# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001137
**Filing Date:** 2025-8
**Character Count:** 57710
**Document Hash:** 13045387adf219153dfe6cc65a4d8e1e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001137.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001137

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 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:** 251266003

**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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $988405523.28

**Total Liabilities:** $96003869.07

**Net Assets:** $892401654.21

**Cash Not Reported:** $3443569.77

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202641 | -0.44%               | 3.59%                | 2.01%                |
| Class ID C000202642 | -0.43%               | 3.60%                | 2.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $867590.40               | $-10311532.67                              |
| Month 2  | $6267705.92              | $46255691.71                               |
| Month 3  | $17955776.11             | $28296976.01                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alexandria Real Estate Equities, Inc.              | Alexandria Real Estate Equities, Inc.              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      4281 | NS      | $310929.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                   | Amazon.com, Inc.                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    179616 | NS      | $39405954.24  | 4.42%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                           | American Express Company                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     10357 | NS      | $3303675.86   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                               | Analog Devices, Inc.                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     29073 | NS      | $6919955.46   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                         | Apple Inc.                                         | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    249728 | NS      | $51236693.76  | 5.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                              | Arista Networks, Inc.                              | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     20533 | NS      | $2100731.23   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                     | AutoZone, Inc.                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       384 | NS      | $1425496.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                        | Bank of America Corporation                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    238815 | NS      | $11300725.80  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                          | Baxter International Inc.                          | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     15262 | NS      | $462133.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                            | Berkshire Hathaway Inc.                            | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     27611 | NS      | $13412595.47  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                      | Boston Scientific Corporation                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     52196 | NS      | $5606372.36   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                       | Bristol-Myers Squibb Company                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    100242 | NS      | $4640202.18   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.                              | Keurig Dr Pepper Inc.                              | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    141537 | NS      | $4679213.22   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                            | MasterCard Incorporated                            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     27070 | NS      | $15211715.80  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                               | McKesson Corporation                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2260 | NS      | $1656082.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                  | Merck & Co., Inc.                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     18560 | NS      | $1469209.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wex, Inc.                                          | Wex, Inc.                                          | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      2373 | NS      | $348569.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                       | Zimmer Biomet Holdings, Inc.                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      3412 | NS      | $311208.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AON Public Limited Company                         | AON Public Limited Company                         | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |     10744 | NS      | $3833029.44   | 0.43%             |  |  |  | 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        |     10758 | NS      | $3840498.42   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                          | Aptiv PLC                                          | CUSIP: N/A<br>LEI: 254900HTTDFIJZ32GX53       | Long             | EC               | CORP              | JE        |     11049 | NS      | $753762.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde Public Limited Company                       | Linde Public Limited Company                       | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |     15566 | NS      | $7303255.88   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic, Inc.                                    | Medtronic, Inc.                                    | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | EC               | CORP              | IE        |     55464 | NS      | $4834796.88   | 0.54%             |  |  |  | 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        |     38314 | NS      | $5529859.62   | 0.62%             |  |  |  | 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        |     16390 | NS      | $7169149.90   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                     | LyondellBasell Industries N.V.                     | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |     23359 | NS      | $1351551.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                            | NXP Semiconductors N.V.                            | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     25673 | NS      | $5609293.77   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc.                                          | AT&T Inc.                                          | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    141670 | NS      | $4099929.80   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                        | AbbVie Inc.                                        | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     54065 | NS      | $10035545.30  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                   | Edwards Lifesciences Corporation                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     35930 | NS      | $2810085.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corporation                                    | RTX Corporation                                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     37197 | NS      | $5431505.94   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                     | Hilton Worldwide Holdings Inc.                     | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     18849 | NS      | $5020242.66   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc.                                | Ingersoll Rand Inc.                                | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     18878 | NS      | $1570272.04   | 0.18%             |  |  |  | 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        |  40646041 | NS      | $40646040.69  | 4.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc.                                        | Kenvue Inc.                                        | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     67354 | NS      | $1409719.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                      | Netflix, Inc.                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      4276 | NS      | $5726119.88   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                       | Neurocrine Biosciences, Inc.                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      5270 | NS      | $662386.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                               | NextEra Energy, Inc.                               | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |     96075 | NS      | $6669526.50   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corporation                                 | NVIDIA Corporation                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    442571 | NS      | $69921792.29  | 7.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                 | Oracle Corporation                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     45564 | NS      | $9961657.32   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corporation                         | Otis Worldwide Corporation                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     42342 | NS      | $4192704.84   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                   | PG&E Corporation                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    103771 | NS      | $1446567.74   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc.                         | Palantir Technologies Inc.                         | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     23173 | NS      | $3158943.36   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ProLogis Inc.                                      | ProLogis Inc.                                      | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     23512 | NS      | $2471581.44   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                    | Regeneron Pharmaceuticals, Inc.                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      5539 | NS      | $2907975.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                     | SBA Communications Corporation                     | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     12029 | NS      | $2824890.36   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                   | Salesforce, Inc.                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     27325 | NS      | $7451254.25   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                   | ServiceNow, Inc.                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      6900 | NS      | $7093752.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc.                                         | Tesla Inc.                                         | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     45053 | NS      | $14311535.98  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                         | 3M Company                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     25540 | NS      | $3888209.60   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                       | Truist Financial Corporation                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     36679 | NS      | $1576830.21   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                            | Uber Technologies, Inc.                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     38685 | NS      | $3609310.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                    | UnitedHealth Group Incorporated                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     23490 | NS      | $7328175.30   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                       | Ventas, Inc.                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     62265 | NS      | $3932034.75   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                | Vertex Pharmaceuticals Incorporated                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      7920 | NS      | $3525984.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                          | Visa Inc.                                          | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     39679 | NS      | $14088028.95  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                       | Vistra Corp.                                       | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     21664 | NS      | $4198699.84   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc.                                     | Welltower Inc.                                     | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     17644 | NS      | $2712412.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                  | Johnson & Johnson                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     51986 | NS      | $7940861.50   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                           | Lam Research Corporation                           | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     72179 | NS      | $7025903.86   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                              | Leidos Holdings, Inc.                              | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     20761 | NS      | $3275255.36   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                 | Lennar Corporation                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      8480 | NS      | $937972.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                              | Eli Lilly and Company                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     11668 | NS      | $9095556.04   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies, Inc.                             | Lowe`s Companies, Inc.                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     35524 | NS      | $7881709.88   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.                    | Martin Marietta Materials, Inc.                    | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      2662 | NS      | $1461331.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                  | Masco Corporation                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     29438 | NS      | $1894629.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                             | McDonald's Corporation                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     26856 | NS      | $7846517.52   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                              | Microsoft Corporation                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    144244 | NS      | $71748408.04  | 8.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                            | Micron Technology, Inc.                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     32631 | NS      | $4021770.75   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                       | Mondelez International, Inc.                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     85749 | NS      | $5782912.56   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                           | Motorola Solutions, Inc.                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      2850 | NS      | $1198311.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                   | NRG Energy, Inc.                                   | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      3688 | NS      | $592219.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                         | NIKE, Inc.                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     19745 | NS      | $1402684.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                  | Nucor Corporation                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      6270 | NS      | $812215.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                               | PPG Industries, Inc.                               | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     19117 | NS      | $2174558.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                         | PACCAR Inc                                         | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     23176 | NS      | $2203110.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                      | PepsiCo, Inc.                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     56603 | NS      | $7473860.12   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                      | Alphabet Inc.                                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     54217 | NS      | $9617553.63   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                      | Alphabet Inc.                                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    100431 | NS      | $17698955.13  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                 | Altria Group, Inc.                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     28865 | NS      | $1692354.95   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                         | Ameriprise Financial, Inc.                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      7594 | NS      | $4053145.62   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                     | Apollo Global Management, Inc.                     | CUSIP: 03769M106<br>LEI: 54930054P2G7ZJB0KM79 | Long             | EC               | CORP              | US        |     16786 | NS      | $2381429.82   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                               | Baker Hughes Company                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53629 | NS      | $2056135.86   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                              | Booking Holdings Inc.                              | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       550 | NS      | $3184082.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                      | Broadcom Inc.                                      | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     79213 | NS      | $21835063.45  | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                            | Burlington Stores, Inc.                            | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     10349 | NS      | $2407591.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group, The                                   | Cigna Group, The                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     12550 | NS      | $4148779.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                     | CME Group Inc.                                     | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     16277 | NS      | $4486266.74   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                       | Cadence Design Systems, Inc.                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      7788 | NS      | $2399872.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                  | Capital One Financial Corporation                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     13233 | NS      | $2815453.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                               | Carnival Corporation                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     99588 | NS      | $2800414.56   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                         | Carrier Global Corporation                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     71044 | NS      | $5199710.36   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                                   | Caterpillar Inc.                                   | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      8008 | NS      | $3108785.68   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Former Charter Communications Parent, Inc.         | Former Charter Communications Parent, Inc.         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      7290 | NS      | $2980224.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                       | Chipotle Mexican Grill, Inc.                       | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84252 | NS      | $4730749.80   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                          | Church & Dwight Co., Inc.                          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     12364 | NS      | $1188304.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                     | Citigroup Inc.                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     49377 | NS      | $4202970.24   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Company, The                             | Coca-Cola Company, The                             | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     67238 | NS      | $4757088.50   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corporation         | Cognizant Technology Solutions Corporation         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     52671 | NS      | $4109918.13   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                | Comcast Corporation                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    134850 | NS      | $4812796.50   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                     | ConocoPhillips                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     52370 | NS      | $4699683.80   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                         | Corpay Inc                                         | CUSIP: 219948106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12090 | NS      | $4011703.