwab Corporation
        808513600
        
          
          
          
        
        4000
        NS
        USD
        101240
        0.0008520847
        Long
        EP
        CORP
        US
        
        N
        
        1
        
          2500-12-31
          Fixed
          5.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Treasury, United States Department of
        254900HROIFWPRGM1V77
        Treasury, United States Department of
        912828Z78
        
          
          
        
        351718000
        PA
        USD
        336110513.8
        2.8288681458
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-01-31
          Fixed
          1.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eyecare Partners, LLC
        N/A
        Eyecare Partners, LLC
        N/A
        
          
        
        53000
        PA
        USD
        52353.93
        0.0004406359
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-10-14
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EyeCare Partners, LLC
        N/A
        EyeCare Partners, LLC
        30233PAH3
        
          
        
        1865000
        PA
        USD
        1842265.65
        0.0155053960
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-10-14
          Floating
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Treasury, United States Department of
        254900HROIFWPRGM1V77
        Treasury, United States Department of
        91282CEC1
        
          
          
        
        421083500
        PA
        USD
        409832654.2
        3.4493492258
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-02-28
          Fixed
          1.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USIS Merger Sub, Inc.
        N/A
        USIS Merger Sub, Inc.
        91739VAA6
        
          
          
        
        23385000
        PA
        USD
        23434295.81
        0.1972343328
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          6.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EyeCare Partners, LLC
        N/A
        EyeCare Partners, LLC
        30233PAG5
        
          
        
        175000
        PA
        USD
        172866.75
        0.0014549299
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-11-15
          Floating
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sophia, L.P.
        N/A
        Sophia, L.P.
        83578BAN3
        
          
        
        12949962.41
        PA
        USD
        12806994.82
        0.1077898435
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-10-07
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Holdings Intermediate, LLC
        N/A
        Alliant Holdings Intermediate, LLC
        01881UAJ4
        
          
        
        39430241.54
        PA
        USD
        39128994.49
        0.3293284844
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-11-06
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ascend Learning, LLC
        N/A
        Ascend Learning, LLC
        N/A
        
          
        
        5000000
        PA
        USD
        4938750
        0.0415669013
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-11-18
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ascend Learning, LLC
        N/A
        Ascend Learning, LLC
        04349HAK0
        
          
        
        19421140.88
        PA
        USD
        19183231.9
        0.1614553292
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-11-18
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ascend Learning, LLC
        N/A
        Ascend Learning, LLC
        04349HAK0
        
          
        
        23653859.12
        PA
        USD
        23364099.35
        0.1966435255
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-11-18
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ascend Learning, LLC
        N/A
        Ascend Learning, LLC
        04349HAM6
        
          
        
        7685000
        PA
        USD
        7627362.5
        0.0641955605
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2029-11-18
          Floating
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ultimate Software Group Inc (The)
        N/A
        Ultimate Software Group Inc (The)
        N/A
        
          
        
        7320000
        PA
        USD
        7252509.6
        0.0610406177
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-05-03
          Floating
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ultimate Software Group Inc (The)
        N/A
        Ultimate Software Group Inc (The)
        N/A
        
          
        
        9623510.64
        PA
        USD
        9536032.93
        0.0802598511
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-05-03
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ultimate Software Group Inc (The)
        N/A
        Ultimate Software Group Inc (The)
        90385KAK7
        
          
        
        143511687.2
        PA
        USD
        142207166
        1.1968840768
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-05-03
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entegris, Inc.
        N/A
        Entegris, Inc.
        N/A
        
          
        
        18785827
        PA
        USD
        18723270.2
        0.1575840698
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2029-03-02
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Athenahealth, Inc.
        N/A
        Athenahealth, Inc.
        N/A
        
          
        
        2360072.46
        PA
        USD
        2331161.57
        0.0196201798
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2029-01-27
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Athenahealth, Inc.
        N/A
        Athenahealth, Inc.
        04686RAB9
        
          
        
        35314492.77
        PA
        USD
        34881890.23
        0.2935828071
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2029-01-27
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRB Holding Corp
        N/A
        IRB Holding Corp
        44988LAH0
        
          
        
        14222041.47
        PA
        USD
        14127180.45
        0.1189011623
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-12-15
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Azalea Topco, Inc.
        N/A
        Azalea Topco, Inc.
        N/A
        
          
        
        3405000
        PA
        USD
        3332643.75
        0.0280491367
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-07-24
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sophia, L.P.
        N/A
        Sophia, L.P.
        N/A
        
          
        
        3300000
        PA
        USD
        3267000
        0.0274966472
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-10-07
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Acrisure, LLC
        549300R0Z1Q47XRTGO22
        Acrisure, LLC
        00489LAA1
        
          
          
        
        20525000
        PA
        USD
        20479646.32
        0.1723665781
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Black Knight Infoserv, LLC
        549300H5PS5C68DAUX66
        Black Knight Infoserv, LLC
        092174AA9
        
          
          
        
        2950000
        PA
        USD
        2797754.34
        0.0235472495
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-01
          Fixed
          3.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelon Corporation
        3SOUA6IRML7435B56G12
        Exelon Corporation
        30161N101
        
          
          
          
        
        622200
        NS
        USD
        29635386
        0.2494256978
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Snap Inc.
        549300JNC0L6VP8A2Q35
        Snap Inc.
        83304AAE6
        
          
          
        
        8950000
        PA
        USD
        7638082.15
        0.0642857822
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-01
          Fixed
          0
          N
          N
          N
          N
          N
          
            
              Snap Inc.
              Snap Inc.
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Ingersoll Rand Inc.
        5299004C02FMZCUOIR50
        Ingersoll Rand Inc.
        45687V106
        
          
          
          
        
        2857578
        NS
        USD
        143879052.3
        1.2109554780
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MasterCard Incorporated
        AR5L2ODV9HN37376R084
        MasterCard Incorporated
        57636Q104
        
          
          
          
        
        54400
        NS
        USD
        19441472
        0.1636288024
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        NiSource Inc.
        549300D8GOWWH0SJB189
        NiSource Inc.
        65473P881
        
          
          
          
        
        148075
        NS
        USD
        3975813.75
        0.0334623655
        Long
        EP
        CORP
        US
        
        N
        
        1
        
          2500-12-31
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Spotify USA Inc.
        2138001WXZQOPMPA3D50
        Spotify USA Inc.
        84921RAB6
        
          
          
        
        10038000
        PA
        USD
        8495089.13
        0.0714987662
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-15
          Fixed
          0
          N
          N
          N
          N
          N
          
            
              Spotify Technology S.A.
              Spotify Technology S.A.
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Avantor Funding, Inc.
        5493003VM0XB4U8YD238
        Avantor Funding, Inc.
        05352TAA7
        
          
          
        
        14999000
        PA
        USD
        14813754.55
        0.1246797010
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-15
          Fixed
          4.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avantor Funding, Inc.
        5493003VM0XB4U8YD238
        Avantor Funding, Inc.
        05352TAB5
        
          
          
        
        1960000
        PA
        USD
        1853133.88
        0.0155968683
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-11-01
          Fixed
          3.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Six Flags Theme Parks Inc.
        5493003MX0ZXTM8EVY68
        Six Flags Theme Parks Inc.
        83001WAC8
        
          
          
        
        11562000
        PA
        USD
        12103270.06
        0.1018669566
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-01
          Fixed
          7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hologic, Inc.
        549300DYP6F5ZJL0LB74
        Hologic, Inc.
        436440101
        
          
          
          
        
        914107
        NS
        USD
        70221699.74
        0.5910196836
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Hologic, Inc.
        549300DYP6F5ZJL0LB74
        Hologic, Inc.
        436440AP6
        
          
          
        
        2400000
        PA
        USD
        2240465.35
        0.0188568367
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-15
          Fixed
          3.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA Corporation
        549300S4KLFTLO7GSQ80
        NVIDIA Corporation
        67066G104
        
          
          
          
        
        356000
        NS
        USD
        97138160
        0.8175615914
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Salesforce.Com, Inc.
        RCGZFPDMRW58VJ54VR07
        Salesforce.Com, Inc.
        79466L302
        
          
          
          
        
        700899
        NS
        USD
        148814875.7
        1.2524977476
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Twilio Inc.
        5493004W8TRGD63APX93
        Twilio Inc.
        90138FAC6
        
          
          
          
        
        275000
        PA
        USD
        260177.27
        0.0021897774
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-15
          Fixed
          3.63
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AmWINS Group, Inc.
        549300SJE7MUB8NMRG61
        AmWINS Group, Inc.
        031921AB5
        
          
          
        
        4485000
        PA
        USD
        4284380.48
        0.0360594119
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-30
          Fixed
          4.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Howmet Aerospace Inc.
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc.
        443201AB4
        
          
          
        
        4355000
        PA
        USD
        3974902.61
        0.0334546969
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-15
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Otis Worldwide Corporation
        549300ZLBKR8VSU25153
        Otis Worldwide Corporation
        68902V107
        
          
          
          
        
        58943
        NS
        USD
        4535663.85
        0.0381743339
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        T Rowe Price Institutional Floating Rate Fund
        5493006XJS7NAJMTOL28
        T Rowe Price Institutional Floating Rate Fund
        77958B402
        
          
          
          
        
        140225.743
        NS
        USD
        1348971.65
        0.0113535958
        Long
        EC
        RF
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        TE Connectivity Ltd.
        894500ZRIX9K13RHXR17
        TE Connectivity Ltd.
        N/A
        
          
          
          
        
        1764993
        NS
        USD
        231178783.1
        1.9457121055
        Long
        EC
        CORP
        CH
        
        Y
        
        1
        
          N
          N
          N
        
      
      
        Ameren Corporation
        XRZQ5S7HYJFPHJ78L959
        Ameren Corporation
        023608102
        
          
          
          
        
        1447833
        NS
        USD
        135748822.1
        1.1425275405
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Sensata Technologies, Inc.
        5493002MMDDCUNV7NY90
        Sensata Technologies, Inc.
        81728UAB0
        
          
          
        
        2665000
        PA
        USD
        2468803.21
        0.0207786382
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corporation
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corporation
        88033GDC1
        
          
          
        
        3425000
        PA
        USD
        3450011.34
        0.0290369589
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-01
          Fixed
          4.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baxter International Inc.
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc.
        071813109
        
          
          
          
        
        137400
        NS
        USD
        10653996
        0.0896691673
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CCO Holdings, LLC
        N/A
        CCO Holdings, LLC
        1248EPBR3
        
          
          
        
        2850000
        PA
        USD
        2896733.05
        0.0243803021
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-01
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings, LLC
        N/A
        CCO Holdings, LLC
        1248EPBT9
        
          
          
        
        71656000
        PA
        USD
        71787445.05
        0.6041977511
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-01
          Fixed
          5.13
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings, LLC
        N/A
        CCO Holdings, LLC
        1248EPBX0
        
          
          
        
        55914000
        PA
        USD
        55368002.59
        0.4660038065
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-01
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings, LLC
        N/A
        CCO Holdings, LLC
        1248EPBZ5
        
          
          
        
        5947000
        PA
        USD
        5947003.27
        0.0500528470
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Humana Inc.
        529900YLDW34GJAO4J06
        Humana Inc.
        444859102
        
          
          
          
        
        364857
        NS
        USD
        158774820.7
        1.3363254471
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Microsoft Corporation
        INR2EJN1ERAN0W5ZP974
        Microsoft Corporation
        594918104
        
          
          
          
        
        2620460
        NS
        USD
        807914022.6
        6.7997939642
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Shopify Inc.
        549300HGQ43STJLLP808
        Shopify Inc.
        82509LAA5
        
          
          
        
        5964000
        PA
        USD
        5666646.89
        0.0476932325
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-01
          Fixed
          0.13
          N
          N
          N
          N
          N
          
            
              Shopify Inc.
              Shopify Inc.
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Teledyne Technologies Incorporated
        549300VSMO9KYQWDND94
        Teledyne Technologies Incorporated
        879360105
        
          
          
          
        
        147984
        NS
        USD
        69941677.92
        0.5886628850
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Alcon AG
        549300LDT5AP8S0NBM78
        Alcon AG
        N/A
        
          
          
          
        
        1343045
        NS
        
        106570299.7
        0.8969470270
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Avantor, Inc.
        5493003VM0XB4U8YD238
        Avantor, Inc.
        05352A100
        
          
          
          
        
        1120093
        NS
        USD
        37881545.26
        0.3188293502
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Marsh & Mclennan Companies, Inc.
        549300XMP3KDCKJXIU47
        Marsh & Mclennan Companies, Inc.
        571748102
        
          
          
          
        
        1398379
        NS
        USD
        238311749.2
        2.0057465875
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        McDonald's Corporation
        UE2136O97NLB5BYP9H04
        McDonald's Corporation
        580135101
        
          
          
          
        
        136526
        NS
        USD
        33760149.28
        0.2841416944
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Mileage Plus Holdings, LLC
        N/A
        Mileage Plus Holdings, LLC
        599191AA1
        
          
          
        
        7375000
        PA
        USD
        7678394.15
        0.0646250674
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-20
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roper Technologies, Inc.
        54930003T4SXCIWVXY35
        Roper Technologies, Inc.
        776696106
        
          
          
          
        
        255191
        NS
        USD
        120508845.9
        1.0142605526
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        SkyMiles IP Ltd.
        Q2CCMS6R0AS67HJMBN42
        SkyMiles IP Ltd.
        830867AA5
        
          
          
        
        13040000
        PA
        USD
        13132726.92
        0.1105313619
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-20
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SkyMiles IP Ltd.
        Q2CCMS6R0AS67HJMBN42
        SkyMiles IP Ltd.
        830867AB3
        
