# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013476
**Filing Date:** 2023-2
**Character Count:** 69558
**Document Hash:** f2c5d327090b7ac92ef7f0976c708ffa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013476.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013476

**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:** 23683200

**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/JPMorgan Hedged Equity Fund (Series ID: S000062462)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000202641 | JNL/JPMorgan Hedged Equity Fund (A) |  |
| C000202642 | JNL/JPMorgan Hedged Equity 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/JPMorgan Hedged Equity Fund

- **b. EDGAR series identifier (if any):** S000062462

- **c. LEI of Series:** 549300E62RI2H0YHLK44

**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:** $825102961.69

**Total Liabilities:** $89943544.12

**Net Assets:** $735159417.57

**Cash Not Reported:** $1761241.13

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202641 | 3.03%                | 3.02%                | 0.51%                |
| Class ID C000202642 | 3.08%                | 3.08%                | 0.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $552811.11               | $50617768.80                               |
| Month 2  | $2888217.34              | $39991585.40                               |
| Month 3  | $2052389.55              | $-49998919.50                              |

**Designated Index Information**

- **Index Name:** S&P 500 TR USD

- **Index Identifier:** SPX

### 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        |        85 | NC      | $-149463.55   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                     | OPTION                                             | CUSIP: N/A<br>LEI: 529900RLNSGA90UPEH54       | N/A              | DE               | CORP              | US        |     -1917 | NC      | $-670950.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                     | OPTION                                             | CUSIP: N/A<br>LEI: 529900RLNSGA90UPEH54       | N/A              | DE               | CORP              | US        |     -1915 | NC      | $-0.19        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                     | OPTION                                             | CUSIP: N/A<br>LEI: 529900RLNSGA90UPEH54       | N/A              | DE               | CORP              | US        |      1915 | NC      | $0.19         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Lifestyle Properties, Inc.                  | Equity Lifestyle Properties, Inc.                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     20652 | NS      | $1334119.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                       | Honeywell International Inc.                       | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     40270 | NS      | $8629861.00   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated       | Public Service Enterprise Group Incorporated       | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     42525 | NS      | $2605506.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualcomm Incorporated                              | Qualcomm Incorporated                              | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      8756 | NS      | $962634.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                      | Raymond James Financial, Inc.                      | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     17514 | NS      | $1871370.90   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                           | State Street Corporation                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     19368 | NS      | $1502375.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc.                                         | Tesla Inc.                                         | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     59561 | NS      | $7336723.98   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                       | U.S. Bancorp                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    137564 | NS      | $5999166.04   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde Public Limited Company                       | Linde Public Limited Company                       | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | GB        |     18735 | NS      | $6110982.30   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic, Inc.                                    | Medtronic, Inc.                                    | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | EC               | CORP              | IE        |     35507 | NS      | $2759604.04   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                          | Colgate-Palmolive Company                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     56616 | NS      | $4460774.64   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                         | Constellation Brands, Inc.                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     13405 | NS      | $3106608.75   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                               | Corning Incorporated                               | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     19780 | NS      | $631773.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                | Danaher Corporation                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     16655 | NS      | $4420570.10   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                    | Deere & Company                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     14316 | NS      | $6138128.16   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                               | Domino's Pizza, Inc.                               | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      2282 | NS      | $790484.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                  | Dover Corporation                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     12059 | NS      | $1632909.19   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                | Vertex Pharmaceuticals Incorporated                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     13266 | NS      | $3830955.48   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                          | Visa Inc.                                          | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     46138 | NS      | $9585630.88   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                      | Workday, Inc.                                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      9737 | NS      | $1629292.21   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                         | Apple Inc.                                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    338372 | NS      | $43964673.96  | 5.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                        | Bank of America Corporation                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    181768 | NS      | $6020156.16   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom, Inc.                                       | DexCom, Inc.                                       | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      8858 | NS      | $1003079.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Walt Disney Company                            | The Walt Disney Company                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     13049 | NS      | $1133697.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign, Inc.                                     | DocuSign, Inc.                                     | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     14945 | NS      | $828251.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                  | Johnson & Johnson                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     40569 | NS      | $7166513.85   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                       | Zimmer Biomet Holdings, Inc.                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      7676 | NS      | $978690.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc.                         | ZoomInfo Technologies Inc.                         | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18217 | NS      | $548513.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AON Public Limited Company                         | AON Public Limited Company                         | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      5400 | NS      | $1620756.00   | 0.22%             |  |  |  | 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        |     28506 | NS      | $4474016.70   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                              | Camden Property Trust                              | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      6031 | NS      | $674748.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                               | Celanese Corporation                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      4985 | NS      | $509666.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                | Chevron Corporation                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18015 | NS      | $3233512.35   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                       | Chipotle Mexican Grill, Inc.                       | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2321 | NS      | $3220364.29   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                              | The Coca-Cola Company                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    144883 | NS      | $9216007.63   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                             | McDonald's Corporation                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     15998 | NS      | $4215952.94   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                   | Salesforce, Inc.                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3453 | NS      | $457833.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc.                                 | CUSIP: 872590104<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EC               | CORP              | US        |     25562 | NS      | $3578680.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                          | Union Pacific Corporation                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     13035 | NS      | $2699157.45   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                        | United Parcel Service, Inc.                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     40309 | NS      | $7007316.56   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                       | Ventas, Inc.                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     56651 | NS      | $2552127.55   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                        | Verizon Communications Inc.                        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      3614 | NS      | $142391.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Public Limited Company                   | Accenture Public Limited Company                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     24321 | NS      | $6489815.64   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                    | Globe Life Inc.                                    | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      9244 | NS      | $1114364.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                 | Target Corporation                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      7721 | NS      | $1150737.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                      | Thermo Fisher Scientific Inc.                      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     15948 | NS      | $8782404.12   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                | Toll Brothers, Inc.                                | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     16848 | NS      | $841052.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                            | Uber Technologies, Inc.                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     23346 | NS      | $577346.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                                  | Ulta Beauty, Inc.                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1209 | NS      | $567105.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                         | Avery Dennison Corporation                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      5376 | NS      | $973056.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                 | Cintas Corporation                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2286 | NS      | $1032403.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                           | Eastman Chemical Company                           | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     26324 | NS      | $2143826.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                               | Meta Platforms, Inc.                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     61305 | NS      | $7377443.70   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc.                                | Ingersoll Rand Inc.                                | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      8961 | NS      | $468212.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                  | Microchip Technology Incorporated                  | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     28769 | NS      | $2021022.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                            | Micron Technology, Inc.                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     12979 | NS      | $648690.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                   | PG&E Corporation                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    173514 | NS      | $2821337.64   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ProLogis Inc.                                      | ProLogis Inc.                                      | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     45922 | NS      | $5176787.06   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                    | Regeneron Pharmaceuticals, Inc.                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      6349 | NS      | $4580740.01   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                     | Texas Instruments Incorporated                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     47046 | NS      | $7772940.12   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company | Seagate Technology Holdings Public Limited Company | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |     42949 | NS      | $2259546.89   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                      | Broadcom Inc.                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2390 | NS      | $1336320.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                    | Intercontinental Exchange, Inc.                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     33719 | NS      | $3459232.21   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                       | Textron Inc.                                       | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     38441 | NS      | $2721622.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                    | UnitedHealth Group Incorporated                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     27426 | NS      | $14540716.68  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                              | Wells Fargo & Company                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    188988 | NS      | $7803314.52   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                        | AbbVie Inc.                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     66500 | NS      | $10747065.00  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc.                                         | Adobe Inc.                                         | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     16263 | NS      | $5472987.39   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                              | Affirm Holdings, Inc.                              | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25617 | NS      | $247716.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CVS Health Corporation                             | CVS Health Corporation                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      5206 | NS      | $485147.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                | Coterra Energy Inc.                                | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     51833 | NS      | $1273536.81   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                       | Cadence Design Systems, Inc.                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      5938 | NS      | $953880.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies, Inc.                        | FleetCor Technologies, Inc.                        | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     13694 | NS      | $2515313.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                              | Freeport-McMoRan Inc.                              | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     26989 | NS      | $1025582.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                       | General Dynamics Corporation                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      3707 | NS      | $919743.77    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                  | Merck & Co., Inc.                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     50118 | NS      | $5560592.10   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                       | Mondelez International, Inc.                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     35613 | NS      | $2373606.45   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                      | Netflix, Inc.                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     13556 | NS      | $3997393.28   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                | Centene Corporation                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     40515 | NS      | $3322635.15   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                              | Booking Holdings Inc.                              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      2156 | NS      | $4344943.68   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                               | Baker Hughes Company                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40090 | NS      | $1183857.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                       | BioMarin Pharmaceutical Inc.                       | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      7074 | NS      | $732088.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                     | ConocoPhillips                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     66251 | NS      | $7817618.00   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc.                                    | S&P Global Inc.                                    | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     10821 | NS      | $3624385.74   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                          | UDR, Inc.                                          | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     43072 | NS      | $1668178.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                        | Host Hotels & Resorts, Inc.                        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     19526 | NS      | $313392.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                        | Humana Inc.                                        | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      3403 | NS      | $1742982.57   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                  | Masco Corporation                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     35358 | NS      | $1650157.86   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                              | Microsoft Corporation                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    186046 | NS      | $44617551.72  | 6.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                       | Neurocrine Biosciences, Inc.                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      6509 | NS      | $777434.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                     | AutoZone, Inc.                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      1421 | NS      | $3504441.78   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                     | Citigroup Inc.                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     42685 | NS      | $1930642.55   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                              | Howmet Aerospace Inc.                              | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     10148 | NS      | $399932.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                               | PPG Industries, Inc.                               | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     23512 | NS      | $2956398.88   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                       | The Procter & Gamble Company                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     47030 | NS      | $7127866.80   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                           | Motorola Solutions, Inc.                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      6708 | NS      | $1728718.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                         | NIKE, Inc.                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     36325 | NS      | $4250388.25   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                       | Norfolk Southern Corporation                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     15744 | NS      | $3879636.48   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                                   | PulteGroup, Inc.                                   | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3794 | NS      | $172740.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                         | Sarepta Therapeutics, Inc.                         | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      5408 | NS      | $700768.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies, Inc.                            | The TJX Companies, Inc.                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     29800 | NS      | $2372080.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                       | Truist Financial Corporation                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     96616 | NS      | $4157386.48   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                       | Royal Caribbean Cruises Ltd.                       | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |      4765 | NS      | $235533.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                       | Costco Wholesale Corporation                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     11994 | NS      | $5475261.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                           | Diamondback Energy, Inc.                           | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     32606 | NS      | $4459848.68   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                       | Advanced Micro Devices, Inc.                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     64078 | NS      | $4150332.06   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.                   | Air Products and Chemicals, Inc.                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      4819 | NS      | $1485504.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                      | Alphabet Inc.                                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    120012 | NS      | $10648664.76  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                   | Amazon.com, Inc.                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    220115 | NS      | $18489660.00  | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp                                | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     74206 | NS      | $2434698.86   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                           | Lam Research Corporation                           | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     12988 | NS      | $5458856.40   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                              | Eli Lilly and Company                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     23129 | NS      | $8461513.36   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies, Inc.                             | Lowe`s Companies, Inc.                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     38294 | NS      | $7629696.56   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc.                           | Magna International Inc.                           | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     19671 | NS      | $1105116.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| NextEra Energy, Inc.                               | NextEra Energy, Inc.                               | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |    102567 | NS      | $8574601.20   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                          | O'Reilly Automotive, Inc.                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      3836 | NS      | $3237699.08   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                | SVB Financial Group                                | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      2190 | NS      | $504006.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                    | CSX Corporation                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     46807 | NS      | $1450080.86   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                     | Teradyne, Inc.                                     | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     11590 | NS      | $1012386.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                      | Alphabet Inc.                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    164460 | NS      | $14510305.80  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                 | Altria Group, Inc.                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     53464 | NS      | $2443839.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                 | Ameren Corporation                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     22479 | NS      | $1998832.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                           | American Express Company                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     44177 | NS      | $6527151.75   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                               | Analog Devices, Inc.                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     35798 | NS      | $5871945.94   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                              | Elevance Health, Inc.                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      9284 | NS      | $4762413.48   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                                   | AutoNation, Inc.                                   | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9786 | NS      | $1050037.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                  | FirstEnergy Corp.                                  | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     25880 | NS      | $1085407.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hershey Company                                | The Hershey Company                                | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      4052 | NS      | $938321.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                      | Equinix, Inc.                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      3343 | NS      | $2189765.29   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                | Expedia Group, Inc.                                | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     18135 | NS      | $1588626.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc.                       | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     14872 | NS      | $2214292.08   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.                    | Martin Marietta Materials, Inc.                    | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      3352 | NS      | $1132875.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     37072 | NS      | $3151861.44   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                 | Oracle Corporation                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     24905 | NS      | $2035734.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corporation                         | Otis Worldwide Corporation                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     35191 | NS      | $2755807.21   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                          | Baxter International Inc.                          | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     48731 | NS      | $2483819.07   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                     | CME Group Inc.                                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     18513 | NS      | $3113146.08   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc.                       | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      9869 | NS      | $3346577.90   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                | Comcast Corporation                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    160646 | NS      | $5617790.62   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| The Home Depot, Inc.                               | The Home Depot, Inc.                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     13932 | NS      | $4400561.52   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                        | Intuit Inc.                                        | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     11592 | NS      | $4511838.24   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                  | Nucor Corporation                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      8345 | NS      | $1099954.45   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                        | The Progressive Corporation                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     49113 | NS      | $6370447.23   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corporation                                 | NVIDIA Corporation                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     47602 | NS      | $6956556.28   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                            | Berkshire Hathaway Inc.                            | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     36669 | NS      | $11327054.10  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                 | Best Buy Co., Inc.                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     33115 | NS      | $2656154.15   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corporation            | Booz Allen Hamilton Holding Corporation            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      6712 | NS      | $701538.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                      | Boston Scientific Corporation                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     76509 | NS      | $3540071.43   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                       | Bristol-Myers Squibb Company                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    104149 | NS      | $7493520.55   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                            | Burlington Stores, Inc.                            | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      6817 | NS      | $1382214.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                            | DuPont de Nemours, Inc.                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     19863 | NS      | $1363197.69   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                | EOG Resources, Inc.                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     35399 | NS      | $4584878.48   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                         | Ameriprise Financial, Inc.                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      6225 | NS      | $1938278.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                            | Exxon Mobil Corporation                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    126085 | NS      | $13907175.50  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                     | Fortinet, Inc.                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     15380 | NS      | $751928.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                      | The Travelers Companies, Inc.                      | CUSIP: 89417E109<br>LEI: 54930005DC1T4GCMYS22 | Long             | EC               | CORP              | US        |     27524 | NS      | $5160474.76   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                         | Prudential Financial, Inc.                         | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      8498 | NS      | $845211.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                        | Parker-Hannifin Corporation                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     13258 | NS      | $3858078.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                      | Sempra Energy                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     24116 | NS      | $3726886.64   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                             | Southwest Airlines Co.                             | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     16472 | NS      | $554612.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                      | PepsiCo, Inc.                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     18419 | NS      | $3327576.54   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                        | Pfizer Inc.                                        | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     49954 | NS      | $2559642.96   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                        | Block, Inc.                                        | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      6178 | NS      | $388225.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                              | Sun Communities, Inc.                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     11965 | NS      | $1710995.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                   | Philip Morris International Inc.                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     34319 | NS      | $3473425.99   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                        | Phillips 66                                        | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     10979 | NS      | $1142694.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies Public Limited Company          | Trane Technologies Public Limited Company          | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     28859 | NS      | $4850909.31   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                               | TE Connectivity Ltd.                               | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |      7460 | NS      | $856408.00    | 0.12%             |  |  |  | Yes           |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                            | NXP Semiconductors N.V.                            | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     33874 | NS      | $5353108.22   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                | Abbott Laboratories                                | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     35691 | NS      | $3918514.89   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive, Inc.                            | Rivian Automotive, Inc.                            | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6985 | NS      | $128733.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                     | SBA Communications Corporation                     | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     12762 | NS      | $3577316.22   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                           | Intuitive Surgical, Inc.                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     16619 | NS      | $4409851.65   | 0.60%             |  |  |  | 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        |   4561361 | NS      | $4561361.49   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                         | Kimberly-Clark Corporation                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     19571 | NS      | $2656763.25   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                              | Leidos Holdings, Inc.                              | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     19617 | NS      | $2063512.23   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                 | Lennar Corporation                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     25378 | NS      | $2296709.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                            | MasterCard Incorporated                            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     35250 | NS      | $12257482.50  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                               | McKesson Corporation                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      5515 | NS      | $2068786.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation                  | Raytheon Technologies Corporation                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     72644 | NS      | $7331232.48   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                  | Yum! Brands, Inc.                                  | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     10091 | NS      | $1292455.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                        | Biogen Inc.                                        | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      8982 | NS      | $2487295.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                  | Capital One Financial Corporation                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      6491 | NS      | $603403.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                           | CenterPoint Energy, Inc.                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     75063 | NS      | $2251139.37   | 0.31%             |  |  |  | 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