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                       | Costco Wholesale Corporation                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1901 | NS      | $1881875.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CrowdStrike Holdings, Inc.                         | CrowdStrike Holdings, Inc.                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       902 | NS      | $459397.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                    | Deere & Company                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     10769 | NS      | $5475928.81   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                              | Delta Air Lines, Inc.                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     30160 | NS      | $1483268.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                           | Diamondback Energy, Inc.                           | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     14473 | NS      | $1988590.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company, The                           | Walt Disney Company, The                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     45472 | NS      | $5638982.72   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash, Inc.                                     | DoorDash, Inc.                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      7859 | NS      | $1937322.09   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                | EOG Resources, Inc.                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     46580 | NS      | $5571433.80   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                               | Emerson Electric Co.                               | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      9252 | NS      | $1233569.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                | Entergy Corporation                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      7316 | NS      | $608105.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                      | Equinix, Inc.                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      3753 | NS      | $2985398.91   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Lifestyle Properties, Inc.                  | Equity Lifestyle Properties, Inc.                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     21681 | NS      | $1337067.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                | Expedia Group, Inc.                                | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     14567 | NS      | $2457161.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                            | Exxon Mobil Corporation                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    114790 | NS      | $12374362.00  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                               | Meta Platforms, Inc.                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     44149 | NS      | $32585935.41  | 3.65%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                  | FedEx Corporation                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      9899 | NS      | $2250141.69   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.       | Fidelity National Information Services, Inc.       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     54928 | NS      | $4471688.48   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp                                | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     87127 | NS      | $3583533.51   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                              | Freeport-McMoRan Inc.                              | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     35331 | NS      | $1531598.85   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J. Gallagher & Co.                          | Arthur J. Gallagher & Co.                          | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     16282 | NS      | $5212193.84   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc.                                    | GE Vernova Inc.                                    | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      2513 | NS      | $1329753.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                               | HCA Healthcare, Inc.                               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      2778 | NS      | $1064251.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                              | Howmet Aerospace Inc.                              | CUSIP: 443201108<br>LEI: ABPN11VOHLHX6QR7XQ48 | Long             | EC               | CORP              | US        |     45262 | NS      | $8424616.06   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                        | Humana Inc.                                        | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      6390 | NS      | $1562227.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                        | Intuit Inc.                                        | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      4414 | NS      | $3476598.82   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                   | Philip Morris International Inc.                   | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     22783 | NS      | $4149467.79   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                        | The Progressive Corporation                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     25616 | NS      | $6835885.76   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                      | Raymond James Financial, Inc.                      | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      8283 | NS      | $1270363.71   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                  | Ross Stores, Inc.                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     32613 | NS      | $4160766.54   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corporation, The                    | Charles Schwab Corporation, The                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     82469 | NS      | $7524471.56   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Company, The                      | Sherwin-Williams Company, The                      | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      4023 | NS      | $1381337.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                               | The Southern Company                               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     81916 | NS      | $7522346.28   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                           | State Street Corporation                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     17881 | NS      | $1901465.54   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                | Stryker Corporation                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     16743 | NS      | $6624033.09   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                     | Texas Instruments Incorporated                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     33652 | NS      | $6986828.24   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                       | Textron Inc.                                       | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     23760 | NS      | $1907690.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                      | Thermo Fisher Scientific Inc.                      | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     15484 | NS      | $6278142.64   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast, Inc.                                        | Toast, Inc.                                        | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     32314 | NS      | $1431187.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Incorporated                       | TransDigm Group Incorporated                       | CUSIP: 893641100<br>LEI: 549300EQD0ZXRSMG3549 | Long             | EC               | CORP              | US        |      3441 | NS      | $5232522.24   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                       | U.S. Bancorp                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     62450 | NS      | $2825862.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                        | United Parcel Service, Inc.                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     30415 | NS      | $3070090.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                               | United Rentals, Inc.                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1644 | NS      | $1238589.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                           | Vulcan Materials Company                           | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      5072 | NS      | $1322879.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                       | Walmart Inc.                                       | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     82408 | NS      | $8057854.24   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                           | Warner Music Group Corp.                           | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26771 | NS      | $729242.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                              | Wells Fargo & Company                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    122149 | NS      | $9786577.88   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                        | Western Digital Corporation                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      6151 | NS      | $393602.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                  | Yum! Brands, Inc.                                  | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     29935 | NS      | $4435768.30   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                        | FUTURE - CASH SETTLED                              | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       145 | NC      | $497978.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                     | OPTION                                             | CUSIP: N/A<br>LEI: 529900RLNSGA90UPEH54       | N/A              | DE               | CORP              | US        |     -1513 | NC      | $-44572980.00 | -4.99%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                     | OPTION                                             | CUSIP: N/A<br>LEI: 529900RLNSGA90UPEH54       | N/A              | DE               | CORP              | US        |     -1517 | NC      | $-0.15        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE                     | OPTION                                             | CUSIP: N/A<br>LEI: 529900RLNSGA90UPEH54       | N/A              | DE               | CORP              | US        |      1513 | NC      | $0.15         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer