# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013522
**Filing Date:** 2023-2
**Character Count:** 78552
**Document Hash:** 45ea5dedd461263845cd362c4dd1c4d2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013522.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013522

**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:** 23683250

**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/AQR Large Cap Defensive Style Fund (Series ID: S000064958)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000210326 | JNL/AQR Large Cap Defensive Style Fund (I) |  |
| C000210327 | JNL/AQR Large Cap Defensive Style Fund (A) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

- **a. Name of Series:** JNL/AQR Large Cap Defensive Style Fund

- **b. EDGAR series identifier (if any):** S000064958

- **c. LEI of Series:** 549300S65IVQ2U9IZZ79

**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:** $389961824.31

**Total Liabilities:** $434270.46

**Net Assets:** $389527553.85

**Cash Not Reported:** $1084431.21

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210326 | 9.18%                | 6.21%                | -3.85%               |
| Class ID C000210327 | 9.10%                | 6.20%                | -3.89%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $30858335.30                               |
| Month 2  | $-2857485.93             | $25209961.83                               |
| Month 3  | $29.12                   | $-15090044.46                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO MERCANTILE EXCHANGE                    | FUTURE - CASH SETTLED                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        86 | NC      | $-588167.50   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                           | FTI Consulting, Inc.                           | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     20991 | NS      | $3333370.80   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                            | Flowers Foods, Inc.                            | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     60251 | NS      | $1731613.74   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                          | Gilead Sciences, Inc.                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      2754 | NS      | $236430.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line, Inc.                | Old Dominion Freight Line, Inc.                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      3757 | NS      | $1066161.46   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                               | Olin Corporation                               | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      9846 | NS      | $521247.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The PNC Financial Services Group, Inc.         | The PNC Financial Services Group, Inc.         | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      1012 | NS      | $159835.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.            | World Wrestling Entertainment, Inc.            | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     29770 | NS      | $2039840.40   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd            | White Mountains Insurance Group Ltd            | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |       554 | NS      | $783538.82    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                 | Assurant, Inc.                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      2043 | NS      | $255497.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                             | Altria Group, Inc.                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     15006 | NS      | $685924.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                      | The J. M. Smucker Company                      | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      2967 | NS      | $470150.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.             | West Pharmaceutical Services, Inc.             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       631 | NS      | $148505.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.             | American International Group, Inc.             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     18240 | NS      | $1153497.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                             | T-Mobile USA, Inc.                             | CUSIP: 872590104<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EC               | CORP              | US        |     36314 | NS      | $5083960.00   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                | BlackRock, Inc.                                | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      3485 | NS      | $2469575.55   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                           | The Southern Company                           | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     25400 | NS      | $1813814.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide, Inc.                  | C.H. Robinson Worldwide, Inc.                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      4247 | NS      | $388855.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                 | CME Group Inc.                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     21801 | NS      | $3666056.16   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                            | Centene Corporation                            | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      2445 | NS      | $200514.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                             | Chemed Corporation                             | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      5779 | NS      | $2949774.97   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                      | Colgate-Palmolive Company                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     62224 | NS      | $4902628.96   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     21481 | NS      | $2534758.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                   | Copart, Inc.                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     25820 | NS      | $1572179.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                   | Cummins Inc.                                   | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     10238 | NS      | $2480565.02   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                | Deere & Company                                | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      4400 | NS      | $1886544.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                          | Dominion Energy, Inc.                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     18696 | NS      | $1146438.72   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                                | Kellogg Company                                | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     16304 | NS      | $1161496.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                     | Kimberly-Clark Corporation                     | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1408 | NS      | $191136.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.      | Knight-Swift Transportation Holdings Inc.      | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16958 | NS      | $888768.78    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                 | The Kroger Co.                                 | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     68478 | NS      | $3052749.24   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                          | Landstar System, Inc.                          | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      4475 | NS      | $728977.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corporation                 | Marathon Petroleum Corporation                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     30945 | NS      | $3601688.55   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                     | Unum Group                                     | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      6471 | NS      | $265505.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                    | Garmin Ltd.                                    | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |     18800 | NS      | $1735052.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                 | Citizens Financial Group, Inc.                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     16155 | NS      | $636022.35    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                      | Consolidated Edison, Inc.                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      5689 | NS      | $542218.59    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                   | Envista Holdings Corporation                   | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     18486 | NS      | $622423.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.   | Expeditors International of Washington, Inc.   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     38223 | NS      | $3972134.16   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                             | IQVIA Holdings Inc                             | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      4808 | NS      | $985111.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc.                              | Life Storage Inc.                              | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      1063 | NS      | $104705.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                | United Therapeutics Corporation                | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      5345 | NS      | $1486391.05   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                  | Thermo Fisher Scientific Inc.                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      9182 | NS      | $5056435.58   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                   | Casey's General Stores, Inc.                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       463 | NS      | $103874.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                            | Cisco Systems, Inc.                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     36536 | NS      | $1740575.04   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                     | Constellation Brands, Inc.                     | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      4311 | NS      | $999074.25    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                  | Corteva, Inc.                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     12341 | NS      | $725403.98    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                             | DTE Energy Company                             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1649 | NS      | $193806.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                     | Dollar General Corporation                     | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      4123 | NS      | $1015288.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     28305 | NS      | $3795700.50   | 0.97%             |  |  |  | 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        |  18590402 | NS      | $18590402.39  | 4.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc.                                    | Seagen Inc.                                    | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1975 | NS      | $253807.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                      | Visa Inc.                                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     22965 | NS      | $4771208.40   | 1.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Waste Management, Inc.                         | Waste Management, Inc.                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     33868 | NS      | $5313211.84   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AON Public Limited Company                     | AON Public Limited Company                     | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      4053 | NS      | $1216467.42   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                  | Clarivate PLC                                  | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Long             | EC               | CORP              | JE        |     20248 | NS      | $168868.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company       | Eaton Corporation Public Limited Company       | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       800 | NS      | $125560.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                 | LyondellBasell Industries N.V.                 | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |      6745 | NS      | $560037.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                    | Avnet, Inc.                                    | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      2647 | NS      | $110062.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                               | Gen Digital Inc.                               | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     53890 | NS      | $1154862.70   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                            | Danaher Corporation                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     16436 | NS      | $4362443.12   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                        | HF Sinclair Corporation                        | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |      5432 | NS      | $281866.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Home Depot, Inc.                           | The Home Depot, Inc.                           | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      8369 | NS      | $2643432.34   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                   | Honeywell International Inc.                   | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      3621 | NS      | $775980.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation    | International Business Machines Corporation    | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     14757 | NS      | $2079113.73   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                    | International Paper Company                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     10733 | NS      | $371683.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                | KLA Corporation                                | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      2324 | NS      | $876217.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                       | Marathon Oil Corporation                       | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     31301 | NS      | $847318.07    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                           | McKesson Corporation                           | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     11464 | NS      | $4300375.68   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage 1990 Corporation              | Monster Beverage 1990 Corporation              | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     39066 | NS      | $3966370.98   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MOS Holdings Inc.                              | MOS Holdings Inc.                              | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     20511 | NS      | $899817.57    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                   | NetApp, Inc.                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     11582 | NS      | $695614.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                       | Roper Technologies, Inc.                       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      7925 | NS      | $3424313.25   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                          | WEC Energy Group Inc.                          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     18799 | NS      | $1762594.24   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc.                                      | AT&T Inc.                                      | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     40296 | NS      | $741849.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                            | General Mills, Inc.                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     16204 | NS      | $1358705.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated              | McCormick & Company, Incorporated              | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      4805 | NS      | $398286.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.               | Philip Morris International Inc.               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     54605 | NS      | $5526572.05   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                    | Phillips 66                                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      8927 | NS      | $929122.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                   | The Procter & Gamble Company                   | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     39549 | NS      | $5994046.44   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                    | The Progressive Corporation                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     16318 | NS      | $2116607.78   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                     | Prudential Financial, Inc.                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      7468 | NS      | $742767.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                 | Texas Instruments Incorporated                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     22831 | NS      | $3772137.82   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                              | Tyson Foods, Inc.                              