# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013486
**Filing Date:** 2023-2
**Character Count:** 83386
**Document Hash:** 4ab86ebea10d2c002e64f02c447e0ba0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013486.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013486

**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:** 23683212

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

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

## Series and Classes Contracts Data

### JNL/Mellon Industrials Sector Fund (Series ID: S000058485)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000192052 | JNL/Mellon Industrials Sector Fund (A) |  |
| C000192053 | JNL/Mellon Industrials Sector Fund (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

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

- **b. EDGAR series identifier (if any):** S000058485

- **c. LEI of Series:** 549300JQI0701WZW8134

**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:** $189363520.35

**Total Liabilities:** $559986.04

**Net Assets:** $188803534.31

**Cash Not Reported:** $256203.45

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000192052 | 13.02%               | 7.15%                | -3.63%               |
| Class ID C000192053 | 13.03%               | 7.23%                | -3.63%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-60033.07               | $20373016.93                               |
| Month 2  | $81868.43                | $12250537.06                               |
| Month 3  | $-655329.60              | $-6690508.31                               |

### Schedule of Portfolio Investments

| Name                                                  | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                | JNL Securities Lending Collateral Fund                | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     54591 | NS      | $54591.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                           | FUTURE - CASH SETTLED                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        15 | NC      | $-14668.05    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                       | Lincoln Electric Holdings, Inc.                       | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      3021 | NS      | $436504.29    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                             | MDU Resources Group, Inc.                             | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | EC               | CORP              | US        |     10666 | NS      | $323606.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.                   | J. B. Hunt Transport Services, Inc.                   | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      4345 | NS      | $757594.20    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings, Inc.                           | Hertz Global Holdings, Inc.                           | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |      8897 | NS      | $136924.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International, Inc.                               | ICF International, Inc.                               | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       879 | NS      | $87064.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc.                                       | Plug Power Inc.                                       | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |     27797 | NS      | $343848.89    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corporation                                  | Seaboard Corporation                                  | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        13 | NS      | $49077.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                             | WESCO International, Inc.                             | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      2339 | NS      | $292842.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nvent Electric Public Limited Company                 | Nvent Electric Public Limited Company                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      8738 | NS      | $336150.86    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair Public Limited Company                        | Pentair Public Limited Company                        | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |      8593 | NS      | $386513.14    | 0.20%             |  |  |  | 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        |     12080 | NS      | $2030527.20   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton Container International Limited                | Triton Container International Limited                | CUSIP: N/A<br>LEI: 549300O4LZFLCX53XZ54       | Long             | EC               | CORP              | BM        |      3079 | NS      | $211773.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                                 | Air Lease Corporation                                 | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      5354 | NS      | $205700.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group, Inc.                    | Air Transport Services Group, Inc.                    | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      3033 | NS      | $78797.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.                 | Applied Industrial Technologies, Inc.                 | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      2052 | NS      | $258613.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corporation                                   | Arconic Corporation                                   | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      5207 | NS      | $110180.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                                 | Axon Enterprise, Inc.                                 | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      3546 | NS      | $588387.78    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| The AZEK Company Inc.                                 | The AZEK Company Inc.                                 | CUSIP: 05478C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5846 | NS      | $118790.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                            | Builders FirstSource, Inc.                            | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      7714 | NS      | $500484.32    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories, Inc.                              | Dolby Laboratories, Inc.                              | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      3274 | NS      | $230947.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corporation                                     | HEICO Corporation                                     | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      2087 | NS      | $320646.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                          | MasTec, Inc.                                          | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      3078 | NS      | $262645.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. Smith Corporation                               | A. O. Smith Corporation                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      6687 | NS      | $382763.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Incorporated                                  | Snap-on Incorporated                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      2788 | NS      | $637030.12    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                    | Cintas Corporation                                    | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4527 | NS      | $2044483.74   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                       | MSC Industrial Direct Co., Inc.                       | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      2457 | NS      | $200736.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                            | Resideo Technologies, Inc.                            | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      7815 | NS      | $128556.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                              | Schneider National, Inc.                              | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      1886 | NS      | $44132.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply, Inc.                        | SiteOne Landscape Supply, Inc.                        | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      2404 | NS      | $282037.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                                      | Tetra Tech, Inc.                                      | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      2782 | NS      | $403918.58    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                        | TopBuild Corp.                                        | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      1669 | NS      | $261181.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                    | Vertiv Holdings Co                                    | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     15647 | NS      | $213738.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                              | Roper Technologies, Inc.                              | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      5563 | NS      | $2403716.67   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                               | Avis Budget Group, Inc.                               | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      1332 | NS      | $218354.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply, Inc.                           | Beacon Roofing Supply, Inc.                           | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      2722 | NS      | $143694.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                             | Comfort Systems USA, Inc.                             | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1909 | NS      | $219687.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| W. W. Grainger, Inc.                                  | W. W. Grainger, Inc.                