# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013500
**Filing Date:** 2023-2
**Character Count:** 96199
**Document Hash:** 28f1b46a6a29be94e1fb6977790ac4ab
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013500.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013500

**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:** 23683229

**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 MULTI-MANAGER MID CAP FUND (Series ID: S000054971)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000172890 | JNL MULTI-MANAGER MID CAP FUND (A) |  |
| C000192221 | JNL MULTI-MANAGER MID CAP 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 Multi-Manager Mid Cap Fund

- **b. EDGAR series identifier (if any):** S000054971

- **c. LEI of Series:** 549300YMNYNA7UZ98H80

**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:** $1438452970.50

**Total Liabilities:** $9100966.05

**Net Assets:** $1429352004.45

**Cash Not Reported:** $550343.65

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000172890 | 8.31%                | 4.73%                | -3.49%               |
| Class ID C000192221 | 8.33%                | 4.73%                | -3.45%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3478807.12              | $108051057.86                              |
| Month 2  | $3412235.44              | $62801221.14                               |
| Month 3  | $8731549.14              | $-61553088.38                              |

### 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        |   5307100 | NS      | $5307100.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                     | Bath & Body Works, Inc.                     | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |    120000 | NS      | $5056800.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company           | Pioneer Natural Resources Company           | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     28600 | NS      | $6531954.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                      | RPM International Inc.                      | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     44650 | NS      | $4351142.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Abcam PLC                                   | Abcam PLC                                   | CUSIP: 000380204<br>LEI: 213800B9N83DSNT33F79 | Long             | EC               | CORP              | GB        |    152000 | NS      | $2365120.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                    | Advance Auto Parts, Inc.                    | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     65500 | NS      | $9630465.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.       | Alexandria Real Estate Equities, Inc.       | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     82000 | NS      | $11944940.00  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                  | Carrier Global Corporation                  | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     58275 | NS      | $2403843.75   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.             | Advanced Drainage Systems, Inc.             | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     19400 | NS      | $1590218.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                   | Akamai Technologies, Inc.                   | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     97000 | NS      | $8177100.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                               | Corteva, Inc.                               | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     24900 | NS      | $1463622.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                    | Devon Energy Corporation                    | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     98432 | NS      | $6054552.32   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                       | American Homes 4 Rent                       | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    110800 | NS      | $3339512.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                 | ANSYS, Inc.                                 | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |     12500 | NS      | $3019875.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| The Trade Desk, Inc.                        | The Trade Desk, Inc.                        | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |     56029 | NS      | $2511780.07   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                  | 3M Company                                  | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     97051 | NS      | $11638355.92  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| TowneBank                                   | TowneBank                                   | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     69314 | NS      | $2137643.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                    | Diamondback Energy, Inc.                    | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     20228 | NS      | $2766785.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Emersub CX, Inc.                            | Emersub CX, Inc.                            | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |     10060 | NS      | $2066324.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                   | Aptiv PLC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |    110200 | NS      | $10262926.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                          | Avista Corporation                          | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     86957 | NS      | $3855673.38   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Berkley Corporation                   | W. R. Berkley Corporation                   | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     54900 | NS      | $3984093.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                              | Autodesk, Inc.                              | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     20500 | NS      | $3830835.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boston Beer Company, Inc.               | The Boston Beer Company, Inc.               | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |     11000 | NS      | $3624720.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                            | AGCO Corporation                            | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     50700 | NS      | $7031583.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                             | BorgWarner Inc.                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    161600 | NS      | $6504400.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf Aktiengesellschaft               | Beiersdorf Aktiengesellschaft               | CUSIP: 07724U103<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |    204122 | NS      | $4666228.92   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation            | Edwards Lifesciences Corporation            | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    123000 | NS      | $9177030.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                        | Henkel AG & Co. KGaA                        | CUSIP: 42550U109<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |    399864 | NS      | $6449806.32   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corporation                             | NCR Corporation                             | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |    138000 | NS      | $3230580.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                               | Nutanix, Inc.                               | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |    226500 | NS      | $5900325.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                  | United Utilities Group PLC                  | CUSIP: 91311E102<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |     27730 | NS      | $654428.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.             | Universal Health Services, Inc.             | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     70513 | NS      | $9934576.57   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                   | Church & Dwight Co., Inc.                   | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     21620 | NS      | $1742788.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J. Gallagher & Co.                   | Arthur J. Gallagher & Co.                   | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     27500 | NS      | $5184850.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                       | Generac Holdings Inc.                       | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |     53000 | NS      | $5334980.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                         | Halliburton Company                         | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     52138 | NS      | $2051630.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc. | The Hartford Financial Services Group, Inc. | CUSIP: 416518603<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EP               | CORP              | US        |      8563 | NS      | $215616.34    | 0.02%             | 2500-12-31      | Fixed         | 6.00%                 | No            |                  1 | On Loan: —       |
| Hologic, Inc.                               | Hologic, Inc.                               | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     76800 | NS      | $5745408.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.             | Lincoln Electric Holdings, Inc.             | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     26300 | NS      | $3800087.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                    | Palo Alto Networks, Inc.                    | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     53500 | NS      | $7465390.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Company                      | STAAR Surgical Company                      | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     34428 | NS      | $1671135.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                        | Steel Dynamics, Inc.                        | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     28850 | NS      | $2818645.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Global Holdings Inc.                | Ashland Global Holdings Inc.                | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     57600 | NS      | $6193728.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                    | The Allstate Corporation                    | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     32800 | NS      | $4447680.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                         | First Republic Bank                         | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     33800 | NS      | $4119882.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                          | HealthEquity, Inc.                          | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     21277 | NS      | $1311514.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation           | Lattice Semiconductor Corporation           | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     21295 | NS      | $1381619.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                       | Leidos Holdings, Inc.                       | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     62700 | NS      | $6595413.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated           | McCormick & Company, Incorporated           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |    119179 | NS      | $9878747.31   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                        | Planet Fitness, Inc.                        | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     81500 | NS      | $6422200.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                 | The Progressive Corporation                 | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     59200 | NS      | $7678832.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                 | Prosperity Bancshares, Inc.                 | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154400 | NS      | $11221792.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                | U.S. Bancorp                                | CUSIP: 902973155<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |    325943 | NS      | $5997351.20   | 0.42%             | 2500-12-31      | Fixed         | 4.68%                 | No            |                  1 | On Loan: —       |
| Western Digital Corporation                 | Western Digital Corporation                 | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     55000 | NS      | $1735250.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                               | Gartner, Inc.                               | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |     17978 | NS      | $6043124.92   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corporation                    | Hormel Foods Corporation                    | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |    107000 | NS      | $4873850.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                        | Houlihan Lokey, Inc.                        | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     34700 | NS      | $3024452.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's, Inc.                              | Leslie's, Inc.                              | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    439000 | NS      | $5360190.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                    | Marvell Technology, Inc.                    | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75900 | NS      | $2811336.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| The Middleby Corporation                    | The Middleby Corporation                    | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     41400 | NS      | $5543460.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive, Inc.                              | NuVasive, Inc.                              | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     13523 | NS      | $557688.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                    | Roper Technologies, Inc.                    | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      5085 | NS      | $2197177.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                   | SJW Group                                   | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89214 | NS      | $7243284.66   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                       | Sun Communities, Inc.                       | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     22300 | NS      | $3188900.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                            | AptarGroup, Inc.                            | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |    162084 | NS      | $17825998.32  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corporation                      | Bio-Techne Corporation                      | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |    121600 | NS      | $10078208.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                      | Celsius Holdings, Inc.                      | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61949 | NS      | $6445173.96   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog, Inc.                               | Datadog, Inc.                               | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |     16152 | NS      | $1187172.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                        | Domino's Pizza, Inc.                        | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      6620 | NS      | $2293168.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                     | DuPont de Nemours, Inc.                     | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     12585 | NS      | $863708.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                              | Doximity, Inc.                              | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62500 | NS      | $2097500.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Freshpet, Inc.                              | Freshpet, Inc.                              | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |    128571 | NS      | $6784691.67   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                  | Graco Inc.                                  | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |    146345 | NS      | $9843164.70   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                    | IDEXX Laboratories, Inc.                    | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |     16544 | NS      | $6749290.24   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                   | Coty Inc.                                   | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    449300 | NS      | $3846008.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                        | Crown Holdings, Inc.                        | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     63200 | NS      | $5195672.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                  | Cullen/Frost Bankers, Inc.                  | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     27000 | NS      | $3609900.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                      | Fair Isaac Corporation                      | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      8431 | NS      | $5046627.98   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                       | Landstar System, Inc.                       | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     25300 | NS      | $4121370.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                    | Motorola Solutions, Inc.                    | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     15900 | NS      | $4097589.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| On Semiconductor Corporation                | On Semiconductor Corporation                | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     33000 | NS      | $2058210.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                              | Teradyne, Inc.                              | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     29337 | NS      | $2562586.95   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                   | UMB Financial Corporation                   | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      8934 | NS      | $746167.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                  | Avery Dennison Corporation                  | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     31200 | NS      | $5647200.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems, Incorporated               | Bentley Systems, Incorporated               | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |     86500 | NS      | $3197040.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                   | CDW Corp.                                   | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     21200 | NS      | $3785896.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                          | The Clorox Company                          | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |    125181 | NS      | $17566649.73  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies, Inc.                  | The Cooper Companies, Inc.                  | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     39200 | NS      | $12962264.00  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                          | CoStar Group, Inc.                          | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117703 | NS      | $9096087.84   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp.                 | Definitive Healthcare Corp.                 | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157860 | NS      | $1734881.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                         | Expedia Group, Inc.                         | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     33600 | NS      | $2943360.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance, Inc.                   | Goosehead Insurance, Inc.                   | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |     39880 | NS      | $1369479.20   | 0.10%             |  |  |  | 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        |  46305486 | NS      | $46305486.20  | 3.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation                        | Westlake Corporation                        | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     47800 | NS      | $4901412.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                           | Yum! Brands, Inc.                           | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     55100 | NS      | $7057208.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation, National Association  | Zions Bancorporation, National Association  | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |    122000 | NS      | $5997520.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom, Inc.                                | DexCom, Inc.                                | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     74500 | NS      | $8436380.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.               | FactSet Research Systems Inc.               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |     10500 | NS      | $4212705.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc.           | Mettler-Toledo International Inc.           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      3094 | NS      | $4472222.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                | Mueller Water Products, Inc.                | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |    648752 | NS      | $6980571.52   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                          | Newell Brands Inc.                          | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    245700 | NS      | $3213756.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation      | Old Republic International Corporation      | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    224000 | NS      | $5409600.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                         | Oshkosh Corporation                         | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     50400 | NS      | $4444776.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America            | Packaging Corporation of America            | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     43000 | NS      | $5500130.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc.                                 | Splunk Inc.                                 | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |     27400 | NS      | $2358866.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Company                      | Tractor Supply Company                      | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     27500 | NS      | $6186675.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc.                       | Tradeweb Markets Inc.                       | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    174000 | NS      | $11297820.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                           | Tyson Foods, Inc.                           | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     85900 | NS      | $5347275.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust                      | Americold Realty Trust                      | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |     88500 | NS      | $2505435.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                        | Henkel AG & Co. KGaA                        | CUSIP: 42550U208<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |    539054 | NS      | $9352586.90   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                 | Keysight Technologies, Inc.                 | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     27700 | NS      | $4738639.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                | U.S. Bancorp                                | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     55931 | NS      | $908319.44    | 0.06%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                          | ManpowerGroup Inc.                          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     47900 | NS      | $3985759.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB, Inc.                               | MongoDB, Inc.                               | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      6086 | NS      | $1197968.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                       | Paycom Software, Inc.                       | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |     14813 | NS      | $4596622.03   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company              | Performance Food Group Company              | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    112400 | NS      | $6563036.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health And Wellness Company, Inc.     | Petco Health And Wellness Company, Inc.     | CUSIP: 71601V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111300 | NS      | $1055124.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                   | Flex Ltd.                                   | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |    332600 | NS      | $7137596.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.               | Reliance Steel & Aluminum Co.               | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     18700 | NS      | $3785628.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.           | Aerojet Rocketdyne Holdings, Inc.           | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |    130087 | NS      | $7275765.91   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                  | Alliant Energy Corporation                  | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |    108300 | NS      | $5979243.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corporation                            | IDEX Corporation                            | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     39500 | NS      | $9019035.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                  | Resideo Technologies, Inc.                  | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    178300 | NS      | $2933035.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Ltd.                 | SolarEdge Technologies Ltd.                 | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      6500 | NS      | $1841255.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.               | Starwood Property Trust, Inc.               | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |    145900 | NS      | $2674347.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health, Inc.                         | Syneos Health, Inc.                         | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     68200 | NS      | $2501576.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Steris Limited                              | Steris Limited                              | CUSIP: N/A<br>LEI: 549300F1857N5E6G6T48       | Long             | EC               | CORP              | IE        |     48000 | NS      | $8865120.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                               | Chubb Limited                               | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | US        |     20557 | NS      | $4534874.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Global-E Online Ltd.                        | Global-E Online Ltd.                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     89946 | NS      | $1856485.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                       | Cal-Maine Foods, Inc.                       | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     26367 | NS      | $1435683.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group Corp                              | APi Group Corp                              | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    312700 | NS      | $5881887.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana, Inc.                                 | Asana, Inc.                                 | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157500 | NS      | $2168775.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                               | Avantor, Inc.                               | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |    172000 | NS      | $3627480.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                        | Baker Hughes Company                        | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36800 | NS      | $1086704.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight, Inc.                          | Black Knight, Inc.                          | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     66300 | NS      | $4094025.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                         | Coterra Energy Inc.                         | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    205999 | NS      | $5061395.68   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.              | Hilton Worldwide Holdings Inc.              | CUSIP: 43300A203<br>LEI: 549300406TN7EY0NPH20 | Long             | EC               | CORP              | US        |     36000 | NS      | $4548960.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                        | Repligen Corporation                        | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     14800 | NS      | $2505788.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                           | Ulta Beauty, Inc.                           | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |     13000 | NS      | $6097910.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                      | Verisk Analytics, Inc.                      | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     29500 | NS      | $5204390.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                          | Vertiv Holdings Co                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |    379600 | NS      | $5185336.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                      | Align Technology, Inc.                      | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |     22500 | NS      | $4745250.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                        | Amphenol Corporation                        | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    207489 | NS      | $15798212.46  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                   | Baxter International Inc.                   | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    231516 | NS      | $11800370.52  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                      | DXC Technology Company                      | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    139000 | NS      | $3683500.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                   | MarketAxess Holdings Inc.                   | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      5545 | NS      | $1546445.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation           | Sensient Technologies Corporation           | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     37100 | NS      | $2705332.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical, Inc.                     | Silk Road Medical, Inc.                     | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |     48462 | NS      | $2561216.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply, Inc.              | SiteOne Landscape Supply, Inc.              | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     42393 | NS      | $4973546.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                     | Valley National Bancorp                     | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    149477 | NS      | $1690584.87   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc.                          | Veeva Systems Inc.                          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     39500 | NS      | $6374510.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises, Inc.                    | Werner Enterprises, Inc.                    | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     35637 | NS      | $1434745.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                | Zimmer Biomet Holdings, Inc.                | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     25448 | NS      | $3244620.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler, Inc.                               | Zscaler, Inc.                               | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |     56500 | NS      | $6322350.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                     | Arch Capital Group Ltd.                     | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     81400 | NS      | $5110292.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Lifestyle Properties, Inc.           | Equity Lifestyle Properties, Inc.           | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     82700 | NS      | $5342420.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                   | Essential Utilities, Inc.                   | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     16628 | NS      | $793649.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                        | Global Payments Inc.                        | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     47625 | NS      | $4730115.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc. | The Hartford Financial Services Group, Inc. | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     91162 | NS      | $6912814.46   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Incorporated        | Healthcare Realty Trust Incorporated        | CUSIP: 42226K105<br>LEI: 549300CB86LH2IOKHH22 | Long             | EC               | CORP              | US        |    515339 | NS      | $9930582.53   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties, Inc.                 | Healthpeak Properties, Inc.                 | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |    119478 | NS      | $2995313.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                  | Northern Trust Corporation                  | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |    203612 | NS      | $18017625.88  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc.                  | Palantir Technologies Inc.                  | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |    366500 | NS      | $2352930.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group, Inc.                   | T. Rowe Price Group, Inc.                   | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     54957 | NS      | $5993610.42   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                           | Ross Stores, Inc.                           | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |    110856 | NS      | $12867055.92  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast, Inc.                                 | Toast, Inc.                                 | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |    358412 | NS      | $6462168.36   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                            | The Toro Company                            | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |    167200 | NS      | $18927040.00  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation             | Western Alliance Bancorporation             | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     55700 | NS      | $3317492.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp.         | WillScot Mobile Mini Holdings Corp.         | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |    170000 | NS      | $7678900.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                          | DTE Energy Company                          | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     17200 | NS      | $2021516.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                    | Darden Restaurants, Inc.                    | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     17200 | NS      | $2379276.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign, Inc.                              | DocuSign, Inc.                              | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     28388 | NS      | $1573262.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                 | Ecolab Inc.                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     19850 | NS      | $2889366.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                | Equifax Inc.                                | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     18905 | NS      | $3674375.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                         | Equity Commonwealth                         | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |    263120 | NS      | $6570106.40   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corporation                   | Franco-Nevada Corporation                   | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     37200 | NS      | $5077056.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corporation          | Masonite International Corporation          | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |     38900 | NS      | $3135729.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS, Inc.                               | MAXIMUS, Inc.                               | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     89500 | NS      | $6563035.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.            | National Retail Properties, Inc.            | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |    134000 | NS      | $6131840.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corporation                         | Nordson Corporation                         | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |     41500 | NS      | $9865380.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                | Textron Inc.                                | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |    102200 | NS      | $7235760.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                       | Camden Property Trust                       | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     38250 | NS      | $4279410.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                | Casey's General Stores, Inc.                | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     17800 | NS      | $3993430.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent, Inc.                              | Catalent, Inc.                              | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61500 | NS      | $2768115.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                | Hasbro, Inc.                                | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     56400 | NS      | $3440964.00   | 0.24%             |  |  |  | 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        |     20700 | NS      | $3609252.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                  | Kimberly-Clark Corporation                  | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |    110494 | NS      | $14999560.50  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corporation                         | Lindsay Corporation                         | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      5063 | NS      | $824509.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                               | Owens Corning                               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     46700 | NS      | $3983510.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                           | Sysco Corporation                           | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    107200 | NS      | $8195440.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers, Inc.                        | Calavo Growers, Inc.                        | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65200 | NS      | $1916880.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group              | California Water Service Group              | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     45838 | NS      | $2779616.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Beloit Corporation                    | Regal Beloit Corporation                    | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     47981 | NS      | $5756760.38   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                      | Alaska Air Group, Inc.                      | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |    107000 | NS      | $4594580.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company           | Portland General Electric Company           | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     74309 | NS      | $3641141.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Inc.                       | Blue Owl Capital Inc.                       | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    230000 | NS      | $2438000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Brown-Forman Corporation                    | Brown-Forman Corporation                    | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     62742 | NS      | $4120894.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc.                        | Dentsply Sirona Inc.                        | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |    752726 | NS      | $23966795.84  | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings, Inc.                 | DoubleVerify Holdings, Inc.                 | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54879 | NS      | $1205142.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                             | EQT Corporation                             | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     53100 | NS      | $1796373.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings, Inc.               | Endeavor Group Holdings, Inc.               | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154000 | NS      | $3471160.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, Inc.                                  | ETSY, Inc.                                  | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     28000 | NS      | $3353840.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge, Inc.                            | Everbridge, Inc.                            | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |     62600 | NS      | $1851708.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                           | Eversource Energy                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     41100 | NS      | $3445824.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                            | Five Below, Inc.                            | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     12400 | NS      | $2193188.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                         | Fortive Corporation                         | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    220500 | NS      | $14167125.00  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.             | Live Nation Entertainment, Inc.             | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |    100600 | NS      | $7015844.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.               | The Travelers Companies, Inc.               | CUSIP: 89417E109<br>LEI: 54930005DC1T4GCMYS22 | Long             | EC               | CORP              | US        |     63977 | NS      | $11995047.73  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                          | Waters Corporation                          | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |     35141 | NS      | $12038603.78  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.          | West Pharmaceutical Services, Inc.          | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     16000 | NS      | $3765600.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group, Ltd.                      | Everest Re Group, Ltd.                      | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |     76725 | NS      | $25416690.75  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company          | Hewlett Packard Enterprise Company          | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    248000 | NS      | $3958080.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings, Inc.         | Maravai LifeSciences Holdings, Inc.         | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115500 | NS      | $1652805.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre S.R.L                          | MercadoLibre S.R.L                          | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |      3708 | NS      | $3137857.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                               | MetLife, Inc.                               | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |    162480 | NS      | $3176484.00   | 0.22%             | 2500-12-31      | Fixed         | 4.75%                 | No            |                  1 | On Loan: —       |
| MetLife, Inc.                               | MetLife, Inc.                               | CUSIP: 59156R876<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |    135568 | NS      | $3120775.36   | 0.22%             | 2500-12-31      | Fixed         | 5.63%                 | No            |                  1 | On Loan: —       |
| Mission Produce, Inc.                       | Mission Produce, Inc.                       | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |    121980 | NS      | $1417407.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                 | Zoetis Inc.                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     15890 | NS      | $2328679.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation      | Zurn Elkay Water Solutions Corporation      | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     95600 | NS      | $2021940.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ATS Corporation                             | ATS Corporation                             | CUSIP: 00217Y104<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | EC               | CORP              | CA        |     94000 | NS      | $2922053.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                             | Genpact Limited                             | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |    139400 | NS      | $6457008.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Public Limited Company | Horizon Therapeutics Public Limited Company | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |     18400 | NS      | $2093920.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Icon Public Limited Company                 | Icon Public Limited Company                 | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |     18600 | NS      | $3613050.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                          | Ameren Corporation                          | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     49800 | NS      | $4428216.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.          | American Water Works Company, Inc.          | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     20341 | NS      | $3100375.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                | AMETEK, Inc.                                | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |    104500 | NS      | $14600740.00  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                     | Applied Materials, Inc.                     | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     20683 | NS      | $2014110.54   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                        | Hubbell Incorporated                        | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     20500 | NS      | $4810940.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated          | Huntington Bancshares Incorporated          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    179000 | NS      | $2523900.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                   | Lamar Advertising Company                   | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     67100 | NS      | $6334240.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                       | Las Vegas Sands Corp.                       | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     29384 | NS      | $1412488.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Roblox Corporation                          | Roblox Corporation                          | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35536 | NS      | $1011354.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                     | National Beverage Corp.                     | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     39936 | NS      | $1858222.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                 | Parker-Hannifin Corporation                 | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     16600 | NS      | $4830600.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                              | Synopsys, Inc.                              | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     15000 | NS      | $4789350.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                           | ICU Medical, Inc.                           | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     41758 | NS      | $6576049.84   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                     | Molina Healthcare, Inc.                     | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     11800 | NS      | $3896596.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage 1990 Corporation           | Monster Beverage 1990 Corporation           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     19439 | NS      | $1973641.67   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino, Inc.                                 | nCino, Inc.                                 | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |     53008 | NS      | $1401531.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                         | SVB Financial Group                         | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |     25500 | NS      | $5868570.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                    | Skyworks Solutions, Inc.                    | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     51225 | NS      | $4668134.25   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                          | Smith & Nephew PLC                          | CUSIP: 83175M205<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |    555812 | NS      | $14945784.68  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                        | United Rentals, Inc.                        | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      4300 | NS      | $1528306.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                               | Workday, Inc.                               | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     71500 | NS      | $11964095.00  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc.                                | Workiva Inc.                                | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     56900 | NS      | $4777893.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                  | Okta, Inc.                                  | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |    105500 | NS      | $7208815.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennon Group PLC                            | Pennon Group PLC                            | CUSIP: 708326202<br>LEI: 213800V1CCTS41GWH423 | Long             | EC               | CORP              | GB        |     29995 | NS      | $650891.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                   | The J. M. Smucker Company                   | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     41100 | NS      | $6512706.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                  | Tandem Diabetes Care, Inc.                  | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     72500 | NS      | $3258875.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Incorporated          | Teledyne Technologies Incorporated          | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      8200 | NS      | $3279262.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.              | American Financial Group, Inc.              | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     40900 | NS      | $5614752.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company              | Archer-Daniels-Midland Company              | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     15725 | NS      | $1460066.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation     | The Bank of New York Mellon Corporation     | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    135700 | NS      | $6177064.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                  | Bio-Rad Laboratories, Inc.                  | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      9000 | NS      | $3784410.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                         | Fifth Third Bancorp                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     48500 | NS      | $1591285.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies, Inc.                 | FleetCor Technologies, Inc.                 | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     12381 | NS      | $2274142.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation   | Integra LifeSciences Holdings Corporation   | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |    110500 | NS      | $6195735.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr - Bremse Aktiengesellschaft           | Knorr - Bremse Aktiengesellschaft           | CUSIP: 499180107<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |    415901 | NS      | $5639617.56   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                    | Lam Research Corporation                    | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1510 | NS      | $634653.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                  | Lamb Weston Holdings, Inc.                  | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     48500 | NS      | $4333960.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                     | Republic Services, Inc.                     | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     15500 | NS      | $1999345.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                   | Rockwell Automation, Inc.                   | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     43000 | NS      | $11075510.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                               | Rollins, Inc.                               | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     68913 | NS      | $2518081.02   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                      | Independent Bank Corp.                      | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     24584 | NS      | $2075627.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                       | MKS Instruments, Inc.                       | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     60000 | NS      | $5083800.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                            | Pool Corporation                            | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      9728 | NS      | $2941066.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage, Inc.                          | Pure Storage, Inc.                          | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    322000 | NS      | $8616720.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated              | Quest Diagnostics Incorporated              | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     48300 | NS      | $7556052.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Incorporated                   | RBC Bearings Incorporated                   | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13700 | NS      | $2868095.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                              | Signature Bank                              | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |     17557 | NS      | $2022917.54   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                            | Xcel Energy Inc.                            | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     87600 | NS      | $6141636.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                  | Xylem Inc.                                  | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     46300 | NS      | $5119391.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.Com Holdings Inc.                      | Bill.Com Holdings Inc.                      | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     22967 | NS      | $2502484.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated  | Reinsurance Group of America, Incorporated  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     36764 | NS      | $5223796.76   | 0.37%             |  |  |  | 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