# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013542
**Filing Date:** 2023-2
**Character Count:** 67395
**Document Hash:** 7cd5a688252821ac3fdf0986afce588b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013542.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013542

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683274

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

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

## Series and Classes Contracts Data

### JNL/Mellon Consumer Discretionary Sector Fund (Series ID: S000068122)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000218202 | JNL/Mellon Consumer Discretionary Sector Fund (A) |  |
| C000218203 | JNL/Mellon Consumer Discretionary Sector Fund (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

- **a. Name of Series:** JNL/Mellon Consumer Discretionary Sector Fund

- **b. EDGAR series identifier (if any):** S000068122

- **c. LEI of Series:** 549300FL0EP1XOUEMC70

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1111188079.36

**Total Liabilities:** $4818659.30

**Net Assets:** $1106369420.06

**Cash Not Reported:** $558484.35

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218202 | 2.13%                | 2.71%                | -11.03%              |
| Class ID C000218203 | 2.18%                | 2.74%                | -11.02%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4445898.50              | $21463890.00                               |
| Month 2  | $983298.47               | $30313220.81                               |
| Month 3  | $12242995.13             | $-150035699.77                             |

### Schedule of Portfolio Investments

| Name                                     | Title                                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC   | JNL Securities Lending Collateral Fund   | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3852091 | NS      | $3852091.05   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE              | FUTURE - CASH SETTLED                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        29 | NC      | $-6804.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                   | General Motors Company                   | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    425324 | NS      | $14307899.36  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Incorporated                    | Gentherm Incorporated                    | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      9924 | NS      | $647937.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc.              | Hilton Grand Vacations Inc.              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     23572 | NS      | $908464.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                             | Macy's, Inc.                             | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     80894 | NS      | $1670461.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash, Inc.                    | Mister Car Wash, Inc.                    | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24701 | NS      | $227990.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Chargepoint Inc.                         | Chargepoint Inc.                         | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |     82074 | NS      | $782165.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Chewy, Inc.                              | Chewy, Inc.                              | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     27672 | NS      | $1026077.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Cracker Barrel Old Country Store, Inc.   | Cracker Barrel Old Country Store, Inc.   | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      6496 | NS      | $615431.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Company                    | Genuine Parts Company                    | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     42096 | NS      | $7304076.96   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire & Rubber Company       | The Goodyear Tire & Rubber Company       | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     84558 | NS      | $858263.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                              | Greif, Inc.                              | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      7655 | NS      | $513344.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                            | Rollins, Inc.                            | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     69154 | NS      | $2526887.16   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                         | V.F. Corporation                         | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     98399 | NS      | $2716796.39   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                  | Bath & Body Works, Inc.                  | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     68296 | NS      | $2877993.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                       | Best Buy Co., Inc.                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     59995 | NS      | $4812198.95   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R Block, Inc.                        | H & R Block, Inc.                        | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     46500 | NS      | $1697715.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                          | BorgWarner Inc.                          | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     69574 | NS      | $2800353.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                         | WestRock Company                         | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     76287 | NS      | $2682250.92   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts, Limited                    | Wynn Resorts, Limited                    | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     30800 | NS      | $2540076.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.            | Asbury Automotive Group, Inc.            | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      6616 | NS      | $1185918.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                            | Autoliv, Inc.                            | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     23098 | NS      | $1768844.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor Pty Ltd                            | Amcor Pty Ltd                            | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |    446246 | NS      | $5314789.86   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                   | Capri Holdings Limited                   | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |     38433 | NS      | $2202979.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                         | Ball Corporation                         | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     93951 | NS      | $4804654.14   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Incorporated             | Churchill Downs Incorporated             | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      9816 | NS      | $2075396.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.      | Norwegian Cruise Line Holdings Ltd.      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    125014 | NS      | $1530171.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                  | Burlington Stores, Inc.                  | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     19602 | NS      | $3974501.52   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                       | Lennar Corporation                       | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     76192 | NS      | $6895376.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                       | Lennar Corporation                       | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      4541 | NS      | $339575.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Home Depot, Inc.                     | The Home Depot, Inc.                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    306029 | NS      | $96662319.94  | 8.