          
          
        
        7255000
        PA
        USD
        7319785.48
        0.0616068440
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-20
          Fixed
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        T-Mobile USA, Inc.
        87264AAV7
        
          
          
        
        610000
        PA
        USD
        619909.88
        0.0052174605
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-01
          Fixed
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        T-Mobile USA, Inc.
        87264ABS3
        
          
          
        
        425000
        PA
        USD
        388090.21
        0.0032663543
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-15
          Fixed
          2.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        T-Mobile USA, Inc.
        87264ABT1
        
          
          
        
        1790000
        PA
        USD
        1614310.62
        0.0135868165
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          2.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        T-Mobile USA, Inc.
        87264ABW4
        
          
          
        
        6275000
        PA
        USD
        5908382.69
        0.0497277976
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-15
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        T-Mobile USA, Inc.
        87264ACD5
        
          
          
          
        
        2015000
        PA
        USD
        1917795.37
        0.0161410905
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-15
          Fixed
          3.38
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Airways, Inc.
        5493004XNBKB5SFUJI60
        US Airways, Inc.
        90346WAA1
        
          
          
        
        149825.71
        PA
        USD
        142133.67
        0.0011962655
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          3.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Booz Allen Hamilton Inc.
        549300D7XCH2480XU542
        Booz Allen Hamilton Inc.
        09951LAA1
        
          
          
        
        2140000
        PA
        USD
        2067334.65
        0.0173996852
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-01
          Fixed
          3.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T. Rowe Price Government Reserve Fund
        N/A
        T. Rowe Price Government Reserve Fund
        76105Y109
        
          
        
        874782174.6
        NS
        USD
        874782174.6
        7.3625885731
        Long
        STIV
        RF
        US
        
        N
        
        1
        
          2099-12-01
          Variable
          2.6440965
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transdigm UK Holdings PLC
        549300JTYP71LZZSE903
        Transdigm UK Holdings PLC
        89365DAB9
        
          
          
        
        830000
        PA
        USD
        846711.51
        0.0071263323
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-15
          Fixed
          6.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Electric Power Company, Inc.
        1B4S6S7G0TW5EE83BO58
        American Electric Power Company, Inc.
        025537101
        
          
          
          
        
        162300
        NS
        USD
        16192671
        0.1362853267
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Danaher Corporation
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corporation
        235851102
        
          
          
          
        
        1050485
        NS
        USD
        308138765.1
        2.5934444216
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Fortive Corporation
        549300MU9YQJYHDQEF63
        Fortive Corporation
        34959J108
        
          
          
          
        
        2273001
        NS
        USD
        138493950.9
        1.1656318681
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Waste Connections, Inc.
        549300HDLRTPBQU69P29
        Waste Connections, Inc.
        94106B101
        
          
          
          
        
        1312732
        NS
        USD
        183388660.4
        1.5434873900
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Amazon.com, Inc.
        ZXTILKJKG63JELOEG630
        Amazon.com, Inc.
        023135106
        
          
          
          
        
        218662
        NS
        USD
        712827186.9
        5.9994973072
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Becton, Dickinson and Company
        ICE2EP6D98PQUILVRZ91
        Becton, Dickinson and Company
        075887109
        
          
          
          
        
        1002851
        NS
        USD
        266758366
        2.2451670305
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Domino's Pizza, Inc.
        25490005ZWM1IF9UXU57
        Domino's Pizza, Inc.
        25755TAH3
        
          
          
        
        3604800
        PA
        USD
        3561511.4
        0.0299753972
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2027-07-26
          Fixed
          4.12
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Domino's Pizza, Inc.
        25490005ZWM1IF9UXU57
        Domino's Pizza, Inc.
        25755TAJ9
        
          
          
        
        3333037.5
        PA
        USD
        3328556.56
        0.0280147369
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2025-10-25
          Fixed
          4.12
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Domino's Pizza, Inc.
        25490005ZWM1IF9UXU57
        Domino's Pizza, Inc.
        25755TAL4
        
          
          
        
        2881200
        PA
        USD
        2788392.51
        0.0234684558
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2029-10-25
          Fixed
          3.67
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Intercontinental Exchange, Inc.
        45866F104
        
          
          
          
        
        1280295
        NS
        USD
        169152575.4
        1.4236696345
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Live Nation Entertainment, Inc.
        5493007B9BM9ZXJINO78
        Live Nation Entertainment, Inc.
        538034AK5
        
          
          
        
        820000
        PA
        USD
        824292.17
        0.0069376403
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-01
          Fixed
          4.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shutterfly, LLC
        549300I1C8WJQ5FZE154
        Shutterfly, LLC
        719245AD4
        
          
          
        
        10565000
        PA
        USD
        10048362.41
        0.0845718630
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-01
          Fixed
          8.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Communications Corporation
        5299001HX8ZN8Y8QIT49
        SBA Communications Corporation
        78410GAD6
        
          
          
        
        8180000
        PA
        USD
        7983478.04
        0.0671928006
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-15
          Fixed
          3.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Communications Corporation
        5299001HX8ZN8Y8QIT49
        SBA Communications Corporation
        78410GAG9
        
          
          
        
        2755000
        PA
        USD
        2504512.26
        0.0210791828
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-01
          Fixed
          3.13
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Six Flags Operations Inc.
        549300JYTDUAA4JQ3717
        Six Flags Operations Inc.
        83001AAB8
        
          
          
        
        44430000
        PA
        USD
        44544880.43
        0.3749111918
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-31
          Fixed
          4.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Six Flags Operations Inc.
        549300JYTDUAA4JQ3717
        Six Flags Operations Inc.
        83001AAC6
        
          
          
        
        30309000
        PA
        USD
        30272076.67
        0.2547843935
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-15
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Teleflex Incorporated
        UUL85LWXB4NGSWWXIQ25
        Teleflex Incorporated
        879369106
        
          
          
          
        
        53543
        NS
        USD
        18998662.69
        0.1599019057
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Teleflex Incorporated
        UUL85LWXB4NGSWWXIQ25
        Teleflex Incorporated
        879369AF3
        
          
          
          
        
        4680000
        PA
        USD
        4745404.92
        0.0399396159
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-15
          Fixed
          4.63
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Teleflex Incorporated
        UUL85LWXB4NGSWWXIQ25
        Teleflex Incorporated
        879369AG1
        
          
          
        
        1520000
        PA
        USD
        1484995.45
        0.0124984377
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-01
          Fixed
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walmart Inc.
        Y87794H0US1R65VBXU25
        Walmart Inc.
        931142103
        
          
          
          
        
        146131
        NS
        USD
        21761828.52
        0.1831580417
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Altice France
        5493001ZMCICV4N02J21
        Altice France
        02156TAB0
        
          
          
        
        13635000
        PA
        USD
        14283192.08
        0.1202142314
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          10.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aurora Innovations Inc.
        N/A
        Aurora Innovations Inc.
        051774107
        
          
          
          
        
        3527871
        NS
        USD
        19720798.89
        0.1659797522
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          
        
      
      
        CME Group Inc.
        LCZ7XYGSLJUHFXXNXD88
        CME Group Inc.
        12572Q105
        
          
          
          
        
        74700
        NS
        USD
        17768142
        0.1495452503
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        General Electric Company
        3C7474T6CDKPR9K6YT90
        General Electric Company
        369604301
        
          
          
          
        
        4909838
        NS
        USD
        449250177
        3.7811061035
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        General Electric Company
        3C7474T6CDKPR9K6YT90
        General Electric Company
        369604BQ5
        
          
          
          
        
        29645000
        PA
        USD
        28477728.13
        0.2396822910
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2500-12-31
          Floating
          4.16
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc.
        88Q84GB3X55CF5OC7582
        TransDigm Inc.
        893647BB2
        
          
          
          
        
        1290000
        PA
        USD
        1302041.41
        0.0109586083
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          6.38
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc.
        88Q84GB3X55CF5OC7582
        TransDigm Inc.
        893647BE6
        
          
          
        
        2950000
        PA
        USD
        3037507.74
        0.0255651297
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-15
          Fixed
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc.
        88Q84GB3X55CF5OC7582
        TransDigm Inc.
        893647BL0
        
          
          
          
        
        2950000
        PA
        USD
        2938907.26
        0.0247352605
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-15
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransUnion
        549300ZS772LUNUMRB03
        TransUnion
        89400J107
        
          
          
          
        
        408152
        NS
        USD
        42178427.68
        0.3549939844
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Medtronic, Inc.
        549300GX3ZBSQWUXY261
        Medtronic, Inc.
        N/A
        
          
          
          
        
        307200
        NS
        USD
        34083840
        0.2868660316
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Jackson National Asset Management, LLC
        N/A
        JNL Securities Lending Collateral Fund
        46628D411
        
          
        
        26156745
        NS
        USD
        26156745
        0.2201477779
        Long
        STIV
        RF
        US
        
        N
        
        1
        
          
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -457
        NC
        USD
        -191940
        -0.0016154596
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Abbott Laboratories
                Abbott Laboratories
                
                  
                  
                  
                
              
            
            100
            135.000000000000
            USD
            2023-01-20
            XXXX
            203180.08
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -457
        NC
        USD
        -120648
        -0.0010154317
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Abbott Laboratories
                Abbott Laboratories
                
                  
                  
                  
                
              
            
            100
            145.000000000000
            USD
            2023-01-20
            XXXX
            138765.53
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -457
        NC
        USD
        -82031.5
        -0.0006904167
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Abbott Laboratories
                Abbott Laboratories
                
                  
                  
                  
                
              
            
            100
            150.000000000000
            USD
            2023-01-20
            XXXX
            119899.24
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        1V8Y6QCX6YMJ2OELII46
        OPTION
        N/A
        
          
        
        -658
        NC
        USD
        -43092.42
        -0.0003626866
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CREDIT SUISSE GROUP AG
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Ameren Corporation
                Ameren Corporation
                
                  
                  
                  
                
              
            
            100
            100.000000000000
            USD
            2022-06-17
            XXXX
            -18088.42
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        1V8Y6QCX6YMJ2OELII46
        OPTION
        N/A
        
          
        
        -658
        NC
        USD
        -357984.9
        -0.0030129735
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CREDIT SUISSE GROUP AG
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Ameren Corporation
                Ameren Corporation
                
                  
                  
                  
                
              
            
            100
            90.000000000000
            USD
            2022-06-17
            XXXX
            -165454.1
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        1V8Y6QCX6YMJ2OELII46
        OPTION
        N/A
        
          
        
        -658
        NC
        USD
        -149964.78
        -0.0012621759
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CREDIT SUISSE GROUP AG
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Ameren Corporation
                Ameren Corporation
                
                  
                  
                  
                
              
            
            100
            95.000000000000
            USD
            2022-06-17
            XXXX
            -77847.98
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        ZBUT11V806EZRVTWT807
        OPTION
        N/A
        
          
        
        -541
        NC
        USD
        -349496.82
        -0.0029415338
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              JP MORGAN CHASE & CO
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                American Electric Power Company, Inc.
                American Electric Power Company, Inc.
                
                  
                  
                  
                
              
            
            100
            100.000000000000
            USD
            2023-01-20
            XXXX
            -217606.43
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        ZBUT11V806EZRVTWT807
        OPTION
        N/A
        
          
        
        -541
        NC
        USD
        -683245.13
        -0.0057505205
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              JP MORGAN CHASE & CO
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                American Electric Power Company, Inc.
                American Electric Power Company, Inc.
                
                  
                  
                  
                
              
            
            100
            90.000000000000
            USD
            2023-01-20
            XXXX
            -347711.52
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        ZBUT11V806EZRVTWT807
        OPTION
        N/A
        
          
        
        -541
        NC
        USD
        -501436.67
        -0.0042203328
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              JP MORGAN CHASE & CO
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                American Electric Power Company, Inc.
                American Electric Power Company, Inc.
                
                  
                  
                  
                
              
            
            100
            95.000000000000
            USD
            2023-01-20
            XXXX
            -285323.4
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -21
        NC
        USD
        -502267.5
        -0.0042273255
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Amazon.com, Inc.
                Amazon.com, Inc.
                
                  
                  
                  
                
              
            
            100
            3600.000000000000
            USD
            2023-01-20
            XXXX
            -10572.66
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -21
        NC
        USD
        -432442.5
        -0.0036396446
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Amazon.com, Inc.
                Amazon.com, Inc.
                
                  
                  
                  
                
              
            
            100
            3700.000000000000
            USD
            2023-01-20
            XXXX
            -6990.27
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -57
        NC
        USD
        -1005052.5
        -0.0084590064
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Amazon.com, Inc.
                Amazon.com, Inc.
                
                  
                  
                  
                
              
            
            100
            3800.000000000000
            USD
            2023-01-20
            XXXX
            125254.29
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & CO
        N/A
        OPTION
        N/A
        
          
        
        -37
        NC
        USD
        -477300
        -0.0040171869
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              WELLS FARGO & CO
              N/A
            
            Call
            Written
            
              
                Amazon.com, Inc.
                Amazon.com, Inc.
                
                  
                  
                  
                
              
            
            100
            3900.000000000000
            USD
            2023-01-20
            XXXX
            189033
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -51
        NC
        USD
        -657900
        -0.0055372036
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Amazon.com, Inc.
                Amazon.com, Inc.
                
                  
                  
                  
                
              
            
            100
            4000.000000000000
            USD
            2023-01-20
            XXXX
            394239.42
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -50
        NC
        USD
        -546750
        -0.0046017116
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Amazon.com, Inc.
                Amazon.com, Inc.
                
                  
                  
                  
                
              
            
            100
            4100.000000000000
            USD
            2023-01-20
            XXXX
            355738.78
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -50
        NC
        USD
        -465250
        -0.0039157683
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Amazon.com, Inc.
                Amazon.com, Inc.
                
                  
                  
                  
                
              
            
            100
            4200.000000000000
            USD
            2023-01-20
            XXXX
            321285.98
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -14
        NC
        USD
        -110775
        -0.0009323358
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Amazon.com, Inc.
                Amazon.com, Inc.
                
                  
                  
                  
                
              
            
            100
            4300.000000000000
            USD
            2023-01-20
            XXXX
            236444.18
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -14
        NC
        USD
        -94290
        -0.0007935901
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Amazon.com, Inc.
                Amazon.com, Inc.
                
                  
                  
                  
                
              
            
            100
            4400.000000000000
            USD
            2023-01-20
            XXXX
            216932.38
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -28
        NC
        USD
        -161350
        -0.0013579994
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Amazon.com, Inc.
                Amazon.com, Inc.
                
                  
                  
                  
                
              
            
            100
            4500.000000000000
            USD
            2023-01-20
            XXXX
            518170.66
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -14
        NC
        USD
        -68775
        -0.0005788436
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Amazon.com, Inc.
                Amazon.com, Inc.
                
                  
                  
                  
                
              
            
            100
            4600.000000000000
            USD
            2023-01-20
            XXXX
            297273.2
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -14
        NC
        USD
        -58975
        -0.0004963620
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Amazon.com, Inc.
                Amazon.com, Inc.
                
                  
                  
                  
                
              
            
            100
            4700.000000000000
            USD
            2023-01-20
            XXXX
            276058.3
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -15
        NC
        USD
        -54375
        -0.0004576462
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Amazon.com, Inc.
                Amazon.com, Inc.
                
                  
                  
                  
                
              
            
            100
            4800.000000000000
            USD
            2023-01-20
            XXXX
            274035.6
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -16
        NC
        USD
        -50160
        -0.0004221707
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Amazon.com, Inc.
                Amazon.com, Inc.
                
                  
                  
                  
                
              
            
            100
            4900.000000000000
            USD
            2023-01-20
            XXXX
            270354.08
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -16
        NC
        USD
        -44720
        -0.0003763851
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Amazon.com, Inc.
                Amazon.com, Inc.
                
                  
                  
                  
                
              
            
            100
            5000.000000000000
            USD
            2023-01-20
            XXXX
            248563.68
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -16
        NC
        USD
        -38040
        -0.0003201630
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Amazon.com, Inc.
                Amazon.com, Inc.
                
                  
                  
                  
                
              
            
            100
            5100.000000000000
            USD
            2023-01-20
            XXXX
            230493.12
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -458
        NC
        USD
        -122515
        -0.0010311453
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Baxter International Inc.
                Baxter International Inc.
                
                  
                  
                  
                
              
            
            100
            87.500000000000
            USD
            2023-01-20
            XXXX
            169231
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -458
        NC
        USD
        -82440
        -0.0006938548
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Baxter International Inc.
                Baxter International Inc.
                
                  
                  
                  
                
              
            
            100
            92.500000000000
            USD
            2023-01-20
            XXXX
            81066
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -458
        NC
        USD
        -49235
        -0.0004143855
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Baxter International Inc.
                Baxter International Inc.
                
                  
                  
                  
                
              
            
            100
            97.500000000000
            USD
            2023-01-20
            XXXX
            20381
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -222
        NC
        USD
        -568240.08
        -0.0047825825
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Becton, Dickinson and Company
                Becton, Dickinson and Company
                
                  
                  
                  
                
              
            
            100
            260.000000000000
            USD
            2023-01-20
            XXXX
            -22382.04
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -215
        NC
        USD
        -346743.4
        -0.0029183596
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Becton, Dickinson and Company
                Becton, Dickinson and Company
                
                  
                  
                  
                
              
            
            100
            280.000000000000
            USD
            2023-01-20
            XXXX
            -2410.15
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -215
        NC
        USD
        -268597.35
        -0.0022606448
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Becton, Dickinson and Company
                Becton, Dickinson and Company
                
                  
                  
                  
                
              
            
            100
            290.000000000000
            USD
            2023-01-20
            XXXX
            14656.55
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        ZBUT11V806EZRVTWT807
        OPTION
        N/A
        
          
        
        -106
        NC
        USD
        -275600
        -0.0023195825
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              JP MORGAN CHASE & CO
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                CME Group Inc.
                CME Group Inc.
                
                  
                  
                  
                
              
            
            100
            230.000000000000
            USD
            2023-01-20
            XXXX
            -79818
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        ZBUT11V806EZRVTWT807
        OPTION
        N/A
        
          
        
        -106
        NC
        USD
        -222600
        -0.0018735089
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              JP MORGAN CHASE & CO
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                CME Group Inc.
                CME Group Inc.
                
                  
                  
                  
                
              
            
            100
            240.000000000000
            USD
            2023-01-20
            XXXX
            -71338
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        ZBUT11V806EZRVTWT807
        OPTION
        N/A
        
          
        
        -106
        NC
        USD
        -171720
        -0.0014452783
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              JP MORGAN CHASE & CO
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                CME Group Inc.
                CME Group Inc.
                
                  
                  
                  
                
              
            
            100
            250.000000000000
            USD
            2023-01-20
            XXXX
            -54378
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -272
        NC
        USD
        -614720
        -0.0051737799
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Dollar General Corporation
                Dollar General Corporation
                
                  
                  
                  
                
              
            
            100
            220.000000000000
            USD
            2023-01-20
            XXXX
            -96832
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -272
        NC
        USD
        -482800
        -0.0040634776
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Dollar General Corporation
                Dollar General Corporation
                
                  
                  
                  
                
              
            
            100
            230.000000000000
            USD
            2023-01-20
            XXXX
            -74364.8
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -272
        NC
        USD
        -369920
        -0.0031134251
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Dollar General Corporation
                Dollar General Corporation
                
                  
                  
                  
                
              
            
            100
            240.000000000000
            USD
            2023-01-20
            XXXX
            -51353.6
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        ZBUT11V806EZRVTWT807
        OPTION
        N/A
        
          
        
        -2074
        NC
        USD
        -2696200
        -0.0226925192
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              JP MORGAN CHASE & CO
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Exelon Corporation
                Exelon Corporation
                
                  
                  
                  
                
              
            
            100
            55.000000000000
            USD
            2023-01-20
            XXXX
            -1571619.17
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        ZBUT11V806EZRVTWT807
        OPTION
        N/A
        
          
        
        -2074
        NC
        USD
        -1700680
        -0.0143137429
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              JP MORGAN CHASE & CO
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Exelon Corporation
                Exelon Corporation
                
                  
                  
                  
                
              
            
            100
            60.000000000000
            USD
            2023-01-20
            XXXX
            -1053175.28
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        ZBUT11V806EZRVTWT807
        OPTION
        N/A
        
          
        
        -2074
        NC
        USD
        -1192550
        -0.0100370758
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              JP MORGAN CHASE & CO
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Exelon Corporation
                Exelon Corporation
                
                  
                  
                  
                
              
            
            100
            65.000000000000
            USD
            2023-01-20
            XXXX
            -842886.37
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        ZBUT11V806EZRVTWT807
        OPTION
        N/A
        
          
        
        -134
        NC
        USD
        -14740
        -0.0001240589
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              JP MORGAN CHASE & CO
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Meta Platforms, Inc.
                Meta Platforms, Inc.
                
                  
                  
                  
                
              
            
            100
            360.000000000000
            USD
            2022-09-16
            XXXX
            434243.08
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        ZBUT11V806EZRVTWT807
        OPTION
        N/A
        
          
        
        -134
        NC
        USD
        -18626
        -0.0001567654
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              JP MORGAN CHASE & CO
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Meta Platforms, Inc.
                Meta Platforms, Inc.
                
                  
                  
                  
                
              
            
            100
            345.000000000000
            USD
            2022-09-16
            XXXX
            503143.2
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & CO
        N/A
        OPTION
        N/A
        
          
        
        -2152
        NC
        USD
        -946880
        -0.0079693986
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              WELLS FARGO & CO
              N/A
            
            Call
            Written
            
              
                General Electric Company
                General Electric Company
                
                  
                  
                  
                
              
            
            100
            110.000000000000
            USD
            2023-01-20
            XXXX
            834473.32
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & CO
        N/A
        OPTION
        N/A
        
          
        
        -2152
        NC
        USD
        -720920
        -0.0060676103
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              WELLS FARGO & CO
              N/A
            
            Call
            Written
            
              
                General Electric Company
                General Electric Company
                
                  
                  
                  
                
              
            
            100
            115.000000000000
            USD
            2023-01-20
            XXXX
            735513.81
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -26
        NC
        USD
        -2152410
        -0.0181157204
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Alphabet Inc.
                Alphabet Inc.
                
                  
                  
                  
                
              
            
            100
            1980.000000000000
            USD
            2022-06-17
            XXXX
            -1666346.89
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -26
        NC
        USD
        -2101320
        -0.0176857223
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Alphabet Inc.
                Alphabet Inc.
                
                  
                  
                  
                
              
            
            100
            2000.000000000000
            USD
            2022-06-17
            XXXX
            -1636431.03
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -26
        NC
        USD
        -1851590
        -0.0155838742
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Alphabet Inc.
                Alphabet Inc.
                
                  
                  
                  
                
              
            
            100
            2100.000000000000
            USD
            2022-06-17
            XXXX
            -1472762.72
          
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA BANCSHARES
        N/A
        OPTION
        N/A
        
          
        
        -9
        NC
        USD
        -281520
        -0.0023694081
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              SUSQUEHANNA BANCSHARES
              N/A
            
            Call
            Written
            
              
                Alphabet Inc.
                Alphabet Inc.
                
                  
                  
                  
                
              
            
            100
            2550.000000000000
            USD
            2022-06-17
            XXXX
            -82656
          
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA BANCSHARES
        N/A
        OPTION
        N/A
        
          
        
        -10
        NC
        USD
        -275500
        -0.0023187408
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              SUSQUEHANNA BANCSHARES
              N/A
            
            Call
            Written
            
              
                Alphabet Inc.
                Alphabet Inc.
                
                  
                  
                  
                
              
            
            100
            2600.000000000000
            USD
            2022-06-17
            XXXX
            -73570
          
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA BANCSHARES
        N/A
        OPTION
        N/A
        
          
        
        -10
        NC
        USD
        -239150
        -0.0020128017
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              SUSQUEHANNA BANCSHARES
              N/A
            
            Call
            Written
            
              
                Alphabet Inc.
                Alphabet Inc.
                
                  
                  
                  
                
              
            
            100
            2650.000000000000
            USD
            2022-06-17
            XXXX
            -55250
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -26
        NC
        USD
        -2235350
        -0.0188137834
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Alphabet Inc.
                Alphabet Inc.
                
                  
                  
                  
                
              
            
            100
            1960.000000000000
            USD
            2022-09-16
            XXXX
            -1682434.52
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -26
        NC
        USD
        -2187900
        -0.0184144213
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Alphabet Inc.
                Alphabet Inc.
                
                  
                  
                  
                
              
            
            100
            1980.000000000000
            USD
            2022-09-16
            XXXX
            -1654391.31
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -26
        NC
        USD
        -2140060
        -0.0180117768
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Alphabet Inc.
                Alphabet Inc.
                
                  
                  
                  
                
              
            
            100
            2000.000000000000
            USD
            2022-09-16
            XXXX
            -1629916.21
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -26
        NC
        USD
        -1906580
        -0.0160466966
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Alphabet Inc.
                Alphabet Inc.
                
                  
                  
                  
                
              
            
            100
            2100.000000000000
            USD
            2022-09-16
            XXXX
            -1480191.44
          
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA BANCSHARES
        N/A
        OPTION
        N/A
        
          
        
        -6
        NC
        USD
        -266670
        -0.0022444233
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              SUSQUEHANNA BANCSHARES
              N/A
            
            Call
            Written
            
              
                Alphabet Inc.
                Alphabet Inc.
                
                  
                  
                  
                
              
            
            100
            2450.000000000000
            USD
            2022-09-16
            XXXX
            -106188
          
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA BANCSHARES
        N/A
        OPTION
        N/A
        
          
        
        -6
        NC
        USD
        -244500
        -0.0020578299
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              SUSQUEHANNA BANCSHARES
              N/A
            
            Call
            Written
            
              
                Alphabet Inc.
                Alphabet Inc.
                
                  
                  
                  
                
              
            
            100
            2500.000000000000
            USD
            2022-09-16
            XXXX
            -96618
          
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA BANCSHARES
        N/A
        OPTION
        N/A
        
          
        
        -7
        NC
        USD
        -259840
        -0.0021869387
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              SUSQUEHANNA BANCSHARES
              N/A
            
            Call
            Written
            
              
                Alphabet Inc.
                Alphabet Inc.
                
                  
                  
                  
                
              
            
            100
            2550.000000000000
            USD
            2022-09-16
            XXXX
            -100786
          
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA BANCSHARES
        N/A
        OPTION
        N/A
        
          
        
        -7
        NC
        USD
        -236775
        -0.0019928126
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              SUSQUEHANNA BANCSHARES
              N/A
            
            Call
            Written
            
              
                Alphabet Inc.
                Alphabet Inc.
                
                  
                  
                  
                
              
            
            100
            2600.000000000000
            USD
            2022-09-16
            XXXX
            -90321
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -26
        NC
        USD
        -369070
        -0.0031062711
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Alphabet Inc.
                Alphabet Inc.
                
                  
                  
                  
                
              
            
            100
            3200.000000000000
            USD
            2023-01-20
            XXXX
            101452
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -27
        NC
        USD
        -313605
        -0.0026394509
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Alphabet Inc.
                Alphabet Inc.
                
                  
                  
                  
                
              
            
            100
            3300.000000000000
            USD
            2023-01-20
            XXXX
            104814
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -27
        NC
        USD
        -253125
        -0.0021304220
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Alphabet Inc.
                Alphabet Inc.
                
                  
                  
                  
                
              
            
            100
            3400.000000000000
            USD
            2023-01-20
            XXXX
            99144
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -27
        NC
        USD
        -205740
        -0.0017316070
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Alphabet Inc.
                Alphabet Inc.
                
                  
                  
                  
                
              
            
            100
            3500.000000000000
            USD
            2023-01-20
            XXXX
            93879
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        ZBUT11V806EZRVTWT807
        OPTION
        N/A
        
          
        
        -186
        NC
        USD
        -238080
        -0.0020037961
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              JP MORGAN CHASE & CO
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Intercontinental Exchange, Inc.
                Intercontinental Exchange, Inc.
                
                  
                  
                  
                
              
            
            100
            130.000000000000
            USD
            2023-01-20
            XXXX
            -45558
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        ZBUT11V806EZRVTWT807
        OPTION
        N/A
        
          
        
        -186
        NC
        USD
        -191952
        -0.0016155606
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              JP MORGAN CHASE & CO
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Intercontinental Exchange, Inc.
                Intercontinental Exchange, Inc.
                
                  
                  
                  
                
              
            
            100
            135.000000000000
            USD
            2023-01-20
            XXXX
            -37920
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        ZBUT11V806EZRVTWT807
        OPTION
        N/A
        
          
        
        -186
        NC
        USD
        -143220
        -0.0012054086
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              JP MORGAN CHASE & CO
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Intercontinental Exchange, Inc.
                Intercontinental Exchange, Inc.
                
                  
                  
                  
                
              
            
            100
            140.000000000000
            USD
            2023-01-20
            XXXX
            -23598
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -548
        NC
        USD
        -691850
        -0.0058229432
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                McDonald's Corporation
                McDonald's Corporation
                
                  
                  
                  
                
              
            
            100
            260.000000000000
            USD
            2023-01-20
            XXXX
            139219.18
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -548
        NC
        USD
        -487720
        -0.0041048867
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                McDonald's Corporation
                McDonald's Corporation
                
                  
                  
                  
                
              
            
            100
            270.000000000000
            USD
            2023-01-20
            XXXX
            143929.44
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -229
        NC
        USD
        -153201
        -0.0012894135
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                McDonald's Corporation
                McDonald's Corporation
                
                  
                  
                  
                
              
            
            100
            280.000000000000
            USD
            2023-01-20
            XXXX
            83015.92
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        1V8Y6QCX6YMJ2OELII46
        OPTION
        N/A
        
          
        
        -1002
        NC
        USD
        -1260015
        -0.0106048938
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CREDIT SUISSE GROUP AG
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Medtronic, Inc.
                Medtronic, Inc.
                
                  
                  
                  
                
              
            
            100
            105.000000000000
            USD
            2023-01-20
            XXXX
            -137859.28
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        1V8Y6QCX6YMJ2OELII46
        OPTION
        N/A
        
          
        
        -1002
        NC
        USD
        -959415
        -0.0080748992
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CREDIT SUISSE GROUP AG
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Medtronic, Inc.
                Medtronic, Inc.
                
                  
                  
                  
                
              
            
            100
            110.000000000000
            USD
            2023-01-20
            XXXX
            -73622.46
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        1V8Y6QCX6YMJ2OELII46
        OPTION
        N/A
        
          
        
        -1001
        NC
        USD
        -735735
        -0.0061923005
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CREDIT SUISSE GROUP AG
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Medtronic, Inc.
                Medtronic, Inc.
                
                  
                  
                  
                
              
            
            100
            115.000000000000
            USD
            2023-01-20
            XXXX
            -49370.06
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -349
        NC
        USD
        -412867
        -0.0034748877
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Microsoft Corporation
                Microsoft Corporation
                
                  
                  
                  
                
              
            
            100
            365.000000000000
            USD
            2023-01-20
            XXXX
            51501.93
          
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA BANCSHARES
        N/A
        OPTION
        N/A
        
          
        
        -1395
        NC
        USD
        -5231250
        -0.0440287223
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              SUSQUEHANNA BANCSHARES
              N/A
            
            Call
            Written
            
              
                Microsoft Corporation
                Microsoft Corporation
                
                  
                  
                  
                
              
            
            100
            300.000000000000
            USD
            2023-01-20
            XXXX
            -2644250
          
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA BANCSHARES
        N/A
        OPTION
        N/A
        
          
        
        -484
        NC
        USD
        -1287440
        -0.0108357158
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              SUSQUEHANNA BANCSHARES
              N/A
            
            Call
            Written
            
              
                Microsoft Corporation
                Microsoft Corporation
                
                  
                  
                  
                
              
            
            100
            320.000000000000
            USD
            2023-01-20
            XXXX
            -395202.94
          
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA BANCSHARES
        N/A
        OPTION
        N/A
        
          
        
        -940
        NC
        USD
        -2115000
        -0.0178008598
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              SUSQUEHANNA BANCSHARES
              N/A
            
            Call
            Written
            
              
                Microsoft Corporation
                Microsoft Corporation
                
                  
                  
                  
                
              
            
            100
            330.000000000000
            USD
            2023-01-20
            XXXX
            -643919.06
          
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA BANCSHARES
        N/A
        OPTION
        N/A
        
          
        
        -1436
        NC
        USD
        -2764300
        -0.0232656817
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              SUSQUEHANNA BANCSHARES
              N/A
            
            Call
            Written
            
              
                Microsoft Corporation
                Microsoft Corporation
                
                  
                  
                  
                
              
            
            100
            340.000000000000
            USD
            2023-01-20
            XXXX
            -512558.08
          
        
        
          N
          N
          N
        
      
      
        SUSQUEHANNA BANCSHARES
        N/A
        OPTION
        N/A
        
          
        
        -1939
        NC
        USD
        -3102400
        -0.0261112943
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              SUSQUEHANNA BANCSHARES
              N/A
            
            Call
            Written
            
              
                Microsoft Corporation
                Microsoft Corporation
                
                  
                  
                  
                
              
            
            100
            350.000000000000
            USD
            2023-01-20
            XXXX
            -425407.64
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        ZBUT11V806EZRVTWT807
        OPTION
        N/A
        
          
        
        -503
        NC
        USD
        -742428
        -0.0062486320
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              JP MORGAN CHASE & CO
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Microsoft Corporation
                Microsoft Corporation
                
                  
                  
                  
                
              
            
            100
            355.000000000000
            USD
            2023-01-20
            XXXX
            -44767
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -998
        NC
        USD
        -1247500
        -0.0104995615
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Microsoft Corporation
                Microsoft Corporation
                
                  
                  
                  
                
              
            
            100
            360.000000000000
            USD
            2023-01-20
            XXXX
            110995.44
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        ZBUT11V806EZRVTWT807
        OPTION
        N/A
        
          
        
        -196
        NC
        USD
        -65170
        -0.0005485021
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              JP MORGAN CHASE & CO
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Otis Worldwide Corporation
                Otis Worldwide Corporation
                
                  
                  
                  
                
              
            
            100
            85.000000000000
            USD
            2023-01-20
            XXXX
            41815.9
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        ZBUT11V806EZRVTWT807
        OPTION
        N/A
        
          
        
        -197
        NC
        USD
        -34475
        -0.0002901582
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              JP MORGAN CHASE & CO
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Otis Worldwide Corporation
                Otis Worldwide Corporation
                
                  
                  
                  
                
              
            
            100
            90.000000000000
            USD
            2023-01-20
            XXXX
            43321.24
          
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE & CO
        ZBUT11V806EZRVTWT807
        OPTION
        N/A
        
          
        
        -196
        NC
        USD
        -25480
        -0.0002144520
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              JP MORGAN CHASE & CO
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                Otis Worldwide Corporation
                Otis Worldwide Corporation
                
                  
                  
                  
                
              
            
            100
            95.000000000000
            USD
            2023-01-20
            XXXX
            12461.62
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        8NAV47T0Y26Q87Y0QP81
        OPTION
        N/A
        
          
        
        -601
        NC
        USD
        -358256.1
        -0.0030152561
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              BANK OF AMERICA CORPORATION
              8NAV47T0Y26Q87Y0QP81
            
            Call
            Written
            
              
                Public Service Enterprise Group Incorporated
                Public Service Enterprise Group Incorporated
                
                  
                  
                  
                
              
            
            100
            65.000000000000
            USD
            2022-07-15
            XXXX
            -173009.87
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        8NAV47T0Y26Q87Y0QP81
        OPTION
        N/A
        
          
        
        -601
        NC
        USD
        -155076.03
        -0.0013051946
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              BANK OF AMERICA CORPORATION
              8NAV47T0Y26Q87Y0QP81
            
            Call
            Written
            
              
                Public Service Enterprise Group Incorporated
                Public Service Enterprise Group Incorporated
                
                  
                  
                  
                
              
            
            100
            70.000000000000
            USD
            2022-07-15
            XXXX
            -79945.02
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        8NAV47T0Y26Q87Y0QP81
        OPTION
        N/A
        
          
        
        -601
        NC
        USD
        -44810.56
        -0.0003771473
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              BANK OF AMERICA CORPORATION
              8NAV47T0Y26Q87Y0QP81
            
            Call
            Written
            
              
                Public Service Enterprise Group Incorporated
                Public Service Enterprise Group Incorporated
                
                  
                  
                  
                
              
            
            100
            75.000000000000
            USD
            2022-07-15
            XXXX
            -24887.41
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -700
        NC
        USD
        -388500
        -0.0032698033
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                The PNC Financial Services Group, Inc.
                The PNC Financial Services Group, Inc.
                
                  
                  
                  
                
              
            
            100
            220.000000000000
            USD
            2023-01-20
            XXXX
            529355.1
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -700
        NC
        USD
        -262500
        -0.0022093266
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                The PNC Financial Services Group, Inc.
                The PNC Financial Services Group, Inc.
                
                  
                  
                  
                
              
            
            100
            230.000000000000
            USD
            2023-01-20
            XXXX
            462878.3
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        1V8Y6QCX6YMJ2OELII46
        OPTION
        N/A
        
          
        
        -129
        NC
        USD
        -87075
        -0.0007328652
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CREDIT SUISSE GROUP AG
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Ross Stores, Inc.
                Ross Stores, Inc.
                
                  
                  
                  
                
              
            
            100
            100.000000000000
            USD
            2023-01-20
            XXXX
            44399.22
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        1V8Y6QCX6YMJ2OELII46
        OPTION
        N/A
        
          
        
        -129
        NC
        USD
        -74175
        -0.0006242926
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CREDIT SUISSE GROUP AG
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Ross Stores, Inc.
                Ross Stores, Inc.
                
                  
                  
                  
                
              
            
            100
            105.000000000000
            USD
            2023-01-20
            XXXX
            34768.08
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        1V8Y6QCX6YMJ2OELII46
        OPTION
        N/A
        
          
        
        -128
        NC
        USD
        -110720
        -0.0009318729
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CREDIT SUISSE GROUP AG
              1V8Y6QCX6YMJ2OELII46
            
            Call
            Written
            
              
                Ross Stores, Inc.
                Ross Stores, Inc.
                
                  
                  
                  
                
              
            
            100
            95.000000000000
            USD
            2023-01-20
            XXXX
            43371.52
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -172
        NC
        USD
        -83420
        -0.0007021029
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Republic Services, Inc.
                Republic Services, Inc.
                
                  
                  
                  
                
              
            
            100
            135.000000000000
            USD
            2022-07-15
            XXXX
            -19152.2
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -172
        NC
        USD
        -48160
        -0.0004053378
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Republic Services, Inc.
                Republic Services, Inc.
                
                  
                  
                  
                
              
            
            100
            140.000000000000
            USD
            2022-07-15
            XXXX
            -2648.8
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -172
        NC
        USD
        -33970
        -0.0002859079
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                Republic Services, Inc.
                Republic Services, Inc.
                
                  
                  
                  
                
              
            
            100
            145.000000000000
            USD
            2022-07-15
            XXXX
            -10423.2
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -1217
        NC
        USD
        -651095
        -0.0054799295
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Starbucks Corporation
                Starbucks Corporation
                
                  
                  
                  
                
              
            
            100
            100.000000000000
            USD
            2023-01-20
            XXXX
            418672.84
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -1217
        NC
        USD
        -450290
        -0.0037898578
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Starbucks Corporation
                Starbucks Corporation
                
                  
                  
                  
                
              
            
            100
            105.000000000000
            USD
            2023-01-20
            XXXX
            385176.48
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS
        FOR8UP27PHTHYVLBNG30
        OPTION
        N/A
        
          
        
        -1217
        NC
        USD
        -782531
        -0.0065861582
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              GOLDMAN SACHS
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                Starbucks Corporation
                Starbucks Corporation
                
                  
                  
                  
                
              
            
            100
            97.500000000000
            USD
            2023-01-20
            XXXX
            410048.94
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -402
        NC
        USD
        -1543680
        -0.0129923552
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                UnitedHealth Group Incorporated
                UnitedHealth Group Incorporated
                
                  
                  
                  
                
              
            
            100
            540.000000000000
            USD
            2023-01-20
            XXXX
            -456274.02
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -230
        NC
        USD
        -675050
        -0.0056815463
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                UnitedHealth Group Incorporated
                UnitedHealth Group Incorporated
                
                  
                  
                  
                
              
            
            100
            560.000000000000
            USD
            2023-01-20
            XXXX
            -69846.4
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        MBNUM2BPBDO7JBLYG310
        OPTION
        N/A
        
          
        
        -230
        NC
        USD
        -544525
        -0.0045829850
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIGROUP INC.
              MBNUM2BPBDO7JBLYG310
            
            Call
            Written
            
              
                UnitedHealth Group Incorporated
                UnitedHealth Group Incorporated
                
                  
                  
                  
                
              
            
            100
            580.000000000000
            USD
            2023-01-20
            XXXX
            -88124.5
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & CO
        N/A
        OPTION
        N/A
        
          
        
        -487
        NC
        USD
        -658667.5
        -0.0055436633
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              WELLS FARGO & CO
              N/A
            
            Call
            Written
            
              
                Walmart Inc.
                Walmart Inc.
                