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      2620 | NS      | $163095.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                    | Zoetis Inc.                                    | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     10358 | NS      | $1517964.90   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Company, Inc.          | American Electric Power Company, Inc.          | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      2675 | NS      | $253991.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                    | Bank of America Corporation                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      8677 | NS      | $287382.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                              | Eversource Energy                              | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     20124 | NS      | $1687196.16   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                    | Lockheed Martin Corporation                    | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     11125 | NS      | $5412201.25   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                             | Oracle Corporation                             | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     15595 | NS      | $1274735.30   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                | PPL Corporation                                | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     20215 | NS      | $590682.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                    | Pfizer Inc.                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     15421 | NS      | $790172.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                 | Public Storage                                 | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      6123 | NS      | $1715603.37   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                | Regeneron Pharmaceuticals, Inc.                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      4918 | NS      | $3548287.82   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                  | Reliance Steel & Aluminum Co.                  | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      8678 | NS      | $1756774.32   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                    | ResMed Inc.                                    | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      2215 | NS      | $461007.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                | UnitedHealth Group Incorporated                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      9984 | NS      | $5293317.12   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                   | Viatris Inc.                                   | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     47904 | NS      | $533171.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group, Ltd.                         | Everest Re Group, Ltd.                         | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      6904 | NS      | $2287088.08   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde Public Limited Company                   | Linde Public Limited Company                   | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | GB        |      3080 | NS      | $1004634.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                    | AbbVie Inc.                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     28176 | NS      | $4553523.36   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                             | Ameren Corporation                             | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      2390 | NS      | $212518.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                             | Exelon Corporation                             | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      4047 | NS      | $174951.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc.                             | Veeva Systems Inc.                             | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      1316 | NS      | $212376.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                 | Synopsys, Inc.                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      1703 | NS      | $543750.87    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Incorporated             | Teledyne Technologies Incorporated             | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       961 | NS      | $384313.51    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                            | Stryker Corporation                            | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1539 | NS      | $376270.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                  | The Travelers Companies, Inc.                  | CUSIP: 89417E109<br>LEI: 54930005DC1T4GCMYS22 | Long             | EC               | CORP              | US        |     14888 | NS      | $2791351.12   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company             | Hewlett Packard Enterprise Company             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     38831 | NS      | $619742.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corporation                       | Hormel Foods Corporation                       | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |    104101 | NS      | $4741800.55   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                       | Illinois Tool Works Inc.                       | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      5500 | NS      | $1211650.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                              | Intel Corporation                              | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     12623 | NS      | $333625.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.               | Marsh & Mclennan Companies, Inc.               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1241 | NS      | $205360.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc.              | Mettler-Toledo International Inc.              | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       911 | NS      | $1316804.95   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                     | Alliant Energy Corporation                     | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      8986 | NS      | $496117.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                               | Amazon.com, Inc.                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      4178 | NS      | $350952.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                   | AMETEK, Inc.                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1357 | NS      | $189600.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                        | Republic Services, Inc.                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     40513 | NS      | $5225771.87   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.                 | Robert Half International Inc.                 | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      9182 | NS      | $677907.06    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.             | American Water Works Company, Inc.             | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     13394 | NS      | $2041513.48   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                 | Archer-Daniels-Midland Company                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      5311 | NS      | $493126.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                | Automatic Data Processing, Inc.                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      4883 | NS      | $1166353.38   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                  | Broadcom Inc.                                  | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2686 | NS      | $1501823.18   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                   | CF Industries Holdings, Inc.                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     22956 | NS      | $1955851.20   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                         | CVS Health Corporation                         | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     19188 | NS      | $1788129.72   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                          | Campbell Soup Company                          | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      5326 | NS      | $302250.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories, Inc.                       | Dolby Laboratories, Inc.                       | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     24953 | NS      | $1760184.62   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                            | EOG Resources, Inc.                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     38660 | NS      | $5007243.20   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.   | Fidelity National Information Services, Inc.   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1750 | NS      | $118737.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                | First Citizens BancShares, Inc.                | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      1463 | NS      | $1109480.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Intercontinental Exchange, Inc.                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1543 | NS      | $158296.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.      | Madison Square Garden Entertainment Corp.      | CUSIP: 55825T103<br>LEI: 529900BQELIZ5ZQYB788 | Long             | EC               | CORP              | US        |       733 | NS      | $134380.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                           | PPG Industries, Inc.                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       946 | NS      | $118950.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America               | Packaging Corporation of America               | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      3669 | NS      | $469301.79    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                  | PepsiCo, Inc.                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     30173 | NS      | $5451054.18   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                               | Royal Gold, Inc.                               | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     33303 | NS      | $3753914.16   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Public Limited Company               | Accenture Public Limited Company               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     10639 | NS      | $2838910.76   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                     | RenaissanceRe Holdings Ltd                     | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      1791 | NS      | $329955.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                  | Chubb Limited                                  | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | US        |     10194 | NS      | $2248796.40   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                    | Humana Inc.                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      3300 | NS      | $1690227.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.            | J. B. Hunt Transport Services, Inc.            | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      8945 | NS      | $1559650.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                           | M&T Bank Corporation                           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      2244 | NS      | $325514.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                   | MasTec, Inc.                                   | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     20155 | NS      | $1719826.15   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                           | NextEra Energy, Inc.                           | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |      1643 | NS      | $137354.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                      | O'Reilly Automotive, Inc.                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       304 | NS      | $256585.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group, Inc.                      | T. Rowe Price Group, Inc.                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     14652 | NS      | $1597947.12   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                 | Quest Diagnostics Incorporated                 | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      2385 | NS      | $373109.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                    | Verizon Communications Inc.                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    105680 | NS      | $4163792.00   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated            | Vertex Pharmaceuticals Incorporated            | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      8064 | NS      | $2328721.92   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                    | United Parcel Service, Inc.                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     14412 | NS      | $2505382.08   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems, Inc.                             | EPAM Systems, Inc.                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       352 | NS      | $115364.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                               | Xcel Energy Inc.                               | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     17063 | NS      | $1196286.93   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Global Holdings Inc.                   | Ashland Global Holdings Inc.                   | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      1794 | NS      | $192908.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                          | Microsoft Corporation                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      8409 | NS      | $2016646.38   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                   | Mondelez International, Inc.                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     82136 | NS      | $5474364.40   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                     | The New York Times Company                     | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      8132 | NS      | $263964.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                            | Newmont Corporation                            | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     33887 | NS      | $1599466.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                     | NIKE, Inc.                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      3130 | NS      | $366241.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                          | Elevance Health, Inc.                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      8183 | NS      | $4197633.51   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                     | Apple Inc.                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      2619 | NS      | $340286.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                  | Becton, Dickinson and Company                  | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      4033 | NS      | $1025591.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Berkley Corporation                      | W. R. Berkley Corporation                      | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      5727 | NS      | $415608.39    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                     | Bio-Rad Laboratories, Inc.                     | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       500 | NS      | $210245.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                   | Bristol-Myers Squibb Company                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      7929 | NS      | $570491.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                          | The Coca-Cola Company                          | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     84538 | NS      | $5377462.18   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                      | Commerce Bancshares, Inc.                      | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1710 | NS      | $116399.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                   | Costco Wholesale Corporation                   | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     10653 | NS      | $4863094.50   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                        | Duke Energy Corporation                        | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     31290 | NS      | $3222557.10   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                           | Meta Platforms, Inc.                           | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     12628 | NS      | $1519653.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                              | FedEx Corporation                              | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      3260 | NS      | $564632.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.    | The Hartford Financial Services Group, Inc.    | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      8455 | NS      | $641142.65    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                  | Hologic, Inc.                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      6456 | NS      | $482973.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                        | MasterCard Incorporated                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      7603 | NS      | $2643791.19   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                              | Merck & Co., Inc.                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     53132 | NS      | $5894995.40   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                    | Prosperity Bancshares, Inc.                    | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17187 | NS      | $1249151.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated   | Public Service Enterprise Group Incorporated   | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     23095 | NS      | $1415030.65   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated     | Reinsurance Group of America, Incorporated     | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      1406 | NS      | $199778.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic, Inc.                                | Medtronic, Inc.                                | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | EC               | CORP              | IE        |     38328 | NS      | $2978852.16   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Qiagen N.V.                                    | Qiagen N.V.                                    | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |     12902 | NS      | $643422.74    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC Incorporated                             | AFLAC Incorporated                             | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      9261 | NS      | $666236.34    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     43421 | NS      | $4767191.59   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.               | Air Products and Chemicals, Inc.               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      6730 | NS      | $2074589.80   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                       | The Allstate Corporation                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      9937 | NS      | $1347457.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                     | Amgen Inc.                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     17785 | NS      | $4671052.40   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                 | AutoZone, Inc.                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       443 | NS      | $1092517.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc. | Charles River Laboratories International, Inc. | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      2143 | NS      | $466959.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                      | Church & Dwight Co., Inc.                      | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     17060 | NS      | $1375206.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation               | Cincinnati Financial Corporation               | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     15992 | NS      | $1637420.88   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                             | Cirrus Logic, Inc.                             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      1761 | NS      | $131159.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                             | Cintas Corporation                             | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $858078.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                 | Citigroup Inc.                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      7134 | NS      | $322670.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                    | Ecolab Inc.                                    | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      2747 | NS      | $399853.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                           | Electronic Arts Inc.                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     31881 | NS      | $3895220.58   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                           | Emerson Electric Co.                           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      4475 | NS      | $429868.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                  | MetLife, Inc.                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     17903 | NS      | $1295640.11   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                     | 3M Company                                     | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     20574 | NS      | $2467234.08   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                      | Valero Energy Corporation                      | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      7528 | NS      | $955002.08    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                        | Arch Capital Group Ltd.                        | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |      6018 | NS      | $377810.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc.                                     | Adobe Inc.                                     | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      8944 | NS      | $3009924.32   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                     | Agilent Technologies, Inc.                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      8700 | NS      | $1301955.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                          | Air Lease Corporation                          | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     11694 | NS      | $449283.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                  | Alphabet Inc.                                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     49637 | NS      | $4379472.51   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                               | Caterpillar Inc.                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     14141 | NS      | $3387617.96   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                             | The Clorox Company                             | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     16842 | NS      | $2363437.86   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Company                         | Erie Indemnity Company                         | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      5197 | NS      | $1292597.84   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hershey Company                            | The Hershey Company                            | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     23395 | NS      | $5417580.15   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     30517 | NS      | $5390828.05   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                | The Estee Lauder Companies Inc.                | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      3180 | NS      | $788989.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                          | Eli Lilly and Company                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      8251 | NS      | $3018545.84   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                              | Loews Corporation                              | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      5309 | NS      | $309673.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                      | MarketAxess Holdings Inc.                      | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      1300 | NS      | $362557.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                 | The Charles Schwab Corporation                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     19866 | NS      | $1654043.16   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                             | Target Corporation                             | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     19144 | NS      | $2853221.76   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                   | Walmart Inc.                                   | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     38702 | NS      | $5487556.58   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                               | WestRock Company                               | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      7614 | NS      | $267708.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                      | Union Pacific Corporation                      | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     11643 | NS      | $2410916.01   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                             | Waters Corporation                             | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       639 | NS      | $218908.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corporation                         | Bio-Techne Corporation                         | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      9200 | NS      | $762496.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                       | IDEXX Laboratories, Inc.                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      2732 | NS      | $1114546.72   | 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