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corporation                 | Hyatt Hotels Corporation                 | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     14299 | NS      | $1293344.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corporation                       | Kohl's Corporation                       | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     34772 | NS      | $877993.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.           | Wyndham Hotels & Resorts, Inc.           | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     26193 | NS      | $1867822.83   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                      | YETI Holdings, Inc.                      | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     25583 | NS      | $1056833.73   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient Public Limited Company            | Adient Public Limited Company            | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     27940 | NS      | $969238.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.             | Royal Caribbean Cruises Ltd.             | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |     65530 | NS      | $3239147.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                              | Greif, Inc.                              | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       469 | NS      | $36689.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International        | Service Corporation International        | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     45784 | NS      | $3165505.76   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                       | Under Armour, Inc.                       | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     51875 | NS      | $527050.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                       | Under Armour, Inc.                       | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     58898 | NS      | $525370.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's, Inc.                           | Leslie's, Inc.                           | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45857 | NS      | $559913.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                      | Lithia Motors, Inc.                      | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      8151 | NS      | $1668835.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies, Inc.                   | Lowe`s Companies, Inc.                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    185550 | NS      | $36968982.00  | 3.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group, Inc.                        | Lucid Group, Inc.                        | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    174604 | NS      | $1192545.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Lululemon Athletica Canada Inc.          | Lululemon Athletica Canada Inc.          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |     34749 | NS      | $11132884.62  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings, Inc.                    | Cannae Holdings, Inc.                    | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     21690 | NS      | $447898.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                       | Gentex Corporation                       | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     69442 | NS      | $1893683.34   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang, Inc.                            | Coupang, Inc.                            | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |    304918 | NS      | $4485343.78   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                          | LKQ Corporation                          | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     75769 | NS      | $4046822.29   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                   | Rush Enterprises, Inc.                   | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     13299 | NS      | $695271.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                 | Group 1 Automotive, Inc.                 | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      4340 | NS      | $782805.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                    | Harley-Davidson, Inc.                    | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     39546 | NS      | $1645113.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                             | Hasbro, Inc.                             | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     38641 | NS      | $2357487.41   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                  | Sonoco Products Company                  | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     29099 | NS      | $1766600.29   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                    | Starbucks Corporation                    | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    343149 | NS      | $34040380.80  | 3.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies, Inc.                  | The TJX Companies, Inc.                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    347081 | NS      | $27627647.60  | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                  | Signet Jewelers Limited                  | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | JE        |     14281 | NS      | $971108.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home II Corporation      | Taylor Morrison Home II Corporation      | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     32060 | NS      | $973021.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.         | Tempur Sealy International, Inc.         | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     50899 | NS      | $1747362.67   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc.                               | Tesla Inc.                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    802373 | NS      | $98836306.14  | 8.93%             |  |  |  | No            |                  1 | On Loan: No      |
| The ODP Corporation                      | The ODP Corporation                      | CUSIP: 88337F105<br>LEI: 549300OI428NU7XTM839 | Long             | EC               | CORP              | US        |     12683 | NS      | $577583.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                        | Ulta Beauty, Inc.                        | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |     15337 | NS      | $7194126.59   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden, Ltd.                      | Steven Madden, Ltd.                      | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     21885 | NS      | $699444.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.             | Marriott International, Inc.             | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     80432 | NS      | $11975520.69  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                             | Mattel, Inc.                             | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    105910 | NS      | $1889434.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                   | McDonald's Corporation                   | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    218948 | NS      | $57699366.44  | 5.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                  | Mohawk Industries, Inc.                  | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     15723 | NS      | $1607205.06   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company        | Graphic Packaging Holding Company        | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91759 | NS      | $2041637.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                     | Kontoor Brands, Inc.                     | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     15581 | NS      | $623084.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                          | LGI Homes, Inc.                          | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      6239 | NS      | $577731.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corporation | Marriott Vacations Worldwide Corporation | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     11382 | NS      | $1531903.38   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre S.R.L                       | MercadoLibre S.R.L                       | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |     13858 | NS      | $11727193.92  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive, Inc.                | Peloton Interactive, Inc.                | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |     94953 | NS      | $753926.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Tractor Supply Company                   | Tractor Supply Company                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     33035 | NS      | $7431883.95   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                     | Travel + Leisure Co.                     | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     24195 | NS      | $880698.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                        | TripAdvisor, Inc.                        | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     31324 | NS      | $563205.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaworld Entertainment, Inc.             | Seaworld Entertainment, Inc.             | CUSIP: 81282V100<br>LEI: 549300UZV72O3371JJ53 | Long             | EC               | CORP              | US        |     11841 | NS      | $633611.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Operations Inc.                | Six Flags Operations Inc.                | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     23269 | NS      | $541004.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen, Inc.                         | Sweetgreen, Inc.                         | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23486 | NS      | $201275.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Five Below, Inc.                         | Five Below, Inc.                         | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     16534 | NS      | $2924368.58   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings, Inc.                   | Olaplex Holdings, Inc.                   | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27667 | NS      | $144145.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive, Inc.                  | Rivian Automotive, Inc.                  | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163142 | NS      | $3006707.06   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendy's Company                      | The Wendy's Company                      | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     51961 | NS      | $1175877.43   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.              | Caesars Entertainment, Inc.              | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     64011 | NS      | $2662857.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                | Aptiv PLC                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     80971 | NS      | $7540829.23   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                             | Copart, Inc.                             | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |    128181 | NS      | $7804941.09   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Incorporated            | Leggett & Platt, Incorporated            | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     39105 | NS      | $1260354.15   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. Holdings, Inc.                    | M.D.C. Holdings, Inc.                    | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     15820 | NS      | $499915.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                | O'Reilly Automotive, Inc.                | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     18741 | NS      | $15817966.23  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                | PVH Corp.                                | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     19462 | NS      | $1373822.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.            | Penske Automotive Group, Inc.            | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      7440 | NS      | $855079.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health And Wellness Company, Inc.  | Petco Health And Wellness Company, Inc.  | CUSIP: 71601V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24939 | NS      | $236421.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantumscape Battery, Inc.               | Quantumscape Battery, Inc.               | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87818 | NS      | $497928.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Academy Sports & Outdoors, Inc.          | Academy Sports & Outdoors, Inc.          | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23878 | NS      | $1254550.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Systems, Inc.                    | Allison Systems, Inc.                    | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     27588 | NS      | $1147660.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.          | American Eagle Outfitters, Inc.          | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     49797 | NS      | $695166.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                         | AutoNation, Inc.                         | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10240 | NS      | $1098752.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group, Inc.                 | Berry Global Group, Inc.                 | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     37465 | NS      | $2264009.95   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                     | Crown Holdings, Inc.                     | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     35863 | NS      | $2948297.23   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America         | Packaging Corporation of America         | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     27735 | NS      | $3547583.85   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.             | Floor & Decor Holdings, Inc.             | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     31584 | NS      | $2199193.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                  | Victoria's Secret & Co.                  | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     24231 | NS      | $866985.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                 | Ralph Lauren Corporation                 | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     12197 | NS      | $1288856.99   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack, Inc.                        | Shake Shack, Inc.                        | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     11695 | NS      | $485693.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                    | Whirlpool Corporation                    | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     16301 | NS      | $2305939.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc.                            | Wingstop Inc.                            | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      8915 | NS      | $1226882.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                        | Yum! Brands, Inc.                        | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     84420 | NS      | $10812513.60  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                | Fox Factory Holding Corp.                | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     12530 | NS      | $1143111.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.          | Papa John's International, Inc.          | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      9610 | NS      | $790999.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                              | Crocs, Inc.                              | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     18426 | NS      | $1997931.18   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products, Inc.                    | Dorman Products, Inc.                    | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8453 | NS      | $683594.