                  
                  
                  
                
              
            
            100
            145.000000000000
            USD
            2023-01-20
            XXXX
            -181112.5
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & CO
        N/A
        OPTION
        N/A
        
          
        
        -487
        NC
        USD
        -445605
        -0.0037504265
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              WELLS FARGO & CO
              N/A
            
            Call
            Written
            
              
                Walmart Inc.
                Walmart Inc.
                
                  
                  
                  
                
              
            
            100
            155.000000000000
            USD
            2023-01-20
            XXXX
            -134929
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & CO
        N/A
        OPTION
        N/A
        
          
        
        -487
        NC
        USD
        -333595
        -0.0028076964
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              WELLS FARGO & CO
              N/A
            
            Call
            Written
            
              
                Walmart Inc.
                Walmart Inc.
                
                  
                  
                  
                
              
            
            100
            160.000000000000
            USD
            2023-01-20
            XXXX
            -87091
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & CO
        N/A
        OPTION
        N/A
        
          
        
        -461
        NC
        USD
        -191315
        -0.0016101993
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              WELLS FARGO & CO
              N/A
            
            Call
            Written
            
              
                Yum! Brands, Inc.
                Yum! Brands, Inc.
                
                  
                  
                  
                
              
            
            100
            135.000000000000
            USD
            2023-01-20
            XXXX
            70458.5
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & CO
        N/A
        OPTION
        N/A
        
          
        
        -461
        NC
        USD
        -95657.5
        -0.0008050996
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              WELLS FARGO & CO
              N/A
            
            Call
            Written
            
              
                Yum! Brands, Inc.
                Yum! Brands, Inc.
                
                  
                  
                  
                
              
            
            100
            145.000000000000
            USD
            2023-01-20
            XXXX
            43458.86
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & CO
        N/A
        OPTION
        N/A
        
          
        
        -461
        NC
        USD
        -74912.5
        -0.0006304997
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              WELLS FARGO & CO
              N/A
            
            Call
            Written
            
              
                Yum! Brands, Inc.
                Yum! Brands, Inc.
                
                  
                  
                  
                
              
            
            100
            150.000000000000
            USD
            2023-01-20
            XXXX
            19617.14
          
        
        
          N
          N
          N
        
      
    
    
      2022-05-25
      JNL Series Trust
      Andrew Tedeschi
      Andrew Tedeschi
      Principal Financial Officer
    
  
  XXXX




Untitled Document

JNL Series Trust (Unaudited)

Schedules of Investments (in thousands)

March 31, 2022

        
  

Shares 

 

Value ($) 

 

JNL/American Funds Balanced Fund

INVESTMENT COMPANIES 100.0%

Global Balanced 100.0%

 

American Funds Insurance Series - Asset Allocation Fund - Class 1 (a)

 

99,640

 

2,755,036

 
 

Total Investment Companies (cost $2,432,158)

2,755,036

 

Total Investments 100.0% (cost $2,432,158)

2,755,036

 

Other Assets and Liabilities, Net (0.0)%

(943)

 

Total Net Assets 100.0%

 

2,754,093

 

(a)  Investment in affiliate.

        

JNL/American Funds Bond Fund of America Fund

INVESTMENT COMPANIES 100.0%

Domestic Fixed Income 100.0%

 

American Funds Insurance Series - Bond Fund of America - Class 1

 

9,636

 

102,429

 
 

Total Investment Companies (cost $107,687)

102,429

 

Total Investments 100.0% (cost $107,687)

102,429

 

Other Assets and Liabilities, Net (0.0)%

(32)

 

Total Net Assets 100.0%

 

102,397

 
        

JNL/American Funds Capital Income Builder Fund

INVESTMENT COMPANIES 100.0%

Global Balanced 100.0%

 

American Funds Insurance Series - Capital Income Builder Fund - Class 1 (a)

 

26,543

 

315,326

 
 

Total Investment Companies (cost $286,299)

315,326

 

Total Investments 100.0% (cost $286,299)

315,326

 

Other Assets and Liabilities, Net (0.0)%

(123)

 

Total Net Assets 100.0%

 

315,203

 

(a)  Investment in affiliate.

        

JNL/American Funds Capital World Bond Fund

INVESTMENT COMPANIES 100.0%

Global Fixed Income 100.0%

 

American Funds Insurance Series - Capital World Bond Fund - Class 1 (a)

 

39,862

 

430,507

 
 

Total Investment Companies (cost $476,507)

430,507

 

Total Investments 100.0% (cost $476,507)

430,507

 

Other Assets and Liabilities, Net (0.0)%

(153)

 

Total Net Assets 100.0%

 

430,354

 

(a)  Investment in affiliate.

        

JNL/American Funds Global Growth Fund

INVESTMENT COMPANIES 100.0%

Global Equity 100.0%

 

American Funds Insurance Series - Global Growth Fund - Class 1 (a)

 

22,154

 

871,096

 
 

Total Investment Companies (cost $752,737)

871,096

 

Total Investments 100.0% (cost $752,737)

871,096

 

Other Assets and Liabilities, Net (0.0)%

(259)

 

Total Net Assets 100.0%

 

870,837

 

(a)  Investment in affiliate.

        

JNL/American Funds Global Small Capitalization Fund

INVESTMENT COMPANIES 100.0%

Global Equity 100.0%

 

American Funds Insurance Series - Global Small Capitalization Fund - Class 1 (a)

 

26,899

 

784,641

 
 

Total Investment Companies (cost $674,447)

784,641

 

Total Investments 100.0% (cost $674,447)

784,641

 

Other Assets and Liabilities, Net (0.0)%

(247)

 

Total Net Assets 100.0%

 

784,394

 

(a)  Investment in affiliate.

        
  

Shares 

 

Value ($) 

 

JNL/American Funds Growth Fund

INVESTMENT COMPANIES 100.0%

Domestic Equity 100.0%

 

American Funds Insurance Series - Growth Fund - Class 1 (a)

 

35,504

 

4,129,436

 
 

Total Investment Companies (cost $3,424,883)

4,129,436

 

Total Investments 100.0% (cost $3,424,883)

4,129,436

 

Other Assets and Liabilities, Net (0.0)%

(1,217)

 

Total Net Assets 100.0%

 

4,128,219

 

(a)  Investment in affiliate.

        

JNL/American Funds Growth-Income Fund

INVESTMENT COMPANIES 100.0%

Domestic Equity 100.0%

 

American Funds Insurance Series - Growth-Income Fund - Class 1 (a)

 

155,915

 

9,933,342

 
 

Total Investment Companies (cost $7,559,657)

9,933,342

 

Total Investments 100.0% (cost $7,559,657)

9,933,342

 

Other Assets and Liabilities, Net (0.0)%

(3,648)

 

Total Net Assets 100.0%

 

9,929,694

 

(a)  Investment in affiliate.

        

JNL/American Funds International Fund

INVESTMENT COMPANIES 100.0%

International Equity 100.0%

 

American Funds Insurance Series - International Fund - Class 1 (a)

 

81,224

 

1,666,714

 
 

Total Investment Companies (cost $1,606,699)

1,666,714

 

Total Investments 100.0% (cost $1,606,699)

1,666,714

 

Other Assets and Liabilities, Net (0.0)%

(628)

 

Total Net Assets 100.0%

 

1,666,086

 

(a)  Investment in affiliate.

        

JNL/American Funds New World Fund

INVESTMENT COMPANIES 100.0%

Emerging Markets Equity 100.0%

 

American Funds Insurance Series - New World Fund - Class 1 (a)

 

55,363

 

1,578,946

 
 

Total Investment Companies (cost $1,321,481)

1,578,946

 

Total Investments 100.0% (cost $1,321,481)

1,578,946

 

Other Assets and Liabilities, Net (0.0)%

(660)

 

Total Net Assets 100.0%

 

1,578,286

 

(a)  Investment in affiliate.

        

JNL/American Funds Washington Mutual Investors Fund

INVESTMENT COMPANIES 100.0%

Domestic Equity 100.0%

 

American Funds Insurance Series - Washington Mutual Investors Fund - Class 1 (a)

 

218,895

 

3,881,000

 
 

Total Investment Companies (cost $2,976,852)

3,881,000

 

Total Investments 100.0% (cost $2,976,852)

3,881,000

 

Other Assets and Liabilities, Net (0.0)%

(1,537)

 

Total Net Assets 100.0%

 

3,879,463

 

(a)  Investment in affiliate.

        

JNL/Mellon Bond Index Fund

INVESTMENT COMPANIES 100.0%

Domestic Fixed Income 100.0%

 

JNL Bond Index Fund - Class I (99.9%) (a)

 

126,192

 

1,196,296

 
 

Total Investment Companies (cost $1,262,037)

1,196,296

 

Total Investments 100.0% (cost $1,262,037)

1,196,296

 

Other Assets and Liabilities, Net (0.0)%

(252)

 

Total Net Assets 100.0%

 

1,196,044

 

1


JNL Series Trust (Unaudited)

Schedules of Investments (in thousands)

March 31, 2022

      
  

Shares 

 

Value ($) 

 

(a)  The Fund's percentage ownership of the underlying affiliated fund at March 31, 2022 is presented parenthetically. The Fund does not invest in the underlying affiliated funds for the purpose of exercising management or control.

        

JNL/Mellon Emerging Markets Index Fund

INVESTMENT COMPANIES 100.0%

Emerging Markets Equity 100.0%

 

JNL Emerging Markets Index Fund - Class I (99.9%) (a)

 

114,881

 

989,123

 
 

Total Investment Companies (cost $1,146,369)

989,123

 

Total Investments 100.0% (cost $1,146,369)

989,123

 

Other Assets and Liabilities, Net (0.0)%

(272)

 

Total Net Assets 100.0%

 

988,851

 

(a)  The Fund's percentage ownership of the underlying affiliated fund at March 31, 2022 is presented parenthetically. The Fund does not invest in the underlying affiliated funds for the purpose of exercising management or control.

        

JNL/Mellon International Index Fund

INVESTMENT COMPANIES 100.0%

International Equity 100.0%

 

JNL International Index Fund - Class I (99.9%) (a)

 

252,314

 

2,424,735

 
 

Total Investment Companies (cost $2,523,480)

2,424,735

 

Total Investments 100.0% (cost $2,523,480)

2,424,735

 

Other Assets and Liabilities, Net (0.0)%

(537)

 

Total Net Assets 100.0%

 

2,424,198

 

(a)  The Fund's percentage ownership of the underlying affiliated fund at March 31, 2022 is presented parenthetically. The Fund does not invest in the underlying affiliated funds for the purpose of exercising management or control.

        

JNL/Mellon S&P 400 MidCap Index Fund

INVESTMENT COMPANIES 100.0%

Domestic Equity 100.0%

 

JNL Mid Cap Index Fund - Class I (100.0%) (a)

 

360,467

 

3,579,435

 
 

Total Investment Companies (cost $3,603,141)

3,579,435

 

Total Investments 100.0% (cost $3,603,141)

3,579,435

 

Other Assets and Liabilities, Net (0.0)%

(642)

 

Total Net Assets 100.0%

 

3,578,793

 

(a)  The Fund's percentage ownership of the underlying affiliated fund at March 31, 2022 is presented parenthetically. The Fund does not invest in the underlying affiliated funds for the purpose of exercising management or control.

        

JNL/Mellon Small Cap Index Fund

INVESTMENT COMPANIES 100.0%

Domestic Equity 100.0%

 

JNL Small Cap Index Fund - Class I (100.0%) (a)

 

279,224

 

2,758,732

 
 

Total Investment Companies (cost $2,793,510)

2,758,732

 

Total Investments 100.0% (cost $2,793,510)

2,758,732

 

Other Assets and Liabilities, Net (0.0)%

(507)

 

Total Net Assets 100.0%

 

2,758,225

 

(a)  The Fund's percentage ownership of the underlying affiliated fund at March 31, 2022 is presented parenthetically. The Fund does not invest in the underlying affiliated funds for the purpose of exercising management or control.

        

JNL Aggressive Growth Allocation Fund

INVESTMENT COMPANIES 100.0%

Domestic Equity 50.3%

 

JNL Multi-Manager Mid Cap Fund - Class I (9.8%) (a)

 

9,023

 

173,143

 
 

JNL Multi-Manager Small Cap Growth Fund - Class I (1.4%) (a)

 

958

 

42,080

 
 

JNL Multi-Manager Small Cap Value Fund - Class I (2.9%) (a)

 

3,038

 

54,025

 
 

JNL/Baillie Gifford U.S. Equity Growth Fund - Class I (46.9%) (a)

 

7,588

 

49,927

 
 

JNL/DoubleLine Shiller Enhanced CAPE Fund - Class I (4.3%) (a)

 

4,983

 

113,025

 
 

JNL/JPMorgan U.S. Value Fund - Class I (4.7%) (a)

 

5,066

 

78,118

 
 

JNL/Morningstar Wide Moat Index Fund - Class I (11.6%) (a)

 

8,004

 

116,376

 
  

Shares 

 

Value ($) 

 
 

JNL/T. Rowe Price Established Growth Fund - Class I (0.7%) (a)

 

1,101

 

78,003

 
 

JNL/T. Rowe Price Value Fund - Class I (2.0%) (a)

 

4,459

 

113,566

 
 

818,263

 

International Equity 19.8%

 

JNL Multi-Manager International Small Cap Fund - Class I (9.3%) (a)

 

5,211

 

71,027

 
 

JNL/Causeway International Value Select Fund - Class I (6.9%) (a)

 

6,888

 

111,036

 
 

JNL/WCM Focused International Equity Fund - Class I (7.2%) (a)

 

7,182

 

140,912

 
 

322,975

 

Global Equity 11.2%

 

JNL/Harris Oakmark Global Equity Fund - Class I (10.2%) (a)

 

6,663

 

89,813

 
 

JNL/Loomis Sayles Global Growth Fund - Class I (11.5%) (a)

 

6,329

 

92,844

 
 

182,657

 

Alternative 8.8%

 

JNL Multi-Manager Alternative Fund - Class I (1.5%) (a)

 

1,656

 

18,845

 
 

JNL/Blackrock Global Natural Resouces Fund - Class I (1.5%) (a)

 

1,474

 

20,195

 
 

JNL/First Sentier Global Infrastructure Fund - Class I (4.9%) (a)

 

2,730

 

50,063

 
 

JNL/Heitman U.S. Focused Real Estate Fund - Class I (10.9%) (a)

 

2,507

 

34,571

 
 

JNL/Neuberger Berman Commodity Strategy Fund - Class I (8.0%) (a)

 

516

 

9,015

 
 

JNL/Westchester Capital Event Driven Fund - Class I (8.4%) (a)

 

907

 

11,054

 
 

143,743

 

Emerging Markets Equity 6.9%

 

JNL Multi-Manager Emerging Markets Equity Fund - Class I (4.4%) (a)

 

5,431

 

53,717

 
 

JNL/GQG Emerging Markets Equity Fund - Class I (7.7%) (a)

 

4,522

 

58,788

 
 

112,505

 

Domestic Fixed Income 3.0%

 

JNL/DoubleLine Total Return Fund - Class I (2.1%) (a)

 

4,455

 

49,225

 
 

Total Investment Companies (cost $1,290,080)

1,629,368

 

Total Investments 100.0% (cost $1,290,080)

1,629,368

 

Other Assets and Liabilities, Net (0.0)%

(377)

 

Total Net Assets 100.0%

 

1,628,991

 

(a)  The Fund's percentage ownership of the underlying affiliated fund at March 31, 2022 is presented parenthetically. The Fund does not invest in the underlying affiliated funds for the purpose of exercising management or control.

       

JNL Conservative Allocation Fund

INVESTMENT COMPANIES 100.0%

Domestic Fixed Income 62.2%

 

JNL/DoubleLine Core Fixed Income Fund - Class I (2.4%) (a)

 

5,907

 

84,113

 
 

JNL/DoubleLine Total Return Fund - Class I (4.5%) (a)

 

9,489

 

104,852

 
 

JNL/Lord Abbett Short Duration Income Fund - Class I (4.3%) (a)

 

3,196

 

32,629

 
 

JNL/PIMCO Income Fund - Class I (4.1%) (a)

 

5,882

 

64,055

 
 

JNL/PIMCO Investment Grade Credit Bond Fund - Class I (2.7%) (a)

 

3,219

 

39,784

 
 

JNL/PIMCO Real Return Fund - Class I (0.8%) (a)

 

1,184

 

14,463

 
 

JNL/PPM America Total Return Fund - Class I (3.7%) (a)

 

4,962

 

64,451

 
 

JNL/T. Rowe Price U.S. High Yield Fund - Class I (7.3%) (a)

 

4,166

 

47,623

 
 

451,970

 

Alternative 9.8%

 

JNL Multi-Manager Alternative Fund - Class I (3.9%) (a)

 

4,352

 

49,529

 
 

JNL/First Sentier Global Infrastructure Fund - Class I (0.3%) (a)

 

143

 

2,620

 
 

JNL/Heitman U.S. Focused Real Estate Fund - Class I (0.6%) (a)

 

136

 

1,879

 

2


JNL Series Trust (Unaudited)

Schedules of Investments (in thousands)

March 31, 2022

        
  

Shares 

 

Value ($) 

 
 

JNL/JPMorgan Hedged Equity Fund - Class I (1.8%) (a)

 

979

 

12,637

 
 

JNL/Neuberger Berman Commodity Strategy Fund - Class I (4.0%) (a)

 

258

 

4,499

 
 

71,164

 

Domestic Equity 9.6%

 

JNL Multi-Manager Mid Cap Fund - Class I (0.7%) (a)

 

681

 

13,063

 
 

JNL Multi-Manager Small Cap Growth Fund - Class I (0.2%) (a)

 

127

 

5,598

 
 

JNL Multi-Manager Small Cap Value Fund - Class I (0.4%) (a)

 

412

 

7,320

 
 

JNL/DoubleLine Shiller Enhanced CAPE Fund - Class I (0.5%) (a)

 

626

 

14,199

 
 

JNL/JPMorgan U.S. Value Fund - Class I (0.8%) (a)

 

840

 

12,949

 
 

JNL/Morningstar Wide Moat Index Fund - Class I (1.7%) (a)

 

1,149

 

16,702

 
 

69,831

 

International Equity 7.1%

 

JNL/Blackrock Global Allocation Fund - Class I (1.0%) (a)

 

2,201

 

35,706

 
 

JNL/Causeway International Value Select Fund - Class I (0.2%) (a)

 

243

 

3,926

 
 

JNL/WCM Focused International Equity Fund - Class I (0.6%) (a)

 

591

 

11,594

 
 

51,226

 

Domestic Balanced 5.4%

 

JNL/T. Rowe Price Capital Appreciation Fund - Class I (0.3%) (a)

 

1,663

 

38,925

 

Emerging Markets Fixed Income 4.0%

 

JNL/DoubleLine Emerging Markets Fixed Income Fund - Class I (3.8%) (a)

 

2,560

 

29,312

 

Emerging Markets Equity 1.1%

 

JNL/GQG Emerging Markets Equity Fund - Class I (1.1%) (a)

 

628

 

8,164

 

Global Equity 0.8%

 

JNL/Loomis Sayles Global Growth Fund - Class I (0.7%) (a)

 

404

 

5,929

 
 

Total Investment Companies (cost $709,719)

726,521

 

Total Investments 100.0% (cost $709,719)

726,521

 

Other Assets and Liabilities, Net (0.0)%

(172)

 

Total Net Assets 100.0%

 

726,349

 

(a)  The Fund's percentage ownership of the underlying affiliated fund at March 31, 2022 is presented parenthetically. The Fund does not invest in the underlying affiliated funds for the purpose of exercising management or control.

        

JNL Growth Allocation Fund

INVESTMENT COMPANIES 100.0%

Domestic Equity 43.2%

 

JNL Multi-Manager Mid Cap Fund - Class I (12.5%) (a)

 

11,434

 

219,427

 
 

JNL Multi-Manager Small Cap Growth Fund - Class I (2.0%) (a)

 

1,319

 

57,913

 
 

JNL Multi-Manager Small Cap Value Fund - Class I (4.1%) (a)

 

4,223

 

75,081

 
 

JNL/Baillie Gifford U.S. Equity Growth Fund - Class I (51.6%) (a)

 

8,345

 

54,912

 
 

JNL/DoubleLine Shiller Enhanced CAPE Fund - Class I (5.4%) (a)

 

6,358

 

144,201

 
 

JNL/JPMorgan U.S. Value Fund - Class I (6.5%) (a)

 

7,031

 

108,421

 
 

JNL/Morningstar Wide Moat Index Fund - Class I (15.0%) (a)

 

10,337

 

150,304

 
 

JNL/T. Rowe Price Established Growth Fund - Class I (0.8%) (a)

 

1,313

 

93,075

 
 

JNL/T. Rowe Price Value Fund - Class I (2.5%) (a)

 

5,692

 

144,981

 
 

1,048,315

 

International Equity 18.5%

 

JNL Multi-Manager International Small Cap Fund - Class I (12.2%) (a)

 

6,869

 

93,622

 
 

JNL/Causeway International Value Select Fund - Class I (9.7%) (a)

 

9,592

 

154,615

 
 

JNL/WCM Focused International Equity Fund - Class I (10.3%) (a)

 

10,229

 

200,701

 
 

448,938

 
  

Shares 

 

Value ($) 

 

Domestic Fixed Income 12.2%

 

JNL/DoubleLine Core Fixed Income Fund - Class I (1.3%) (a)

 

3,217

 

45,814

 
 

JNL/DoubleLine Total Return Fund - Class I (5.1%) (a)

 

10,737

 

118,649

 
 

JNL/Lord Abbett Short Duration Income Fund - Class I (4.0%) (a)

 

3,000

 

30,626

 
 

JNL/PIMCO Investment Grade Credit Bond Fund - Class I (2.9%) (a)

 

3,382

 

41,796

 
 

JNL/T. Rowe Price U.S. High Yield Fund - Class I (9.0%) (a)

 

5,170

 

59,089

 
 

295,974

 

Alternative 10.2%

 

JNL Multi-Manager Alternative Fund - Class I (6.1%) (a)

 

6,759

 

76,923

 
 

JNL/Blackrock Global Natural Resouces Fund - Class I (1.6%) (a)

 

1,551

 

21,246

 
 

JNL/First Sentier Global Infrastructure Fund - Class I (7.1%) (a)

 

3,966

 

72,731

 
 

JNL/Heitman U.S. Focused Real Estate Fund - Class I (12.2%) (a)

 

2,810

 

38,755

 
 

JNL/Neuberger Berman Commodity Strategy Fund - Class I (11.0%) (a)

 

713

 

12,449

 
 

JNL/Westchester Capital Event Driven Fund - Class I (18.9%) (a)

 

2,055

 

25,029

 
 

247,133

 

Global Equity 8.7%

 

JNL/Harris Oakmark Global Equity Fund - Class I (11.1%) (a)

 

7,203

 

97,093

 
 

JNL/Loomis Sayles Global Growth Fund - Class I (14.1%) (a)

 

7,745

 

113,620

 
 

210,713

 

Emerging Markets Equity 5.7%

 

JNL Multi-Manager Emerging Markets Equity Fund - Class I (5.1%) (a)

 

6,315

 

62,453

 
 

JNL/GQG Emerging Markets Equity Fund - Class I (9.9%) (a)

 

5,824

 

75,710

 
 

138,163

 

Emerging Markets Fixed Income 1.5%

 

JNL/DoubleLine Emerging Markets Fixed Income Fund - Class I (4.8%) (a)

 

3,189

 

36,517

 
 

Total Investment Companies (cost $1,963,623)

2,425,753

 

Total Investments 100.0% (cost $1,963,623)

2,425,753

 

Other Assets and Liabilities, Net (0.0)%

(550)

 

Total Net Assets 100.0%

 

2,425,203

 

(a)  The Fund's percentage ownership of the underlying affiliated fund at March 31, 2022 is presented parenthetically. The Fund does not invest in the underlying affiliated funds for the purpose of exercising management or control.

       

JNL Moderate Allocation Fund

INVESTMENT COMPANIES 100.0%

Domestic Fixed Income 42.2%

 

JNL/DoubleLine Core Fixed Income Fund - Class I (4.6%) (a)

 

11,308

 

161,025

 
 

JNL/DoubleLine Total Return Fund - Class I (10.9%) (a)

 

23,229

 

256,684

 
 

JNL/Lord Abbett Short Duration Income Fund - Class I (11.8%) (a)

 

8,782

 

89,670

 
 

JNL/PIMCO Income Fund - Class I (9.4%) (a)

 

13,456

 

146,532

 
 

JNL/PIMCO Investment Grade Credit Bond Fund - Class I (6.9%) (a)

 

8,149

 

100,722

 
 

JNL/PIMCO Real Return Fund - Class I (2.7%) (a)

 

4,219

 

51,514

 
 

JNL/PPM America Total Return Fund - Class I (8.6%) (a)

 

11,440

 

148,609

 
 

JNL/T. Rowe Price U.S. High Yield Fund - Class I (18.5%) (a)

 

10,568

 

120,789

 
 

1,075,545

 

Domestic Equity 20.1%

 

JNL Multi-Manager Mid Cap Fund - Class I (5.5%) (a)

 

5,007

 

96,088

 
 

JNL Multi-Manager Small Cap Growth Fund - Class I (1.2%) (a)

 

832

 

36,520

 
 

JNL Multi-Manager Small Cap Value Fund - Class I (2.9%) (a)

 

2,988

 

53,125

 

3


JNL Series Trust (Unaudited)

Schedules of Investments (in thousands)

March 31, 2022

        
  

Shares 

 

Value ($) 

 
 

JNL/DoubleLine Shiller Enhanced CAPE Fund - Class I (3.0%) (a)

 

3,486

 

79,053

 
 

JNL/JPMorgan U.S. Value Fund - Class I (4.8%) (a)

 

5,140

 

79,263

 
 

JNL/Morningstar Wide Moat Index Fund - Class I (10.7%) (a)

 

7,410

 

107,744

 
 

JNL/T. Rowe Price Established Growth Fund - Class I (0.5%) (a)

 

863

 

61,155

 
 

512,948

 

Alternative 11.2%

 

JNL Multi-Manager Alternative Fund - Class I (12.5%) (a)

 

13,891

 

158,079

 
 

JNL/First Sentier Global Infrastructure Fund - Class I (5.4%) (a)

 

3,047

 

55,878

 
 

JNL/Heitman U.S. Focused Real Estate Fund - Class I (4.6%) (a)

 

1,049

 

14,460

 
 

JNL/JPMorgan Hedged Equity Fund - Class I (5.6%) (a)

 

3,024

 

39,035

 
 

JNL/Neuberger Berman Commodity Strategy Fund - Class I (16.6%) (a)

 

1,069

 

18,669

 
 

286,121

 

International Equity 10.0%

 

JNL Multi-Manager International Small Cap Fund - Class I (3.8%) (a)

 

2,145

 

29,231

 
 

JNL/Blackrock Global Allocation Fund - Class I (2.6%) (a)

 

6,030

 

97,816

 
 

JNL/Causeway International Value Select Fund - Class I (3.2%) (a)

 

3,157

 

50,896

 
 

JNL/WCM Focused International Equity Fund - Class I (3.9%) (a)

 

3,880

 

76,125

 
 

254,068

 

Domestic Balanced 6.2%

 

JNL/T. Rowe Price Capital Appreciation Fund - Class I (1.3%) (a)

 

6,777

 

158,658

 

Global Equity 4.2%

 

JNL/Harris Oakmark Global Equity Fund - Class I (5.7%) (a)

 

3,685

 

49,680

 
 

JNL/Loomis Sayles Global Growth Fund - Class I (7.1%) (a)

 

3,888

 

57,033

 
 

106,713

 

Emerging Markets Fixed Income 3.5%

 

JNL/DoubleLine Emerging Markets Fixed Income Fund - Class I (11.8%) (a)

 

7,843

 

89,808

 

Emerging Markets Equity 2.6%

 

JNL Multi-Manager Emerging Markets Equity Fund - Class I (2.3%) (a)

 

2,923

 

28,908

 
 

JNL/GQG Emerging Markets Equity Fund - Class I (4.7%) (a)

 

2,746

 

35,698

 
 

64,606

 
 

Total Investment Companies (cost $2,230,475)

2,548,467

 

Total Investments 100.0% (cost $2,230,475)

2,548,467

 

Other Assets and Liabilities, Net (0.0)%

(643)

 

Total Net Assets 100.0%

 

2,547,824

 

(a)  The Fund's percentage ownership of the underlying affiliated fund at March 31, 2022 is presented parenthetically. The Fund does not invest in the underlying affiliated funds for the purpose of exercising management or control.

        

JNL Moderate Growth Allocation Fund

INVESTMENT COMPANIES 100.0%

Domestic Equity 29.3%

 

JNL Multi-Manager Mid Cap Fund - Class I (16.9%) (a)

 

15,503

 

297,510

 
 

JNL Multi-Manager Small Cap Growth Fund - Class I (2.8%) (a)

 

1,868

 

82,024

 
 

JNL Multi-Manager Small Cap Value Fund - Class I (5.7%) (a)

 

5,959

 

105,946

 
 

JNL/DoubleLine Shiller Enhanced CAPE Fund - Class I (6.1%) (a)

 

7,143

 

162,001

 
 

JNL/JPMorgan U.S. Value Fund - Class I (9.7%) (a)

 

10,541

 

162,536

 
 

JNL/Morningstar Wide Moat Index Fund - Class I (19.2%) (a)

 

13,280

 

193,086

 
 

JNL/T. Rowe Price Established Growth Fund - Class I (1.4%) (a)

 

2,279

 

161,532

 
 

JNL/T. Rowe Price Value Fund - Class I (3.2%) (a)

 

7,332

 

186,748

 
 

1,351,383

 
  

Shares 

 

Value ($) 

 

Domestic Fixed Income 25.3%

 

JNL/DoubleLine Core Fixed Income Fund - Class I (5.7%) (a)

 

13,973

 

198,978

 
 

JNL/DoubleLine Total Return Fund - Class I (12.2%) (a)

 

25,971

 

286,977

 
 

JNL/Lord Abbett Short Duration Income Fund - Class I (13.8%) (a)

 

10,214

 

104,287

 
 

JNL/PIMCO Income Fund - Class I (9.4%) (a)

 

13,477

 

146,767

 
 

JNL/PIMCO Investment Grade Credit Bond Fund - Class I (6.2%) (a)

 

7,344

 

90,772

 
 

JNL/PIMCO Real Return Fund - Class I (2.5%) (a)

 

3,828

 

46,733

 
 

JNL/PPM America Total Return Fund - Class I (7.7%) (a)

 

10,223

 

132,802

 
 

JNL/T. Rowe Price U.S. High Yield Fund - Class I (24.1%) (a)

 

13,786

 

157,578

 
 

1,164,894

 

International Equity 16.1%

 

JNL Multi-Manager International Small Cap Fund - Class I (11.3%) (a)

 

6,358

 

86,664

 
 

JNL/Blackrock Global Allocation Fund - Class I (4.1%) (a)

 

9,317

 

151,123

 
 

JNL/Causeway International Value Select Fund - Class I (14.5%) (a)

 

14,413

 

232,336

 
 

JNL/WCM Focused International Equity Fund - Class I (13.9%) (a)

 

13,852

 

271,777

 
 

741,900

 

Alternative 12.4%

 

JNL Multi-Manager Alternative Fund - Class I (17.9%) (a)

 

19,862

 

226,031

 
 

JNL/Blackrock Global Natural Resouces Fund - Class I (2.6%) (a)

 

2,551

 

34,950

 
 

JNL/First Sentier Global Infrastructure Fund - Class I (12.2%) (a)

 

6,829

 

125,250

 
 

JNL/Heitman U.S. Focused Real Estate Fund - Class I (22.0%) (a)

 

5,054

 

69,698

 
 

JNL/JPMorgan Hedged Equity Fund - Class I (9.9%) (a)

 

5,375

 

69,385

 
 

JNL/Neuberger Berman Commodity Strategy Fund - Class I (12.4%) (a)

 

798

 

13,931

 
 

JNL/Westchester Capital Event Driven Fund - Class I (25.3%) (a)

 

2,748

 

33,468

 
 

572,713

 

Domestic Balanced 5.8%

 

JNL/T. Rowe Price Capital Appreciation Fund - Class I (2.2%) (a)

 

11,384

 

266,496

 

Global Equity 5.1%

 

JNL/Harris Oakmark Global Equity Fund - Class I (11.6%) (a)

 

7,575

 

102,115

 
 

JNL/Loomis Sayles Global Growth Fund - Class I (16.8%) (a)

 

9,197

 

134,922

 
 

237,037

 

Emerging Markets Equity 4.0%

 

JNL Multi-Manager Emerging Markets Equity Fund - Class I (6.9%) (a)

 

8,597

 

85,025

 
 

JNL/GQG Emerging Markets Equity Fund - Class I (12.9%) (a)

 

7,558

 

98,253

 
 

183,278

 

Emerging Markets Fixed Income 2.0%

 

JNL/DoubleLine Emerging Markets Fixed Income Fund - Class I (12.1%) (a)

 

8,076

 

92,472

 
 

Total Investment Companies (cost $3,787,020)

4,610,173

 

Total Investments 100.0% (cost $3,787,020)

4,610,173

 

Other Assets and Liabilities, Net (0.0)%

(1,124)

 

Total Net Assets 100.0%

 

4,609,049

 

(a)  The Fund's percentage ownership of the underlying affiliated fund at March 31, 2022 is presented parenthetically. The Fund does not invest in the underlying affiliated funds for the purpose of exercising management or control.

       

JNL/American Funds Growth Allocation Fund

INVESTMENT COMPANIES 100.0%

Domestic Equity 45.0%

 

American Funds Insurance Series - Growth Fund - Class 1

 

4,511

 

524,741

 

4


JNL Series Trust (Unaudited)

Schedules of Investments (in thousands)

March 31, 2022

        
  

Shares 

 

Value ($) 

 
 

American Funds Investment Company of America Fund - Class R-6

 

12,563

 

617,876

 
 

American Funds Washington Mutual Investors Fund - Class R-6

 

9,643

 

570,026

 
 

1,712,643

 

Global Equity 18.9%

 

American Funds Insurance Series - Global Growth Fund - Class 1 (a)

 

11,780

 

463,187

 
 

American Funds SMALLCAP World Fund - Class R-6

 

3,646

 

255,845

 
 

719,032

 

Domestic Fixed Income 18.1%

 

American Funds Inflation Linked Bond Fund - Class R-6

 

4,392

 

47,125

 
 

American Funds Insurance Series - American High-Income Trust - Class 1 (a)

 

7,789

 

76,644

 
 

American Funds Insurance Series - Bond Fund of America - Class 1

 

25,172

 

267,574

 
 

American Funds Short Term Bond Fund of America - Class R-6

 

10,706

 

104,166

 
 

American Funds Strategic Bond Fund - Class R-6

 

17,546

 

191,423

 
 

686,932

 

International Equity 9.0%

 

American Funds EuroPacific Growth Fund - Class R-6

 

4,502

 

255,785

 
 

American Funds International Growth and Income Fund - Class R-6

 

2,391

 

85,297

 
 

341,082

 

Emerging Markets Equity 7.5%

 

American Funds New World Fund - Class R-6

 

3,722

 

286,860

 

Emerging Markets Fixed Income 1.5%

 

American Funds Emerging Markets Bond Fund - Class R-6

 

6,990

 

58,154

 
 

Total Investment Companies (cost $3,581,684)

3,804,703

 

Total Investments 100.0% (cost $3,581,684)

3,804,703

 

Other Assets and Liabilities, Net (0.0)%

(1,011)

 

Total Net Assets 100.0%

 

3,803,692

 

(a)  Investment in affiliate.

        

JNL/American Funds Moderate Growth Allocation Fund

INVESTMENT COMPANIES 100.0%

Domestic Fixed Income 36.5%

 

American Funds Inflation Linked Bond Fund - Class R-6

 

4,016

 

43,093

 
 

American Funds Insurance Series - American High-Income Trust - Class 1 (a)

 

9,541

 

93,880

 
 

American Funds Insurance Series - Bond Fund of America - Class 1

 

46,138

 

490,451

 
 

American Funds Short Term Bond Fund of America - Class R-6

 

13,313

 

129,537

 
 

American Funds Strategic Bond Fund - Class R-6

 

26,489

 

288,995

 
 

1,045,956

 

Domestic Equity 34.9%

 

American Funds Insurance Series - Growth Fund - Class 1

 

2,338

 

271,910

 
 

American Funds Investment Company of America Fund - Class R-6

 

8,128

 

399,710

 
 

American Funds Washington Mutual Investors Fund - Class R-6

 

5,549

 

327,971

 
 

999,591

 

Global Equity 13.4%

 

American Funds Insurance Series - Global Growth Fund - Class 1

 

6,138

 

241,339

 
 

American Funds SMALLCAP World Fund - Class R-6

 

2,030

 

142,423

 
 

383,762

 

International Equity 8.2%

 

American Funds EuroPacific Growth Fund - Class R-6

 

2,753

 

156,391

 
 

American Funds International Growth and Income Fund - Class R-6

 

2,195

 

78,334

 
 

234,725

 
  

Shares 

 

Value ($) 

 

Emerging Markets Equity 4.5%

 

American Funds New World Fund - Class R-6

 

1,674

 

129,061

 

Emerging Markets Fixed Income 2.5%

 

American Funds Emerging Markets Bond Fund - Class R-6 (a)

 

8,734

 

72,670

 
 

Total Investment Companies (cost $2,846,091)

2,865,765

 

Total Investments 100.0% (cost $2,846,091)

2,865,765

 

Other Assets and Liabilities, Net (0.0)%

(542)

 

Total Net Assets 100.0%

 

2,865,223

 

(a)  Investment in affiliate.

        

JNL/Goldman Sachs Managed Aggressive Growth Fund

INVESTMENT COMPANIES 100.0%

Domestic Equity 65.5%

 

JNL Multi-Manager Mid Cap Fund - Class I (4.9%) (a)

 

4,502

 

86,394

 
 

JNL Multi-Manager Small Cap Growth Fund - Class I (0.8%) (a)

 

557

 

24,453

 
 

JNL Multi-Manager Small Cap Value Fund - Class I (2.6%) (a)

 

2,752

 

48,932

 
 

JNL/BlackRock Large Cap Select Growth Fund - Class I (4.2%) (a)

 

2,929

 

199,725

 
 

JNL/ClearBridge Large Cap Growth Fund - Class I (14.0%) (a)

 

9,850

 

199,060

 
 

JNL/Invesco Diversified Dividend Fund - Class I (13.4%) (a)

 

10,280

 

146,900

 
 

JNL/JPMorgan MidCap Growth Fund - Class I (1.8%) (a)

 

994

 

61,985

 
 

JNL/JPMorgan U.S. Value Fund - Class I (2.9%) (a)

 

3,189

 

49,171

 
 

JNL/T. Rowe Price Established Growth Fund - Class I (2.5%) (a)

 

4,095

 

290,250

 
 

JNL/T. Rowe Price Mid-Cap Growth Fund - Class I (0.4%) (a)

 

339

 

25,140

 
 

JNL/T. Rowe Price Value Fund - Class I (6.0%) (a)

 

13,546

 

345,015

 
 

JNL/WMC Value Fund - Class I (8.7%) (a)

 

4,633

 

146,723

 
 

1,623,748

 

International Equity 16.0%

 

JNL/Causeway International Value Select Fund - Class I (6.9%) (a)

 

6,886

 

110,999

 
 

JNL/Invesco International Growth Fund - Class I (4.5%) (a)

 

3,241

 

48,492

 
 

JNL/Lazard International Strategic Equity Fund - Class I (14.5%) (a)

 

5,471

 

86,339

 
 

JNL/WCM Focused International Equity Fund - Class I (7.6%) (a)

 

7,603

 

149,173

 
 

395,003

 

Global Equity 6.0%

 

JNL/Invesco Global Growth Fund - Class I (6.8%) (a)

 

6,250

 

149,325

 

Domestic Fixed Income 4.0%

 

JNL/DoubleLine Total Return Fund - Class I (1.1%) (a)

 

2,241

 

24,760

 
 

JNL/PPM America High Yield Bond Fund - Class I (1.3%) (a)

 

1,434

 

25,075

 
 

JNL/PPM America Total Return Fund - Class I (2.8%) (a)

 

3,803

 

49,399

 
 

99,234

 

Emerging Markets Equity 3.5%

 

JNL Multi-Manager Emerging Markets Equity Fund - Class I (4.0%) (a)

 

5,040

 

49,848

 
 

JNL/GQG Emerging Markets Equity Fund - Class I (5.0%) (a)

 

2,914

 

37,881

 
 

87,729

 

Alternative 3.0%

 

JNL Multi-Manager Alternative Fund - Class I (5.9%) (a)

 

6,539

 

74,410

 

Emerging Markets Fixed Income 2.0%

 

JNL/DoubleLine Emerging Markets Fixed Income Fund - Class I (6.4%) (a)

 

4,274

 

48,939

 
 

Total Investment Companies (cost $1,855,829)

2,478,388

 

Total Investments 100.0% (cost $1,855,829)

2,478,388

 

Other Assets and Liabilities, Net (0.0)%

(577)

 

Total Net Assets 100.0%

 

2,477,811

 

5


JNL Series Trust (Unaudited)

Schedules of Investments (in thousands)

March 31, 2022

      
  

Shares 

 

Value ($) 

 

(a)  The Fund's percentage ownership of the underlying affiliated fund at March 31, 2022 is presented parenthetically. The Fund does not invest in the underlying affiliated funds for the purpose of exercising management or control.

        

JNL/Goldman Sachs Managed Conservative Fund

INVESTMENT COMPANIES 100.0%

Domestic Fixed Income 69.3%

 

JNL/DoubleLine Core Fixed Income Fund - Class I (2.2%) (a)

 

5,232

 

74,501

 
 

JNL/DoubleLine Total Return Fund - Class I (4.5%) (a)

 

9,599

 

106,075

 
 

JNL/Fidelity Institutional Asset Management Total Bond Fund - Class I (5.7%) (a)

 

5,985

 

74,877

 
 

JNL/JPMorgan U.S. Government & Quality Bond Fund - Class I (4.6%) (a)

 

5,207

 

74,363

 
 

JNL/Lord Abbett Short Duration Income Fund - Class I (5.6%) (a)

 

4,158

 

42,449

 
 

JNL/PIMCO Income Fund - Class I (3.4%) (a)

 

4,899

 

53,350

 
 

JNL/PIMCO Investment Grade Credit Bond Fund - Class I (8.0%) (a)

 

9,543

 

117,949

 
 

JNL/PIMCO Real Return Fund - Class I (2.2%) (a)

 

3,446

 

42,076

 
 

JNL/PPM America High Yield Bond Fund - Class I (1.1%) (a)

 

1,215

 

21,245

 
 

JNL/PPM America Total Return Fund - Class I (4.3%) (a)

 

5,734

 

74,484

 
 

JNL/T. Rowe Price Short-Term Bond Fund - Class I (2.1%) (a)

 

3,004

 

31,427

 
 

JNL/T. Rowe Price U.S. High Yield Fund - Class I (3.3%) (a)

 

1,868

 

21,349

 
 

734,145

 

Domestic Equity 15.2%

 

JNL Multi-Manager Mid Cap Fund - Class I (0.6%) (a)

 

553

 

10,606

 
 

JNL Multi-Manager Small Cap Growth Fund - Class I (0.4%) (a)

 

241

 

10,576

 
 

JNL/BlackRock Large Cap Select Growth Fund - Class I (0.4%) (a)

 

310

 

21,148

 
 

JNL/ClearBridge Large Cap Growth Fund - Class I (0.7%) (a)

 

524

 

10,596

 
 

JNL/DFA U.S. Core Equity Fund - Class I (1.6%) (a)

 

1,062

 

25,580

 
 

JNL/Invesco Diversified Dividend Fund - Class I (1.8%) (a)

 

1,410

 

20,145

 
 

JNL/JPMorgan MidCap Growth Fund - Class I (0.3%) (a)

 

170

 

10,589

 
 

JNL/T. Rowe Price Established Growth Fund - Class I (0.2%) (a)

 

299

 

21,178

 
 

JNL/T. Rowe Price Value Fund - Class I (0.5%) (a)

 

1,215

 

30,948

 
 

161,366

 

Global Fixed Income 4.0%

 

JNL/Neuberger Berman Strategic Income Fund - Class I (5.1%) (a)

 

3,543

 

42,695

 

International Equity 3.5%

 

JNL/Causeway International Value Select Fund - Class I (0.7%) (a)

 

660

 

10,638

 
 

JNL/Lazard International Strategic Equity Fund - Class I (1.8%) (a)

 

668

 

10,547

 
 

JNL/WCM Focused International Equity Fund - Class I (0.8%) (a)

 

821

 

16,115

 
 

37,300

 

Emerging Markets Fixed Income 3.0%

 

JNL/DoubleLine Emerging Markets Fixed Income Fund - Class I (4.2%) (a)

 

2,794

 

31,994

 

Alternative 3.0%

 

JNL Multi-Manager Alternative Fund - Class I (2.5%) (a)

 

2,806

 

31,928

 

Emerging Markets Equity 1.0%

 

JNL Multi-Manager Emerging Markets Equity Fund - Class I (0.9%) (a)

 

1,093

 

10,810

 

Global Equity 1.0%

 

JNL/Invesco Global Growth Fund - Class I (0.5%) (a)

 

435

 

10,387

 
 

Total Investment Companies (cost $988,271)

1,060,625

 

Total Investments 100.0% (cost $988,271)

1,060,625

 

Other Assets and Liabilities, Net (0.0)%

(294)

 

Total Net Assets 100.0%

 

1,060,331

 
      
  

Shares 

 

Value ($) 

 

(a)  The Fund's percentage ownership of the underlying affiliated fund at March 31, 2022 is presented parenthetically. The Fund does not invest in the underlying affiliated funds for the purpose of exercising management or control.

        

JNL/Goldman Sachs Managed Growth Fund

INVESTMENT COMPANIES 100.0%

Domestic Equity 60.6%

 

JNL Multi-Manager Mid Cap Fund - Class I (10.3%) (a)

 

9,417

 

180,703

 
 

JNL Multi-Manager Small Cap Growth Fund - Class I (1.8%) (a)

 

1,175

 

51,599

 
 

JNL Multi-Manager Small Cap Value Fund - Class I (5.5%) (a)

 

5,751

 

102,252

 
 

JNL/BlackRock Large Cap Select Growth Fund - Class I (7.1%) (a)

 

4,975

 

339,223

 
 

JNL/ClearBridge Large Cap Growth Fund - Class I (25.8%) (a)

 

18,096

 

365,712

 
 

JNL/Invesco Diversified Dividend Fund - Class I (28.0%) (a)

 

21,499

 

307,220

 
 

JNL/JPMorgan MidCap Growth Fund - Class I (3.7%) (a)

 

2,085

 

130,052

 
 

JNL/JPMorgan U.S. Value Fund - Class I (6.2%) (a)

 

6,671

 

102,873

 
 

JNL/T. Rowe Price Established Growth Fund - Class I (5.3%) (a)

 

8,608

 

610,064

 
 

JNL/T. Rowe Price Mid-Cap Growth Fund - Class I (0.8%) (a)

 

708

 

52,494

 
 

JNL/T. Rowe Price Value Fund - Class I (10.8%) (a)

 

24,351

 

620,233

 
 

JNL/WMC Value Fund - Class I (16.7%) (a)

 

8,914

 

282,295

 
 

3,144,720

 

Domestic Fixed Income 13.9%

 

JNL/DoubleLine Core Fixed Income Fund - Class I (3.0%) (a)

 

7,249

 

103,226

 
 

JNL/DoubleLine Total Return Fund - Class I (4.4%) (a)

 

9,324

 

103,026

 
 

JNL/Fidelity Institutional Asset Management Total Bond Fund - Class I (3.9%) (a)

 

4,117

 

51,507

 
 

JNL/PIMCO Income Fund - Class I (3.3%) (a)

 

4,778

 

52,031

 
 

JNL/PIMCO Investment Grade Credit Bond Fund - Class I (7.0%) (a)

 

8,361

 

103,340

 
 

JNL/PIMCO Real Return Fund - Class I (5.4%) (a)

 

8,399

 

102,556

 
 

JNL/PPM America High Yield Bond Fund - Class I (3.9%) (a)

 

4,439

 

77,633

 
 

JNL/PPM America Total Return Fund - Class I (7.4%) (a)

 

9,940

 

129,125

 
 

722,444

 

International Equity 12.9%

 

JNL/Causeway International Value Select Fund - Class I (11.3%) (a)

 

11,191

 

180,392

 
 

JNL/Invesco International Growth Fund - Class I (9.6%) (a)

 

6,827

 

102,139

 
 

JNL/Lazard International Strategic Equity Fund - Class I (26.0%) (a)

 

9,774

 

154,228

 
 

JNL/WCM Focused International Equity Fund - Class I (11.9%) (a)

 

11,914

 

233,763

 
 

670,522

 

Global Equity 4.5%

 

JNL/Invesco Global Growth Fund - Class I (10.6%) (a)

 

9,855

 

235,436

 

Emerging Markets Equity 3.1%

 

JNL Multi-Manager Emerging Markets Equity Fund - Class I (6.4%) (a)

 

7,979

 

78,917

 
 

JNL/GQG Emerging Markets Equity Fund - Class I (10.3%) (a)

 

6,080

 

79,045

 
 

157,962

 

Alternative 3.0%

 

JNL Multi-Manager Alternative Fund - Class I (12.3%) (a)

 

13,648

 

155,312

 

Emerging Markets Fixed Income 2.0%

 

JNL/DoubleLine Emerging Markets Fixed Income Fund - Class I (13.7%) (a)

 

9,110

 

104,304

 
 

Total Investment Companies (cost $3,987,189)

5,190,700

 

Total Investments 100.0% (cost $3,987,189)

5,190,700

 

Other Assets and Liabilities, Net (0.0)%

(1,200)

 

Total Net Assets 100.0%

 

5,189,500

 

6


JNL Series Trust (Unaudited)

Schedules of Investments (in thousands)

March 31, 2022

      
  

Shares 

 

Value ($) 

 

(a)  The Fund's percentage ownership of the underlying affiliated fund at March 31, 2022 is presented parenthetically. The Fund does not invest in the underlying affiliated funds for the purpose of exercising management or control.

        

JNL/Goldman Sachs Managed Moderate Fund

INVESTMENT COMPANIES 100.0%

Domestic Fixed Income 50.9%

 

JNL/DoubleLine Core Fixed Income Fund - Class I (2.9%) (a)

 

6,964

 

99,172

 
 

JNL/DoubleLine Total Return Fund - Class I (5.8%) (a)

 

12,303

 

135,949

 
 

JNL/Fidelity Institutional Asset Management Total Bond Fund - Class I (7.5%) (a)

 

7,930

 

99,200

 
 

JNL/JPMorgan U.S. Government & Quality Bond Fund - Class I (7.7%) (a)

 

8,661

 

123,680

 
 

JNL/Lord Abbett Short Duration Income Fund - Class I (13.0%) (a)

 

9,655

 

98,581

 
 

JNL/PIMCO Income Fund - Class I (6.4%) (a)

 

9,113

 

99,243

 
 

JNL/PIMCO Investment Grade Credit Bond Fund - Class I (13.6%) (a)

 

16,146

 

199,569

 
 

JNL/PIMCO Real Return Fund - Class I (3.8%) (a)

 

5,969

 

72,888

 
 

JNL/PPM America High Yield Bond Fund - Class I (2.5%) (a)

 

2,855

 

49,931

 
 

JNL/PPM America Total Return Fund - Class I (10.0%) (a)

 

13,363

 

173,584

 
 

JNL/T. Rowe Price Short-Term Bond Fund - Class I (4.9%) (a)

 

7,038

 

73,615

 
 

JNL/T. Rowe Price U.S. High Yield Fund - Class I (5.8%) (a)

 

3,306

 

37,792

 
 

1,263,204

 

Domestic Equity 30.6%

 

JNL Multi-Manager Mid Cap Fund - Class I (2.8%) (a)

 

2,593

 

49,756

 
 

JNL Multi-Manager Small Cap Growth Fund - Class I (0.8%) (a)

 

564

 

24,758

 
 

JNL Multi-Manager Small Cap Value Fund - Class I (1.3%) (a)

 

1,380

 

24,545

 
 

JNL/BlackRock Large Cap Select Growth Fund - Class I (1.3%) (a)

 

911