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      2359 | NS      | $1312193.75   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                                | Hayward Holdings, Inc.                                | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5193 | NS      | $48814.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                                   | Oshkosh Corporation                                   | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      3424 | NS      | $301962.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group Corp                                        | APi Group Corp                                        | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     10424 | NS      | $196075.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                          | Arcosa, Inc.                                          | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      2581 | NS      | $140251.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                                      | Caterpillar Inc.                                      | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     27297 | NS      | $6539269.32   | 3.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main, Inc.                                     | Core & Main, Inc.                                     | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3792 | NS      | $73223.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Spinco Inc.                                       | IAA Spinco Inc.                                       | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      6996 | NS      | $279840.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                                       | Insperity, Inc.                                       | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      1858 | NS      | $211068.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                         | Louisiana-Pacific Corporation                         | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      3789 | NS      | $224308.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS, Inc.                                         | MAXIMUS, Inc.                                         | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      3232 | NS      | $237002.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                     | Terex Corporation                                     | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      3487 | NS      | $148964.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                        | United Airlines Holdings, Inc.                        | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     17148 | NS      | $646479.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                           | United Parcel Service, Inc.                           | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     38281 | NS      | $6654769.04   | 3.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corporation                              | Bloom Energy Corporation                              | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      9409 | NS      | $179900.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                    | The Boeing Company                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     29385 | NS      | $5597548.65   | 2.96%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corporation                                     | HEICO Corporation                                     | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      3647 | NS      | $437092.95    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.             | Knight-Swift Transportation Holdings Inc.             | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8409 | NS      | $440715.69    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                            | Korn Ferry                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      2830 | NS      | $143254.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mine Safety Appliances Company, LLC                   | Mine Safety Appliances Company, LLC                   | CUSIP: 553498106<br>LEI: 549300ZG8DNJXBML4F23 | Long             | EC               | CORP              | US        |      1923 | NS      | $277277.37    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                           | Lockheed Martin Corporation                           | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     12234 | NS      | $5951718.66   | 3.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                     | Masco Corporation                                     | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     11829 | NS      | $552059.43    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                           | Parker-Hannifin Corporation                           | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      6735 | NS      | $1959885.00   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab USA, Inc.                                  | Rocket Lab USA, Inc.                                  | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11004 | NS      | $41485.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                      | Advanced Energy Industries, Inc.                      | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      1994 | NS      | $171045.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                    | Atlas Air Worldwide Holdings, Inc.                    | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      1366 | NS      | $137692.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                       | Automatic Data Processing, Inc.                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     21759 | NS      | $5197354.74   | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                            | Avery Dennison Corporation                            | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      4247 | NS      | $768707.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems, Inc.                           | Casella Waste Systems, Inc.                           | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      2705 | NS      | $214533.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                 | AECOM                                                 | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      7325 | NS      | $622112.25    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.                       | Advanced Drainage Systems, Inc.                       | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      3346 | NS      | $274271.62    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                              | ATI Inc.                                              | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      6860 | NS      | $204839.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                               | Aramark                                               | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     13518 | NS      | $558834.12    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.                      | Armstrong World Industries, Inc.                      | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      2421 | NS      | $166056.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                      | ESAB Corporation                                      | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      2735 | NS      | $128326.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                            | Carrier Global Corporation                            | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     43864 | NS      | $1809390.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                                | Chart Industries, Inc.                                | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      1914 | NS      | $220550.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent, Inc.                                        | Exponent, Inc.                                        | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      2684 | NS      | $265957.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                                | SPX Technologies, Inc.                                | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2333 | NS      | $153161.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                                      | Stericycle, Inc.                                      | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      4805 | NS      | $239721.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                                      | The Toro Company                                      | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      5496 | NS      | $622147.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinet Group, Inc.                                    | Trinet Group, Inc.                                    | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      1902 | NS      | $128955.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                              | Trinity Industries, Inc.                              | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      4117 | NS      | $121739.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                             | Union Pacific Corporation                             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     32248 | NS      | $6677593.36   | 3.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation       | Westinghouse Air Brake Technologies Corporation       | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      9539 | NS      | $952087.59    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.                        | Watts Water Technologies, Inc.                        | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      1457 | NS      | $213057.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises, Inc.                              | Werner Enterprises, Inc.                              | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      3116 | NS      | $125450.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp.                   | WillScot Mobile Mini Holdings Corp.                   | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     11044 | NS      | $498870.35    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                                        | Woodward, Inc.                                        | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      3151 | NS      | $304418.11    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                             | XPO, Inc.                                             | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      5973 | NS      | $198841.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings, Co.                                   | Crane Holdings, Co.                                   | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2488 | NS      | $249919.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Company                                      | Fastenal Company                                      | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     30042 | NS      | $1421587.44   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corporation                            | Federal Signal Corporation                            | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      3237 | NS      | $150423.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corporation                                     | Fluor Corporation                                     | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      7422 | NS      | $257246.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                           | Franklin Electric Co., Inc.                           | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      2004 | NS      | $159819.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                           | ABM Industries Incorporated                           | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      3507 | NS      | $155780.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                                | Alaska Air Group, Inc.                                | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      6630 | NS      | $284692.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corporation                                      | IDEX Corporation                                      | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      3956 | NS      | $903273.48    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation                | Zurn Elkay Water Solutions Corporation                | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      7521 | NS      | $159069.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion Public Limited Company                       | Allegion Public Limited Company                       | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      4603 | NS      | $484511.78    | 0.26%             |  |  |  | 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        |     20860 | NS      | $3273977.00   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                | U-Haul Holding Company                                | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       496 | NS      | $29854.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AMETEK, Inc.                                          | AMETEK, Inc.                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     12046 | NS      | $1683067.12   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                                 | Landstar System, Inc.                                 | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      1887 | NS      | $307392.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                      | McGrath RentCorp                                      | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      1236 | NS      | $122042.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT, Inc.                                             | ADT, Inc.                                             | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11170 | NS      | $101311.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                                   | Acuity Brands, Inc.                                   | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1688 | NS      | $279549.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide, Inc.                         | C.H. Robinson Worldwide, Inc.                         | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      6174 | NS      | $565291.44    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                   | Clean Harbors, Inc.                                   | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      2635 | NS      | $300706.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                                     | EMCOR Group, Inc.                                     | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      2483 | NS      | $367757.13    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                              | Energizer Holdings, Inc.                              | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      3537 | NS      | $118666.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp.                       | Evoqua Water Technologies Corp.                       | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |      6341 | NS      | $251103.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corporation                           | First Advantage Corporation                           | CUSIP: 31846B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2976 | NS      | $38688.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                          | Textron Inc.                                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     10950 | NS      | $775260.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                                    | The Timken Company                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      3509 | NS      | $247981.03    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Incorporated                          | TransDigm Group Incorporated                          | CUSIP: 893641100<br>LEI: 549300EQD0ZXRSMG3549 | Long             | EC               | CORP              | US        |      2709 | NS      | $1705721.85   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                          | Watsco, Inc.                                          | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      1745 | NS      | $435203.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                     | FedEx Corporation                                     | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     12557 | NS      | $2174872.40   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                                       | Hub Group, Inc.                                       | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1696 | NS      | $134815.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Incorporated                             | RBC Bearings Incorporated                             | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1516 | NS      | $317374.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                             | Rockwell Automation, Inc.                             | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      6024 | NS      | $1551601.68   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                            | Saia, Inc.                                            | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1383 | NS      | $289987.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                            | 3M Company                                            | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     28992 | NS      | $3476720.64   | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                | Waste Management, Inc.                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     19593 | NS      | $3073749.84   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                            | Xylem Inc.                                            | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      9453 | NS      | $1045218.21   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corporation PLC                      | Gates Industrial Corporation PLC                      | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |      5398 | NS      | $61591.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International Public Limited Company | Johnson Controls International Public Limited Company | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |     36124 | NS      | $2311936.00   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Beloit Corporation                              | Regal Beloit Corporation                              | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      3459 | NS      | $415010.82    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                               | Republic Services, Inc.                               | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     10774 | NS      | $1389738.26   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                                     | Kirby Corporation                                     | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      3108 | NS      | $199999.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                         | Paychex, Inc.                                         | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     16824 | NS      | $1944181.44   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                          | General Dynamics Corporation                          | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     11809 | NS      | $2929930.99   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies, Inc.                             | Helios Technologies, Inc.                             | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      1751 | NS      | $95324.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc.                                    | Herc Holdings Inc.                                    | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      1318 | NS      | $173409.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc.                                              | ITT Inc.                                              | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      4338 | NS      | $351811.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corporation                            | Otis Worldwide Corporation                            | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     21851 | NS      | $1711151.81   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                                   | Parsons Corporation                                   | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      1731 | NS      | $80058.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings, Inc.                     | Spirit AeroSystems Holdings, Inc.                     | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5414 | NS      | $160254.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                          | Stanley Black & Decker, Inc.                          | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      7760 | NS      | $582931.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation, Inc.                                   | Joby Aviation, Inc.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15125 | NS      | $50668.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Altra Industrial Motion Corp.                         | Altra Industrial Motion Corp.                         | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      3473 | NS      | $207511.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc.                          | American Airlines Group Inc.                          | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33998 | NS      | $432454.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                 | Delta Air Lines, Inc.                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     33632 | NS      | $1105147.52   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corporation                               | Encore Wire Corporation                               | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       963 | NS      | $132470.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                               | EnerSys                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      2170 | NS      | $160232.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                                    | Hexcel Corporation                                    | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      4392 | NS      | $258469.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc.                                 | Jacobs Solutions Inc.                                 | CUSIP: 46982L108<br>LEI: 549300CZ8QS1GE53O776 | Long             | EC               | CORP              | US        |      6693 | NS      | $803628.51    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                             | KBR, Inc.                                             | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      7235 | NS      | $382008.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Intermodal - Paragon, Inc.                     | Matson Intermodal - Paragon, Inc.                     | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1949 | NS      | $121831.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                | Southwest Airlines Co.                                | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     31143 | NS      | $1048584.81   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                            | TransUnion                                            | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     10108 | NS      | $573629.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company, Inc.                                    | Trex Company, Inc.                                    | CUSIP: 89531P105<br>LEI: 549300ER482WJT9UUX16 | Long             | EC               | CORP              | US        |      5747 | NS      | $243270.51    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifirst Corporation                                  | Unifirst Corporation                                  | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       777 | NS      | $149953.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                                | Verisk Analytics, Inc.                                | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      8203 | NS      | $1447173.26   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, Inc.                                            | AAON, Inc.                                            | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2167 | NS      | $163218.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                      | AGCO Corporation                                      | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      3241 | NS      | $449494.29    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.                     | Aerojet Rocketdyne Holdings, Inc.                     | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      4036 | NS      | $225733.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                                   | AeroVironment, Inc.                                   | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      1334 | NS      | $114270.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc.                                           | Atkore Inc.                                           | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      2155 | NS      | $244420.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ, Inc.                                            | CBIZ, Inc.                                            | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      2685 | NS      | $125792.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corporation                                     | Brady Corporation                                     | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      2373 | NS      | $111768.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                          | Norfolk Southern Corporation                          | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     12143 | NS      | $2992278.06   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                          | Northrop Grumman Corporation                          | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      7589 | NS      | $4140634.29   | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line, Inc.                       | Old Dominion Freight Line, Inc.                       | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      4752 | NS      | $1348522.56   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                         | Owens Corning                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      4892 | NS      | $417287.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.                        | Robert Half International Inc.                        | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      5673 | NS      | $418837.59    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                             | Lennox International Inc.                             | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      1686 | NS      | $403341.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                            | PACCAR Inc                                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     18241 | NS      | $1805311.77   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| BWXT Government Group, Inc.                           | BWXT Government Group, Inc.                           | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      4771 | NS      | $277099.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                                | EnPro Industries, Inc.                                | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      1100 | NS      | $119559.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                 | Quanta Services, Inc.                                 | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      7495 | NS      | $1068037.50   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation                     | Raytheon Technologies Corporation                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     77108 | NS      | $7781786.67   | 4.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                                  | United Rentals, Inc.                                  | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      3635 | NS      | $1291951.70   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                              | Valmont Industries, Inc.                              | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      1114 | NS      | $368366.38    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vm Consolidated, Inc.                                 | Vm Consolidated, Inc.                                 | CUSIP: 92511U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7389 | NS      | $102189.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                          | Worthington Industries, Inc.                          | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      1629 | NS      | $80977.59     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corporation               | Booz Allen Hamilton Holding Corporation               | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      6936 | NS      | $724950.72    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| The Brink's Company                                   | The Brink's Company                                   | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      2462 | NS      | $132234.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Middleby Corporation                              | The Middleby Corporation                              | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      2856 | NS      | $382418.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                             | Moog Inc.                                             | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      1535 | NS      | $134711.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corporation                                   | Nordson Corporation                                   | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      2820 | NS      | $670370.40    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corporation                            | Curtiss-Wright Corporation                            | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1997 | NS      | $333479.03    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Company, Inc.                               | Donaldson Company, Inc.                               | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      6432 | NS      | $378651.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                     | Dover Corporation                                     | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      7362 | NS      | $996888.42    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                                | Dycom Industries, Inc.                                | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      1518 | NS      | $142084.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                  | Emerson Electric Co.                                  | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     31015 | NS      | $2979300.90   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc.                                   | Ingersoll Rand Inc.                                   | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     21240 | NS      | $1109778.88   | 0.59%             |  |  |  | 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        |   1063499 | NS      | $1063498.99   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc.                                           | Kadant Inc.                                           | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       622 | NS      | $110485.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LegalZoom.com, Inc.                                   | LegalZoom.com, Inc.                                   | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |      4334 | NS      | $33545.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ManpowerGroup Inc.                                    | ManpowerGroup Inc.                                    | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      2647 | NS      | $220256.87    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global, Inc.                                      | NV5 Global, Inc.                                      | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       656 | NS      | $86801.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines                                       | Spirit Airlines                                       | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |      5810 | NS      | $113178.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                                    | Enovis Corporation                                    | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      2542 | NS      | $136047.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                       | Deere & Company                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     14406 | NS      | $6176716.56   | 3.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                          | Equifax Inc.                                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      6422 | NS      | $1248179.92   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                                  | FTI Consulting, Inc.                                  | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      1806 | NS      | $286792.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.                      | Fortune Brands Innovations, Inc.                      | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      6774 | NS      | $386863.14    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings, Inc.                         | Frontier Group Holdings, Inc.                         | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |      1934 | NS      | $19862.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GMS Inc.                                              | GMS Inc.                                              | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      2192 | NS      | $109161.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                              | General Electric Company                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     57313 | NS      | $4802256.27   | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                  | Global Payments Inc.                                  | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     14183 | NS      | $1408655.56   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                            | Graco Inc.                                            | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      8840 | NS      | $594578.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                       | CSX Corporation                                       | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    110276 | NS      | $3416350.48   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                       | Carlisle Companies Incorporated                       | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      2713 | NS      | $639318.45    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                                     | Hillenbrand, Inc.                                     | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      3707 | NS      | $158177.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                          | Honeywell International Inc.                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     35265 | NS      | $7557289.50   | 4.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                                 | Howmet Aerospace Inc.                                 | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     19313 | NS      | $761125.33    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                                  | Hubbell Incorporated                                  | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2817 | NS      | $661093.56    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                           | JetBlue Airways Corporation                           | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     17372 | NS      | $112570.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corporation                    | John Bean Technologies Corporation                    | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      1701 | NS      | $155352.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                           | L3Harris Technologies, Inc.                           | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      9987 | NS      | $2079393.27   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                                 | Mercury Systems, Inc.                                 | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      3097 | NS      | $138559.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                              | Mueller Industries, Inc.                              | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      3025 | NS      | $178475.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                          | Cummins Inc.                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      7397 | NS      | $1792219.13   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.          | Expeditors International of Washington, Inc.          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      8347 | NS      | $867420.24    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                                 | Flowserve Corporation                                 | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      6975 | NS      | $213993.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corporation                               | Forward Air Corporation                               | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1410 | NS      | $147894.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                      | GATX Corporation                                      | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      1831 | NS      | $194708.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                                    | GXO Logistics Inc.                                    | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      6196 | NS      | $264507.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                                 | Generac Holdings Inc.                                 | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      3358 | NS      | $338016.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                   | Huntington Ingalls Industries, Inc.                   | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      2090 | NS      | $482121.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                                      | Pool Corporation                                      | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      2048 | NS      | $619171.84    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                    | Ryder System, Inc.                                    | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      2619 | NS      | $218869.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                              | Illinois Tool Works Inc.                              | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     14662 | NS      | $3230038.60   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc.                                       | Kennametal Inc.                                       | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      4341 | NS      | $104444.46    | 0.06%             |  |  |  | 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