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                          | Nordstrom, Inc.                          | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     35255 | NS      | $569015.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CarMax, Inc.                             | CarMax, Inc.                             | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |     47248 | NS      | $2876930.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.           | Hilton Worldwide Holdings Inc.           | CUSIP: 43300A203<br>LEI: 549300406TN7EY0NPH20 | Long             | EC               | CORP              | US        |     81080 | NS      | $10245268.80  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                | NVR, Inc.                                | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       900 | NS      | $4151322.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                     | Planet Fitness, Inc.                     | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     24856 | NS      | $1958652.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                        | Dana Incorporated                        | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     38140 | NS      | $577058.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                 | Darden Restaurants, Inc.                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     36448 | NS      | $5041851.84   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation              | Deckers Outdoor Corporation              | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      7906 | NS      | $3155758.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.              | Dick's Sporting Goods, Inc.              | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     16618 | NS      | $1998979.22   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                          | Dillard's, Inc.                          | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      1019 | NS      | $329340.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                     | Domino's Pizza, Inc.                     | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |     10586 | NS      | $3666990.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                    | Williams-Sonoma, Inc.                    | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     19952 | NS      | $2292883.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                           | GameStop Corp.                           | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     75394 | NS      | $1391773.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| International Paper Company              | International Paper Company              | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    106869 | NS      | $3700873.47   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                           | LCI Industries                           | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      7602 | NS      | $702804.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings, Inc.           | Life Time Group Holdings, Inc.           | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17771 | NS      | $212541.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                       | RH                                       | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      5655 | NS      | $1510959.45   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts, Inc.                   | Red Rock Resorts, Inc.                   | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14623 | NS      | $585066.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                     | Silgan Holdings Inc.                     | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     26202 | NS      | $1358311.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                    | Thor Industries, Inc.                    | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     16065 | NS      | $1212746.85   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                 | Advance Auto Parts, Inc.                 | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     17947 | NS      | $2638747.41   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                           | AutoZone, Inc.                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      5672 | NS      | $13988172.96  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                        | D.R. Horton, Inc.                        | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     93841 | NS      | $8364986.74   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc.              | Driven Brands Holdings Inc.              | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17469 | NS      | $477078.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, Inc.                               | ETSY, Inc.                               | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     37596 | NS      | $4503248.88   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                      | Expedia Group, Inc.                      | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     44963 | NS      | $3938758.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap, Inc.                            | The Gap, Inc.                            | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     65320 | NS      | $736809.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                   | Urban Outfitters, Inc.                   | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     18765 | NS      | $447545.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                  | Boyd Gaming Corporation                  | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     23674 | NS      | $1290943.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.   | Bright Horizons Family Solutions, Inc.   | CUSIP: 109194100<br>LEI: 254900BHOU40CFNXWQ75 | Long             | EC               | CORP              | US        |     17064 | NS      | $1076738.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                    | Booking Holdings Inc.                    | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     11595 | NS      | $23367171.60  | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                     | Carnival Corporation                     | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    298655 | NS      | $2407159.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Carter's, Inc.                           | Carter's, Inc.                           | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     11244 | NS      | $838914.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                  | Acushnet Holdings Corp.                  | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     10293 | NS      | $437040.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                             | Airbnb, Inc.                             | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |    119188 | NS      | $10190574.00  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.               | Albany International Corp.               | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      9074 | NS      | $894605.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                         | Amazon.com, Inc.                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   2653194 | NS      | $222868296.00 | 20.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products, Inc.        | Installed Building Products, Inc.        | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      6671 | NS      | $571037.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                    | Bloomin' Brands, Inc.                    | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     24499 | NS      | $492919.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.             | Casey's General Stores, Inc.             | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     11100 | NS      | $2490285.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                   | Cavco Industries, Inc.                   | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2572 | NS      | $581915.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.             | Chipotle Mexican Grill, Inc.             | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8301 | NS      | $11517554.49  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.        | Choice Hotels International, Inc.        | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      8260 | NS      | $930406.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company              | Columbia Sportswear Company              | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     10584 | NS      | $926946.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                    | Las Vegas Sands Corp.                    | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     98421 | NS      | $4731097.47   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.            | Topgolf Callaway Brands Corp.            | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     40659 | NS      | $803015.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                         | Lear Corporation                         | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     17497 | NS      | $2169977.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                          | Murphy USA Inc.                          | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      6214 | NS      | $1737061.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                         | Hanesbrands Inc.                         | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    101477 | NS      | $645393.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JNL Government Money Market Fund         | JNL Government Money Market Fund         | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2240324 | NS      | $2240323.81   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                  | KB Home                                  | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     23734 | NS      | $755927.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment, Inc.                 | PENN Entertainment, Inc.                 | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46153 | NS      | $1370744.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                             | Polaris Inc.                             | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     16216 | NS      | $1637816.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                         | PulteGroup, Inc.                         | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68217 | NS      | $3105920.01   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Draftkings Inc.                          | Draftkings Inc.                          | CUSIP: 26142V105<br>LEI: 5493008P45UYYL683Z97 | Long             | EC               | CORP              | US        |    133529 | NS      | $1520895.31   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                        | Ross Stores, Inc.                        | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |    103899 | NS      | $12059556.93  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                   | Rush Enterprises, Inc.                   | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       653 | NS      | $36744.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                    | Brunswick Corporation                    | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     21566 | NS      | $1554477.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                | eBay Inc.                                | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    162534 | NS      | $6740284.98   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                        | Foot Locker, Inc.                        | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     23708 | NS      | $895925.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                               | NIKE, Inc.                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    376567 | NS      | $44062104.67  | 3.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corporation                        | Sabre Corporation                        | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     98159 | NS      | $606622.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                     | Light & Wonder, Inc.                     | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     27981 | NS      | $1639686.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                   | Sealed Air Corporation                   | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     43184 | NS      | $2154017.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                       | Vail Resorts, Inc.                       | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     12061 | NS      | $2874739.35   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                      | Visteon Corporation                      | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      8310 | NS      | $1087197.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                          | Frontdoor, Inc.                          | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     25144 | NS      | $522995.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc.          | Reynolds Consumer Products Inc.          | CUSIP: 76171L106<br>LEI: 549300DWNZYMOSR1X343 | Long             | EC               | CORP              | US        |     17150 | NS      | $514157.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc.                             | Wayfair Inc.                             | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |     23781 | NS      | $782157.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Skechers U.S.A., Inc.                    | Skechers U.S.A., Inc.                    | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     39946 | NS      | $1675734.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corporation             | Skyline Champion Corporation             | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16295 | NS      | $839355.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                           | Tapestry, Inc.                           | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     71729 | NS      | $2731440.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                    | Texas Roadhouse, Inc.                    | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     19835 | NS      | $1803993.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                      | Toll Brothers, Inc.                      | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     30934 | NS      | $1544225.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation               | Meritage Homes Corporation               | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     10932 | NS      | $1007930.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings, Inc.           | National Vision Holdings, Inc.           | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     23590 | NS      | $914348.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                          | O-I Glass, Inc.                          | CUSIP: 67098H104<br>LEI: XRT4MR5HXMYMNAZQA715 | Long             | EC               | CORP              | US        |     44982 | NS      | $745351.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                       | Ford Motor Company                       | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |   1182947 | NS      | $13757673.61  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Luminar Technologies, Inc.               | Luminar Technologies, Inc.               | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Long             | EC               | CORP              | US        |     72670 | NS      | $359716.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MGM Resorts International                | MGM Resorts International                | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     95106 | NS      | $3188904.18   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer