# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013490
**Filing Date:** 2023-2
**Character Count:** 57080
**Document Hash:** ec60a6613535f471b7feb464d3ec4ed0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013490.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013490

**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:** 23683217

**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/MFS MID CAP VALUE FUND (Series ID: S000001722)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000004629 | JNL/MFS MID CAP VALUE FUND (A) |  |
| C000067963 | JNL/MFS MID CAP VALUE 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/MFS Mid Cap Value Fund

- **b. EDGAR series identifier (if any):** S000001722

- **c. LEI of Series:** 549300441NQWMC2G8B13

**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:** $2022399855.26

**Total Liabilities:** $2881220.66

**Net Assets:** $2019518634.60

**Cash Not Reported:** $1011240.36

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004629 | 9.92%                | 6.14%                | -3.96%               |
| Class ID C000067963 | 10.02%               | 6.15%                | -3.94%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6650803.12              | $169462543.37                              |
| Month 2  | $6457790.06              | $111989448.17                              |
| Month 3  | $1628986.12              | $-88962651.19                              |

### 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        |    182231 | NS      | $182230.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                | CMS Energy Corporation                                | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |    262290 | NS      | $16610825.70  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                                  | Celanese Corporation                                  | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |    105756 | NS      | $10812493.44  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corporation                         | Chesapeake Energy Corporation                         | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |    109051 | NS      | $10291142.87  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                      | Cincinnati Financial Corporation                      | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     86718 | NS      | $8879056.02   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                            | Agilent Technologies, Inc.                            | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     84403 | NS      | $12630908.95  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings, Inc.                       | Dun & Bradstreet Holdings, Inc.                       | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    611988 | NS      | $7502972.88   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                  | Global Payments Inc.                                  | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |    118403 | NS      | $11759785.96  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                             | PVH Corp.                                             | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |    148729 | NS      | $10498780.11  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                        | Signature Bank                                        | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |     67358 | NS      | $7760988.76   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital, Inc.                           | Spirit Realty Capital, Inc.                           | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |    222979 | NS      | $8903551.47   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                 | STAG Industrial, Inc.                                 | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |    249292 | NS      | $8054624.52   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health, Inc.                                   | Syneos Health, Inc.                                   | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |    102496 | NS      | $3759553.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                               | Republic Services, Inc.                               | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     83234 | NS      | $10736353.66  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                                 | Teleflex Incorporated                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     25120 | NS      | $6270705.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Vulcan Corp.                                   | Legacy Vulcan Corp.                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     71905 | NS      | $12591284.55  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                 | Targa Resources Corp.                                 | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |    206351 | NS      | $15166798.50  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                             | Valero Energy Corporation                             | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    119089 | NS      | $15107630.54  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                    | Coca-Cola Europacific Partners PLC                    | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |    228352 | NS      | $12632432.64  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company              | Eaton Corporation Public Limited Company              | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |    151948 | NS      | $23848238.60  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company           | Willis Towers Watson Public Limited Company           | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |     81318 | NS      | $19888756.44  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                             | Flex Ltd.                                             | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |    607308 | NS      | $13032829.68  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                               | DuPont de Nemours, Inc.                               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    266986 | NS      | $18323249.18  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                           | Host Hotels & Resorts, Inc.                           | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    677479 | NS      | $10873537.95  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                             | KBR, Inc.                                             | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    492580 | NS      | $26008224.00  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corporation of America Holdings            | Laboratory Corporation of America Holdings            | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     58262 | NS      | $13719535.76  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc.                                     | Life Storage Inc.                                     | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |    166682 | NS      | $16418177.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                            | PACCAR Inc                                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |    165703 | NS      | $16399625.91  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                               | East West Bancorp, Inc.                               | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142928 | NS      | $9418955.20   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                     | Eversource Energy                                     | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |    169019 | NS      | $14170552.96  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.                      | Fortune Brands Innovations, Inc.                      | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |    145245 | NS      | $8294941.95   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc.                                | GFL Environmental Inc.                                | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |    328154 | NS      | $9591941.42   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                      | Lear Corporation                                      | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     83843 | NS      | $10398208.86  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc.                                  | VICI Properties Inc.                                  | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    648429 | NS      | $21009099.60  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                                  | Voya Financial, Inc.                                  | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |    238980 | NS      | $14694880.20  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                              | Atmos Energy Corporation                              | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     71045 | NS      | $7962013.15   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                                 | Sun Communities, Inc.                                 | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |    102088 | NS      | $14598584.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                   | Toll Brothers, Inc.                                   | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |    380439 | NS      | $18991514.88  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                            | Avery Dennison Corporation                            | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     60830 | NS      | $11010230.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                                 | Brunswick Corporation                                 | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |    204908 | NS      | $14769768.64  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                                  | Crown Holdings, Inc.                                  | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |    135934 | NS      | $11175134.14  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology, Inc.                              | Marvell Technology, Inc.                              | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    321112 | NS      | $11893988.48  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                         | Raymond James Financial, Inc.                         | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |    204858 | NS      | $21889077.30  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc.                                              | TPG Inc.                                              | CUSIP: 872657101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    254750 | NS      | $7089692.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies, Inc.                            | Albertsons Companies, Inc.                            | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    524132 | NS      | $10870497.68  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Global Holdings Inc.                          | Ashland Global Holdings Inc.                          | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |    127862 | NS      | $13749000.86  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                         | Liberty Broadband Corporation                         | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |    126918 | NS      | $9680035.86   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                         | AmerisourceBergen Corporation                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |    125003 | NS      | $20714247.13  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                 | Delta Air Lines, Inc.                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    292518 | NS      | $9612141.48   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                     | Dollar Tree, Inc.                                     | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |    101572 | NS      | $14366343.68  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings, Inc.                   | Maravai LifeSciences Holdings, Inc.                   | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    220645 | NS      | $3157429.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                         | Organon & Co.                                         | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |    317868 | NS      | $8878053.24   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                              | RXO Inc.                                              | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    181560 | NS      | $3122832.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation, National Association            | Zions Bancorporation, National Association            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |    299222 | NS      | $14709753.52  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                        | Amdocs Limited                                        | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |    192783 | NS      | $17523974.70  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                             | Aptiv PLC                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     95527 | NS      | $8896429.51   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd                 | Check Point Software Technologies Ltd                 | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |     58933 | NS      | $7434987.28   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                                         | Evercore Inc.                                         | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     91161 | NS      | $9943841.88   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                      | Hess Corporation                                      | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |    173152 | NS      | $24556416.64  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc.                                              | ITT Inc.                                              | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |    141809 | NS      | $11500709.90  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc.                                   | Ingersoll Rand Inc.                                   | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    258105 | NS      | $13485986.25  | 0.67%             |  |  |  | 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        |  32193578 | NS      | $32193577.57  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                       | Jones Lang LaSalle Incorporated                       | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     61904 | NS      | $9865640.48   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                            | Builders FirstSource, Inc.                            | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    118648 | NS      | $7697882.24   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                              | CenterPoint Energy, Inc.                              | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    494033 | NS      | $14816049.67  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                         | Corteva, Inc.                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    301202 | NS      | $17704653.56  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc.                                  | Dentsply Sirona Inc.                                  | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |    322395 | NS      | $10265056.80  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                              | Diamondback Energy, Inc.                              | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |    121611 | NS      | $16633952.58  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.               | Mid-America Apartment Communities, Inc.               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     51588 | NS      | $8098800.12   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                                    | Newell Brands Inc.                                    | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    714936 | NS      | $9351362.88   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                 | Quanta Services, Inc.                                 | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     83706 | NS      | $11928105.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                           | Axalta Coating Systems Ltd.                           | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |    544338 | NS      | $13864288.86  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International Public Limited Company | Johnson Controls International Public Limited Company | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |    406355 | NS      | $26006720.00  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                            | Essex Property Trust, Inc.                            | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     41906 | NS      | $8880719.52   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc.                                   | Verint Systems Inc.                                   | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |    147810 | NS      | $5362546.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendy's Company                                   | The Wendy's Company                                   | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    730795 | NS      | $16537890.85  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                                      | WestRock Company                                      | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |    428106 | NS      | $15052206.96  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corporation                              | Hyatt Hotels Corporation                              | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |    101953 | NS      | $9221648.85   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                                | Ingredion Incorporated                                | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |    185884 | NS      | $18203620.12  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.               | International Flavors & Fragrances Inc.               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |    132680 | NS      | $13910171.20  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                         | Sempra Energy                                         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    106341 | NS      | $16433938.14  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers U.S.A., Inc.                                 | Skechers U.S.A., Inc.                                 | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |    350816 | NS      | $14716731.20  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                             | The J. M. Smucker Company                             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     92126 | NS      | $14598285.96  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                          | Stanley Black & Decker, Inc.                          | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |    128282 | NS      | $9636543.84   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                    | American International Group, Inc.                    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    237192 | NS      | $15000022.08  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J. Gallagher & Co.                             | Arthur J. Gallagher & Co.                             | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |    115410 | NS      | $21759401.40  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer, Inc.                                     | PerkinElmer, Inc.                                     | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |    104520 | NS      | $14655794.40  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation                     | Pinnacle West Capital Corporation                     | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |    200189 | NS      | $15222371.56  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. Carey Inc.                                       | W.P. Carey Inc.                                       | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |    170406 | NS      | $13317228.90  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                        | Performance Food Group Company                        | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    176447 | NS      | $10302740.33  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                  | Corning Incorporated                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    391509 | NS      | $12504797.46  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                           | L3Harris Technologies, Inc.                           | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     65793 | NS      | $13698760.53  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                                 | Leidos Holdings, Inc.                                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |    191018 | NS      | $20093183.42  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                                | Alaska Air Group, Inc.                                | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |    166438 | NS      | $7146847.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                              | Devon Energy Corporation                              | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    297413 | NS      | $18293844.54  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                              | Equitable Holdings, Inc.                              | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    675902 | NS      | $19398387.40  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                   | Halliburton Company                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    321672 | NS      | $12657793.20  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                                  | Henkel AG & Co. KGaA                                  | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |    118041 | NS      | $8215727.49   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                                  | M&T Bank Corporation                                  | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     97183 | NS      | $14097365.98  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                           | Prosperity Bancshares, Inc.                           | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154678 | NS      | $11241997.04  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                             | XPO, Inc.                                             | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |    238911 | NS      | $7953347.19   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                     | International Game Technology PLC                     | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | US        |    629920 | NS      | $14286585.60  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                                  | TE Connectivity Ltd.                                  | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |    109010 | NS      | $12514348.00  | 0.62%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Brixmor Property Group Inc.                           | Brixmor Property Group Inc.                           | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    603203 | NS      | $13674612.01  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                             | Cboe Global Markets, Inc.                             | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |    103483 | NS      | $12984012.01  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains GP Holdings, L.P.                              | Plains GP Holdings, L.P.                              | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |    899124 | NS      | $11185102.56  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                        | Zebra Technologies Corporation                        | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |     50578 | NS      | $12968704.98  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp.                        | Element Fleet Management Corp.                        | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |    204756 | NS      | $2790065.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Icon Public Limited Company                           | Icon Public Limited Company                           | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |     60091 | NS      | $11672676.75  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                          | Invesco Ltd.                                          | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |    433922 | NS      | $7806256.78   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company    | Seagate Technology Holdings Public Limited Company    | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |    129085 | NS      | $6791161.85   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                   | The AES Corporation                                   | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    774463 | NS      | $22273555.88  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                               | Aramark                                               | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    400186 | NS      | $16543689.24  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                        | Assurant, Inc.                                        | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |    135610 | NS      | $16959386.60  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.                     | The Hanover Insurance Group, Inc.                     | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     58265 | NS      | $7873349.45   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                                       | Kellogg Company                                       | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |    172493 | NS      | $12288401.32  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                            | Northern Trust Corporation                            | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |    139316 | NS      | $12328072.84  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| On Semiconductor Corporation                          | On Semiconductor Corporation                          | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |    229575 | NS      | $14318592.75  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                          | Zimmer Biomet Holdings, Inc.                          | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |    122837 | NS      | $15661717.50  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group, Ltd.                                | Everest Re Group, Ltd.                                | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |     63910 | NS      | $21171465.70  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC                      | Sensata Technologies Holding PLC                      | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |    287573 | NS      | $11612197.74  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                                 | Comerica Incorporated                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    168308 | NS      | $11251389.80  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                           | Discover Financial Services                           | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     85300 | NS      | $8344899.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                              | State Street Corporation                              | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    140580 | NS      | $10904790.60  | 0.54%             |  |  |  | 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        |    380659 | NS      | $28865371.97  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                         | Hologic, Inc.                                         | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |    131091 | NS      | $9806917.71   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                                 | Howmet Aerospace Inc.                                 | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |    445927 | NS      | $17573983.07  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company                     | Pioneer Natural Resources Company                     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     92190 | NS      | $21055274.10  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated          | Public Service Enterprise Group Incorporated          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    299627 | NS      | $18358146.29  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group, Inc.                              | Berry Global Group, Inc.                              | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |    246849 | NS      | $14917085.07  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight, Inc.                                    | Black Knight, Inc.                                    | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |    133932 | NS      | $8270301.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                      | PG&E Corporation                                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |   1817034 | NS      | $29544972.84  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                               | NXP Semiconductors N.V.                               | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     99932 | NS      | $15792253.96  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                              | Eastman Chemical Company                              | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |    220237 | NS      | $17936101.28  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company                     | Graphic Packaging Holding Company                     | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    774652 | NS      | $17236007.00  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.             | Knight-Swift Transportation Holdings Inc.             | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206078 | NS      | $10800547.98  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                       | LKQ Corporation                                       | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    476117 | NS      | $25429408.97  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                   | SVB Financial Group                                   | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |     54111 | NS      | $12453105.54  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                       | SLM Corporation                                       | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |    979894 | NS      | $16266240.40  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                  | Edison International                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    169334 | NS      | $10773029.08  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                  | Electronic Arts Inc.                                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     86625 | NS      | $10583842.50  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation       | Westinghouse Air Brake Technologies Corporation       | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |    199099 | NS      | $19872071.19  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                     | Masco Corporation                                     | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |    270111 | NS      | $12606080.37  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                          | Mattel, Inc.                                          | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    611370 | NS      | $10906840.80  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                              | Motorola Solutions, Inc.                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     60502 | NS      | $15591970.42  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Beloit Corporation                              | Regal Beloit Corporation                              | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |    136148 | NS      | $16335037.04  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                     | Ross Stores, Inc.                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |    111794 | NS      | $12975929.58  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corporation                           | Umpqua Holdings Corporation                           | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |    774012 | NS      | $13816114.20  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                       | Universal Health Services, Inc.                       | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |    115839 | NS      | $16320556.71  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                                | Urban Outfitters, Inc.                                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |    278386 | NS      | $6639506.10   | 0.33%             |  |  |  | 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