# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-016539
**Filing Date:** 2023-3
**Character Count:** 4208147
**Document Hash:** 91bf17b9cda02c270ad49d652f0f534d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-016539.hdr.sgml**: 20230315

**ACCESSION NUMBER**: 0001145549-23-016539

**CONFORMED SUBMISSION TYPE**: N-CEN

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230315

**DATE AS OF CHANGE**: 20230315

**EFFECTIVENESS DATE**: 20230315

**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:** N-CEN
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23734938

**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) |  |

### JNL/William Blair International Leaders Fund (Series ID: S000001723)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000004630 | JNL/William Blair International Leaders Fund (A) |  |
| C000067964 | JNL/William Blair International Leaders Fund (I) |  |

### JNL/CAUSEWAY INTERNATIONAL VALUE SELECT FUND (Series ID: S000001724)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000004631 | JNL/CAUSEWAY INTERNATIONAL VALUE SELECT FUND (A) |  |
| C000067965 | JNL/CAUSEWAY INTERNATIONAL VALUE SELECT FUND (I) |  |

### JNL/MELLON S&P 500 INDEX FUND (Series ID: S000001727)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000004634 | JNL/MELLON S&P 500 INDEX FUND (A) |  |
| C000067968 | JNL/MELLON S&P 500 INDEX FUND (I) |  |

### JNL/MELLON S&P 400 MIDCAP INDEX FUND (Series ID: S000001728)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000004635 | JNL/MELLON S&P 400 MIDCAP INDEX FUND (A) |  |
| C000067969 | JNL/MELLON S&P 400 MIDCAP INDEX FUND (I) |  |

### JNL/MELLON SMALL CAP INDEX FUND (Series ID: S000001729)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000004636 | JNL/MELLON SMALL CAP INDEX FUND (A) |  |
| C000067970 | JNL/MELLON SMALL CAP INDEX FUND (I) |  |

### JNL/MELLON INTERNATIONAL INDEX FUND (Series ID: S000001730)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000004637 | JNL/MELLON INTERNATIONAL INDEX FUND (A) |  |
| C000067971 | JNL/MELLON INTERNATIONAL INDEX FUND (I) |  |

### JNL/MELLON BOND INDEX FUND (Series ID: S000001731)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000004638 | JNL/MELLON BOND INDEX FUND (A) |  |
| C000067972 | JNL/MELLON BOND INDEX FUND (I) |  |

### JNL/WMC GLOBAL REAL ESTATE FUND (Series ID: S000001732)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000004639 | JNL/WMC GLOBAL REAL ESTATE FUND (A) |  |
| C000067973 | JNL/WMC GLOBAL REAL ESTATE FUND (I) |  |

### JNL/INVESCO GLOBAL GROWTH FUND (Series ID: S000001734)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000004641 | JNL/INVESCO GLOBAL GROWTH FUND (A) |  |
| C000067975 | JNL/INVESCO GLOBAL GROWTH FUND (I) |  |

### JNL/DOUBLELINE CORE FIXED INCOME FUND (Series ID: S000001736)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000004643 | JNL/DOUBLELINE CORE FIXED INCOME FUND (A) |  |
| C000067976 | JNL/DOUBLELINE CORE FIXED INCOME FUND (I) |  |

### JNL/PPM AMERICA HIGH YIELD BOND FUND (Series ID: S000001740)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000004647 | JNL/PPM AMERICA HIGH YIELD BOND FUND (A) |  |
| C000067978 | JNL/PPM AMERICA HIGH YIELD BOND FUND (I) |  |

### JNL/FIDELITY INSTITUTIONAL ASSET MANAGEMENT TOTAL BOND FUND (Series ID: S000001741)

| Class ID   | Class Name                                                      | Ticker Symbol   |
|:---|:---|:---|
| C000004648 | JNL/FIDELITY INSTITUTIONAL ASSET MANAGEMENT TOTAL BOND FUND (A) |  |
| C000067979 | JNL/FIDELITY INSTITUTIONAL ASSET MANAGEMENT TOTAL BOND FUND (I) |  |

### JNL/JPMORGAN US GOVERNMENT & QUALITY BOND FUND (Series ID: S000001742)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000004649 | JNL/JPMORGAN US GOVERNMENT & QUALITY BOND FUND (A)   |  |
| C000067980 | JNL/JPMORGAN U.S. GOVERNMENT & QUALITY BOND FUND (I) |  |

### JNL/INVESCO SMALL CAP GROWTH FUND (Series ID: S000001743)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000004650 | JNL/INVESCO SMALL CAP GROWTH FUND (A) |  |
| C000067981 | JNL/INVESCO SMALL CAP GROWTH FUND (I) |  |

### JNL/WMC BALANCED FUND (Series ID: S000001744)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000004651 | JNL/WMC BALANCED FUND (A) |  |
| C000067982 | JNL/WMC BALANCED FUND (I) |  |

### JNL/BLACKROCK LARGE CAP SELECT GROWTH FUND (Series ID: S000001746)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000004653 | JNL/BLACKROCK LARGE CAP SELECT GROWTH FUND (A) |  |
| C000067984 | JNL/BLACKROCK LARGE CAP SELECT GROWTH FUND (I) |  |

### JNL/WMC GOVERNMENT MONEY MARKET FUND (Series ID: S000001747)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000004654 | JNL/WMC GOVERNMENT MONEY MARKET FUND (A) |  |
| C000067985 | JNL/WMC GOVERNMENT MONEY MARKET FUND (I) |  |

### JNL/WMC VALUE FUND (Series ID: S000001748)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000004655 | JNL/WMC VALUE FUND (A) |  |
| C000067986 | JNL/WMC VALUE FUND (I) |  |

### JNL/T. ROWE PRICE ESTABLISHED GROWTH FUND (Series ID: S000001749)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000004656 | JNL/T. ROWE PRICE ESTABLISHED GROWTH FUND (A) |  |
| C000067987 | JNL/T. ROWE PRICE ESTABLISHED GROWTH FUND (I) |  |

### JNL/T. ROWE PRICE MID-CAP GROWTH FUND (Series ID: S000001750)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000004657 | JNL/T. ROWE PRICE MID-CAP GROWTH FUND (A) |  |
| C000067988 | JNL/T. ROWE PRICE MID-CAP GROWTH FUND (I) |  |

### JNL/T. ROWE PRICE VALUE FUND (Series ID: S000001751)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000004658 | JNL/T. ROWE PRICE VALUE FUND (A) |  |
| C000067989 | JNL/T. ROWE PRICE VALUE FUND (I) |  |

### JNL/GOLDMAN SACHS MANAGED CONSERVATIVE FUND (Series ID: S000001752)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000004659 | JNL/GOLDMAN SACHS MANAGED CONSERVATIVE FUND (A) |  |
| C000192197 | JNL/GOLDMAN SACHS MANAGED CONSERVATIVE FUND (I) |  |

### JNL/GOLDMAN SACHS MANAGED MODERATE FUND (Series ID: S000001753)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000004660 | JNL/GOLDMAN SACHS MANAGED MODERATE FUND (A) |  |
| C000192198 | JNL/GOLDMAN SACHS MANAGED MODERATE FUND (I) |  |

### JNL/GOLDMAN SACHS MANAGED MODERATE GROWTH FUND (Series ID: S000001755)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000004662 | JNL/GOLDMAN SACHS MANAGED MODERATE GROWTH FUND (A) |  |
| C000192199 | JNL/GOLDMAN SACHS MANAGED MODERATE GROWTH FUND (I) |  |

### JNL/GOLDMAN SACHS MANAGED GROWTH FUND (Series ID: S000001756)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000004663 | JNL/GOLDMAN SACHS MANAGED GROWTH FUND (A) |  |
| C000192200 | JNL/GOLDMAN SACHS MANAGED GROWTH FUND (I) |  |

### JNL/GOLDMAN SACHS MANAGED AGGRESSIVE GROWTH FUND (Series ID: S000001757)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000004664 | JNL/GOLDMAN SACHS MANAGED AGGRESSIVE GROWTH FUND (A) |  |
| C000192201 | JNL/GOLDMAN SACHS MANAGED AGGRESSIVE GROWTH FUND (I) |  |

### JNL/DFA U.S. CORE EQUITY FUND (Series ID: S000001765)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000004672 | JNL/DFA U.S. CORE EQUITY FUND (A) |  |
| C000067990 | JNL/DFA U.S. CORE EQUITY FUND (I) |  |

### JNL Multi-Manager Small Cap Growth Fund (Series ID: S000001776)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000004683 | JNL Multi-Manager Small Cap Growth Fund (A) |  |
| C000067991 | JNL Multi-Manager Small Cap Growth Fund (I) |  |

### JNL/AMERICAN FUNDS BALANCED FUND (Series ID: S000001787)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000004694 | JNL/AMERICAN FUNDS BALANCED FUND (A) |  |
| C000067992 | JNL/AMERICAN FUNDS BALANCED FUND (I) |  |

### JNL/JPMORGAN MIDCAP GROWTH FUND (Series ID: S000001797)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000004704 | JNL/JPMORGAN MIDCAP GROWTH FUND (A) |  |
| C000067993 | JNL/JPMORGAN MIDCAP GROWTH FUND (I) |  |

### JNL MULTI-MANAGER SMALL CAP VALUE FUND (Series ID: S000001798)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000004705 | JNL MULTI-MANAGER SMALL CAP VALUE FUND (A) |  |
| C000067994 | JNL MULTI-MANAGER SMALL CAP VALUE FUND (I) |  |

### JNL/FRANKLIN TEMPLETON INCOME FUND (Series ID: S000010705)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000029596 | JNL/FRANKLIN TEMPLETON INCOME FUND (A) |  |
| C000067995 | JNL/FRANKLIN TEMPLETON INCOME FUND (I) |  |

### JNL/T. ROWE PRICE SHORT-TERM BOND FUND (Series ID: S000010707)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000029598 | JNL/T. ROWE PRICE SHORT-TERM BOND FUND (A) |  |
| C000067996 | JNL/T. ROWE PRICE SHORT-TERM BOND FUND (I) |  |

### JNL MULTI-MANAGER EMERGING MARKETS EQUITY FUND (Series ID: S000010709)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000029600 | JNL MULTI-MANAGER EMERGING MARKETS EQUITY FUND (A) |  |
| C000067997 | JNL MULTI-MANAGER EMERGING MARKETS EQUITY FUND (I) |  |

### JNL/PIMCO REAL RETURN FUND (Series ID: S000010711)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000029602 | JNL/PIMCO REAL RETURN FUND (A) |  |
| C000067998 | JNL/PIMCO REAL RETURN FUND (I) |  |

### JNL/BLACKROCK GLOBAL NATURAL RESOURCES FUND (Series ID: S000014502)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000039480 | JNL/BLACKROCK GLOBAL NATURAL RESOURCES FUND (A) |  |
| C000067999 | JNL/BLACKROCK GLOBAL NATURAL RESOURCES FUND (I) |  |

### JNL/FRANKLIN TEMPLETON GROWTH ALLOCATION FUND (Series ID: S000014513)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000039491 | JNL/FRANKLIN TEMPLETON GROWTH ALLOCATION FUND (A) |  |
| C000192202 | JNL/FRANKLIN TEMPLETON GROWTH ALLOCATION FUND (I) |  |

### JNL/JPMORGAN U.S. VALUE FUND (Series ID: S000014515)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000039493 | JNL/JPMORGAN U.S. VALUE FUND (A) |  |
| C000068003 | JNL/JPMORGAN U.S. VALUE FUND (I) |  |

### JNL MODERATE GROWTH ALLOCATION FUND (Series ID: S000014517)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000039495 | JNL MODERATE GROWTH ALLOCATION FUND (A) |  |
| C000192203 | JNL MODERATE GROWTH ALLOCATION FUND (I) |  |

### JNL GROWTH ALLOCATION FUND (Series ID: S000014518)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000039496 | JNL GROWTH ALLOCATION FUND (A) |  |
| C000192204 | JNL GROWTH ALLOCATION FUND (I) |  |

### JNL AGGRESSIVE GROWTH ALLOCATION FUND (Series ID: S000014519)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000039497 | JNL AGGRESSIVE GROWTH ALLOCATION FUND (A) |  |
| C000192205 | JNL AGGRESSIVE GROWTH ALLOCATION FUND (I) |  |

### JNL/GOLDMAN SACHS 4 FUND (Series ID: S000019485)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000054128 | JNL/GOLDMAN SACHS 4 FUND (A) |  |
| C000192208 | JNL/GOLDMAN SACHS 4 FUND (I) |  |

### JNL/AMERICAN FUNDS WASHINGTON MUTUAL INVESTORS FUND (Series ID: S000028038)

| Class ID   | Class Name                                              | Ticker Symbol   |
|:---|:---|:---|
| C000085345 | JNL/AMERICAN FUNDS WASHINGTON MUTUAL INVESTORS FUND (A) |  |
| C000085346 | JNL/AMERICAN FUNDS WASHINGTON MUTUAL INVESTORS FUND (I) |  |

### JNL/AMERICAN FUNDS CAPITAL WORLD BOND FUND (Series ID: S000028039)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000085347 | JNL/AMERICAN FUNDS CAPITAL WORLD BOND FUND (A) |  |
| C000085348 | JNL/AMERICAN FUNDS CAPITAL WORLD BOND FUND (I) |  |

### JNL/AMERICAN FUNDS GLOBAL SMALL CAPITALIZATION FUND (Series ID: S000028040)

| Class ID   | Class Name                                              | Ticker Symbol   |
|:---|:---|:---|
| C000085349 | JNL/AMERICAN FUNDS GLOBAL SMALL CAPITALIZATION FUND (A) |  |
| C000085350 | JNL/AMERICAN FUNDS GLOBAL SMALL CAPITALIZATION FUND (I) |  |

### JNL/AMERICAN FUNDS GROWTH-INCOME FUND (Series ID: S000028041)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000085351 | JNL/AMERICAN FUNDS GROWTH-INCOME FUND (A) |  |
| C000085352 | JNL/AMERICAN FUNDS GROWTH-INCOME FUND (I) |  |

### JNL/AMERICAN FUNDS INTERNATIONAL FUND (Series ID: S000028042)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000085353 | JNL/AMERICAN FUNDS INTERNATIONAL FUND (I) |  |
| C000085354 | JNL/AMERICAN FUNDS INTERNATIONAL FUND (A) |  |

### JNL/AMERICAN FUNDS NEW WORLD FUND (Series ID: S000028043)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000085355 | JNL/AMERICAN FUNDS NEW WORLD FUND (A) |  |
| C000085356 | JNL/AMERICAN FUNDS NEW WORLD FUND (I) |  |

### JNL/BLACKROCK GLOBAL ALLOCATION FUND (Series ID: S000029611)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000090917 | JNL/BLACKROCK GLOBAL ALLOCATION FUND (A) |  |
| C000090918 | JNL/BLACKROCK GLOBAL ALLOCATION FUND (I) |  |

### JNL/PPM AMERICA FLOATING RATE INCOME FUND (Series ID: S000030878)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000095821 | JNL/PPM AMERICA FLOATING RATE INCOME FUND (A) |  |
| C000192211 | JNL/PPM AMERICA FLOATING RATE INCOME FUND (I) |  |

### JNL/MELLON EMERGING MARKETS INDEX FUND (Series ID: S000033505)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000102953 | JNL/MELLON EMERGING MARKETS INDEX FUND (A) |  |
| C000102954 | JNL/MELLON EMERGING MARKETS INDEX FUND (I) |  |

### JNL/Western Asset Global Multi-Sector Bond Fund (Series ID: S000034688)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000106861 | JNL/Western Asset Global Multi-Sector Bond Fund (A) |  |
| C000106862 | JNL/Western Asset Global Multi-Sector Bond Fund (I) |  |

### JNL/FIRST SENTIER GLOBAL INFRASTRUCTURE FUND (Series ID: S000034689)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000106863 | JNL/FIRST SENTIER GLOBAL INFRASTRUCTURE FUND (A) |  |
| C000106864 | JNL/FIRST SENTIER GLOBAL INFRASTRUCTURE FUND (I) |  |

### JNL/AMERICAN FUNDS MODERATE GROWTH ALLOCATION FUND (Series ID: S000036378)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000111243 | JNL/AMERICAN FUNDS MODERATE GROWTH ALLOCATION FUND (A) |  |
| C000192212 | JNL/AMERICAN FUNDS MODERATE GROWTH ALLOCATION FUND (I) |  |

### JNL/AMERICAN FUNDS GROWTH ALLOCATION FUND (Series ID: S000036379)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000111244 | JNL/AMERICAN FUNDS GROWTH ALLOCATION FUND (A) |  |
| C000192213 | JNL/AMERICAN FUNDS GROWTH ALLOCATION FUND (I) |  |

### JNL/NEUBERGER BERMAN STRATEGIC INCOME FUND (Series ID: S000036382)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000111249 | JNL/NEUBERGER BERMAN STRATEGIC INCOME FUND (A) |  |
| C000111250 | JNL/NEUBERGER BERMAN STRATEGIC INCOME FUND (I) |  |

### JNL/MELLON UTILITIES SECTOR FUND (Series ID: S000040007)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000124095 | JNL/MELLON UTILITIES SECTOR FUND (A) |  |
| C000124096 | JNL/MELLON UTILITIES SECTOR FUND (I) |  |

### JNL/JPMORGAN GLOBAL ALLOCATION FUND (Series ID: S000044434)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000138276 | JNL/JPMORGAN GLOBAL ALLOCATION FUND (A) |  |
| C000138277 | JNL/JPMORGAN GLOBAL ALLOCATION FUND (I) |  |

### JNL/T. ROWE PRICE BALANCED FUND (Series ID: S000044437)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000138280 | JNL/T. ROWE PRICE BALANCED FUND (A) |  |
| C000192215 | JNL/T. ROWE PRICE BALANCED FUND (I) |  |

### JNL Multi-Manager Alternative Fund (Series ID: S000048717)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000153487 | JNL Multi-Manager Alternative Fund (A) |  |
| C000192217 | JNL Multi-Manager Alternative Fund (I) |  |

### JNL/Harris Oakmark Global Equity Fund (Series ID: S000048718)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000153488 | JNL/Harris Oakmark Global Equity Fund (A) |  |
| C000153489 | JNL/Harris Oakmark Global Equity Fund (I) |  |

### JNL/Westchester Capital Event Driven Fund (Series ID: S000048720)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000153492 | JNL/Westchester Capital Event Driven Fund (A) |  |
| C000153493 | JNL/Westchester Capital Event Driven Fund (I) |  |

### JNL/DoubleLine Shiller Enhanced CAPE Fund (Series ID: S000050455)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000159263 | JNL/DoubleLine Shiller Enhanced CAPE Fund (A) |  |
| C000159264 | JNL/DoubleLine Shiller Enhanced CAPE Fund (I) |  |

### JNL/T. ROWE PRICE U.S. HIGH YIELD FUND (Series ID: S000052994)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000166581 | JNL/T. ROWE PRICE U.S. HIGH YIELD FUND (A) |  |
| C000192218 | JNL/T. ROWE PRICE U.S. HIGH YIELD FUND (I) |  |

### JNL/DOUBLELINE EMERGING MARKETS FIXED INCOME FUND (Series ID: S000052995)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000166582 | JNL/DOUBLELINE EMERGING MARKETS FIXED INCOME FUND (A) |  |
| C000192219 | JNL/DOUBLELINE EMERGING MARKETS FIXED INCOME FUND (I) |  |

### JNL/PPM AMERICA TOTAL RETURN FUND (Series ID: S000052996)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000166583 | JNL/PPM AMERICA TOTAL RETURN FUND (A) |  |
| C000192220 | JNL/PPM AMERICA TOTAL RETURN FUND (I) |  |

### 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) |  |

### JNL/Morningstar U.S. Sustainability Index Fund (Series ID: S000056619)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000179076 | JNL/Morningstar U.S. Sustainability Index Fund (A) |  |
| C000192222 | JNL/Morningstar U.S. Sustainability Index Fund (I) |  |

### JNL S&P 500 Index Fund (Series ID: S000058482)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000192047 | JNL S&P 500 Index Fund (I) |  |

### JNL/Mellon Consumers Staples Sector Fund (Series ID: S000058483)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000192048 | JNL/Mellon Consumers Staples Sector Fund (A) |  |
| C000192049 | JNL/Mellon Consumers Staples Sector Fund (I) |  |

### JNL/Mellon Materials Sector Fund (Series ID: S000058484)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000192050 | JNL/Mellon Materials Sector Fund (A) |  |
| C000192051 | JNL/Mellon Materials Sector Fund (I) |  |

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

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

### JNL/Mellon Real Estate Sector Fund (Series ID: S000058486)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000192054 | JNL/Mellon Real Estate Sector Fund (A) |  |
| C000192055 | JNL/Mellon Real Estate Sector Fund (I) |  |

### JNL/ClearBridge Large Cap Growth Fund (Series ID: S000058487)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000192056 | JNL/ClearBridge Large Cap Growth Fund (A) |  |
| C000192057 | JNL/ClearBridge Large Cap Growth Fund (I) |  |

### JNL/GQG Emerging Markets Equity Fund (Series ID: S000058488)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000192058 | JNL/GQG Emerging Markets Equity Fund (A) |  |
| C000192059 | JNL/GQG Emerging Markets Equity Fund (I) |  |

### JNL/Invesco Diversified Dividend Fund (Series ID: S000058489)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000192060 | JNL/Invesco Diversified Dividend Fund (A) |  |
| C000192061 | JNL/Invesco Diversified Dividend Fund (I) |  |

### JNL/PIMCO Income Fund (Series ID: S000058490)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000192062 | JNL/PIMCO Income Fund (A) |  |
| C000192063 | JNL/PIMCO Income Fund (I) |  |

### JNL/WMC Equity Income Fund (Series ID: S000058491)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000192064 | JNL/WMC Equity Income Fund (A) |  |
| C000192065 | JNL/WMC Equity Income Fund (I) |  |

### JNL/Vanguard Moderate ETF Allocation Fund (Series ID: S000058493)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000192068 | JNL/Vanguard Moderate ETF Allocation Fund (A) |  |
| C000192069 | JNL/Vanguard Moderate ETF Allocation Fund (I) |  |

### JNL/Baillie Gifford International Growth Fund (Series ID: S000058494)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000192070 | JNL/Baillie Gifford International Growth Fund (A) |  |
| C000192071 | JNL/Baillie Gifford International Growth Fund (I) |  |

### JNL/Mellon U.S. Stock Market Index Fund (Series ID: S000058496)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000192074 | JNL/Mellon U.S. Stock Market Index Fund (I) |  |
| C000192075 | JNL/Mellon U.S. Stock Market Index Fund (A) |  |

### JNL/Vanguard Moderate Growth ETF Allocation Fund (Series ID: S000058498)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000192078 | JNL/Vanguard Moderate Growth ETF Allocation Fund (A) |  |
| C000192079 | JNL/Vanguard Moderate Growth ETF Allocation Fund (I) |  |

### JNL/Vanguard Growth ETF Allocation Fund (Series ID: S000058499)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000192080 | JNL/Vanguard Growth ETF Allocation Fund (A) |  |
| C000192081 | JNL/Vanguard Growth ETF Allocation Fund (I) |  |

### JNL/American Funds Capital Income Builder Fund (Series ID: S000062459)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000202635 | JNL/American Funds Capital Income Builder Fund (A) |  |
| C000202636 | JNL/American Funds Capital Income Builder Fund (I) |  |

### JNL Multi-Manager International Small Cap Fund (Series ID: S000062460)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000202637 | JNL Multi-Manager International Small Cap Fund (A) |  |
| C000202638 | JNL Multi-Manager International Small Cap Fund (I) |  |

### JNL/Heitman U.S. Focused Real Estate Fund (Series ID: S000062461)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000202639 | JNL/Heitman U.S. Focused Real Estate Fund (A) |  |
| C000202640 | JNL/Heitman U.S. Focused Real Estate Fund (I) |  |

### JNL/JPMorgan Hedged Equity Fund (Series ID: S000062462)

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

### JNL/Loomis Sayles Global Growth Fund (Series ID: S000062463)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000202643 | JNL/Loomis Sayles Global Growth Fund (I) |  |
| C000202644 | JNL/Loomis Sayles Global Growth Fund (A) |  |

### JNL/Morningstar Wide Moat Index Fund (Series ID: S000062464)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000202645 | JNL/Morningstar Wide Moat Index Fund (A) |  |
| C000202646 | JNL/Morningstar Wide Moat Index Fund (I) |  |

### JNL/AQR Large Cap Defensive Style Fund (Series ID: S000064958)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000210326 | JNL/AQR Large Cap Defensive Style Fund (I) |  |
| C000210327 | JNL/AQR Large Cap Defensive Style Fund (A) |  |

### JNL/BlackRock Advantage International Fund (Series ID: S000064959)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000210328 | JNL/BlackRock Advantage International Fund (A) |  |
| C000210329 | JNL/BlackRock Advantage International Fund (I) |  |

### JNL/DFA International Core Equity Fund (Series ID: S000064960)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000210330 | JNL/DFA International Core Equity Fund (I) |  |
| C000210331 | JNL/DFA International Core Equity Fund (A) |  |

### JNL/RAFI Multi-Factor U.S. Equity Fund (Series ID: S000064961)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000210332 | JNL/RAFI Multi-Factor U.S. Equity Fund (I) |  |
| C000210333 | JNL/RAFI Multi-Factor U.S. Equity Fund (A) |  |

### JNL/RAFI Fundamental U.S. Small Cap Fund (Series ID: S000064962)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000210334 | JNL/RAFI Fundamental U.S. Small Cap Fund (A) |  |
| C000210335 | JNL/RAFI Fundamental U.S. Small Cap Fund (I) |  |

### JNL/Lord Abbett Short Duration Income Fund (Series ID: S000068109)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000218176 | JNL/Lord Abbett Short Duration Income Fund (I) |  |
| C000218177 | JNL/Lord Abbett Short Duration Income Fund (A) |  |

### JNL/DFA U.S. Small Cap Fund (Series ID: S000068110)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000218178 | JNL/DFA U.S. Small Cap Fund (A) |  |
| C000218179 | JNL/DFA U.S. Small Cap Fund (I) |  |

### JNL/DoubleLine Total Return Fund (Series ID: S000068111)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000218180 | JNL/DoubleLine Total Return Fund (A) |  |
| C000218181 | JNL/DoubleLine Total Return Fund (I) |  |

### JNL/Lazard International Strategic Equity Fund (Series ID: S000068112)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000218182 | JNL/Lazard International Strategic Equity Fund (A) |  |
| C000218183 | JNL/Lazard International Strategic Equity Fund (I) |  |

### JNL/Neuberger Berman Commodity Strategy Fund (Series ID: S000068113)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000218184 | JNL/Neuberger Berman Commodity Strategy Fund (I) |  |
| C000218185 | JNL/Neuberger Berman Commodity Strategy Fund (A) |  |

### JNL/PIMCO Investment Grade Credit Bond Fund (Series ID: S000068114)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000218186 | JNL/PIMCO Investment Grade Credit Bond Fund (I) |  |
| C000218187 | JNL/PIMCO Investment Grade Credit Bond Fund (A) |  |

### JNL/T. Rowe Price Capital Appreciation Fund (Series ID: S000068115)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000218188 | JNL/T. Rowe Price Capital Appreciation Fund (I) |  |
| C000218189 | JNL/T. Rowe Price Capital Appreciation Fund (A) |  |

### JNL/WCM Focused International Equity Fund (Series ID: S000068116)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000218190 | JNL/WCM Focused International Equity Fund (I) |  |
| C000218191 | JNL/WCM Focused International Equity Fund (A) |  |

### JNL/Mellon Dow Index Fund (Series ID: S000068117)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000218192 | JNL/Mellon Dow Index Fund (I) |  |
| C000218193 | JNL/Mellon Dow Index Fund (A) |  |

### JNL/Mellon World Index Fund (Series ID: S000068118)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000218194 | JNL/Mellon World Index Fund (I) |  |
| C000218195 | JNL/Mellon World Index Fund (A) |  |

### JNL/Mellon Nasdaq 100 Index Fund (Series ID: S000068119)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000218196 | JNL/Mellon Nasdaq 100 Index Fund (I) |  |
| C000218197 | JNL/Mellon Nasdaq 100 Index Fund (A) |  |

### JNL Conservative Allocation Fund (Series ID: S000068120)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000218198 | JNL Conservative Allocation Fund (A) |  |
| C000218199 | JNL Conservative Allocation Fund (I) |  |

### JNL/Mellon Communication Services Sector Fund (Series ID: S000068121)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000218200 | JNL/Mellon Communication Services Sector Fund (I) |  |
| C000218201 | JNL/Mellon Communication Services Sector Fund (A) |  |

### JNL/Mellon Consumer Discretionary Sector Fund (Series ID: S000068122)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000218202 | JNL/Mellon Consumer Discretionary Sector Fund (A) |  |
| C000218203 | JNL/Mellon Consumer Discretionary Sector Fund (I) |  |

### JNL/Mellon Energy Sector Fund (Series ID: S000068123)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000218204 | JNL/Mellon Energy Sector Fund (A) |  |
| C000218205 | JNL/Mellon Energy Sector Fund (I) |  |

### JNL/Mellon Financial Sector Fund (Series ID: S000068124)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000218206 | JNL/Mellon Financial Sector Fund (I) |  |
| C000218207 | JNL/Mellon Financial Sector Fund (A) |  |

### JNL/Mellon Healthcare Sector Fund (Series ID: S000068125)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000218208 | JNL/Mellon Healthcare Sector Fund (I) |  |
| C000218209 | JNL/Mellon Healthcare Sector Fund (A) |  |

### JNL/Mellon Information Technology Sector Fund (Series ID: S000068126)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000218210 | JNL/Mellon Information Technology Sector Fund (A) |  |
| C000218211 | JNL/Mellon Information Technology Sector Fund (I) |  |

### JNL Moderate Allocation Fund (Series ID: S000068127)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000218212 | JNL Moderate Allocation Fund (A) |  |
| C000218213 | JNL Moderate Allocation Fund (I) |  |

### JNL iShares Tactical Moderate Fund (Series ID: S000068128)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000218214 | JNL iShares Tactical Moderate Fund (A) |  |
| C000218215 | JNL iShares Tactical Moderate Fund (I) |  |

### JNL iShares Tactical Moderate Growth Fund (Series ID: S000068129)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000218216 | JNL iShares Tactical Moderate Growth Fund (I) |  |
| C000218217 | JNL iShares Tactical Moderate Growth Fund (A) |  |

### JNL iShares Tactical Growth Fund (Series ID: S000068130)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000218218 | JNL iShares Tactical Growth Fund (A) |  |
| C000218219 | JNL iShares Tactical Growth Fund (I) |  |

### JNL/Newton Equity Income Fund (Series ID: S000068131)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000218220 | JNL/Newton Equity Income Fund (A) |  |
| C000218221 | JNL/Newton Equity Income Fund (I) |  |

### JNL/American Funds Global Growth Fund (Series ID: S000068132)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000218222 | JNL/American Funds Global Growth Fund (A) |  |
| C000218223 | JNL/American Funds Global Growth Fund (I) |  |

### JNL/American Funds Growth Fund (Series ID: S000068133)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000218224 | JNL/American Funds Growth Fund (I) |  |
| C000218225 | JNL/American Funds Growth Fund (A) |  |

### JNL Mid Cap Index Fund (Series ID: S000071119)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000225785 | JNL Mid Cap Index Fund (I) |  |

### JNL Small Cap Index Fund (Series ID: S000071120)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000225786 | JNL Small Cap Index Fund (I) |  |

### JNL Bond Index Fund (Series ID: S000071121)

| Class ID   | Class Name              | Ticker Symbol   |
|:---|:---|:---|
| C000225787 | JNL Bond Index Fund (I) |  |

### JNL International Index Fund (Series ID: S000071122)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000225788 | JNL International Index Fund (I) |  |

### JNL Emerging Markets Index Fund (Series ID: S000071123)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000225789 | JNL Emerging Markets Index Fund (I) |  |

### JNL/Baillie Gifford U.S. Equity Growth Fund (Series ID: S000071125)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000225791 | JNL/Baillie Gifford U.S. Equity Growth Fund (I) |  |
| C000225792 | JNL/Baillie Gifford U.S. Equity Growth Fund (A) |  |

### JNL/American Funds Bond Fund of America Fund (Series ID: S000071126)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000225793 | JNL/American Funds Bond Fund of America Fund (I) |  |
| C000225794 | JNL/American Funds Bond Fund of America Fund (A) |  |

### JNL/Morningstar PitchBook Listed Private Equity Index Fund (Series ID: S000071127)

| Class ID   | Class Name                                                     | Ticker Symbol   |
|:---|:---|:---|
| C000225795 | JNL/Morningstar PitchBook Listed Private Equity Index Fund (A) |  |
| C000225796 | JNL/Morningstar PitchBook Listed Private Equity Index Fund (I) |  |

### JNL/AB Sustainable Global Thematic Fund (Series ID: S000075429)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000234520 | JNL/AB Sustainable Global Thematic Fund (I) |  |
| C000234521 | JNL/AB Sustainable Global Thematic Fund (A) |  |

### JNL/Neuberger Berman Gold Plus Strategy Fund (Series ID: S000075430)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000234522 | JNL/Neuberger Berman Gold Plus Strategy Fund (I) |  |
| C000234523 | JNL/Neuberger Berman Gold Plus Strategy Fund (A) |  |

### JNL/WCM China Quality Growth Fund (Series ID: S000075431)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000234524 | JNL/WCM China Quality Growth Fund (I) |  |
| C000234525 | JNL/WCM China Quality Growth Fund (A) |  |

### JNL Multi-Manager U.S. Select Equity Fund (Series ID: S000078310)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000239073 | JNL Multi-Manager U.S. Select Equity Fund (A) |  |
| C000239074 | JNL Multi-Manager U.S. Select Equity Fund (I) |  |

## Financial

**Other Transactions with Affiliates.** Funds with partnership status for federal income tax purposes may not be eligible for beneficial withholding rates, available to RICs, in certain foreign jurisdictions. JNAM has agreed to reimburse these Funds for an amount equal to the additional tax withheld. These amounts are included in Foreign taxes withheld on the Statements of Operations. The Funds could also experience delays in receipt of tax reclaim payments due to their partnership status, as compared to the timing experienced by funds with RIC status for federal income tax purposes. JNAM has agreed to contribute to these Funds an amount equal to the outstanding tax reclaims, within the timeframe the Funds would have received payment under RIC status. The Funds will then reimburse JNAM once the reclaim payments are received from the foreign tax authorities. Amounts paid to the Funds by JNAM due to delayed tax reclaim receipts are included in Payable to affiliates on the Statements of Assets and Liabilities.

For the year ended December 31, 2022, transactions between the Funds and JNAM, related to foreign tax reclaims, due to the Funds' partnership status for federal income tax purposes, are as follows (in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fund** | **Gross Payments From JNAM ($)** | **Reclaimed Amounts Refunded to JNAM ($)** | **Reclaimed Amounts Payable to JNAM ($)** | **Net Withholdings Tax Reimbursed from JNAM ($)** |
| JNL Emerging Markets Index Fund | 10 |  |  | 10 |
| JNL Multi-Manager Alternative Fund | 126 | 1 | 11 | 114 |
| JNL Multi-Manager Mid Cap Fund | 53 |  | 3 | 50 |
| JNL/AB Sustainable Global Thematic Fund | 1 |  | 1 |  |
| JNL/BlackRock Global Allocation Fund | 1093 | 334 | 759 |  |
| JNL/BlackRock Global Natural Resources Fund | 537 | 527 | 10 |  |
| JNL/BlackRock Large Cap Select Growth Fund | 279 | 208 | 71 |  |
| JNL/ClearBridge Large Cap Growth Fund | 11 |  |  | 11 |
| JNL/First Sentier Global Infrastructure Fund | 290 | 271 | 19 |  |
| JNL/Franklin Templeton Income Fund | 158 |  | 104 | 54 |
| JNL/GQG Emerging Markets Equity Fund | 277 | 67 | 62 | 148 |
| JNL/Invesco Diversified Dividend Fund | 343 | 97 | 246 |  |
| JNL/Invesco Global Growth Fund | 1024 |  | 839 | 185 |
| JNL/JPMorgan Global Allocation Fund | 414 | 43 | 264 | 107 |
| JNL/Mellon World Index Fund | 107 | 45 | 8 | 54 |
| JNL/MFS Mid Cap Value Fund | 27 |  | 27 |  |
| JNL/T. Rowe Price Balanced Fund | 173 | 42 | 91 | 40 |
| JNL/T. Rowe Price Established Growth Fund | 63 |  |  | 63 |
| JNL/T. Rowe Price Mid-Cap Growth Fund | 24 |  |  | 24 |
| JNL/T. Rowe Price Value Fund | 353 | 138 | 152 | 63 |
| JNL/WMC Balanced Fund | 664 | 543 | 1 | 120 |
| JNL/WMC Global Real Estate Fund | 192 | 18 | 147 | 27 |

---

## Internal

#### Report of Independent Registered Public Accounting Firm

To the Shareholders of the Funds and Board of Trustees

JNL Series Trust:

In planning and performing our audits of the financial statements and financial highlights of the Funds listed in the Appendix (the Funds), each a series within JNL Series Trust, as of and for the year or period ended December 31, 2022, in accordance with the standards of the Public Company Accounting Oversight Board (United States), we considered the Funds' internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and financial highlights and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Funds' internal control over financial reporting. Accordingly, we express no such opinion.

Management of the Funds is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A company's internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements and financial highlights for external purposes in accordance with U.S. generally accepted accounting principles (GAAP). A company's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the company; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements and financial highlights in accordance with GAAP, and that receipts and expenditures of the company are being made only in accordance with authorizations of management and Board of Trustees of the company; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use, or disposition of the company's assets that could have a material effect on the financial statements and financial highlights.

Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate.

A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the Funds' annual or interim financial statements and financial highlights will not be prevented or detected on a timely basis.

Our consideration of the Funds' internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control that might be material weaknesses under standards established by the Public Company Accounting Oversight Board (United States). However, we noted no deficiencies in the Funds' internal control over financial reporting and its operation, including controls over safeguarding securities, which we consider to be a material weakness as defined above as of December 31, 2022.

This report is intended solely for the information and use of management and the Board of Trustees of the Funds and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties.

/s/ KPMG LLP

Chicago, Illinois

February 23, 2023

#### Appendix

#### List of Funds

---

| |
|:---|
| JNL/American Funds Balanced Fund |
| JNL/American Funds Bond Fund of America Fund |
| JNL/American Funds Capital Income Builder Fund |
| JNL/American Funds Capital World Bond Fund |
| JNL/American Funds Global Growth Fund |
| JNL/American Funds Global Small Capitalization Fund |
| JNL/American Funds Growth Fund |
| JNL/American Funds Growth-Income Fund |
| JNL/American Funds International Fund |
| JNL/American Funds New World Fund |
| JNL/American Funds Washington Mutual Investors Fund |
| JNL/Mellon Bond Index Fund |
| JNL/Mellon Emerging Markets Index Fund |
| JNL/Mellon International Index Fund |
| JNL/Mellon S&P 400 MidCap Index Fund |
| JNL/Mellon Small Cap Index Fund |
| JNL Aggressive Growth Allocation Fund |
| JNL Conservative Allocation Fund |
| JNL Growth Allocation Fund |
| JNL Moderate Allocation Fund |
| JNL Moderate Growth Allocation Fund |
| JNL/American Funds Growth Allocation Fund |
| JNL/American Funds Moderate Growth Allocation Fund |
| JNL/Goldman Sachs Managed Aggressive Growth Fund |
| JNL/Goldman Sachs Managed Conservative Fund |
| JNL/Goldman Sachs Managed Growth Fund |
| JNL/Goldman Sachs Managed Moderate Fund |
| JNL/Goldman Sachs Managed Moderate Growth Fund |
| JNL iShares Tactical Growth Fund |
| JNL iShares Tactical Moderate Fund |
| JNL iShares Tactical Moderate Growth Fund |
| JNL/Vanguard Growth ETF Allocation Fund |
| JNL/Vanguard Moderate ETF Allocation Fund |
| JNL/Vanguard Moderate Growth ETF Allocation Fund |
| JNL Bond Index Fund |
| JNL Emerging Markets Index Fund |
| JNL International Index Fund |
| JNL Mid Cap Index Fund |
| JNL Small Cap Index Fund |
| JNL Multi-Manager Alternative Fund |
| JNL Multi-Manager Emerging Markets Equity Fund |
| JNL Multi-Manager International Small Cap Fund |
| JNL Multi-Manager Mid Cap Fund |
| JNL Multi-Manager Small Cap Growth Fund |
| JNL Multi-Manager Small Cap Value Fund |
| JNL Multi-Manager U.S. Select Equity Fund (commencement of operations November 15, 2022) |
| JNL S&P 500 Index Fund |
| JNL/AB Sustainable Global Thematic Fund (commencement of operations April 25, 2022) |
| JNL/AQR Large Cap Defensive Style Fund |
| JNL/Baillie Gifford International Growth Fund |
| JNL/Baillie Gifford U.S. Equity Growth Fund |
| JNL/Blackrock Global Allocation Fund |
| JNL/BlackRock Global Natural Resources Fund |
| JNL/BlackRock Large Cap Select Growth Fund |
| JNL/Causeway International Value Select Fund |
| JNL/ClearBridge Large Cap Growth Fund |
| JNL/DFA International Core Equity Fund |
| JNL/DFA U.S. Core Equity Fund |
| JNL/DFA U.S. Small Cap Fund |
| JNL/DoubleLine Core Fixed Income Fund |
| JNL/DoubleLine Emerging Markets Fixed Income Fund |
| JNL/DoubleLine Shiller Enhanced CAPE Fund |
| JNL/DoubleLine Total Return Fund |
| JNL/Fidelity Institutional Asset Management Total Bond Fund |
| JNL/First Sentier Global Infrastructure Fund |
| JNL/Franklin Templeton Income Fund |
| JNL/Goldman Sachs 4 Fund |
| JNL/GQG Emerging Markets Equity Fund |
| JNL/Harris Oakmark Global Equity Fund |
| JNL/Heitman U.S. Focused Real Estate Fund |
| JNL/Invesco Diversified Dividend Fund |
| JNL/Invesco Global Growth Fund |
| JNL/Invesco Small Cap Growth Fund |
| JNL/JPMorgan Global Allocation Fund |
| JNL/JPMorgan Hedged Equity Fund |
| JNL/JPMorgan MidCap Growth Fund |
| JNL/JPMorgan U.S. Government & Quality Bond Fund |
| JNL/JPMorgan U.S. Value Fund |
| JNL/Lazard International Strategic Equity Fund |
| JNL/Loomis Sayles Global Growth Fund |
| JNL/Lord Abbett Short Duration Income Fund |
| JNL/Mellon Communication Services Sector Fund |
| JNL/Mellon Consumer Discretionary Sector Fund |
| JNL/Mellon Consumer Staples Sector Fund |
| JNL/Mellon Dow<sup>SM</sup> Index Fund |
| JNL/Mellon Energy Sector Fund |
| JNL/Mellon Financial Sector Fund |
| JNL/Mellon Healthcare Sector Fund |
| JNL/Mellon Industrials Sector Fund |
| JNL/Mellon Information Technology Sector Fund |
| JNL/Mellon Materials Sector Fund |
| JNL/Mellon Nasdaq<sup>®</sup> 100 Index Fund |
| JNL/Mellon Real Estate Sector Fund |
| JNL/Mellon S&P 500 Index Fund |
| JNL/Mellon U.S. Stock Market Index Fund |
| JNL/Mellon Utilities Sector Fund |
| JNL/Mellon World Index Fund |
| JNL/MFS Mid Cap Value Fund |
| JNL/Morningstar PitchBook Listed Private Equity Index Fund |
| JNL/Morningstar U.S. Sustainability Index Fund (formerly, JNL/Mellon MSCI KLD 400 Social Index Fund) |
| JNL/Morningstar Wide Moat Index Fund |
| JNL/Neuberger Berman Commodity Strategy Fund |
| JNL/Neuberger Berman Gold Plus Strategy Fund (commencement of operations April 25, 2022) |
| JNL/Neuberger Berman Strategic Income Fund |
| JNL/Newton Equity Income Fund (formerly, JNL/Mellon Equity Income Fund) |
| JNL/PIMCO Income Fund |
| JNL/PIMCO Investment Grade Credit Bond Fund |
| JNL/PIMCO Real Return Fund |
| JNL/PPM America Floating Rate Income Fund |
| JNL/PPM America High Yield Bond Fund |
| JNL/PPM America Total Return Fund |
| JNL/RAFI<sup>®</sup> Fundamental U.S. Small Cap Fund |
| JNL/RAFI<sup>®</sup> Multi-Factor U.S. Equity Fund |
| JNL/T. Rowe Price Balanced Fund |
| JNL/T. Rowe Price Capital Appreciation Fund |
| JNL/T. Rowe Price Established Growth Fund |
| JNL/T. Rowe Price Mid-Cap Growth Fund |
| JNL/T. Rowe Price Short-Term Bond Fund |
| JNL/T. Rowe Price U.S. High Yield Fund |
| JNL/T. Rowe Price Value Fund |
| JNL/WCM China Quality Growth Fund (commencement of operations April 25, 2022) |
| JNL/WCM Focused International Equity Fund |
| JNL/Westchester Capital Event Driven Fund |
| JNL/Western Asset Global Multi-Sector Bond Fund (formerly, JNL/Franklin Templeton Global Multisector Bond Fund) |
| JNL/William Blair International Leaders Fund (formerly, JNL/Invesco International Growth Fund) |
| JNL/WMC Balanced Fund |
| JNL/WMC Equity Income Fund |
| JNL/WMC Global Real Estate Fund |
| JNL/WMC Government Money Market Fund |
| JNL/WMC Value Fund |

---

# Form N-CEN: Annual Report for Registered Investment Companies

## N-CEN: Filer Information
**Submission Type:** N-CEN
**CIK:** 0000933691

## N-CEN: Series/Class (Contract) Information

### N-CEN: Part A: General Information

**Item A.1.a - Report for period ending:** 2022-12-31

**Item A.1.b - Does this report cover a period of less than 12 months?:** No

## N-CEN: Part B: Information About the Registrant

- **Item B.1.a - Full name of Registrant:** JNL Series Trust

- **Item B.1.b - Investment Company Act file number:** 811-08894

- **Item B.1.c - CIK:** 0000933691

- **Item B.1.d - LEI:** 549300T5WIPN6IWM0D45

- **Item B.2.a - Street 1:** 1 Corporate Way

- **Item B.2.b - City:** Lansing

- **Item B.2.c - State:** MI

- **Item B.2.e - Zip Code:** 48951

- **Item B.2.f - Telephone:** 5173815500

- **Item B.2.g - Public Website:** www.jackson.com

### Item B.3 - Location of books and records

**Location books Record: 1**

- **a. Name of person (e.g., a custodian of records):** Offices of the Registrant and of the Administrator

- **b. Street 1:** 1 Corporate Way

- **c. City:** Lansing

- **d. State, if applicable:** MI

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 48951

- **g. Telephone number:** 5173815500

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 2**

- **a. Name of person (e.g., a custodian of records):** Offices of Jackson National Asset Management, LLC

- **b. Street 1:** 225 West Wacker Drive

- **c. City:** Chicago

- **d. State, if applicable:** IL

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 60606

- **g. Telephone number:** 3123385801

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 3**

- **a. Name of person (e.g., a custodian of records):** Office of the Custodian: JPMorgan Chase Bank, N.A.

- **b. Street 1:** 270 Park Avenue

- **c. City:** New York

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 10017

- **g. Telephone number:** 2124641909

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 4**

- **a. Name of person (e.g., a custodian of records):** Office of Custodian: State Street Bank and Trust Company

- **b. Street 1:** 1776 Heritage Drive

- **Street 2:** John Adams Building

- **c. City:** North Quincy

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02171

- **g. Telephone number:** 6177863000

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 5**

- **a. Name of person (e.g., a custodian of records):** ClearBridge Investments, LLC

- **b. Street 1:** 620 Eighth Avenue

- **c. City:** New York

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 10018

- **g. Telephone number:** 2128052000

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 6**

- **a. Name of person (e.g., a custodian of records):** River Road Asset Management, LLC

- **b. Street 1:** 462 South Fourth Street

- **Street 2:** Suite 2000

- **c. City:** Louisville

- **d. State, if applicable:** KY

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 40202

- **g. Telephone number:** 5023712280

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 7**

- **a. Name of person (e.g., a custodian of records):** Causeway Capital Management LLC

- **b. Street 1:** 11111 Santa Monica Boulevard

- **Street 2:** 15th Floor

- **c. City:** Los Angeles

- **d. State, if applicable:** CA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 90025

- **g. Telephone number:** 3102316100

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 8**

- **a. Name of person (e.g., a custodian of records):** Champlain Investment Partners, LLC

- **b. Street 1:** 180 Battery Street

- **Street 2:** Suite 400

- **c. City:** Burlington

- **d. State, if applicable:** VT

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 05401

- **g. Telephone number:** 8028466200

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 9**

- **a. Name of person (e.g., a custodian of records):** Cooke & Bieler, L.P.

- **b. Street 1:** 1700 Market Street

- **Street 2:** Suite 3222

- **c. City:** Philadelphia

- **d. State, if applicable:** PA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 19103

- **g. Telephone number:** 2152462030

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 10**

- **a. Name of person (e.g., a custodian of records):** AQR Capital Management, LLC

- **b. Street 1:** Two Greenwich Plaza

- **c. City:** Greenwich

- **d. State, if applicable:** CT

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 06830

- **g. Telephone number:** 2037423600

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 11**

- **a. Name of person (e.g., a custodian of records):** BlackRock Investment Management, LLC

- **b. Street 1:** 55 East 52nd Street

- **c. City:** New York

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 10055

- **g. Telephone number:** 6098535600

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 12**

- **a. Name of person (e.g., a custodian of records):** Boston Partners Global Investors, Inc.

- **b. Street 1:** 909 Third Avenue

- **Street 2:** 32nd Floor

- **c. City:** New York

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 10022

- **g. Telephone number:** 2129080443

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 13**

- **a. Name of person (e.g., a custodian of records):** First Sentier Investors (Australia) IM Ltd.

- **b. Street 1:** Ground Floor Tower 1

- **Street 2:** 201 Sussex Street

- **c. City:** Sydney

- **f. Zip code and zip code extension, or foreign postal code:** 2000

- **g. Telephone number:** 6129303000

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 14**

- **a. Name of person (e.g., a custodian of records):** T. Rowe Price Hong Kong Limited

- **b. Street 1:** 6/F, Chater House

- **Street 2:** 8 Connaught Road Central

- **c. City:** Central

- **f. Zip code and zip code extension, or foreign postal code:** 00000

- **g. Telephone number:** 1185225367800

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 15**

- **a. Name of person (e.g., a custodian of records):** Dimensional Fund Advisors LP

- **b. Street 1:** 6300 Bee Cave Road

- **Street 2:** Building One

- **c. City:** Austin

- **d. State, if applicable:** TX

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 78746

- **g. Telephone number:** 5123067400

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 16**

- **a. Name of person (e.g., a custodian of records):** DoubleLine Capital LP

- **b. Street 1:** 505 N. Brand Boulevard

- **Street 2:** Suite 860

- **c. City:** Glendale

- **d. State, if applicable:** CA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 91203

- **g. Telephone number:** 2136338200

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 17**

- **a. Name of person (e.g., a custodian of records):** Franklin Advisers, Inc.

- **b. Street 1:** One Franklin Parkway

- **c. City:** San Mateo

- **d. State, if applicable:** CA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 94403

- **g. Telephone number:** 6503123000

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 18**

- **a. Name of person (e.g., a custodian of records):** Goldman Sachs Asset Management, L.P.

- **b. Street 1:** 200 West Street

- **c. City:** New York

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 10282

- **g. Telephone number:** 2129021000

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 19**

- **a. Name of person (e.g., a custodian of records):** GQG Partners LLC

- **b. Street 1:** 350 East Las Olas Boulevard

- **Street 2:** Suite 1100

- **c. City:** Fort Lauderdale

- **d. State, if applicable:** FL

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 33301

- **g. Telephone number:** 7542185500

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 20**

- **a. Name of person (e.g., a custodian of records):** Harris Associates L.P.

- **b. Street 1:** 111 South Wacker Drive

- **Street 2:** Suite 4699

- **c. City:** Chicago

- **d. State, if applicable:** IL

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 60606

- **g. Telephone number:** 3126463600

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 21**

- **a. Name of person (e.g., a custodian of records):** Heitman Real Estate Securities LLC

- **b. Street 1:** 191 North Wacker Drive

- **Street 2:** Suite 2500

- **c. City:** Chicago

- **d. State, if applicable:** IL

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 60606

- **g. Telephone number:** 3124250671

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 22**

- **a. Name of person (e.g., a custodian of records):** Invesco Advisers, Inc.

- **b. Street 1:** 1555 Peachtree, N.E.

- **c. City:** Atlanta

- **d. State, if applicable:** GA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 30309

- **g. Telephone number:** 4048920896

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 23**

- **a. Name of person (e.g., a custodian of records):** J.P. Morgan Investment Management Inc.

- **b. Street 1:** 270 Park Avenue

- **c. City:** New York

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 10017

- **g. Telephone number:** 2126481999

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 24**

- **a. Name of person (e.g., a custodian of records):** Lazard Asset Management LLC

- **b. Street 1:** 30 Rockefeller Plaza

- **c. City:** New York

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 10112

- **g. Telephone number:** 2126326000

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 25**

- **a. Name of person (e.g., a custodian of records):** Loomis, Sayles & Company, L.P.

- **b. Street 1:** One Financial Center

- **c. City:** Boston

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02111

- **g. Telephone number:** 6174822450

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 26**

- **a. Name of person (e.g., a custodian of records):** Mellon Investments Corporation

- **b. Street 1:** One Boston Place

- **c. City:** Boston

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02108

- **g. Telephone number:** 6177223553

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 27**

- **a. Name of person (e.g., a custodian of records):** Massachusetts Financial Services Company (d/b/a MFS Investment Management)

- **b. Street 1:** 111 Huntington Avenue

- **c. City:** Boston

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02199-7618

- **g. Telephone number:** 6179545000

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 28**

- **a. Name of person (e.g., a custodian of records):** Neuberger Berman Investment Advisers LLC

- **b. Street 1:** 190 South LaSalle Street

- **Street 2:** Suite 2400

- **c. City:** Chicago

- **d. State, if applicable:** IL

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 60603

- **g. Telephone number:** 2124769000

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 29**

- **a. Name of person (e.g., a custodian of records):** Nuance Investments, LLC

- **b. Street 1:** 4900 Main Street

- **Street 2:** Suite 220

- **c. City:** Kansas City

- **d. State, if applicable:** MO

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 64112

- **g. Telephone number:** 8167437080

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 30**

- **a. Name of person (e.g., a custodian of records):** Pacific Investment Management Company LLC

- **b. Street 1:** 840 Newport Center Drive

- **c. City:** Newport Beach

- **d. State, if applicable:** CA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 92660

- **g. Telephone number:** 9497206000

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 31**

- **a. Name of person (e.g., a custodian of records):** PPM America, Inc.

- **b. Street 1:** 225 West Wacker Drive

- **Street 2:** Suite 1200

- **c. City:** Chicago

- **d. State, if applicable:** IL

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 60606

- **g. Telephone number:** 3126342500

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 32**

- **a. Name of person (e.g., a custodian of records):** Lord, Abbett & Co. LLC

- **b. Street 1:** 90 Hudson Street

- **c. City:** Jersey City

- **d. State, if applicable:** NJ

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 07302-3973

- **g. Telephone number:** 2018272011

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 33**

- **a. Name of person (e.g., a custodian of records):** T. Rowe Price Associates, Inc.

- **b. Street 1:** 100 East Pratt Street

- **c. City:** Baltimore

- **d. State, if applicable:** MD

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 21202

- **g. Telephone number:** 4103452000

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 34**

- **a. Name of person (e.g., a custodian of records):** Westchester Capital Management, LLC

- **b. Street 1:** 100 Summit Lake Drive

- **c. City:** Valhalla

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 10595

- **g. Telephone number:** 9147415600

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 35**

- **a. Name of person (e.g., a custodian of records):** Wellington Management Company LLP

- **b. Street 1:** 280 Congress Street

- **c. City:** Boston

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02210

- **g. Telephone number:** 6179515000

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 36**

- **a. Name of person (e.g., a custodian of records):** Reinhart Partners, Inc.

- **b. Street 1:** 1500 W Market St

- **c. City:** Mequon

- **d. State, if applicable:** WI

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 53092

- **g. Telephone number:** 2622412020

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 37**

- **a. Name of person (e.g., a custodian of records):** WCM Investment Management, LLC

- **b. Street 1:** 281 Brooks Street

- **c. City:** Laguna Beach

- **d. State, if applicable:** CA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 92651

- **g. Telephone number:** 9493800200

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 38**

- **a. Name of person (e.g., a custodian of records):** Granahan Investment Management, Inc.

- **b. Street 1:** 404 Wyman Street

- **Street 2:** Suite 460

- **c. City:** Waltham

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02451

- **g. Telephone number:** 7818904412

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 39**

- **a. Name of person (e.g., a custodian of records):** BlackRock (Singapore) Limited

- **b. Street 1:** #18-01, 20 Anson Road

- **c. City:** Singapore

- **f. Zip code and zip code extension, or foreign postal code:** 079912

- **g. Telephone number:** 6564113000

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 40**

- **a. Name of person (e.g., a custodian of records):** Baillie Gifford Overseas Limited

- **b. Street 1:** 1 Greenside Row

- **c. City:** Edinburgh

- **f. Zip code and zip code extension, or foreign postal code:** EH13AN

- **g. Telephone number:** 4401312752839

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 41**

- **a. Name of person (e.g., a custodian of records):** Victory Capital Management Inc.

- **b. Street 1:** 4900 Tiedman Road

- **Street 2:** Floor 4

- **c. City:** Brooklyn

- **d. State, if applicable:** OH

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 44144-1226

- **g. Telephone number:** 8776604400

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 42**

- **a. Name of person (e.g., a custodian of records):** First Pacific Advisors, LP

- **b. Street 1:** 11400 West Olympic Boulevard

- **Street 2:** Suite 1200

- **c. City:** Los Angeles

- **d. State, if applicable:** CA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 90064

- **g. Telephone number:** 8009824372

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 43**

- **a. Name of person (e.g., a custodian of records):** BAMCO, Inc.

- **b. Street 1:** 767 5th Ave

- **Street 2:** 49th Floor

- **c. City:** New York

- **d. State, if applicable:** NY

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 10153-0023

- **g. Telephone number:** 2125832158

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 44**

- **a. Name of person (e.g., a custodian of records):** Congress Asset Management Company, LLP

- **b. Street 1:** 2 Seaport Lane

- **c. City:** Boston

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02210-2001

- **g. Telephone number:** 6177371566

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 45**

- **a. Name of person (e.g., a custodian of records):** Segall Bryant & Hamill, LLC

- **b. Street 1:** 540 WEST MADISON STREET

- **Street 2:** Suite 1900

- **c. City:** Chicago

- **d. State, if applicable:** IL

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 60661-2551

- **g. Telephone number:** 3124746713

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 46**

- **a. Name of person (e.g., a custodian of records):** Newton Investment Management North America, LLC

- **b. Street 1:** 201 Washington Street

- **c. City:** Boston

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02108-4408

- **g. Telephone number:** 02071639000

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 47**

- **a. Name of person (e.g., a custodian of records):** Western Asset Management Company, LLC

- **b. Street 1:** 385 East Colorado Boulevard

- **c. City:** Pasadena

- **d. State, if applicable:** CA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 91101

- **g. Telephone number:** 6268449400

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 48**

- **a. Name of person (e.g., a custodian of records):** BlackRock International Limited

- **b. Street 1:** Exchange Place One, 1 Semple Street

- **c. City:** Edinburgh

- **f. Zip code and zip code extension, or foreign postal code:** EH38BL

- **g. Telephone number:** 011441314727200

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 49**

- **a. Name of person (e.g., a custodian of records):** Kayne Anderson Rudnick Investment Management, LLC

- **b. Street 1:** 1800 Avenue of the Stars

- **c. City:** Los Angeles

- **d. State, if applicable:** CA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 90067

- **g. Telephone number:** 8773086988

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 50**

- **a. Name of person (e.g., a custodian of records):** FIAM LLC

- **b. Street 1:** 245 Summer Street

- **c. City:** Boston

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02210

- **g. Telephone number:** 6175639840

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 51**

- **a. Name of person (e.g., a custodian of records):** William Blair Investment Management, LLC

- **b. Street 1:** 150 North Riverside Plaza

- **c. City:** Chicago

- **d. State, if applicable:** IL

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 60606

- **g. Telephone number:** 3122361600

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 52**

- **a. Name of person (e.g., a custodian of records):** AllianceBernstein L.P.

- **b. Street 1:** 501 COMMERCE STREET

- **c. City:** Nashville

- **d. State, if applicable:** TN

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 37203

- **g. Telephone number:** 2103846260

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 53**

- **a. Name of person (e.g., a custodian of records):** T. Rowe Price Investment Management, Inc.

- **b. Street 1:** 100 East Pratt Street

- **c. City:** Baltimore

- **d. State, if applicable:** MD

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 21202

- **g. Telephone number:** 4103452176

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 54**

- **a. Name of person (e.g., a custodian of records):** T. Rowe Price International Ltd

- **b. Street 1:** 60 QUEEN VICTORIA STREET

- **c. City:** London

- **f. Zip code and zip code extension, or foreign postal code:** EC4N 4TZ

- **g. Telephone number:** 442076518200

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 55**

- **a. Name of person (e.g., a custodian of records):** Western Asset Management Company Limited

- **b. Street 1:** 10 EXCHANGE SQUARE PRIMROSE STREET

- **c. City:** London

- **f. Zip code and zip code extension, or foreign postal code:** EC2A 2EN

- **g. Telephone number:** 6268449786

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

**Location books Record: 56**

- **a. Name of person (e.g., a custodian of records):** Western Asset Management Company Pte. Ltd.

- **b. Street 1:** 1 GEORGE STREET #23-01

- **c. City:** Singapore

- **f. Zip code and zip code extension, or foreign postal code:** 049145

- **g. Telephone number:** 6564283600

- **h. Briefly describe the books and records kept at this location:** The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

- **Item B.4.a - Is this the first filing by the Registrant?:** No

- **Item B.4.b - Is this the last filing by the Registrant?:** No

- **Item B.5.a - Is the Registrant part of a family of investment companies?:** Yes

- **Item B.5.a.i - Full name of family of investment companies:** JNL Fund Complex

### Item B.6 - Organization

- [x] a. Open-end management investment company registered under the Act on Form N-1A

- [ ] b. Closed-end management investment company registered under the Act on Form N-2

- [ ] c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3

- [ ] d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4

- [ ] e. Small business investment company registered under the Act on Form N-5

- [ ] f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6

- [ ] g. Unit investment trust registered under the Act on Form N-8B-2

- **Item B.6.i - Total number of Series:** 130

- **Item B.7 - Is the Registrant the issuer of a class of securities registered under the Securities Act?:** Yes

### Item B.8 - Directors

| Name                  | Is Interested Person?   | Other Investment Company File Numbers   |
|:---|:---|:---|
| Mark D. Nerud         | Yes                     | 811-10041                               |
| Eric Anyah            | No                      | 811-10041                               |
| Michael Bouchard      | No                      | 811-10041                               |
| Ellen Carnahan        | No                      | 811-10041                               |
| Michelle Engler       | No                      | 811-10041                               |
| John Gillespie        | No                      | 811-10041                               |
| William R. Rybak      | No                      | 811-10041                               |
| Mark S. Wehrle        | No                      | 811-10041                               |
| Edward Wood           | No                      | 811-10041                               |
| Patricia A. Woodworth | No                      | 811-10041                               |

### Item B.9. Chief compliance officer.

**Chief compliance officer Record: 1**

- **a. Full Name:** Richard J. Gorman

- **b. CRD Number, if any:** 006914523

- **c. Street Address 1:** 225 West Wacker Drive

- **   Street Address 2:** Suite 1000

- **d. City:** Chicago

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Zip code:** 60606

- **h. Telephone number:** XXXXXX

- **i. Has the chief compliance officer changed since the last filing?:** No

If the chief compliance officer is compensated or employed by any person other than the Registrant, provide:

**CCO employer Record: 1**

- **i. Name of the person:** —

- **ii. Person’s IRS Employer Identification Number:** —

### Item B.10. Matters for security holder vote.

- **Were any matters submitted by the Registrant for its security holders’ vote during the reporting period?** —

| Series Name                                   | Series ID   |
|:---|:---|
| JNL/Franklin Templeton Growth Allocation Fund | S000014513  |
| JNL/T. Rowe Price Established Growth Fund     | S000001749  |

- **Item B.11.a - Have there been any material legal proceedings?:** No

- **Item B.11.b - Has any proceeding previously reported been terminated?:** No

- **Item B.12.a - Were any claims with respect to the Registrant filed under a fidelity bond?:** No

- **Item B.13.a - Are the Registrant's officers or directors covered under any insurance policy?:** Yes

- **Item B.13.a.i - If yes, were any claims filed under the policy during the reporting period?:** No

- **Item B.15.a.i - Release numbers:**
  - IC-33897
  - IC-25997 
  - IC-34097
  - IC-34616
  - IC-29484 
  - IC-26006
  - IC-29172
  - IC-27386
  - IC-32852

### Item B.16. Principal underwriters.

**Principal underwriter Record: 1**

- **i. Full name:** Jackson National Life Distributors LLC

- **ii. SEC file number:** 8-48984

- **iii. CRD number:** 000040178

- **iv. LEI, if any:** N/A

- **v. State, if applicable:** TN

- **vi. Foreign country, if applicable:** US

- **vii. Is the principal underwriter an affiliated person...?:** Yes

- **b. Have any principal underwriters been hired or terminated during the reporting period?** No

### Item B.17. Independent public accountant.

**Public accountant Record: 1**

- **a. Full Name:** KPMG LLP

- **b. PCAOB Number:** 00185

- **c. LEI, if any:** 5493003PVCIGA21K0K42

- **d. State, if applicable:** IL

- **e. Foreign country, if applicable:** US

- **f. Has the independent public accountant changed since the last filing?** No

- **Item B.18 - Did an independent public accountant's report on internal control note any material weaknesses?:** No

- **Item B.19 - Did an independent public accountant issue an opinion other than an unqualified opinion?:** No

- **Item B.20 - Have there been material changes in the method of valuation?:** No

- **Item B.21 - Have there been any changes in accounting principles or practices?:** No

- **Item B.22.a - Were any payments made to shareholders as a result of an error in calculating NAV?:** No

- **Item B.23 - Did the Registrant pay any dividend or make any distribution required to be accompanied by a written statement?:** No

## Part C: Additional Questions for Management Investment Companies

### Management Investment Record: 1 - JNL/AB Sustainable Global Thematic Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/AB Sustainable Global Thematic Fund

- **b. Series identification number, if any:** S000075429

- **c. LEI:** 549300KF8KQBN6YLNQ66

- **d. Is this the first filing on this form by the Fund?:** Yes

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 2

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000234521                                | N/A                          |
|                           2 | Class I                 | C000234520                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $1.15

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** AllianceBernstein L.P.

- **ii. SEC file number:** 801-56720

- **iii. CRD number:** 000108477

- **iv. LEI, if any:** 0JK55UGWSWNF3X7KLQ85

- **v. Is the sub-adviser an affiliated person?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** HSBC Argentina Bank SA

- **ii. LEI, if any:** 549300K52NF2S4SQDO82

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank NA Sydney

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** J.P. MORGAN SE - LUXEMBOURG BRANCH

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** JP Morgan SA DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Banco Santander Chile

- **ii. LEI, if any:** 3YJP8HORPAEXJ80D6368

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Cititrust Colombia SA

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia as

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Citibank NA Egypt

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Clearstream

- **ii. LEI, if any:** 549300OL514RA0SXJJ44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** J.P. MORGAN SE - LUXEMBOURG BRANCH

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** HSBC Continental Europe

- **ii. LEI, if any:** MP6I5ZYZBEU3UXPYFY54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** JPMorgan Chase Bank, N.A. Hong Kong

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** JPMorgan Chase Bank NA India

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** PT Bank HSBC Indonesia

- **ii. LEI, if any:** 213800HW5IDIRLWH1203

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Bank Leumi leIsrael BM

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** BNP Paribas Securities Services SCA

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Mizuho Bank Ltd

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Standard Chartered Bank Korea Limited

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** HSBC Bank Malaysia Berhad

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Banco Nacional de Mexico SA

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** J.P. MORGAN SE - LUXEMBOURG BRANCH

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Citibank del Peru SA

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** Bank Handlowy w Warszawie SA

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** BNP Paribas Securities Services SCA

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** CACEIS Bank Spain SAU

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** JPMorgan Chase Bank NA Taipei

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** Standard Chartered Bank Thai Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** Citibank AS

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 43**

- **i. Full name:** JPMorgan Chase Bank NA London

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 44**

- **i. Full name:** HSBC Bank Vietnam Ltd

- **ii. LEI, if any:** 213800H95OG9OHRT4Y78

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,477.15

**Brokers Record: 2**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $443.88

**Brokers Record: 3**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $375.63

**Brokers Record: 4**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $336.16

**Brokers Record: 5**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $203.77

**Brokers Record: 6**

- **i. Full name of broker:** Berenberg Capital Markets LLC

- **ii. SEC file number:** 8-68821

- **iii. CRD number:** 000156757

- **iv. LEI, if any:** 5493007EG0CYRKKG9L11

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $127.21

**Brokers Record: 7**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $120.11

**Brokers Record: 8**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $117.78

**Brokers Record: 9**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $116.78

**Brokers Record: 10**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $87.44

**Aggregate Commission:** $3,773.78

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $31,200,450.17            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $31,200,450.17

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $11,800,465.77

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 2 - JNL/WCM China Quality Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/WCM China Quality Growth Fund

- **b. Series identification number, if any:** S000075431

- **c. LEI:** 549300B29BX63RKOR320

- **d. Is this the first filing on this form by the Fund?:** Yes

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 2

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000234525                                | N/A                          |
|                           2 | Class I                 | C000234524                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** WCM Investment Management LLC

- **ii. SEC file number:** 801-11916

- **iii. CRD number:** 000104702

- **iv. LEI, if any:** 5493003P0SCEHNDSMX52

- **v. Is the sub-adviser an affiliated person?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** JPMorgan Chase Bank, N.A. Hong Kong

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank, N.A. Taipei

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-30851

- **iii. CRD number:** 000014549

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,770.17

**Brokers Record: 2**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,465.88

**Brokers Record: 3**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,955.50

**Brokers Record: 4**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $514.38

**Brokers Record: 5**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $445.95

**Brokers Record: 6**

- **i. Full name of broker:** Daiwa Securities

- **ii. SEC file number:** 8-12242

- **iii. CRD number:** 000182036

- **iv. LEI, if any:** M67H5PRC0NQKM73ZAS82

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $273.21

**Brokers Record: 7**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $134.59

**Brokers Record: 8**

- **i. Full name of broker:** CLSA Americas, LLC

- **ii. SEC file number:** 8-69166

- **iii. CRD number:** 000165533

- **iv. LEI, if any:** 213800M2DXATWY7JMS07

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $125.77

**Brokers Record: 9**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $116.91

**Brokers Record: 10**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $98.14

**Aggregate Commission:** $11,926.67

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $15,388,754.06            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $15,388,754.06

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $5,362,299.42

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 3 - JNL/Neuberger Berman Gold Plus Strategy Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Neuberger Berman Gold Plus Strategy Fund

- **b. Series identification number, if any:** S000075430

- **c. LEI:** 549300TYGOXQL60XHL85

- **d. Is this the first filing on this form by the Fund?:** Yes

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 2

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000234523                                | N/A                          |
|                           2 | Class I                 | C000234522                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Neuberger Berman Investment Advisers LLC

- **ii. SEC file number:** 801-61757

- **iii. CRD number:** 000124687

- **iv. LEI, if any:** 8PSZVUUKYGCPW2RDO373

- **v. Is the sub-adviser an affiliated person?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,610.92

**Brokers Record: 2**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,050.15

**Brokers Record: 3**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5.72

**Aggregate Commission:** $3,666.79

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $60,734,194.39            |
| J.P. Morgan Securities LLC             | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $6,909,715.32             |
| TD Securities Inc.                     | 8-36747           |    000018476 | 5493006RJSLS5DA4PD75 |  |  | $4,831,694.90             |
| CitiGroup Global Markets, Inc.         | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $4,573,279.41             |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,119,138.76             |
| Banc of America Securities             | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $3,551,436.47             |
| Wells Fargo Securities, LLC            | 8-35225           |    000017438 | VYVVCKR63DVZZN70PB21 | NY      | US        | $2,619,359.99             |
| Mizuho Securities                      | 8-37710           |    000019647 | 7TK5RJIZDFROZCA6XF66 |  |  | $2,390,277.31             |
| RBC Capital Markets, LLC               | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $1,484,985.88             |
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $721,801.15               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $92,451,848.88

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $14,086,036.74

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 4 - JNL Multi-Manager U.S. Select Equity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL Multi-Manager U.S. Select Equity Fund

- **b. Series identification number, if any:** S000078310

- **c. LEI:** 549300OD03DCOIT1C076

- **d. Is this the first filing on this form by the Fund?:** Yes

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 2

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000239073                                | N/A                          |
|                           2 | Class I                 | C000239074                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** WCM Investment Management LLC

- **ii. SEC file number:** 801-11916

- **iii. CRD number:** 000104702

- **iv. LEI, if any:** 5493003P0SCEHNDSMX52

- **v. Is the sub-adviser an affiliated person?:** No

**Sub-adviser Record: 2**

- **i. Full name:** GQG Partners, LLC

- **ii. SEC file number:** 801-107734

- **iii. CRD number:** 000283720

- **iv. LEI, if any:** 254900HGNGXGEITFPI44

- **v. Is the sub-adviser an affiliated person?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $30,499.32

**Brokers Record: 2**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $18,210.91

**Brokers Record: 3**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,134.99

**Brokers Record: 4**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,797.71

**Brokers Record: 5**

- **i. Full name of broker:** Keefe Bruyette & Woods, Inc.

- **ii. SEC file number:** 8-10888

- **iii. CRD number:** 000000481

- **iv. LEI, if any:** 549300OM47DQV01G4854

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,452.94

**Brokers Record: 6**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-30851

- **iii. CRD number:** 000014549

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,201.62

**Brokers Record: 7**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,081.69

**Brokers Record: 8**

- **i. Full name of broker:** Redburn (USA) LLC

- **ii. SEC file number:** 8-67320

- **iii. CRD number:** 000140564

- **iv. LEI, if any:** 213800TYRTQILMQQLV79

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $986.63

**Brokers Record: 9**

- **i. Full name of broker:** Raymond James Financial

- **ii. SEC file number:** 8-10999

- **iii. CRD number:** 000000705

- **iv. LEI, if any:** U4ONQX15J3RO8XCKE979

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $766.36

**Brokers Record: 10**

- **i. Full name of broker:** Cowen and Company, LLC

- **ii. SEC file number:** 8-22522

- **iii. CRD number:** 000007616

- **iv. LEI, if any:** 549300WR155U7DVMIW58

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $686.84

**Aggregate Commission:** $64,294.26

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $703,871,486.84           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $703,871,486.84

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $329,705,990.73

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 5 - JNL/American Funds Bond Fund of America Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/American Funds Bond Fund of America Fund

- **b. Series identification number, if any:** S000071126

- **c. LEI:** 5493001Y9MFQOWRK6X58

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000225794                                | N/A                          |
|                           2 | Class I                 | C000225793                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Capital Research and Management Company

- **ii. LEI, if any, or provide and describe other identifying number:** M02M7XSKLMK96MWKNF95

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $170,215,534.22           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $170,215,534.22

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $120,984,864.88

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 6 - JNL/Morningstar PitchBook Listed Private Equity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Morningstar PitchBook Listed Private Equity Fund

- **b. Series identification number, if any:** S000071127

- **c. LEI:** 549300OLGOJYPR2QTY47

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000225795                                | N/A                          |
|                           2 | Class I                 | C000225796                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $115,443.22

- **g. Provide the net income from securities lending activities:** $600.97

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** BNP Paribas Securities Services SCA

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Clearstream

- **ii. LEI, if any:** 549300OL514RA0SXJJ44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** J.P. MORGAN SE - LUXEMBOURG BRANCH

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Bank Leumi leIsrael BM

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** BNP Paribas Securities Services SCA

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Mizuho Bank Ltd

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** J.P. MORGAN SE - LUXEMBOURG BRANCH

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Bank Handlowy w Warszawie SA

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** BNP Paribas Securities Services SCA

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** CACEIS Bank Spain SAU

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $860.99

**Brokers Record: 2**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $691.54

**Brokers Record: 3**

- **i. Full name of broker:** CLSA Americas, LLC

- **ii. SEC file number:** 8-69166

- **iii. CRD number:** 000165533

- **iv. LEI, if any:** 213800M2DXATWY7JMS07

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $185.76

**Brokers Record: 4**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $175.07

**Brokers Record: 5**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $115.40

**Brokers Record: 6**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $87.76

**Brokers Record: 7**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $73.95

**Brokers Record: 8**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $58.09

**Brokers Record: 9**

- **i. Full name of broker:** Merrill Lynch Professional Clearing Corp.

- **ii. SEC file number:** 8-33359

- **iii. CRD number:** 000016139

- **iv. LEI, if any:** 549300PMHS66E71I2D34

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $40.34

**Brokers Record: 10**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $25.50

**Aggregate Commission:** $2,378.99

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $4,431,657.84             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $1,617,569.73             |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $499,701.75               |
| SOCIETE GENERALE BANNON L.L.C.             | 8-49963           |    000042731 | N/A                  | DE      | US        | $152,120.10               |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $132,050.93               |
| SG Americas Securities, LLC                | 8-66125           |    000128351 | 549300F35UE0BOM1WJ55 | NY      | US        | $27,864.13                |
| UBS Securities LLC                         | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | DE      | US        | $13,742.43                |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $6,874,706.91

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $7,754,331.60

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 7 - JNL Bond Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL Bond Index Fund

- **b. Series identification number, if any:** S000071121

- **c. LEI:** 5493000E95LX83VZEE44

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class I                 | C000225787                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $8,965,855.04

- **g. Provide the net income from securities lending activities:** $33,260.53

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $2,821,096,672.72         |
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $682,987,267.67           |
| J.P. Morgan Securities LLC             | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $485,871,442.87           |
| Nomura Securities International, Inc.  | 8-15255           |    000004297 | OXTKY6Q8X53C9ILVV871 | NY      | US        | $473,754,066.65           |
| Banc of America Securities             | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $364,877,468.64           |
| CitiGroup Global Markets, Inc.         | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $358,222,956.60           |
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $225,951,829.07           |
| Wells Fargo Securities, LLC            | 8-35225           |    000017438 | VYVVCKR63DVZZN70PB21 | NY      | US        | $193,718,806.74           |
| Barclays PLC                           | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $175,181,479.33           |
| HSBC Securities (USA) Inc.             | 8-41562           |    000019585 | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $58,669,454.87            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $6,177,633,581.11

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,125,633,974.37

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 8 - JNL Emerging Markets Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL Emerging Markets Index Fund

- **b. Series identification number, if any:** S000071123

- **c. LEI:** 549300JSULH81ZB9N463

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class I                 | C000225789                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $8,904,017.16

- **g. Provide the net income from securities lending activities:** $188,807.38

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** AB SEB Bankas

- **ii. LEI, if any:** 549300SBPFE9JX7N8J82

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Banco Santander Chile

- **ii. LEI, if any:** 3YJP8HORPAEXJ80D6368

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Bank Handlowy w. Warszawie S.A.

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Banque Internationale Arabe de Tunisie, S.A.

- **ii. LEI, if any:** 549300EZRO2TE67W7P49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Citibank A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Citibank del Peru S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Citibank Europe plc

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Cititrust Colombia S.A.

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 2CZOJRADNJXBLT55G526

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** HSBC Bank Argentina S.A.

- **ii. LEI, if any:** 549300K52NF2S4SQDO82

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** HSBC Bank Malaysia Berhad

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** HSBC Bank Oman S.A.O.G.

- **ii. LEI, if any:** 213800YRPSOSH9OA2V29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** HSBC France Athens Branch

- **ii. LEI, if any:** MP6I5ZYZBEU3UXPYFY54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** J.P. Morgan Bank International (Limited Liability Company)

- **ii. LEI, if any:** 549300B831LSRSI6RA15

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 7W1GMC6J4KGLBBUSYP52

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** J.P. Morgan S.A. DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** JSC Citibank Kazakhstan

- **ii. LEI, if any:** 95XXGORQK31JZP82OG22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** PJSC Citibank

- **ii. LEI, if any:** 549300E0ROTI7ACBZH02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** PT Bank HSBC Indonesia

- **ii. LEI, if any:** 213800HW5IDIRLWH1203

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** Santander Securities Services, S.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** Societe Generale Marocaine de Banques

- **ii. LEI, if any:** 549300WHIMVBNIDQWK21

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Stanbic IBTC Bank Plc

- **ii. LEI, if any:** 029200098C3K8BI2D551

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** Standard Chartered Bank

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** Standard Chartered Bank (Pakistan) Limited

- **ii. LEI, if any:** 549300YTOMKUNPUTB551

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** Standard Chartered Bank Kenya Limited

- **ii. LEI, if any:** 549300RBHWW5EJIRG629

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** Standard Chartered Bank Korea Limited

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** Swedbank AS

- **ii. LEI, if any:** 549300PHQZ4HL15HH975

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 43**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 44**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 45**

- **i. Full name:** J.P. MORGAN SE - LUXEMBOURG BRANCH

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 46**

- **i. Full name:** J.P. MORGAN SE - LUXEMBOURG BRANCH

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 47**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 48**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 49**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 50**

- **i. Full name:** BNP Paribas Securities Services SCA

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 51**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 52**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 53**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 54**

- **i. Full name:** JP Morgan Saudi Arabia Company

- **ii. LEI, if any:** 549300HST49806XTCK29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 55**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $31,118.27

**Brokers Record: 2**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $18,580.07

**Brokers Record: 3**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $17,493.37

**Brokers Record: 4**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,086.50

**Brokers Record: 5**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,579.40

**Brokers Record: 6**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,626.62

**Brokers Record: 7**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,225.56

**Brokers Record: 8**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,480.00

**Brokers Record: 9**

- **i. Full name of broker:** SOCIETE GENERALE BANNON L.L.C.

- **ii. SEC file number:** 8-49963

- **iii. CRD number:** 000042731

- **iv. LEI, if any:** N/A

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,470.94

**Brokers Record: 10**

- **i. Full name of broker:** SG Americas Securities, LLC

- **ii. SEC file number:** 8-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,631.42

**Aggregate Commission:** $118,943.97

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $176,181,826.56           |
| UBS Securities LLC                         | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | DE      | US        | $9,034,646.81             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $2,812,565.38             |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,709,434.74             |
| SOCIETE GENERALE BANNON L.L.C.             | 8-49963           |    000042731 | N/A                  | DE      | US        | $92,846.89                |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $189,831,320.38

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $901,480,584.04

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 9 - JNL International Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL International Index Fund

- **b. Series identification number, if any:** S000071122

- **c. LEI:** 5493001NRSPO2FNERP82

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class I                 | C000225788                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $34,523,338.54

- **g. Provide the net income from securities lending activities:** $391,206.93

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Bank Leumi le-Israel B.M.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** HSBC France Athens Branch

- **ii. LEI, if any:** MP6I5ZYZBEU3UXPYFY54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 7W1GMC6J4KGLBBUSYP52

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Santander Securities Services, S.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** J.P. MORGAN SE - LUXEMBOURG BRANCH

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** J.P. MORGAN SE - LUXEMBOURG BRANCH

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** BNP Paribas Securities Services SCA

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Bank Handlowy w Warszawie SA

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,716.61

**Brokers Record: 2**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,637.04

**Brokers Record: 3**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,644.45

**Brokers Record: 4**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,053.02

**Brokers Record: 5**

- **i. Full name of broker:** CLSA Americas, LLC

- **ii. SEC file number:** 8-69166

- **iii. CRD number:** 000165533

- **iv. LEI, if any:** 213800M2DXATWY7JMS07

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,572.81

**Brokers Record: 6**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,356.76

**Brokers Record: 7**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,963.12

**Brokers Record: 8**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-30851

- **iii. CRD number:** 000014549

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,668.84

**Brokers Record: 9**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,457.80

**Brokers Record: 10**

- **i. Full name of broker:** MacQuarie Capital Inc.

- **ii. SEC file number:** 8-47198

- **iii. CRD number:** 000036368

- **iv. LEI, if any:** 549300670K07JRB5UQ40

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,408.38

**Aggregate Commission:** $42,766.02

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $300,994,135.83           |
| SOCIETE GENERALE BANNON L.L.C.         | 8-49963           |    000042731 | N/A                  | DE      | US        | $19,249,810.56            |
| UBS Securities LLC                     | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | DE      | US        | $6,274,452.05             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $326,518,398.44

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $2,209,811,744.98

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 10 - JNL Mid Cap Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL Mid Cap Index Fund

- **b. Series identification number, if any:** S000071119

- **c. LEI:** 549300K405WCQFPT6Q95

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class I                 | C000225785                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $40,677,721.37

- **g. Provide the net income from securities lending activities:** $1,076,594.23

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,337.38

**Brokers Record: 2**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,104.00

**Brokers Record: 3**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,605.80

**Brokers Record: 4**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,399.58

**Brokers Record: 5**

- **i. Full name of broker:** Penserra Securities LLC

- **ii. SEC file number:** 8-67773

- **iii. CRD number:** 000145994

- **iv. LEI, if any:** 549300WY8ZBI168Y6Z05

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,359.19

**Brokers Record: 6**

- **i. Full name of broker:** Virtu Financial, Inc

- **ii. SEC file number:** 8-51262

- **iii. CRD number:** 000045986

- **iv. LEI, if any:** Q1YYTO5MBHNGETR9DT80

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $747.79

**Brokers Record: 7**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $558.03

**Brokers Record: 8**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $426.30

**Brokers Record: 9**

- **i. Full name of broker:** SG Americas Securities, LLC

- **ii. SEC file number:** 8-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $313.88

**Brokers Record: 10**

- **i. Full name of broker:** MacQuarie Capital Inc.

- **ii. SEC file number:** 8-47198

- **iii. CRD number:** 000036368

- **iv. LEI, if any:** 549300670K07JRB5UQ40

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $252.07

**Aggregate Commission:** $14,313.30

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $659,063,859.00           |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $230,281,970.34           |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $169,228,995.68           |
| Barclays PLC                               | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $85,896,510.07            |
| CitiGroup Global Markets, Inc.             | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $79,562,063.34            |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $65,714,742.86            |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $35,344,104.92            |
| UBS Securities LLC                         | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | DE      | US        | $34,626,035.53            |
| MacQuarie Capital Inc.                     | 8-47198           |    000036368 | 549300670K07JRB5UQ40 | NY      | US        | $15,591,683.47            |
| SG Americas Securities, LLC                | 8-66125           |    000128351 | 549300F35UE0BOM1WJ55 | NY      | US        | $12,946,303.79            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,388,256,269.00

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $3,261,946,877.89

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 11 - JNL Small Cap Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL Small Cap Index Fund

- **b. Series identification number, if any:** S000071120

- **c. LEI:** 549300MWTBBL3B802845

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class I                 | C000225786                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $36,965,025.70

- **g. Provide the net income from securities lending activities:** $330,986.86

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Susquehanna Financial Group, LLP

- **ii. SEC file number:** 8-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,991.12

**Brokers Record: 2**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,857.72

**Brokers Record: 3**

- **i. Full name of broker:** Citadel Securities Institutional LLC

- **ii. SEC file number:** 8-69663

- **iii. CRD number:** 000281102

- **iv. LEI, if any:** 549300MLQ1S3715IUK04

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,802.33

**Brokers Record: 4**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,594.77

**Brokers Record: 5**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,743.21

**Brokers Record: 6**

- **i. Full name of broker:** Virtu Financial, Inc

- **ii. SEC file number:** 8-51262

- **iii. CRD number:** 000045986

- **iv. LEI, if any:** Q1YYTO5MBHNGETR9DT80

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,657.77

**Brokers Record: 7**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,406.25

**Brokers Record: 8**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,262.13

**Brokers Record: 9**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,018.33

**Brokers Record: 10**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $850.08

**Aggregate Commission:** $31,413.68

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $520,470,965.55           |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $159,491,120.17           |
| Barclays PLC                               | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $115,966,163.68           |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $114,491,752.08           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $69,050,441.46            |
| CitiGroup Global Markets, Inc.             | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $59,361,727.15            |
| UBS Securities LLC                         | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | DE      | US        | $55,579,874.23            |
| MacQuarie Capital Inc.                     | 8-47198           |    000036368 | 549300670K07JRB5UQ40 | NY      | US        | $46,266,322.46            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,140,678,366.78

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,527,904,772.26

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 12 - JNL/American Funds Balanced Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/American Funds Balanced Fund

- **b. Series identification number, if any:** S000001787

- **c. LEI:** U3NCN4YLNG2WH0R9HZ03

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004694                                | N/A                          |
|                           2 | Class I                 | C000067992                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Capital Research and Management Company

- **ii. LEI, if any, or provide and describe other identifying number:** M02M7XSKLMK96MWKNF95

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $559,369,540.56           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $559,369,540.56

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,581,847,213.13

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 13 - JNL/American Funds Capital Income Builder Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/American Funds Capital Income Builder Fund

- **b. Series identification number, if any:** S000062459

- **c. LEI:** 549300UOB50M0T7ZRI72

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000202635                                | N/A                          |
|                           2 | Class I                 | C000202636                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Capital Research and Management Company

- **ii. LEI, if any, or provide and describe other identifying number:** M02M7XSKLMK96MWKNF95

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $121,292,931.71           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $121,292,931.71

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $319,528,672.38

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 14 - JNL/American Funds Capital World Bond Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/American Funds Capital World Bond Fund

- **b. Series identification number, if any:** S000028039

- **c. LEI:** 549300FEDK0NZBLGU059

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000085347                                | N/A                          |
|                           2 | Class I                 | C000085348                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Capital Research and Management Company

- **ii. LEI, if any, or provide and describe other identifying number:** M02M7XSKLMK96MWKNF95

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $66,988,287.91            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $66,988,287.91

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $396,956,330.55

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 15 - JNL/American Funds Global Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/American Funds Global Growth Fund

- **b. Series identification number, if any:** S000068132

- **c. LEI:** 549300S2UQ8N4DIJ3Q78

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218222                                | N/A                          |
|                           2 | Class I                 | C000218223                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Capital Research and Management Company

- **ii. LEI, if any, or provide and describe other identifying number:** M02M7XSKLMK96MWKNF95

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $209,624,491.42           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $209,624,491.42

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $778,160,178.27

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 16 - JNL/American Funds Global Small Capitalization Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/American Funds Global Small Capitalization Fund

- **b. Series identification number, if any:** S000028040

- **c. LEI:** 549300752MFV7NU9SW54

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000085349                                | N/A                          |
|                           2 | Class I                 | C000085350                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Capital Research and Management Company

- **ii. LEI, if any, or provide and describe other identifying number:** M02M7XSKLMK96MWKNF95

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $322,266,441.75           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $322,266,441.75

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $688,910,423.37

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 17 - JNL/American Funds Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/American Funds Growth Fund

- **b. Series identification number, if any:** S000068133

- **c. LEI:** 549300FKHKJFPVXZP361

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218225                                | N/A                          |
|                           2 | Class I                 | C000218224                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Capital Research and Management Company

- **ii. LEI, if any, or provide and describe other identifying number:** M02M7XSKLMK96MWKNF95

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,164,409,592.29         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,164,409,592.29

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $3,633,682,012.66

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 18 - JNL/American Funds Growth-Income Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/American Funds Growth-Income Fund

- **b. Series identification number, if any:** S000028041

- **c. LEI:** 549300KWVD453S8IXU65

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000085351                                | N/A                          |
|                           2 | Class I                 | C000085352                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Capital Research and Management Company

- **ii. LEI, if any, or provide and describe other identifying number:** M02M7XSKLMK96MWKNF95

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,502,124,796.43         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,502,124,796.43

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $9,008,313,714.58

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 19 - JNL/American Funds International Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/American Funds International Fund

- **b. Series identification number, if any:** S000028042

- **c. LEI:** 549300CY4RFIM25F4M98

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000085354                                | N/A                          |
|                           2 | Class I                 | C000085353                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Capital Research and Management Company

- **ii. LEI, if any, or provide and describe other identifying number:** M02M7XSKLMK96MWKNF95

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $379,523,656.65           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $379,523,656.65

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,494,980,740.98

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 20 - JNL/American Funds New World Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/American Funds New World Fund

- **b. Series identification number, if any:** S000028043

- **c. LEI:** 549300H25VHN68D56J20

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000085355                                | N/A                          |
|                           2 | Class I                 | C000085356                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Capital Research and Management Company

- **ii. LEI, if any, or provide and describe other identifying number:** M02M7XSKLMK96MWKNF95

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $312,922,246.27           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $312,922,246.27

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,418,550,911.73

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 21 - JNL/American Funds Washington Mutual Investors Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/American Funds Washington Mutual Investors Fund

- **b. Series identification number, if any:** S000028038

- **c. LEI:** 549300UDPMPQ0R5FZZ77

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000085345                                | N/A                          |
|                           2 | Class I                 | C000085346                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Capital Research and Management Company

- **ii. LEI, if any, or provide and describe other identifying number:** M02M7XSKLMK96MWKNF95

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,216,970,570.95         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,216,970,570.95

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $3,600,032,929.21

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 22 - JNL/Mellon Bond Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon Bond Index Fund

- **b. Series identification number, if any:** S000001731

- **c. LEI:** 549300FQ8K0XIPMMP836

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004638                                | N/A                          |
|                           2 | Class I                 | C000067972                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $190,465,777.74           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $190,465,777.74

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,122,822,953.26

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 23 - JNL/Mellon Emerging Markets Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon Emerging Markets Index Fund

- **b. Series identification number, if any:** S000033505

- **c. LEI:** CJTFZG05QQ0L6C8BRK08

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000102953                                | N/A                          |
|                           2 | Class I                 | C000102954                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** AB SEB Bankas

- **ii. LEI, if any:** 549300SBPFE9JX7N8J82

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Banco Santander Chile

- **ii. LEI, if any:** 3YJP8HORPAEXJ80D6368

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Bank Handlowy w. Warszawie S.A.

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Banque Internationale Arabe de Tunisie, S.A.

- **ii. LEI, if any:** 549300EZRO2TE67W7P49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Citibank A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Citibank del Peru S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Citibank Europe plc

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Cititrust Colombia S.A.

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 2CZOJRADNJXBLT55G526

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** HSBC Bank Argentina S.A.

- **ii. LEI, if any:** 549300K52NF2S4SQDO82

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** HSBC Bank Malaysia Berhad

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** HSBC Bank Oman S.A.O.G.

- **ii. LEI, if any:** 213800YRPSOSH9OA2V29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** HSBC France Athens Branch

- **ii. LEI, if any:** MP6I5ZYZBEU3UXPYFY54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** J.P. Morgan Bank International (Limited Liability Company)

- **ii. LEI, if any:** 549300B831LSRSI6RA15

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 7W1GMC6J4KGLBBUSYP52

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** J.P. Morgan S.A. DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** JSC Citibank Kazakhstan

- **ii. LEI, if any:** 95XXGORQK31JZP82OG22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** PJSC Citibank

- **ii. LEI, if any:** 549300E0ROTI7ACBZH02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** PT Bank HSBC Indonesia

- **ii. LEI, if any:** 213800HW5IDIRLWH1203

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** Santander Securities Services, S.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** Societe Generale Marocaine de Banques

- **ii. LEI, if any:** 549300WHIMVBNIDQWK21

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Stanbic IBTC Bank Plc

- **ii. LEI, if any:** 029200098C3K8BI2D551

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** Standard Chartered Bank

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** Standard Chartered Bank (Pakistan) Limited

- **ii. LEI, if any:** 549300YTOMKUNPUTB551

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** Standard Chartered Bank Kenya Limited

- **ii. LEI, if any:** 549300RBHWW5EJIRG629

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** Standard Chartered Bank Korea Limited

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** Swedbank AS

- **ii. LEI, if any:** 549300PHQZ4HL15HH975

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 43**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 44**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $110,366,313.23           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $110,366,313.23

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $900,548,564.23

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 24 - JNL/Mellon International Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon International Index Fund

- **b. Series identification number, if any:** S000001730

- **c. LEI:** 2403BLSF0GVEK57LSS39

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004637                                | N/A                          |
|                           2 | Class I                 | C000067971                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Bank Leumi le-Israel B.M.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** HSBC France Athens Branch

- **ii. LEI, if any:** MP6I5ZYZBEU3UXPYFY54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 7W1GMC6J4KGLBBUSYP52

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Santander Securities Services, S.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $290,377,594.48           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $290,377,594.48

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,206,747,516.80

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 25 - JNL/Mellon S&P 400 MidCap Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon S&P 400 MidCap Index Fund

- **b. Series identification number, if any:** S000001728

- **c. LEI:** ASMHOSOAXSYJ0869EK32

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004635                                | N/A                          |
|                           2 | Class I                 | C000067969                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $389,793,230.88           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $389,793,230.88

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $3,258,996,523.16

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 26 - JNL/Mellon Small Cap Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon Small Cap Index Fund

- **b. Series identification number, if any:** S000001729

- **c. LEI:** I1YO77CZOK0VE0YRM417

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004636                                | N/A                          |
|                           2 | Class I                 | C000067970                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $297,356,503.89           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $297,356,503.89

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,525,569,684.31

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 27 - JNL Aggressive Growth Allocation Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL Aggressive Growth Allocation Fund

- **b. Series identification number, if any:** S000014519

- **c. LEI:** 5493008TLB1Y7THT9472

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000039497                                | N/A                          |
|                           2 | Class I                 | C000192205                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $798,921,938.79           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $798,921,938.79

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,475,060,585.77

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 28 - JNL Conservative Allocation Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL Conservative Allocation Fund

- **b. Series identification number, if any:** S000068120

- **c. LEI:** 54930038RM77FI8H6T34

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218198                                | N/A                          |
|                           2 | Class I                 | C000218199                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $367,553,154.23           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $367,553,154.23

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $666,038,548.71

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 29 - JNL Growth Allocation Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL Growth Allocation Fund

- **b. Series identification number, if any:** S000014518

- **c. LEI:** 549300IOZWOEHPLNZ080

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000039496                                | N/A                          |
|                           2 | Class I                 | C000192204                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $2,188,856,005.07         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,188,856,005.07

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,840,656,178.59

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 30 - JNL Moderate Allocation Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL Moderate Allocation Fund

- **b. Series identification number, if any:** S000068127

- **c. LEI:** 549300Z507FN2MHX0F32

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218212                                | N/A                          |
|                           2 | Class I                 | C000218213                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,087,066,126.01         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,087,066,126.01

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,337,098,689.58

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 31 - JNL Moderate Growth Allocation Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL Moderate Growth Allocation Fund

- **b. Series identification number, if any:** S000014517

- **c. LEI:** 549300ZFRW5TRM5UZV33

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000039495                                | N/A                          |
|                           2 | Class I                 | C000192203                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $2,133,286,363.42         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,133,286,363.42

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $4,192,312,541.26

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 32 - JNL/American Funds Growth Allocation Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/American Funds Growth Allocation Fund

- **b. Series identification number, if any:** S000036379

- **c. LEI:** 549300X1CVVITR3YTW45

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000111244                                | N/A                          |
|                           2 | Class I                 | C000192213                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Capital Research and Management Company

- **ii. LEI, if any, or provide and describe other identifying number:** M02M7XSKLMK96MWKNF95

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,012,969,366.68         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,012,969,366.68

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $3,477,320,883.09

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 33 - JNL/American Funds Moderate Growth Allocation Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/American Funds Moderate Growth Allocation Fund

- **b. Series identification number, if any:** S000036378

- **c. LEI:** 5493002F8S6ZVGW45C59

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000111243                                | N/A                          |
|                           2 | Class I                 | C000192212                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Capital Research and Management Company

- **ii. LEI, if any, or provide and describe other identifying number:** M02M7XSKLMK96MWKNF95

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $868,726,490.61           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $868,726,490.61

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,601,229,554.72

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 34 - JNL/Goldman Sachs Managed Aggressive Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Goldman Sachs Managed Aggressive Growth Fund

- **b. Series identification number, if any:** S000001757

- **c. LEI:** 549300ELT0VKTMI1VU61

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004664                                | N/A                          |
|                           2 | Class I                 | C000192201                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Goldman Sachs Asset Management, L.P.

- **ii. SEC file number:** 801-37591

- **iii. CRD number:** 000107738

- **iv. LEI, if any:** CF5M58QA35CFPUX70H17

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,235,476,405.51         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,235,476,405.51

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,212,056,286.48

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 35 - JNL/Goldman Sachs Managed Conservative Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Goldman Sachs Managed Conservative Fund

- **b. Series identification number, if any:** S000001752

- **c. LEI:** 54930058L71IZMQ76042

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004659                                | N/A                          |
|                           2 | Class I                 | C000192197                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Goldman Sachs Asset Management, L.P.

- **ii. SEC file number:** 801-37591

- **iii. CRD number:** 000107738

- **iv. LEI, if any:** CF5M58QA35CFPUX70H17

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $645,805,932.99           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $645,805,932.99

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $973,613,403.53

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 36 - JNL/Goldman Sachs Managed Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Goldman Sachs Managed Growth Fund

- **b. Series identification number, if any:** S000001756

- **c. LEI:** 5493005LVNCUWFRPLI20

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004663                                | N/A                          |
|                           2 | Class I                 | C000192200                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Goldman Sachs Asset Management, L.P.

- **ii. SEC file number:** 801-37591

- **iii. CRD number:** 000107738

- **iv. LEI, if any:** CF5M58QA35CFPUX70H17

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $2,608,199,967.93         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,608,199,967.93

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $4,610,688,476.24

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 37 - JNL/Goldman Sachs Managed Moderate Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Goldman Sachs Managed Moderate Fund

- **b. Series identification number, if any:** S000001753

- **c. LEI:** 549300FEHW08DTFJQG60

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004660                                | N/A                          |
|                           2 | Class I                 | C000192198                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Goldman Sachs Asset Management, L.P.

- **ii. SEC file number:** 801-37591

- **iii. CRD number:** 000107738

- **iv. LEI, if any:** CF5M58QA35CFPUX70H17

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,186,371,884.20         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,186,371,884.20

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,243,345,813.15

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 38 - JNL/Goldman Sachs Managed Moderate Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Goldman Sachs Managed Moderate Growth Fund

- **b. Series identification number, if any:** S000001755

- **c. LEI:** 549300D2KTHJZBWFEX31

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004662                                | N/A                          |
|                           2 | Class I                 | C000192199                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Goldman Sachs Asset Management, L.P.

- **ii. SEC file number:** 801-37591

- **iii. CRD number:** 000107738

- **iv. LEI, if any:** CF5M58QA35CFPUX70H17

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $2,558,877,415.83         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,558,877,415.83

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $4,561,055,368.80

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 39 - JNL iShares Tactical Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL iShares Tactical Growth Fund

- **b. Series identification number, if any:** S000068130

- **c. LEI:** 5493008SI4LQHOGNZF35

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218218                                | N/A                          |
|                           2 | Class I                 | C000218219                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $38,864,695.35

- **g. Provide the net income from securities lending activities:** $621,090.81

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Susquehanna Financial Group, LLP

- **ii. SEC file number:** 8-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,108.24

**Brokers Record: 2**

- **i. Full name of broker:** Citadel Securities Institutional LLC

- **ii. SEC file number:** 8-69663

- **iii. CRD number:** 000281102

- **iv. LEI, if any:** 549300MLQ1S3715IUK04

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,749.77

**Brokers Record: 3**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $157.97

**Brokers Record: 4**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $87.64

**Brokers Record: 5**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $79.26

**Brokers Record: 6**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $49.65

**Brokers Record: 7**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $34.88

**Brokers Record: 8**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $30.50

**Brokers Record: 9**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $26.17

**Brokers Record: 10**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $15.56

**Aggregate Commission:** $8,339.64

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $102,974,152.82           |
| Citadel Securities Institutional LLC   | 8-69663           |    000281102 | 549300MLQ1S3715IUK04 | IL      | US        | $50,200,514.19            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $153,174,667.01

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $309,181,443.84

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 40 - JNL iShares Tactical Moderate Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL iShares Tactical Moderate Fund

- **b. Series identification number, if any:** S000068128

- **c. LEI:** 549300A9T8CK0I4CU007

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218214                                | N/A                          |
|                           2 | Class I                 | C000218215                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $39,134,047.68

- **g. Provide the net income from securities lending activities:** $568,071.77

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Susquehanna Financial Group, LLP

- **ii. SEC file number:** 8-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,079.46

**Brokers Record: 2**

- **i. Full name of broker:** Citadel Securities Institutional LLC

- **ii. SEC file number:** 8-69663

- **iii. CRD number:** 000281102

- **iv. LEI, if any:** 549300MLQ1S3715IUK04

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,818.25

**Brokers Record: 3**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $456.91

**Brokers Record: 4**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $178.51

**Brokers Record: 5**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $122.77

**Brokers Record: 6**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $116.84

**Brokers Record: 7**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $86.08

**Brokers Record: 8**

- **i. Full name of broker:** SG Americas Securities, LLC

- **ii. SEC file number:** 8-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $85.76

**Brokers Record: 9**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $80.31

**Brokers Record: 10**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $80.24

**Aggregate Commission:** $5,321.24

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $64,970,406.15            |
| Citadel Securities Institutional LLC   | 8-69663           |    000281102 | 549300MLQ1S3715IUK04 | IL      | US        | $43,416,131.00            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $108,386,537.15

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $198,186,101.42

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 41 - JNL iShares Tactical Moderate Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL iShares Tactical Moderate Growth Fund

- **b. Series identification number, if any:** S000068129

- **c. LEI:** 549300VXGR1ZL7STC124

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218217                                | N/A                          |
|                           2 | Class I                 | C000218216                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $46,537,459.48

- **g. Provide the net income from securities lending activities:** $719,133.62

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Susquehanna Financial Group, LLP

- **ii. SEC file number:** 8-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,902.60

**Brokers Record: 2**

- **i. Full name of broker:** Citadel Securities Institutional LLC

- **ii. SEC file number:** 8-69663

- **iii. CRD number:** 000281102

- **iv. LEI, if any:** 549300MLQ1S3715IUK04

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,681.10

**Brokers Record: 3**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $270.76

**Brokers Record: 4**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $179.91

**Brokers Record: 5**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $161.65

**Brokers Record: 6**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $124.62

**Brokers Record: 7**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $80.31

**Brokers Record: 8**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $66.44

**Brokers Record: 9**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $48.68

**Brokers Record: 10**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $44.28

**Aggregate Commission:** $8,688.10

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $103,381,254.12           |
| Citadel Securities Institutional LLC   | 8-69663           |    000281102 | 549300MLQ1S3715IUK04 | IL      | US        | $58,643,677.69            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $162,024,931.81

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $324,382,713.22

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 42 - JNL/Vanguard Growth ETF Allocation Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Vanguard Growth ETF Allocation Fund

- **b. Series identification number, if any:** S000058499

- **c. LEI:** 5493001SZEK5ST031N62

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000192080                                | N/A                          |
|                           2 | Class I                 | C000192081                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $220,277,987.07

- **g. Provide the net income from securities lending activities:** $924,355.73

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** The Vanguard Group, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 5493002789CX3L0CJP65

- **iii. State, if applicable:** PA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Citadel Securities Institutional LLC

- **ii. SEC file number:** 8-69663

- **iii. CRD number:** 000281102

- **iv. LEI, if any:** 549300MLQ1S3715IUK04

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,941.14

**Brokers Record: 2**

- **i. Full name of broker:** Susquehanna Financial Group, LLP

- **ii. SEC file number:** 8-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,268.26

**Brokers Record: 3**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,431.84

**Brokers Record: 4**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $519.12

**Brokers Record: 5**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $461.75

**Brokers Record: 6**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $426.30

**Brokers Record: 7**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $286.34

**Brokers Record: 8**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $277.66

**Brokers Record: 9**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $166.64

**Brokers Record: 10**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $148.28

**Aggregate Commission:** $18,237.64

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $126,593,990.98           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $126,593,990.98

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,085,869,321.86

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 43 - JNL/Vanguard Moderate ETF Allocation Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Vanguard Moderate ETF Allocation Fund

- **b. Series identification number, if any:** S000058493

- **c. LEI:** 5493002HO8YT5WOGMW36

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000192068                                | N/A                          |
|                           2 | Class I                 | C000192069                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $100,862,835.27

- **g. Provide the net income from securities lending activities:** $438,070.89

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** The Vanguard Group, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 5493002789CX3L0CJP65

- **iii. State, if applicable:** PA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Citadel Securities Institutional LLC

- **ii. SEC file number:** 8-69663

- **iii. CRD number:** 000281102

- **iv. LEI, if any:** 549300MLQ1S3715IUK04

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,790.55

**Brokers Record: 2**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,338.30

**Brokers Record: 3**

- **i. Full name of broker:** Susquehanna Financial Group, LLP

- **ii. SEC file number:** 8-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $994.04

**Brokers Record: 4**

- **i. Full name of broker:** CLSA Americas, LLC

- **ii. SEC file number:** 8-69166

- **iii. CRD number:** 000165533

- **iv. LEI, if any:** 213800M2DXATWY7JMS07

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $689.08

**Brokers Record: 5**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $638.17

**Brokers Record: 6**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $497.83

**Brokers Record: 7**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $329.08

**Brokers Record: 8**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $239.17

**Brokers Record: 9**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $135.75

**Brokers Record: 10**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $135.73

**Aggregate Commission:** $10,084.24

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $108,320,631.82           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $108,320,631.82

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $534,667,473.16

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 44 - JNL/Vanguard Moderate Growth ETF Allocation Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Vanguard Moderate Growth ETF Allocation Fund

- **b. Series identification number, if any:** S000058498

- **c. LEI:** 54930028JNA2EWSYOO36

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000192078                                | N/A                          |
|                           2 | Class I                 | C000192079                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [x] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $139,712,759.21

- **g. Provide the net income from securities lending activities:** $579,292.72

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 12d1-4 (17 CFR 270.12d1-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** The Vanguard Group, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 5493002789CX3L0CJP65

- **iii. State, if applicable:** PA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Citadel Securities Institutional LLC

- **ii. SEC file number:** 8-69663

- **iii. CRD number:** 000281102

- **iv. LEI, if any:** 549300MLQ1S3715IUK04

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,322.37

**Brokers Record: 2**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $983.56

**Brokers Record: 3**

- **i. Full name of broker:** Susquehanna Financial Group, LLP

- **ii. SEC file number:** 8-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $960.88

**Brokers Record: 4**

- **i. Full name of broker:** CLSA Americas, LLC

- **ii. SEC file number:** 8-69166

- **iii. CRD number:** 000165533

- **iv. LEI, if any:** 213800M2DXATWY7JMS07

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $569.11

**Brokers Record: 5**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $417.04

**Brokers Record: 6**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $312.31

**Brokers Record: 7**

- **i. Full name of broker:** Virtu Financial, Inc

- **ii. SEC file number:** 8-51262

- **iii. CRD number:** 000045986

- **iv. LEI, if any:** Q1YYTO5MBHNGETR9DT80

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $257.09

**Brokers Record: 8**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $254.92

**Brokers Record: 9**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $187.16

**Brokers Record: 10**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $177.84

**Aggregate Commission:** $10,777.27

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $115,121,655.35           |
| HSBC Securities (USA) Inc.             | 8-41562           |    000019585 | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $249,163.34               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $115,370,818.69

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $911,161,675.64

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 45 - JNL Multi-Manager Alternative Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL Multi-Manager Alternative Fund

- **b. Series identification number, if any:** S000048717

- **c. LEI:** 549300WLIS7O5K800R06

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000153487                                | N/A                          |
|                           2 | Class I                 | C000192217                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $2,019,348.26

- **g. Provide the net income from securities lending activities:** $36,986.15

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Boston Partners Global Investors, Inc.

- **ii. SEC file number:** 801-61786

- **iii. CRD number:** 000124982

- **iv. LEI, if any:** 1J20BQ2FEQG1ONZV3K54

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** DoubleLine Capital LP

- **ii. SEC file number:** 801-70942

- **iii. CRD number:** 000152606

- **iv. LEI, if any:** 549300AQKG3ZYRYGH003

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 3**

- **i. Full name:** First Pacific Advisors, LLC

- **ii. SEC file number:** 801-67160

- **iii. CRD number:** 000141823

- **iv. LEI, if any:** 549300TY1SOO1YMJCK37

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 4**

- **i. Full name:** Lazard Asset Management LLC

- **ii. SEC file number:** 801-61701

- **iii. CRD number:** 000122836

- **iv. LEI, if any:** P1IBQ1I6K7EXV2Q96E20

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 5**

- **i. Full name:** Loomis, Sayles & Company, L.P.

- **ii. SEC file number:** 801-170

- **iii. CRD number:** 000105377

- **iv. LEI, if any:** 5493000GBKQCJRPLGJ88

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 6**

- **i. Full name:** Westchester Capital Management, LLC

- **ii. SEC file number:** 801-72002

- **iii. CRD number:** 000155686

- **iv. LEI, if any:** 549300JVYLER1U5NDK13

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 7**

- **i. Full name:** Western Asset Management Company, LLC

- **ii. SEC file number:** 801-8162

- **iii. CRD number:** 000110441

- **iv. LEI, if any:** 549300C5A561UXUICN46

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 8**

- **i. Full name:** Kayne Anderson Rudnick Investment Management, LLC

- **ii. SEC file number:** 801-24241

- **iii. CRD number:** 000104599

- **iv. LEI, if any:** 549300W19TN6A5K46H71

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 9**

- **i. Full name:** Western Asset Management Company Pte. Ltd.

- **ii. SEC file number:** 801-67298

- **iii. CRD number:** 000142188

- **iv. LEI, if any:** 549300GGQQAH8OMMCX51

- **v. Is the sub-adviser an affiliated person?:** No

- **vi. Foreign country, if applicable:** SG

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** HSBC BANK MIDDLE EAST LIMITED

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 5493000LKS7B3UTF7H35

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Standard Chartered Bank

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Itau CorpBanca S.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 549300ZHFZ4CSK7VS460

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Cititrust Colombia S.A. Sociedad Fiduciaria

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Ceskoslovenska obchodni banka, a.s.

- **ii. LEI, if any:** Q5BP2UEQ48R75BOTCB92

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** HSBC Bank Egypt S.A.E.

- **ii. LEI, if any:** 54930016MQBB2NO5NB47

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Deutsche Bank (Malaysia) Berhad

- **ii. LEI, if any:** 529900DLWFR8HK7DR278

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** Citibank del Peru, S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Bank Handlowy w Warszawie S.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** AO Citibank

- **ii. LEI, if any:** 549300RBHWW5EJIRG629

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** Citibank, A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 43**

- **i. Full name:** Standard Bank of South Africa Limited

- **ii. LEI, if any:** 549300RPLD8RXL49Z691

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 44**

- **i. Full name:** Privredna Banka Zagreb d.d.

- **ii. LEI, if any:** 0W1U67PTV5WY3WYWKD79

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 45**

- **i. Full name:** Banco Itau Uruguay S.A.

- **ii. LEI, if any:** 549300HU8OQS1VTVXN55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 46**

- **i. Full name:** Citibank Europe plc, Bulgaria Branch

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 47**

- **i. Full name:** AB SEB bankas

- **ii. LEI, if any:** B6ARUI4946ST4S7WOU88

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 48**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** 549300Z7V2WOFIMUEK50

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 49**

- **i. Full name:** Landsbankinn hf.

- **ii. LEI, if any:** 25490061PVFNGN0YMO97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 50**

- **i. Full name:** AB SEB bankas

- **ii. LEI, if any:** B6ARUI4946ST4S7WOU88

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 51**

- **i. Full name:** AB SEB bankas

- **ii. LEI, if any:** B6ARUI4946ST4S7WOU88

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 52**

- **i. Full name:** Stanbic IBTC Bank Plc.

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 53**

- **i. Full name:** The Saudi British Bank

- **ii. LEI, if any:** 558600TQS0WENZUC5190

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 54**

- **i. Full name:** HSBC Bank Middle East Limited (as delegate of The Hongkong and Shanghai Banking Corporation Limited)

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $96,976.98

**Brokers Record: 2**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $83,288.39

**Brokers Record: 3**

- **i. Full name of broker:** BMO Capital Markets Corp.

- **ii. SEC file number:** 8-50538

- **iii. CRD number:** 000044057

- **iv. LEI, if any:** RUC0QBLBRPRCU4W1NE59

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $81,598.18

**Brokers Record: 4**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $78,884.64

**Brokers Record: 5**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $77,701.58

**Brokers Record: 6**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $63,402.00

**Brokers Record: 7**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $61,200.89

**Brokers Record: 8**

- **i. Full name of broker:** Wells Fargo Securities, LLC

- **ii. SEC file number:** 8-35225

- **iii. CRD number:** 000017438

- **iv. LEI, if any:** VYVVCKR63DVZZN70PB21

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $59,006.93

**Brokers Record: 9**

- **i. Full name of broker:** Rosenthal Collins Group, LLC

- **ii. SEC file number:** 8-50868

- **iii. CRD number:** 000044888

- **iv. LEI, if any:** 5493001JB5LOVW7VVW14

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $55,032.96

**Brokers Record: 10**

- **i. Full name of broker:** Merrill Lynch Professional Clearing Corp.

- **ii. SEC file number:** 8-33359

- **iii. CRD number:** 000016139

- **iv. LEI, if any:** 549300PMHS66E71I2D34

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $44,767.62

**Aggregate Commission:** $1,223,820.06

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               | 000111079    | 5493007VBHOLN7EP1418 | IL      | US        | $2,670,930,746.19         |
| Goldman Sachs & Co. LLC                | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $238,829,948.29           |
| J.P. Morgan Securities LLC             | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $105,545,850.14           |
| Royal Bank of Canada                   | N/A               | N/A          | ES7IP3U3RHIGC71XBU11 |  |  | $72,225,087.50            |
| Banc of America Securities             | 8-42263           | 000026091    | 549300IE5TDZLY0T0V30 | NC      | US        | $92,059,985.93            |
| CitiGroup Global Markets, Inc.         | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | MN      | US        | $49,275,976.12            |
| Credit Suisse                          | 8-00422           | 000000816    | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $23,216,802.32            |
| Morgan Stanley & Co, Inc               | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $29,964,610.14            |
| Barclays PLC                           | 8-41342           | 000019714    | G5GSEF7VJP5I7OUK5573 | NY      | US        | $27,388,202.75            |
| Wells Fargo Securities, LLC            | 8-35225           | 000017438    | VYVVCKR63DVZZN70PB21 | NY      | US        | $25,802,996.29            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $3,533,970,196.53

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,195,502,977.34

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 46 - JNL Multi-Manager Emerging Markets Equity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL Multi-Manager Emerging Markets Equity Fund

- **b. Series identification number, if any:** S000010709

- **c. LEI:** 2KRMJS21OWJBHN30S848

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000029600                                | N/A                          |
|                           2 | Class I                 | C000067997                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $9,960,531.26

- **g. Provide the net income from securities lending activities:** $90,621.34

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Kayne Anderson Rudnick Investment Management, LLC

- **ii. SEC file number:** 801-24241

- **iii. CRD number:** 000104599

- **iv. LEI, if any:** 549300W19TN6A5K46H71

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** T. Rowe Price Associates, Inc.

- **ii. SEC file number:** 801-856

- **iii. CRD number:** 000105496

- **iv. LEI, if any:** 7HTL8AEQSEDX602FBU63

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 3**

- **i. Full name:** T. Rowe Price Hong Kong Limited

- **ii. SEC file number:** 801-72035

- **iii. CRD number:** 000155827

- **iv. LEI, if any:** 549300J2AF74HTUGWG28

- **v. Is the sub-adviser an affiliated person?:** No

- **vi. Foreign country, if applicable:** HK

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 4**

- **i. Full name:** WCM Investment Management LLC

- **ii. SEC file number:** 801-11916

- **iii. CRD number:** 000104702

- **iv. LEI, if any:** 5493003P0SCEHNDSMX52

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 5**

- **i. Full name:** Wellington Management Company LLP

- **ii. SEC file number:** 801-15908

- **iii. CRD number:** 000106595

- **iv. LEI, if any:** 549300YHP12TEZNLCX41

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** HSBC BANK MIDDLE EAST LIMITED

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Itau CorpBanca S.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 549300ZHFZ4CSK7VS460

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Cititrust Colombia S.A. Sociedad Fiduciaria

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** 549300Z7V2WOFIMUEK50

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** HSBC Bank Egypt S.A.E.

- **ii. LEI, if any:** 54930016MQBB2NO5NB47

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Standard Chartered Bank

- **ii. LEI, if any:** 558600MV09XWUB38H245

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Citibank Kazakhstan' AO

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Citibank Maghreb

- **ii. LEI, if any:** 5493003FVWLMBFTISI11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Citibank del Peru, S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** AO Citibank

- **ii. LEI, if any:** 549300RBHWW5EJIRG629

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** Citibank, A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 43**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 44**

- **i. Full name:** FAB Capital J.S.C.

- **ii. LEI, if any:** 2138002Y3WMK6RZS8H90

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 45**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 46**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden (operating through its Copenhagen branch)

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 47**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 48**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden (operating through its Oslo branch)

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 49**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 549300O2UN9JLME31F08

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 50**

- **i. Full name:** HSBC Bank (Vietnam) Limited (as delegate of The Hongkong and Shanghai Banking Corporation Limited)

- **ii. LEI, if any:** 213800H95OG9OHRT4Y78

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 51**

- **i. Full name:** AS SEB Pank

- **ii. LEI, if any:** 5493001KQW6DM7KEDR62

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 52**

- **i. Full name:** HSBC Bank Oman S.A.O.G. (as delegate of The Hongkong and Shanghai Banking Corporation Limited)

- **ii. LEI, if any:** Y28RT6GGYJ696PMW8T44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 53**

- **i. Full name:** BNP Paribas Securities Services, S.C.A., Greece (operating through its Athens branch)

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 54**

- **i. Full name:** Stanbic IBTC Bank Plc.

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 55**

- **i. Full name:** Landsbankinn hf.

- **ii. LEI, if any:** 25490061PVFNGN0YMO97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $130,674.20

**Brokers Record: 2**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $125,489.31

**Brokers Record: 3**

- **i. Full name of broker:** CLSA Americas, LLC

- **ii. SEC file number:** 8-69166

- **iii. CRD number:** 000165533

- **iv. LEI, if any:** 213800M2DXATWY7JMS07

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $101,801.40

**Brokers Record: 4**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $91,393.26

**Brokers Record: 5**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $80,524.51

**Brokers Record: 6**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $80,013.38

**Brokers Record: 7**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $74,493.49

**Brokers Record: 8**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $59,104.53

**Brokers Record: 9**

- **i. Full name of broker:** CITIBANK, INC.

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** 549300JXUJZCVNVYFX03

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $47,090.24

**Brokers Record: 10**

- **i. Full name of broker:** Daiwa Securities

- **ii. SEC file number:** 8-12242

- **iii. CRD number:** 000182036

- **iv. LEI, if any:** M67H5PRC0NQKM73ZAS82

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $39,946.89

**Aggregate Commission:** $1,243,646.36

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $564,481,150.94           |
| T. Rowe Price Investment Services, Inc.    | 8-25130           |    000008348 | N/A                  | MD      | US        | $146,914,190.88           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $232,557.74               |
| State Street Corporation                   | 8-31848           |    000015105 | 571474TGEMMWANRLN572 | MA      | US        | $98,708.99                |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $27,630.61                |
| Sanford C. Bernstein & Co., LLC            | 8-30851           |    000014549 | 549300I7JYZHT7D5CO04 | NY      | US        | $10.94                    |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $711,754,250.10

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,113,352,874.48

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 47 - JNL Multi-Manager International Small Cap Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL Multi-Manager International Small Cap Fund

- **b. Series identification number, if any:** S000062460

- **c. LEI:** 549300F7KV62SRFU6151

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000202637                                | N/A                          |
|                           2 | Class I                 | C000202638                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $38,111,836.73

- **g. Provide the net income from securities lending activities:** $952,357.10

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Causeway Capital Management LLC

- **ii. SEC file number:** 801-60343

- **iii. CRD number:** 000113308

- **iv. LEI, if any:** 5493008B4M4EF3B5X872

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** WCM Investment Management LLC

- **ii. SEC file number:** 801-11916

- **iii. CRD number:** 000104702

- **iv. LEI, if any:** 5493003P0SCEHNDSMX52

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 3**

- **i. Full name:** Baillie Gifford Overseas Limited

- **ii. SEC file number:** 801-21051

- **iii. CRD number:** 000110296

- **iv. LEI, if any:** 549300UYMK70HLNJU654

- **v. Is the sub-adviser an affiliated person?:** No

- **vi. Foreign country, if applicable:** GB

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** HSBC Bank Middle East Limited (as delegate of The Hongkong and Shanghai Banking Corporation Limited)

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** HSBC BANK MIDDLE EAST LIMITED

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Deutsche Bank AG, Netherlands (operating through its Amsterdam branch with support from its Brussels branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Itau CorpBanca S.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** HSBC Bank (China) Company Limited (as delegate of The Hongkong and Shanghai Banking Corporation Limited)

- **ii. LEI, if any:** 549300ZHFZ4CSK7VS460

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Cititrust Colombia S.A. Sociedad Fiduciaria

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** 549300Z7V2WOFIMUEK50

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden (operating through its Copenhagen branch)

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** HSBC Bank Egypt S.A.E. (as delegate of The Hongkong and Shanghai Banking Corporation Limited)

- **ii. LEI, if any:** 54930016MQBB2NO5NB47

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden (operating through its Helsinki branch)

- **ii. LEI, if any:** N/A

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Deutsche Bank AG, Netherlands (operating through its Amsterdam branch with support from its Paris branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** Deutsche Bank (Malaysia) Berhad

- **ii. LEI, if any:** 529900DLWFR8HK7DR278

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden (operating through its Oslo branch)

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** Citibank del Peru, S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** Bank Handlowy w Warszawie S.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** Deutsche Bank AG, Netherlands (operating through its Amsterdam branch with support from its Lisbon branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** HSBC Bank Middle East

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** AO Citibank

- **ii. LEI, if any:** 549300RBHWW5EJIRG629

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 43**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 44**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 45**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 46**

- **i. Full name:** Citibank, A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 47**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 48**

- **i. Full name:** Standard Bank of South Africa Limited

- **ii. LEI, if any:** 549300RPLD8RXL49Z691

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 49**

- **i. Full name:** FAB Capital J.S.C.

- **ii. LEI, if any:** 2138002Y3WMK6RZS8H90

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 50**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 51**

- **i. Full name:** HSBC Bank (Vietnam) Limited (as delegate of The Hongkong and Shanghai Banking Corporation Limited)

- **ii. LEI, if any:** 213800H95OG9OHRT4Y78

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Berenberg Capital Markets LLC

- **ii. SEC file number:** 8-68821

- **iii. CRD number:** 000156757

- **iv. LEI, if any:** 5493007EG0CYRKKG9L11

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $59,268.51

**Brokers Record: 2**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $55,641.62

**Brokers Record: 3**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $43,208.20

**Brokers Record: 4**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $43,033.95

**Brokers Record: 5**

- **i. Full name of broker:** Liquidnet, Inc.

- **ii. SEC file number:** 8-52461

- **iii. CRD number:** 000103987

- **iv. LEI, if any:** 213800HSKBBO1GCVRG79

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $40,808.11

**Brokers Record: 6**

- **i. Full name of broker:** Daiwa Securities

- **ii. SEC file number:** 8-12242

- **iii. CRD number:** 000182036

- **iv. LEI, if any:** M67H5PRC0NQKM73ZAS82

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $31,234.86

**Brokers Record: 7**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $26,294.30

**Brokers Record: 8**

- **i. Full name of broker:** Carnegie Inc

- **ii. SEC file number:** 8-45389

- **iii. CRD number:** 000031184

- **iv. LEI, if any:** 549300TV0TOBI3QUPX65

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $25,956.27

**Brokers Record: 9**

- **i. Full name of broker:** CLSA Americas, LLC

- **ii. SEC file number:** 8-69166

- **iii. CRD number:** 000165533

- **iv. LEI, if any:** 213800M2DXATWY7JMS07

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $24,470.37

**Brokers Record: 10**

- **i. Full name of broker:** MacQuarie Capital Inc.

- **ii. SEC file number:** 8-47198

- **iii. CRD number:** 000036368

- **iv. LEI, if any:** 549300670K07JRB5UQ40

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $23,965.36

**Aggregate Commission:** $546,310.10

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $284,009,243.48           |
| HSBC Securities (USA) Inc.             | 8-41562           |    000019585 | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $2,397,287.06             |
| Mediobanca Securities USA LLC          | 8-67538           |    000143189 | 549300FV9LPF2H3NQO82 | NY      | US        | $1,826,742.55             |
| Berenberg Capital Markets LLC          | 8-68821           |    000156757 | 5493007EG0CYRKKG9L11 | DE      | US        | $1,326,542.19             |
| SEB Securities, Inc.                   | 8-40644           |    000023710 | 549300O01JBQJ46JL826 | NY      | US        | $813,470.04               |
| BTG Pactual US Capital, LLC            | 8-68148           |    000149486 | 549300EUEDL5GKQW8U35 | NY      | US        | $443,458.71               |
| Credit Suisse                          | 8-00422           |    000000816 | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $25,014.15                |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $442.61                   |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $290,842,200.79

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $658,342,523.14

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 48 - JNL Multi-Manager Mid Cap Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL Multi-Manager Mid Cap Fund

- **b. Series identification number, if any:** S000054971

- **c. LEI:** 549300YMNYNA7UZ98H80

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000172890                                | N/A                          |
|                           2 | Class I                 | C000192221                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $15,091,951.21

- **g. Provide the net income from securities lending activities:** $180,031.13

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Champlain Investment Partners, LLC

- **ii. SEC file number:** 801-63424

- **iii. CRD number:** 000132474

- **iv. LEI, if any:** 549300CG1LTCDOSKX862

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** ClearBridge Investments, LLC

- **ii. SEC file number:** 801-64710

- **iii. CRD number:** 000137028

- **iv. LEI, if any:** 549300L5KZQRDVVXSK45

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 3**

- **i. Full name:** Victory Capital Management Inc.

- **ii. SEC file number:** 801-46878

- **iii. CRD number:** 000106189

- **iv. LEI, if any:** 549300YNO08S1SH3I683

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 4**

- **i. Full name:** Nuance Investments, LLC

- **ii. SEC file number:** 801-69682

- **iii. CRD number:** 000148534

- **iv. LEI, if any:** N/A

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 5**

- **i. Full name:** Kayne Anderson Rudnick Investment Management, LLC

- **ii. SEC file number:** 801-24241

- **iii. CRD number:** 000104599

- **iv. LEI, if any:** 549300W19TN6A5K46H71

- **v. Is the sub-adviser an affiliated person?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom Branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $140,077.30

**Brokers Record: 2**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $35,381.03

**Brokers Record: 3**

- **i. Full name of broker:** Liquidnet, Inc.

- **ii. SEC file number:** 8-52461

- **iii. CRD number:** 000103987

- **iv. LEI, if any:** 213800HSKBBO1GCVRG79

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $30,104.83

**Brokers Record: 4**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $28,888.36

**Brokers Record: 5**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $28,047.48

**Brokers Record: 6**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $26,909.10

**Brokers Record: 7**

- **i. Full name of broker:** Stifel Financial Corporation

- **ii. SEC file number:** 8-01447

- **iii. CRD number:** 000000793

- **iv. LEI, if any:** 549300E5F07FE5GHJX84

- **v. State, if applicable:** MO

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $20,457.37

**Brokers Record: 8**

- **i. Full name of broker:** Robert W. Baird & Co.

- **ii. SEC file number:** 8-00497

- **iii. CRD number:** 000008158

- **iv. LEI, if any:** 549300772UJAHRD6LO53

- **v. State, if applicable:** WI

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $19,005.43

**Brokers Record: 9**

- **i. Full name of broker:** KeyBanc Capital Markets Inc.

- **ii. SEC file number:** 8-30177

- **iii. CRD number:** 000000566

- **iv. LEI, if any:** 2EQWV0180Z211YVAD813

- **v. State, if applicable:** OH

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $18,345.02

**Brokers Record: 10**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $14,128.34

**Aggregate Commission:** $525,789.78

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,052,682,398.99         |
| Banc of America Securities             | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $445,500.00               |
| CitiGroup Global Markets, Inc.         | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $419,440.00               |
| Barclays PLC                           | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $250,733.00               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,053,798,071.99

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,569,089,769.02

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 49 - JNL Multi-Manager Small Cap Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL Multi-Manager Small Cap Growth Fund

- **b. Series identification number, if any:** S000001776

- **c. LEI:** 5493000Y6E864JWYLQ83

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004683                                | N/A                          |
|                           2 | Class I                 | C000067991                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $64,324,279.72

- **g. Provide the net income from securities lending activities:** $1,338,474.27

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Kayne Anderson Rudnick Investment Management, LLC

- **ii. SEC file number:** 801-24241

- **iii. CRD number:** 000104599

- **iv. LEI, if any:** 549300W19TN6A5K46H71

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** Granahan Investment Management, Inc.

- **ii. SEC file number:** 801-23705

- **iii. CRD number:** 000107745

- **iv. LEI, if any:** 549300YQRFF9XBLWGF31

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 3**

- **i. Full name:** Victory Capital Management Inc.

- **ii. SEC file number:** 801-46878

- **iii. CRD number:** 000106189

- **iv. LEI, if any:** 549300YNO08S1SH3I683

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 4**

- **i. Full name:** WCM Investment Management LLC

- **ii. SEC file number:** 801-11916

- **iii. CRD number:** 000104702

- **iv. LEI, if any:** 5493003P0SCEHNDSMX52

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 5**

- **i. Full name:** BAMCO, Inc.

- **ii. SEC file number:** 801-29080

- **iii. CRD number:** 000110789

- **iv. LEI, if any:** 5493004E8ITXDW4ZG169

- **v. Is the sub-adviser an affiliated person?:** No

**Sub-adviser Record: 6**

- **i. Full name:** Segall Bryant & Hamill, LLC

- **ii. SEC file number:** 801-47232

- **iii. CRD number:** 000106505

- **iv. LEI, if any:** 54930071TXHX24MK8P61

- **v. Is the sub-adviser an affiliated person?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $252,966.43

**Brokers Record: 2**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $206,900.11

**Brokers Record: 3**

- **i. Full name of broker:** Liquidnet, Inc.

- **ii. SEC file number:** 8-52461

- **iii. CRD number:** 000103987

- **iv. LEI, if any:** 213800HSKBBO1GCVRG79

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $198,678.45

**Brokers Record: 4**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $193,044.59

**Brokers Record: 5**

- **i. Full name of broker:** Virtu Financial, Inc

- **ii. SEC file number:** 8-51262

- **iii. CRD number:** 000045986

- **iv. LEI, if any:** Q1YYTO5MBHNGETR9DT80

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $185,758.37

**Brokers Record: 6**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $149,313.72

**Brokers Record: 7**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $142,184.39

**Brokers Record: 8**

- **i. Full name of broker:** Stifel Financial Corporation

- **ii. SEC file number:** 8-01447

- **iii. CRD number:** 000000793

- **iv. LEI, if any:** 549300E5F07FE5GHJX84

- **v. State, if applicable:** MO

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $117,415.70

**Brokers Record: 9**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $86,117.10

**Brokers Record: 10**

- **i. Full name of broker:** Dash Financial Technologies

- **ii. SEC file number:** 8-52503

- **iii. CRD number:** 000104031

- **iv. LEI, if any:** 549300VYG4AYVBIDN394

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $80,654.27

**Aggregate Commission:** $2,815,124.20

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $2,106,993,059.99         |
| Wells Fargo Securities, LLC            | 8-35225           |    000017438 | VYVVCKR63DVZZN70PB21 | NY      | US        | $9,053,182.30             |
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $1,503,560.11             |
| Jefferies Group                        | 8-15074           |    000002347 | NY9Q8VBNB6D1L6YV0J84 | NY      | US        | $898,948.00               |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $706,385.00               |
| J.P. Morgan Securities LLC             | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $458,429.00               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,119,613,564.40

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $2,388,215,202.41

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 50 - JNL Multi-Manager Small Cap Value Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL Multi-Manager Small Cap Value Fund

- **b. Series identification number, if any:** S000001798

- **c. LEI:** 549300J5ZBC0FPJEM552

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004705                                | N/A                          |
|                           2 | Class I                 | C000067994                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $25,573,032.77

- **g. Provide the net income from securities lending activities:** $87,178.89

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Cooke & Bieler, L.P.

- **ii. SEC file number:** 801-60411

- **iii. CRD number:** 000113859

- **iv. LEI, if any:** N/A

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** Reinhart Partners, Inc.

- **ii. SEC file number:** 801-40278

- **iii. CRD number:** 000106432

- **iv. LEI, if any:** N/A

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 3**

- **i. Full name:** Congress Asset Management Company, LLP

- **ii. SEC file number:** 801-23386

- **iii. CRD number:** 000105161

- **iv. LEI, if any:** 254900NRTR7IJUDC9802

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 4**

- **i. Full name:** WCM Investment Management LLC

- **ii. SEC file number:** 801-11916

- **iii. CRD number:** 000104702

- **iv. LEI, if any:** 5493003P0SCEHNDSMX52

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 5**

- **i. Full name:** River Road Asset Management, LLC

- **ii. SEC file number:** 801-64175

- **iii. CRD number:** 000134918

- **iv. LEI, if any:** 549300CZHLTYETQ8UL87

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Robert W. Baird & Co.

- **ii. SEC file number:** 8-00497

- **iii. CRD number:** 000008158

- **iv. LEI, if any:** 549300772UJAHRD6LO53

- **v. State, if applicable:** WI

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $99,714.75

**Brokers Record: 2**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $74,223.01

**Brokers Record: 3**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $71,300.73

**Brokers Record: 4**

- **i. Full name of broker:** Stifel Financial Corporation

- **ii. SEC file number:** 8-01447

- **iii. CRD number:** 000000793

- **iv. LEI, if any:** 549300E5F07FE5GHJX84

- **v. State, if applicable:** MO

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $58,932.32

**Brokers Record: 5**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $47,879.67

**Brokers Record: 6**

- **i. Full name of broker:** William Blair & Company

- **ii. SEC file number:** 8-02698

- **iii. CRD number:** 000001252

- **iv. LEI, if any:** 549300J0P7XYE8BMZ775

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $35,065.80

**Brokers Record: 7**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $32,021.28

**Brokers Record: 8**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $31,863.43

**Brokers Record: 9**

- **i. Full name of broker:** Liquidnet, Inc.

- **ii. SEC file number:** 8-52461

- **iii. CRD number:** 000103987

- **iv. LEI, if any:** 213800HSKBBO1GCVRG79

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $30,144.22

**Brokers Record: 10**

- **i. Full name of broker:** Pershing, LLC

- **ii. SEC file number:** 8-17574

- **iii. CRD number:** 000007560

- **iv. LEI, if any:** ZI8Q1A8EI8LQFJNM0D94

- **v. State, if applicable:** NJ

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $29,925.13

**Aggregate Commission:** $710,591.84

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $752,108,475.78           |
| Robert W. Baird & Co.                  | 8-00497           |    000008158 | 549300772UJAHRD6LO53 | WI      | US        | $749,213.00               |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $561,200.00               |
| Banc of America Securities             | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $91,138.63                |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $753,510,027.41

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,701,179,825.40

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 51 - JNL/AQR Large Cap Defensive Style Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/AQR Large Cap Defensive Style Fund

- **b. Series identification number, if any:** S000064958

- **c. LEI:** 549300S65IVQ2U9IZZ79

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000210327                                | N/A                          |
|                           2 | Class I                 | C000210326                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $626,407.45

- **g. Provide the net income from securities lending activities:** $16,895.68

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** AQR Capital Management, LLC

- **ii. SEC file number:** 801-55543

- **iii. CRD number:** 000111883

- **iv. LEI, if any:** 549300GC5MDF1KXYMP06

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,317.98

**Brokers Record: 2**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $299.83

**Brokers Record: 3**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $263.65

**Brokers Record: 4**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $221.63

**Brokers Record: 5**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-30851

- **iii. CRD number:** 000014549

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $107.64

**Brokers Record: 6**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $56.36

**Brokers Record: 7**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $49.89

**Brokers Record: 8**

- **i. Full name of broker:** Winthrop Resources

- **ii. SEC file number:** 8-20123

- **iii. CRD number:** 000886948

- **iv. LEI, if any:** N/A

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $42.18

**Aggregate Commission:** $3,359.16

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $128,022,565.98           |
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $6,105.42                 |
| Banc of America Securities             | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $1,565.78                 |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $128,030,237.18

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $388,312,710.08

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 52 - JNL/Baillie Gifford International Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Baillie Gifford International Growth Fund

- **b. Series identification number, if any:** S000058494

- **c. LEI:** 5493008RPA77YVGF1R55

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000192070                                | N/A                          |
|                           2 | Class I                 | C000192071                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $3,529,933.51

- **g. Provide the net income from securities lending activities:** $45,238.56

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Baillie Gifford Overseas Limited

- **ii. SEC file number:** 801-21051

- **iii. CRD number:** 000110296

- **iv. LEI, if any:** 549300UYMK70HLNJU654

- **v. Is the sub-adviser an affiliated person?:** No

- **vi. Foreign country, if applicable:** GB

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** UNICREDIT BANK AUSTRIA AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** HSBC BANK AUSTRALIA LIMITED

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** CITIBANK NA SAO PAULO BRAZIL

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** UBS SWITZERLAND AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Banco de Chile

- **ii. LEI, if any:** 8B4EZFY8IHJC44TT2K84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** CITIBANK EUROPE PLC SPAIN BRANCH

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** STATE STREET BANK AND TRUST COMPANY

- **ii. LEI, if any:** 213800YAZLPV26WFM449

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** STANDARD CHARTERED BANK

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** BANK HAPOALIM B.M.

- **ii. LEI, if any:** B6ARUI4946ST4S7WOU88

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** CITIBANK N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** INTESA SANPAOLO SPA

- **ii. LEI, if any:** 2W8N8UU78PMDQKZENC08

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** MIZUHO BANK, LTD.(CUSTODY)

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** STANDARD CHARTERED BANK

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** CITIBANK EUROPE PLC PORTUGAL BRANCH

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** AO CITIBANK, MOSCOW

- **ii. LEI, if any:** CHSQDSVI1UI96Y2SW097

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** SKANDINAVISKA ENSKILDA BANKEN AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** CITIBANK,N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** CITIBANK A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** STANDARD CHARTERED BANK (TAIWAN) LTD

- **ii. LEI, if any:** 549300QJEO1B92LSHZ06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** STANDARD CHARTERED BANK

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $15,419.79

**Brokers Record: 2**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $14,471.88

**Brokers Record: 3**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,876.53

**Brokers Record: 4**

- **i. Full name of broker:** Royal Bank of Canada

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,188.07

**Brokers Record: 5**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,180.82

**Brokers Record: 6**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $8,123.14

**Brokers Record: 7**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-30851

- **iii. CRD number:** 000014549

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,958.64

**Brokers Record: 8**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,925.97

**Brokers Record: 9**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,887.16

**Brokers Record: 10**

- **i. Full name of broker:** Redburn (USA) LLC

- **ii. SEC file number:** 8-67320

- **iii. CRD number:** 000140564

- **iv. LEI, if any:** 213800TYRTQILMQQLV79

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,698.73

**Aggregate Commission:** $107,423.50

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $261,996,691.71           |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $3,224,980.26             |
| J.P. Morgan Securities LLC             | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $2,875,429.28             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $268,097,101.25

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $816,689,798.16

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 53 - JNL/Baillie Gifford U.S. Equity Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Baillie Gifford U.S. Equity Growth Fund

- **b. Series identification number, if any:** S000071125

- **c. LEI:** 549300ZP7BJBUXIBYW80

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000225792                                | N/A                          |
|                           2 | Class I                 | C000225791                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $4,776,850.53

- **g. Provide the net income from securities lending activities:** $88,741.59

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Baillie Gifford Overseas Limited

- **ii. SEC file number:** 801-21051

- **iii. CRD number:** 000110296

- **iv. LEI, if any:** 549300UYMK70HLNJU654

- **v. Is the sub-adviser an affiliated person?:** No

- **vi. Foreign country, if applicable:** GB

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** Yes

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,702.33

**Brokers Record: 2**

- **i. Full name of broker:** Wells Fargo Securities, LLC

- **ii. SEC file number:** 8-35225

- **iii. CRD number:** 000017438

- **iv. LEI, if any:** VYVVCKR63DVZZN70PB21

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $875.95

**Brokers Record: 3**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $797.54

**Brokers Record: 4**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $783.29

**Brokers Record: 5**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $755.23

**Brokers Record: 6**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $616.35

**Brokers Record: 7**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $551.04

**Brokers Record: 8**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $542.65

**Brokers Record: 9**

- **i. Full name of broker:** Berenberg Capital Markets LLC

- **ii. SEC file number:** 8-68821

- **iii. CRD number:** 000156757

- **iv. LEI, if any:** 5493007EG0CYRKKG9L11

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $299.53

**Brokers Record: 10**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-30851

- **iii. CRD number:** 000014549

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $291.58

**Aggregate Commission:** $8,386.71

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $43,613,637.97            |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $80,153.14                |
| Piper Jaffray Companies                | 8-15204           |    000000665 | QUQDBTUSOAKFEVMRMF78 | MN      | US        | $65,067.96                |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $43,758,859.07

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $84,718,452.87

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 54 - JNL/BlackRock Global Allocation Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/BlackRock Global Allocation Fund

- **b. Series identification number, if any:** S000029611

- **c. LEI:** VW1PXUJJ3BVSRNHWUM97

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000090917                                | N/A                          |
|                           2 | Class I                 | C000090918                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $65,302,671.57

- **g. Provide the net income from securities lending activities:** $593,553.80

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** BlackRock Investment Management, LLC

- **ii. SEC file number:** 801-56972

- **iii. CRD number:** 000108928

- **iv. LEI, if any:** 5493006MRTEZZ4S4CQ20

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** BlackRock Singapore Limited

- **ii. SEC file number:** 801-76926

- **iii. CRD number:** 000164594

- **iv. LEI, if any:** 549300UZGBQ6FHD2X729

- **v. Is the sub-adviser an affiliated person?:** No

- **vi. Foreign country, if applicable:** SG

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** HSBC Bank Bermuda Limited

- **ii. LEI, if any:** 0W1U67PTV5WY3WYWKD79

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** PT Bank HSBC Indonesia

- **ii. LEI, if any:** 213800HW5IDIRLWH1203

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** HSBC Bank Oman S.A.O.G.

- **ii. LEI, if any:** 213800YRPSOSH9OA2V29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Stanbic Bank Zimbabwe Limited

- **ii. LEI, if any:** 2549005HENFMYGRM9S10

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Standard Bank Namibia Limited

- **ii. LEI, if any:** 254900K6TJFDYKSQWV49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 2CZOJRADNJXBLT55G526

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Banco Santander Chile

- **ii. LEI, if any:** 3YJP8HORPAEXJ80D6368

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** J.P. Morgan S.A. DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Cititrust Colombia S.A.

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Standard Chartered Bank Botswana Limited

- **ii. LEI, if any:** 5493007VY27WWF8FF542

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** J.P. Morgan Bank International (Limited Liability Company)**

- **ii. LEI, if any:** 549300B831LSRSI6RA15

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Union Internationale de Banque

- **ii. LEI, if any:** 549300WKCW12LEPUMV07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Swedbank AS

- **ii. LEI, if any:** 549300FXBIWWGK7T0Y98

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Banco Itau Uruguay S.A.

- **ii. LEI, if any:** 549300HU8OQS1VTVXN55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** HSBC Bank Argentina S.A.

- **ii. LEI, if any:** 549300K52NF2S4SQDO82

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** UniCredit Banka Slovenija d.d.

- **ii. LEI, if any:** 549300O2UN9JLME31F08

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Clearstream

- **ii. LEI, if any:** 549300OL514RA0SXJJ44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Swedbank AS

- **ii. LEI, if any:** 549300PHQZ4HL15HH975

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Standard Chartered Bank Kenya Limited

- **ii. LEI, if any:** 549300RBHWW5EJIRG629

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** AB SEB Bankas

- **ii. LEI, if any:** 549300SBPFE9JX7N8J82

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Standard Chartered Bank Ghana Limited

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Societe Generale Marocaine de Banques

- **ii. LEI, if any:** 549300WHIMVBNIDQWK21

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Standard Chartered Bank (Pakistan) Limited

- **ii. LEI, if any:** 549300YTOMKUNPUTB551

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Bank Leumi le-Israel B.M.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 7W1GMC6J4KGLBBUSYP52

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** Santander Securities Services, S.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** JSC Citibank Kazakhstan

- **ii. LEI, if any:** 95XXGORQK31JZP82OG22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** Citibank A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 43**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 44**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 45**

- **i. Full name:** HSBC France Athens Branch

- **ii. LEI, if any:** MP6I5ZYZBEU3UXPYFY54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 46**

- **i. Full name:** Citibank del Peru S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 47**

- **i. Full name:** Citibank Europe plc

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 48**

- **i. Full name:** Standard Chartered Bank Korea Limited

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 49**

- **i. Full name:** HSBC Bank Malaysia Berhad

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 50**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 51**

- **i. Full name:** Bank Handlowy w. Warszawie S.A.

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 52**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 53**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 54**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $584,968.80

**Brokers Record: 2**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $442,002.45

**Brokers Record: 3**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $355,306.06

**Brokers Record: 4**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $208,695.34

**Brokers Record: 5**

- **i. Full name of broker:** Nomura Securities International, Inc.

- **ii. SEC file number:** 8-15255

- **iii. CRD number:** 000004297

- **iv. LEI, if any:** OXTKY6Q8X53C9ILVV871

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $176,904.99

**Brokers Record: 6**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $147,163.57

**Brokers Record: 7**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $123,980.55

**Brokers Record: 8**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $117,987.66

**Brokers Record: 9**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $90,411.96

**Brokers Record: 10**

- **i. Full name of broker:** Wells Fargo Securities, LLC

- **ii. SEC file number:** 8-35225

- **iii. CRD number:** 000017438

- **iv. LEI, if any:** VYVVCKR63DVZZN70PB21

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $26,651.83

**Aggregate Commission:** $2,567,436.21

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $3,710,458,217.72         |
| J.P. Morgan Securities LLC             | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $1,029,088,670.99         |
| CitiGroup Global Markets, Inc.         | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $768,516,599.16           |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $654,831,282.05           |
| Wells Fargo Securities, LLC            | 8-35225           |    000017438 | VYVVCKR63DVZZN70PB21 | NY      | US        | $498,224,539.20           |
| UBS Securities LLC                     | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | DE      | US        | $348,646,511.40           |
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $340,183,982.22           |
| Banc of America Securities             | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $311,234,259.15           |
| Daiwa Securities                       | 8-12242           |    000182036 | M67H5PRC0NQKM73ZAS82 | NY      | US        | $253,150,858.66           |
| Nomura Securities International, Inc.  | 8-15255           |    000004297 | OXTKY6Q8X53C9ILVV871 | NY      | US        | $214,662,124.92           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $9,312,880,378.91

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $3,326,075,231.23

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 55 - JNL/BlackRock Global Natural Resources Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/BlackRock Global Natural Resources Fund

- **b. Series identification number, if any:** S000014502

- **c. LEI:** 549300W03XJ7WJO5DL09

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000039480                                | N/A                          |
|                           2 | Class I                 | C000067999                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $38,270,954.55

- **g. Provide the net income from securities lending activities:** $268,021.16

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** BlackRock International Limited

- **ii. SEC file number:** 801-51087

- **iii. CRD number:** 000106843

- **iv. LEI, if any:** 5493008YUGP5E01IBD70

- **v. Is the sub-adviser an affiliated person?:** No

- **vi. Foreign country, if applicable:** EH

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Bank Handlowy w. Warszawie S.A.

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Bank Leumi le-Israel B.M.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Citibank del Peru S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 2CZOJRADNJXBLT55G526

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** HSBC Bank Argentina S.A.

- **ii. LEI, if any:** 549300K52NF2S4SQDO82

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** HSBC Bank Malaysia Berhad

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** HSBC France Athens Branch

- **ii. LEI, if any:** MP6I5ZYZBEU3UXPYFY54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** J.P. Morgan Bank International (Limited Liability Company)**

- **ii. LEI, if any:** 549300B831LSRSI6RA15

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 7W1GMC6J4KGLBBUSYP52

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** J.P. Morgan S.A. DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Nordea Bank AB (publ)

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** PT Bank HSBC Indonesia

- **ii. LEI, if any:** 213800HW5IDIRLWH1203

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Santander Securities Services, S.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Standard Chartered Bank Korea Limited

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $76,104.74

**Brokers Record: 2**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $71,726.30

**Brokers Record: 3**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $60,339.41

**Brokers Record: 4**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $58,139.21

**Brokers Record: 5**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $46,018.44

**Brokers Record: 6**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $30,310.00

**Brokers Record: 7**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $29,117.65

**Brokers Record: 8**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $28,913.58

**Brokers Record: 9**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $26,336.68

**Brokers Record: 10**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $21,591.47

**Aggregate Commission:** $617,596.08

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $2,167,546,199.07         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,167,546,199.07

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,372,307,400.03

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 56 - JNL/BlackRock Large Cap Select Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/BlackRock Large Cap Select Growth Fund

- **b. Series identification number, if any:** S000001746

- **c. LEI:** ARN06CB7IGVVPK9J7G80

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004653                                | N/A                          |
|                           2 | Class I                 | C000067984                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $8,354,802.23

- **g. Provide the net income from securities lending activities:** $29,490.84

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** BlackRock Investment Management, LLC

- **ii. SEC file number:** 801-56972

- **iii. CRD number:** 000108928

- **iv. LEI, if any:** 5493006MRTEZZ4S4CQ20

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Clearstream

- **ii. LEI, if any:** 549300OL514RA0SXJJ44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 7W1GMC6J4KGLBBUSYP52

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Nordea Bank AB (publ)

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $168,680.67

**Brokers Record: 2**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $152,066.58

**Brokers Record: 3**

- **i. Full name of broker:** Oppenheimer & Co. Inc.

- **ii. SEC file number:** 8-04077

- **iii. CRD number:** 000000249

- **iv. LEI, if any:** 254900VH02JQR2L8XD64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $113,772.38

**Brokers Record: 4**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $78,684.97

**Brokers Record: 5**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $70,451.14

**Brokers Record: 6**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $44,147.77

**Brokers Record: 7**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $42,079.76

**Brokers Record: 8**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $23,418.62

**Brokers Record: 9**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $23,252.78

**Brokers Record: 10**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $21,370.97

**Aggregate Commission:** $806,425.07

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $3,131,650,275.04         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $3,131,650,275.04

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $3,827,795,927.18

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 57 - JNL/Causeway International Value Select Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Causeway International Value Select Fund

- **b. Series identification number, if any:** S000001724

- **c. LEI:** 6W5WE6L7G8XTDYHXFH73

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004631                                | N/A                          |
|                           2 | Class I                 | C000067965                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $19,256,992.28

- **g. Provide the net income from securities lending activities:** $289,501.91

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Causeway Capital Management LLC

- **ii. SEC file number:** 801-60343

- **iii. CRD number:** 000113308

- **iv. LEI, if any:** 5493008B4M4EF3B5X872

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** HSBC BANK MIDDLE EAST LIMITED

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Citibank, A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $143,627.84

**Brokers Record: 2**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $116,207.92

**Brokers Record: 3**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $108,413.12

**Brokers Record: 4**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $92,464.38

**Brokers Record: 5**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $90,230.52

**Brokers Record: 6**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $77,257.54

**Brokers Record: 7**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-30851

- **iii. CRD number:** 000014549

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $71,804.86

**Brokers Record: 8**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $63,538.43

**Brokers Record: 9**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $54,984.45

**Brokers Record: 10**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $52,215.43

**Aggregate Commission:** $1,169,520.57

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,321,649,811.23         |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $726,203.36               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,322,376,014.59

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,444,791,773.90

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 58 - JNL/ClearBridge Large Cap Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/ClearBridge Large Cap Growth Fund

- **b. Series identification number, if any:** S000058487

- **c. LEI:** 5493008MFXRB7GBL6J24

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000192056                                | N/A                          |
|                           2 | Class I                 | C000192057                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $4,096,398.15

- **g. Provide the net income from securities lending activities:** $12,381.04

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** ClearBridge Investments, LLC

- **ii. SEC file number:** 801-64710

- **iii. CRD number:** 000137028

- **iv. LEI, if any:** 549300L5KZQRDVVXSK45

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $23,627.06

**Brokers Record: 2**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $21,070.14

**Brokers Record: 3**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,574.40

**Brokers Record: 4**

- **i. Full name of broker:** Raymond James Financial

- **ii. SEC file number:** 8-10999

- **iii. CRD number:** 000000705

- **iv. LEI, if any:** U4ONQX15J3RO8XCKE979

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,223.03

**Brokers Record: 5**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,403.76

**Brokers Record: 6**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,700.24

**Brokers Record: 7**

- **i. Full name of broker:** Pershing, LLC

- **ii. SEC file number:** 8-17574

- **iii. CRD number:** 000007560

- **iv. LEI, if any:** ZI8Q1A8EI8LQFJNM0D94

- **v. State, if applicable:** NJ

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,346.44

**Brokers Record: 8**

- **i. Full name of broker:** National Financial Services LLC

- **ii. SEC file number:** 8-26740

- **iii. CRD number:** 000013041

- **iv. LEI, if any:** 549300JRHF1MHHWUAW04

- **v. State, if applicable:** MA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,333.71

**Brokers Record: 9**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,791.32

**Brokers Record: 10**

- **i. Full name of broker:** Wells Fargo Securities, LLC

- **ii. SEC file number:** 8-35225

- **iii. CRD number:** 000017438

- **iv. LEI, if any:** VYVVCKR63DVZZN70PB21

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,933.65

**Aggregate Commission:** $107,652.89

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $940,254,098.17           |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,742,400.00             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $944,996,498.17

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,229,624,883.91

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 59 - JNL/DFA International Core Equity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/DFA International Core Equity Fund

- **b. Series identification number, if any:** S000064960

- **c. LEI:** 549300ZJI6UC6NQQ8695

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000210331                                | N/A                          |
|                           2 | Class I                 | C000210330                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $7,490,220.82

- **g. Provide the net income from securities lending activities:** $54,897.79

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-8 (17 CFR 270.17a-8)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Dimensional Fund Advisors LP

- **ii. SEC file number:** 801-16283

- **iii. CRD number:** 000106482

- **iv. LEI, if any:** S31KDR2I4VDC432ELJ36

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Deutsche Bank AG, Netherlands (operating through its Amsterdam branch with support from its Brussels branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Clearstream Banking S.A.

- **ii. LEI, if any:** 549300OL514RA0SXJJ44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden (operating through its Copenhagen branch)

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden (operating through its Helsinki branch)

- **ii. LEI, if any:** N/A

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Deutsche Bank AG, Netherlands (operating through its Amsterdam branch with support from its Paris branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden (operating through its Oslo branch)

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Deutsche Bank AG, Netherlands (operating through its Amsterdam branch with support from its Lisbon branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,824.25

**Brokers Record: 2**

- **i. Full name of broker:** SOCIETE GENERALE BANNON L.L.C.

- **ii. SEC file number:** 8-49963

- **iii. CRD number:** 000042731

- **iv. LEI, if any:** N/A

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,400.25

**Brokers Record: 3**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,787.46

**Brokers Record: 4**

- **i. Full name of broker:** Investment Technology Group Inc.

- **ii. SEC file number:** 8-44218

- **iii. CRD number:** 000029299

- **iv. LEI, if any:** 549300S41SMIODVIT266

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,055.31

**Brokers Record: 5**

- **i. Full name of broker:** Virtu Financial, Inc

- **ii. SEC file number:** 8-51262

- **iii. CRD number:** 000045986

- **iv. LEI, if any:** Q1YYTO5MBHNGETR9DT80

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,412.36

**Brokers Record: 6**

- **i. Full name of broker:** JonesTrading Institutional Services, LLC

- **ii. SEC file number:** 8-26089

- **iii. CRD number:** 000006888

- **iv. LEI, if any:** 2138008JJ5PA8H5UIL69

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $18.37

**Brokers Record: 7**

- **i. Full name of broker:** JEFFERIES BACHE SECURITIES, LLC

- **ii. SEC file number:** 8-66040

- **iii. CRD number:** 000127733

- **iv. LEI, if any:** O26QTPAJC1X7058KCW11

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,595.84

**Brokers Record: 8**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $757.64

**Brokers Record: 9**

- **i. Full name of broker:** Loop Capital Markets LLC

- **ii. SEC file number:** 8-50140

- **iii. CRD number:** 000043098

- **iv. LEI, if any:** 254900FPPM2WN90D4786

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $725.41

**Brokers Record: 10**

- **i. Full name of broker:** KCG Holdings

- **ii. SEC file number:** 8-68357

- **iii. CRD number:** 000151300

- **iv. LEI, if any:** 549300U2HYPGZB6HDP95

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $205.14

**Aggregate Commission:** $42,783.93

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $127,573,828.13           |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $24,627.21                |
| UBS Securities LLC                         | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | DE      | US        | $8,737.59                 |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $2,615.33                 |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $127,609,808.26

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $180,569,319.63

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 60 - JNL/DFA U.S. Core Equity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/DFA U.S. Core Equity Fund

- **b. Series identification number, if any:** S000001765

- **c. LEI:** ZW2INF764H5QYB622M96

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004672                                | N/A                          |
|                           2 | Class I                 | C000067990                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $2,777,575.72

- **g. Provide the net income from securities lending activities:** $25,073.03

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Dimensional Fund Advisors LP

- **ii. SEC file number:** 801-16283

- **iii. CRD number:** 000106482

- **iv. LEI, if any:** S31KDR2I4VDC432ELJ36

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $8,677.01

**Brokers Record: 2**

- **i. Full name of broker:** KCG Holdings

- **ii. SEC file number:** 8-68357

- **iii. CRD number:** 000151300

- **iv. LEI, if any:** 549300U2HYPGZB6HDP95

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,033.32

**Brokers Record: 3**

- **i. Full name of broker:** JEFFERIES BACHE SECURITIES, LLC

- **ii. SEC file number:** 8-66040

- **iii. CRD number:** 000127733

- **iv. LEI, if any:** O26QTPAJC1X7058KCW11

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,235.21

**Brokers Record: 4**

- **i. Full name of broker:** CITIBANK, INC.

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** 549300JXUJZCVNVYFX03

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,059.38

**Brokers Record: 5**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $470.96

**Brokers Record: 6**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $391.73

**Brokers Record: 7**

- **i. Full name of broker:** Loop Capital Markets LLC

- **ii. SEC file number:** 8-50140

- **iii. CRD number:** 000043098

- **iv. LEI, if any:** 254900FPPM2WN90D4786

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $318.22

**Brokers Record: 8**

- **i. Full name of broker:** JonesTrading Institutional Services, LLC

- **ii. SEC file number:** 8-26089

- **iii. CRD number:** 000006888

- **iv. LEI, if any:** 2138008JJ5PA8H5UIL69

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $220.97

**Brokers Record: 9**

- **i. Full name of broker:** Rosenblatt Securities Inc.

- **ii. SEC file number:** 8-24255

- **iii. CRD number:** 000018377

- **iv. LEI, if any:** 549300KXQP6H4QO07E91

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $172.55

**Brokers Record: 10**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $36.06

**Aggregate Commission:** $24,644.28

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $355,960,263.32           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $355,960,263.32

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,347,455,550.09

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 61 - JNL/DFA U.S. Small Cap Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/DFA U.S. Small Cap Fund

- **b. Series identification number, if any:** S000068110

- **c. LEI:** N57VJHYSXKU7D2LC3678

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218178                                | N/A                          |
|                           2 | Class I                 | C000218179                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $4,124,348.91

- **g. Provide the net income from securities lending activities:** $41,835.99

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Dimensional Fund Advisors LP

- **ii. SEC file number:** 801-16283

- **iii. CRD number:** 000106482

- **iv. LEI, if any:** S31KDR2I4VDC432ELJ36

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** JEFFERIES BACHE SECURITIES, LLC

- **ii. SEC file number:** 8-66040

- **iii. CRD number:** 000127733

- **iv. LEI, if any:** O26QTPAJC1X7058KCW11

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $16,925.42

**Brokers Record: 2**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $16,024.93

**Brokers Record: 3**

- **i. Full name of broker:** KCG Holdings

- **ii. SEC file number:** 8-68357

- **iii. CRD number:** 000151300

- **iv. LEI, if any:** 549300U2HYPGZB6HDP95

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $14,870.33

**Brokers Record: 4**

- **i. Full name of broker:** CITIBANK, INC.

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** 549300JXUJZCVNVYFX03

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,201.97

**Brokers Record: 5**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,476.27

**Brokers Record: 6**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $834.88

**Brokers Record: 7**

- **i. Full name of broker:** Rosenblatt Securities Inc.

- **ii. SEC file number:** 8-24255

- **iii. CRD number:** 000018377

- **iv. LEI, if any:** 549300KXQP6H4QO07E91

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $567.81

**Brokers Record: 8**

- **i. Full name of broker:** JonesTrading Institutional Services, LLC

- **ii. SEC file number:** 8-26089

- **iii. CRD number:** 000006888

- **iv. LEI, if any:** 2138008JJ5PA8H5UIL69

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $566.89

**Brokers Record: 9**

- **i. Full name of broker:** Loop Capital Markets LLC

- **ii. SEC file number:** 8-50140

- **iii. CRD number:** 000043098

- **iv. LEI, if any:** 254900FPPM2WN90D4786

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $514.62

**Brokers Record: 10**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $112.37

**Aggregate Commission:** $54,187.71

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $193,655,412.01           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $193,655,412.01

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $485,108,480.20

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 62 - JNL/DoubleLine Core Fixed Income Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/DoubleLine Core Fixed Income Fund

- **b. Series identification number, if any:** S000001736

- **c. LEI:** MB7NZP6EO4DC5ZJFI334

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004643                                | N/A                          |
|                           2 | Class I                 | C000067976                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $27,854,766.45

- **g. Provide the net income from securities lending activities:** $249,194.58

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4(e) (17 CFR 270.18f-4(e))

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** DoubleLine Capital LP

- **ii. SEC file number:** 801-70942

- **iii. CRD number:** 000152606

- **iv. LEI, if any:** 549300AQKG3ZYRYGH003

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** AO Citibank

- **ii. LEI, if any:** 549300RBHWW5EJIRG629

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** JonesTrading Institutional Services, LLC

- **ii. SEC file number:** 8-26089

- **iii. CRD number:** 000006888

- **iv. LEI, if any:** 2138008JJ5PA8H5UIL69

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $113.88

**Brokers Record: 2**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $8.26

**Brokers Record: 3**

- **i. Full name of broker:** Virtu Financial, Inc

- **ii. SEC file number:** 8-51262

- **iii. CRD number:** 000045986

- **iv. LEI, if any:** Q1YYTO5MBHNGETR9DT80

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5.70

**Aggregate Commission:** $127.84

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $2,390,201,669.17         |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $1,388,223,795.58         |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $1,090,478,883.68         |
| Citadel Securities Institutional LLC       | 8-69663           |    000281102 | 549300MLQ1S3715IUK04 | IL      | US        | $996,462,182.30           |
| BMO Capital Markets Corp.                  | 8-50538           |    000044057 | RUC0QBLBRPRCU4W1NE59 | NY      | US        | $809,712,040.78           |
| HSBC Securities (USA) Inc.                 | 8-41562           |    000019585 | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $740,616,144.64           |
| BNP Paribas Securities                     | 8-32682           |    000015794 | 2J5703FH5U5M97R1I237 | NY      | US        | $617,437,428.84           |
| CitiGroup Global Markets, Inc.             | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $557,358,690.00           |
| SOCIETE GENERALE BANNON L.L.C.             | 8-49963           |    000042731 | N/A                  | DE      | US        | $410,723,221.29           |
| Banc of America Securities                 | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $372,351,650.35           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $11,235,763,474.01

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $3,017,680,740.83

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 63 - JNL/DoubleLine Emerging Markets Fixed Income Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/DoubleLine Emerging Markets Fixed Income Fund

- **b. Series identification number, if any:** S000052995

- **c. LEI:** 5493005ZIRW81LF1UH66

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000166582                                | N/A                          |
|                           2 | Class I                 | C000192219                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $25,523,479.19

- **g. Provide the net income from securities lending activities:** $108,490.58

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** DoubleLine Capital LP

- **ii. SEC file number:** 801-70942

- **iii. CRD number:** 000152606

- **iv. LEI, if any:** 549300AQKG3ZYRYGH003

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $573,573,805.99           |
| Jefferies Group                            | 8-15074           |    000002347 | NY9Q8VBNB6D1L6YV0J84 | NY      | US        | $92,152,720.59            |
| HSBC Securities (USA) Inc.                 | 8-41562           |    000019585 | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $81,136,903.03            |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $33,669,743.04            |
| Barclays PLC                               | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $33,210,494.43            |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $31,274,183.16            |
| BNP Paribas Securities                     | 8-32682           |    000015794 | 2J5703FH5U5M97R1I237 | NY      | US        | $28,506,388.30            |
| Banc of America Securities                 | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $23,556,154.00            |
| Wells Fargo Investments LLC                | 8-65876           |    000010852 | VYVVCKR63DVZZN70PB21 | NY      | US        | $23,402,908.90            |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $22,746,786.94            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,121,779,956.24

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $702,816,808.65

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 64 - JNL/DoubleLine Shiller Enhanced CAPE Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/DoubleLine Shiller Enhanced CAPE Fund

- **b. Series identification number, if any:** S000050455

- **c. LEI:** 549300RS4S5278OI1746

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000159263                                | N/A                          |
|                           2 | Class I                 | C000159264                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** DoubleLine Capital LP

- **ii. SEC file number:** 801-70942

- **iii. CRD number:** 000152606

- **iv. LEI, if any:** 549300AQKG3ZYRYGH003

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** JonesTrading Institutional Services, LLC

- **ii. SEC file number:** 8-26089

- **iii. CRD number:** 000006888

- **iv. LEI, if any:** 2138008JJ5PA8H5UIL69

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $102.48

**Aggregate Commission:** $102.48

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $2,101,945,720.08         |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $992,854,828.56           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $412,171,166.45           |
| BNP Paribas Securities                     | 8-32682           |    000015794 | 2J5703FH5U5M97R1I237 | NY      | US        | $393,501,067.10           |
| Citadel Securities Institutional LLC       | 8-69663           |    000281102 | 549300MLQ1S3715IUK04 | IL      | US        | $388,936,355.03           |
| BMO Capital Markets Corp.                  | 8-50538           |    000044057 | RUC0QBLBRPRCU4W1NE59 | NY      | US        | $257,971,015.09           |
| CitiGroup Global Markets, Inc.             | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $200,188,591.30           |
| RBS                                        | 8-37135           |    000011707 | 213800Q2R9T8R2YIPS58 |  |  | $177,809,881.89           |
| HSBC Securities (USA) Inc.                 | 8-41562           |    000019585 | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $170,050,742.58           |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $168,532,102.18           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $6,513,355,905.30

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,231,608,041.67

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 65 - JNL/DoubleLine Total Return Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/DoubleLine Total Return Fund

- **b. Series identification number, if any:** S000068111

- **c. LEI:** 5493001TIT2IUM88SU79

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218180                                | N/A                          |
|                           2 | Class I                 | C000218181                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $1,992.56

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** DoubleLine Capital LP

- **ii. SEC file number:** 801-70942

- **iii. CRD number:** 000152606

- **iv. LEI, if any:** 549300AQKG3ZYRYGH003

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,451,869,410.00         |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $700,978,296.52           |
| Banc of America Securities                 | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $551,686,916.41           |
| BMO Capital Markets Corp.                  | 8-50538           |    000044057 | RUC0QBLBRPRCU4W1NE59 | NY      | US        | $223,319,193.19           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $215,350,741.49           |
| CitiGroup Global Markets, Inc.             | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $143,498,686.91           |
| Wells Fargo Investments LLC                | 8-65876           |    000010852 | VYVVCKR63DVZZN70PB21 | NY      | US        | $111,093,099.50           |
| Credit Suisse                              | 8-00422           |    000000816 | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $77,378,615.46            |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $74,800,557.10            |
| HSBC Securities (USA) Inc.                 | 8-41562           |    000019585 | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $67,405,152.34            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $3,979,707,507.04

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,284,914,284.65

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 66 - JNL/Fidelity Institutional Asset Management Total Bond Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Fidelity Institutional Asset Management Total Bond Fund

- **b. Series identification number, if any:** S000001741

- **c. LEI:** 5MOEXA412PBCXUP0ZJ40

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004648                                | N/A                          |
|                           2 | Class I                 | C000067979                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $8,935,027.49

- **g. Provide the net income from securities lending activities:** $63,321.93

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(e) (17 CFR 270.18f-4(e))

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** FIAM LLC

- **ii. SEC file number:** 801-63658

- **iii. CRD number:** 000133196

- **iv. LEI, if any:** 5493004TXEKSUW10AL66

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Cititrust Colombia S.A. Sociedad Fiduciaria

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** 549300Z7V2WOFIMUEK50

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** HSBC Bank Egypt S.A.E.

- **ii. LEI, if any:** 54930016MQBB2NO5NB47

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Citibank del Peru, S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Bank Handlowy w Warszawie S.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Citibank Europe plc, Dublin - Romania Branch

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** Citibank, A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** Standard Bank of South Africa Limited

- **ii. LEI, if any:** 549300RPLD8RXL49Z691

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** Itau CorpBanca S.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** Standard Chartered Bank Ghana Limited

- **ii. LEI, if any:** 25490016G0WR60ANOK04

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** Citibank Maghreb

- **ii. LEI, if any:** 5493003FVWLMBFTISI11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 43**

- **i. Full name:** Citibank JSC

- **ii. LEI, if any:** N/A

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 44**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 45**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 529900DLWFR8HK7DR278

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 46**

- **i. Full name:** Deutsche Bank (Malaysia) Berhad

- **ii. LEI, if any:** 529900DLWFR8HK7DR278

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,276.68

**Brokers Record: 2**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $78.00

**Brokers Record: 3**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $29.10

**Brokers Record: 4**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $19.70

**Brokers Record: 5**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10.80

**Brokers Record: 6**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7.30

**Brokers Record: 7**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5.20

**Brokers Record: 8**

- **i. Full name of broker:** Virtu Financial, Inc

- **ii. SEC file number:** 8-51262

- **iii. CRD number:** 000045986

- **iv. LEI, if any:** Q1YYTO5MBHNGETR9DT80

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5.00

**Brokers Record: 9**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1.30

**Brokers Record: 10**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1.30

**Aggregate Commission:** $5,434.38

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $4,196,689,833.72         |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $2,385,629,310.49         |
| J.P. Morgan Securities LLC             | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $2,185,757,545.54         |
| Wells Fargo Securities, LLC            | 8-35225           |    000017438 | VYVVCKR63DVZZN70PB21 | NY      | US        | $1,466,353,122.20         |
| Banc of America Securities             | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $1,224,671,540.49         |
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,168,710,993.00         |
| Barclays PLC                           | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $782,505,256.19           |
| BNP Paribas Securities                 | 8-32682           |    000015794 | 2J5703FH5U5M97R1I237 | NY      | US        | $269,317,852.82           |
| Nomura Securities International, Inc.  | 8-15255           |    000004297 | OXTKY6Q8X53C9ILVV871 | NY      | US        | $219,221,500.05           |
| CitiGroup Global Markets, Inc.         | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $167,994,819.33           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $14,283,771,856.35

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,285,323,638.41

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 67 - JNL/First Sentier Global Infrastructure Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/First Sentier Global Infrastructure Fund

- **b. Series identification number, if any:** S000034689

- **c. LEI:** ZZ2F28ZQ5VWBM1BTGH31

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000106863                                | N/A                          |
|                           2 | Class I                 | C000106864                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $18,642,727.41

- **g. Provide the net income from securities lending activities:** $134,386.40

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** First Sentier Investors (Australia) IM Limited

- **ii. SEC file number:** 801-73006

- **iii. CRD number:** 000160034

- **iv. LEI, if any:** 549300MACVLN46DK7389

- **v. Is the sub-adviser an affiliated person?:** No

- **vi. Foreign country, if applicable:** AU

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** J.P. Morgan S.A. DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 7W1GMC6J4KGLBBUSYP52

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Santander Securities Services, S.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Citibank A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** HSBC Bank Malaysia Berhad

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $61,835.33

**Brokers Record: 2**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-30851

- **iii. CRD number:** 000014549

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $43,636.09

**Brokers Record: 3**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $41,704.30

**Brokers Record: 4**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $34,190.82

**Brokers Record: 5**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $25,847.39

**Brokers Record: 6**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $24,128.07

**Brokers Record: 7**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $22,642.14

**Brokers Record: 8**

- **i. Full name of broker:** BNP Paribas Securities

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** 2J5703FH5U5M97R1I237

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $21,198.03

**Brokers Record: 9**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $15,779.83

**Brokers Record: 10**

- **i. Full name of broker:** Royal Bank of Canada

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,716.12

**Aggregate Commission:** $380,379.48

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $553,681,072.89           |
| UBS Securities LLC                     | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | DE      | US        | $273,152.42               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $553,954,225.31

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $988,836,939.19

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 68 - JNL/Western Asset Global Multi-Sector Bond Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Western Asset Global Multi-Sector Bond Fund

- **b. Series identification number, if any:** S000034688

- **c. LEI:** RRGFA37Z4IG23ET0MC58

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000106861                                | N/A                          |
|                           2 | Class I                 | C000106862                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,387,883.62

- **g. Provide the net income from securities lending activities:** $17,062.34

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(e) (17 CFR 270.18f-4(e))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Western Asset Management Company, LLC

- **ii. SEC file number:** 801-8162

- **iii. CRD number:** 000110441

- **iv. LEI, if any:** 549300C5A561UXUICN46

- **v. Is the sub-adviser an affiliated person?:** No

**Sub-adviser Record: 2**

- **i. Full name:** Western Asset Management Company Pte. Ltd.

- **ii. SEC file number:** 801-67298

- **iii. CRD number:** 000142188

- **iv. LEI, if any:** 549300GGQQAH8OMMCX51

- **v. Is the sub-adviser an affiliated person?:** No

- **vi. Foreign country, if applicable:** SG

**Sub-adviser Record: 3**

- **i. Full name:** Western Asset Management Company Limited

- **ii. SEC file number:** 801-21068

- **iii. CRD number:** 000110427

- **iv. LEI, if any:** 549300IVCLHPHPOYT226

- **v. Is the sub-adviser an affiliated person?:** No

- **vi. Foreign country, if applicable:** GB

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Banco Itau Uruguay S.A.

- **ii. LEI, if any:** 549300HU8OQS1VTVXN55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Bank Handlowy w. Warszawie S.A.

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Bank Leumi le-Israel B.M.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Citibank Europe plc, Dublin, Ireland

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Citibank A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Citibank del Peru S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Citibank, N.A. Cairo Branch

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Cititrust Colombia S A Sociedad Fiduciaria

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Standard Chartered Bank

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Citibank, National Association (Ciudad Autonoma de Buenos Aires Branch)

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Standard Chartered Bank Malaysia Berhad

- **ii. LEI, if any:** 549300JTJBG2QBI8KD48

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** BNP Paribas S.A., France

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Ceskoslovenska obchodni banka, a. s.

- **ii. LEI, if any:** Q5BP2UEQ48R75BOTCB92

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** BNP Paribas S.A., France - Amsterdam Branch

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden Oslo Branch

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)

- **ii. LEI, if any:** N/A

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Standard Chartered Bank

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Citibank Europe plc, Dublin, Ireland

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** BNP Paribas S.A.

- **ii. LEI, if any:** R0MUWSFPU8MPRO8K5P83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 213800YAZLPV26WFM449

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** BNP Paribas Securities Services (Athens, Attica, GR, Branch)

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Intesa Sanpaolo S.p.A.

- **ii. LEI, if any:** 2W8N8UU78PMDQKZENC08

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** Standard Chartered Bank

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** Citibank Europe plc, Dublin - Romania Branch

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,112.99

**Brokers Record: 2**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,623.34

**Brokers Record: 3**

- **i. Full name of broker:** Royal Bank of Canada

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,197.00

**Brokers Record: 4**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,142.58

**Brokers Record: 5**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $949.61

**Brokers Record: 6**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $785.42

**Brokers Record: 7**

- **i. Full name of broker:** Nomura Securities International, Inc.

- **ii. SEC file number:** 8-15255

- **iii. CRD number:** 000004297

- **iv. LEI, if any:** OXTKY6Q8X53C9ILVV871

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $422.12

**Brokers Record: 8**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $353.56

**Brokers Record: 9**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $159.16

**Brokers Record: 10**

- **i. Full name of broker:** BMO Capital Markets Corp.

- **ii. SEC file number:** 8-50538

- **iii. CRD number:** 000044057

- **iv. LEI, if any:** RUC0QBLBRPRCU4W1NE59

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $128.02

**Aggregate Commission:** $9,091.78

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               | 000111079    | 5493007VBHOLN7EP1418 | IL      | US        | $1,033,112,094.44         |
| J.P. Morgan Securities LLC                 | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $250,061,541.56           |
| CitiGroup Global Markets, Inc.             | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | MN      | US        | $171,053,475.12           |
| HSBC Securities (USA) Inc.                 | 8-41562           | 000019585    | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $112,707,316.93           |
| Morgan Stanley & Co, Inc                   | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $92,052,425.78            |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           | 000007691    | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $70,740,606.10            |
| Goldman Sachs & Co. LLC                    | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $69,239,593.65            |
| Royal Bank of Canada                       | N/A               | N/A          | ES7IP3U3RHIGC71XBU11 |  |  | $67,938,145.16            |
| Santander Investment Securities Inc        | 8-47664           | 000037216    | 549300FT36TF8GQFTL08 | NY      | US        | $63,722,447.52            |
| Deutsche Bank Securities, Inc              | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 |  |  | $51,928,304.01            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,308,310,598.88

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $447,840,865.62

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 69 - JNL/Franklin Templeton Income Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Franklin Templeton Income Fund

- **b. Series identification number, if any:** S000010705

- **c. LEI:** 549300TRUBSNQETF6Q74

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000029596                                | N/A                          |
|                           2 | Class I                 | C000067995                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $43,984,554.63

- **g. Provide the net income from securities lending activities:** $373,983.17

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Franklin Advisers, Inc.

- **ii. SEC file number:** 801-26292

- **iii. CRD number:** 000104517

- **iv. LEI, if any:** B1CG1NRZIDDJ0DQEXB52

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 7W1GMC6J4KGLBBUSYP52

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** PT Bank HSBC Indonesia

- **ii. LEI, if any:** 213800HW5IDIRLWH1203

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Santander Securities Services, S.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $26,826.98

**Brokers Record: 2**

- **i. Full name of broker:** Pershing, LLC

- **ii. SEC file number:** 8-17574

- **iii. CRD number:** 000007560

- **iv. LEI, if any:** ZI8Q1A8EI8LQFJNM0D94

- **v. State, if applicable:** NJ

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $23,196.53

**Brokers Record: 3**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $21,538.45

**Brokers Record: 4**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $20,397.27

**Brokers Record: 5**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $17,491.61

**Brokers Record: 6**

- **i. Full name of broker:** Wells Fargo Securities, LLC

- **ii. SEC file number:** 8-35225

- **iii. CRD number:** 000017438

- **iv. LEI, if any:** VYVVCKR63DVZZN70PB21

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $17,084.18

**Brokers Record: 7**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $14,871.03

**Brokers Record: 8**

- **i. Full name of broker:** Cowen and Company, LLC

- **ii. SEC file number:** 8-22522

- **iii. CRD number:** 000007616

- **iv. LEI, if any:** 549300WR155U7DVMIW58

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,980.34

**Brokers Record: 9**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,081.28

**Brokers Record: 10**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,004.71

**Aggregate Commission:** $213,676.76

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,312,719,772.65         |
| J.P. Morgan Securities LLC             | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $256,093,085.72           |
| Barclays PLC                           | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $196,411,547.96           |
| CitiGroup Global Markets, Inc.         | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $145,170,753.95           |
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $132,936,485.45           |
| RBC Capital Markets, LLC               | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $87,043,621.83            |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $82,280,979.32            |
| Credit Suisse                          | 8-00422           |    000000816 | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $76,555,782.56            |
| Banc of America Securities             | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $74,055,012.91            |
| BNP Paribas Securities                 | 8-32682           |    000015794 | 2J5703FH5U5M97R1I237 | NY      | US        | $73,599,208.72            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,789,070,194.77

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,660,703,047.77

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 70 - JNL/Goldman Sachs 4 Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Goldman Sachs 4 Fund

- **b. Series identification number, if any:** S000019485

- **c. LEI:** 54930070F9HGHKL3M644

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000054128                                | N/A                          |
|                           2 | Class I                 | C000192208                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $10,860,272.97

- **g. Provide the net income from securities lending activities:** $211,020.70

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Goldman Sachs Asset Management, L.P.

- **ii. SEC file number:** 801-37591

- **iii. CRD number:** 000107738

- **iv. LEI, if any:** CF5M58QA35CFPUX70H17

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** Goldman Sachs & Co. LLC

- **b. SEC file number:** 8-00129

- **c. CRD number:** 000000361

- **d. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $12,550.29

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** National Financial Services LLC

- **ii. SEC file number:** 8-26740

- **iii. CRD number:** 000013041

- **iv. LEI, if any:** 549300JRHF1MHHWUAW04

- **v. State, if applicable:** MA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $76,847.35

**Brokers Record: 2**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $56,213.73

**Brokers Record: 3**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $36,521.80

**Brokers Record: 4**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $15,760.61

**Brokers Record: 5**

- **i. Full name of broker:** Virtu Financial, Inc

- **ii. SEC file number:** 8-51262

- **iii. CRD number:** 000045986

- **iv. LEI, if any:** Q1YYTO5MBHNGETR9DT80

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,307.61

**Brokers Record: 6**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,550.29

**Brokers Record: 7**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,922.70

**Brokers Record: 8**

- **i. Full name of broker:** Penserra Securities LLC

- **ii. SEC file number:** 8-67773

- **iii. CRD number:** 000145994

- **iv. LEI, if any:** 549300WY8ZBI168Y6Z05

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,600.76

**Brokers Record: 9**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,052.83

**Brokers Record: 10**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,136.80

**Aggregate Commission:** $244,613.93

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,685,618,711.49         |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $24,378,718.94            |
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $13,623,460.14            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,723,620,890.57

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $5,563,763,208.43

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 71 - JNL/GQG Emerging Markets Equity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/GQG Emerging Markets Equity Fund

- **b. Series identification number, if any:** S000058488

- **c. LEI:** 5493005RDLXRHL1GJ080

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000192058                                | N/A                          |
|                           2 | Class I                 | C000192059                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $9,051,994.16

- **g. Provide the net income from securities lending activities:** $89,986.32

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** GQG Partners, LLC

- **ii. SEC file number:** 801-107734

- **iii. CRD number:** 000283720

- **iv. LEI, if any:** 254900HGNGXGEITFPI44

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** HSBC BANK MIDDLE EAST LIMITED

- **ii. LEI, if any:** 27633OTAF8526CAHL637

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 5493000LKS7B3UTF7H35

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Standard Chartered Bank

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Itau CorpBanca S.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Cititrust Colombia S.A. Sociedad Fiduciaria

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** HSBC Bank Egypt S.A.E.

- **ii. LEI, if any:** 54930016MQBB2NO5NB47

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Standard Chartered Bank Ghana Limited

- **ii. LEI, if any:** 25490016G0WR60ANOK04

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Privredna Banka Zagreb d.d.

- **ii. LEI, if any:** 0W1U67PTV5WY3WYWKD79

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** AB SEB bankas

- **ii. LEI, if any:** B6ARUI4946ST4S7WOU88

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** Deutsche Bank (Malaysia) Berhad

- **ii. LEI, if any:** 529900DLWFR8HK7DR278

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Standard Bank Namibia Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** Citibank del Peru, S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** Bank Handlowy w Warszawie S.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** AO Citibank

- **ii. LEI, if any:** 549300RBHWW5EJIRG629

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 43**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 44**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 45**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 46**

- **i. Full name:** Citibank, A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 47**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 48**

- **i. Full name:** Banco Itau Uruguay S.A.

- **ii. LEI, if any:** 549300HU8OQS1VTVXN55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 49**

- **i. Full name:** FAB Capital J.S.C.

- **ii. LEI, if any:** 2138002Y3WMK6RZS8H90

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $153,982.96

**Brokers Record: 2**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $130,800.81

**Brokers Record: 3**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $81,710.38

**Brokers Record: 4**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $74,005.26

**Brokers Record: 5**

- **i. Full name of broker:** MacQuarie Capital Inc.

- **ii. SEC file number:** 8-47198

- **iii. CRD number:** 000036368

- **iv. LEI, if any:** 549300670K07JRB5UQ40

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $62,065.84

**Brokers Record: 6**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $50,392.02

**Brokers Record: 7**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $49,841.44

**Brokers Record: 8**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $34,991.17

**Brokers Record: 9**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-30851

- **iii. CRD number:** 000014549

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $32,436.37

**Brokers Record: 10**

- **i. Full name of broker:** Pershing, LLC

- **ii. SEC file number:** 8-17574

- **iii. CRD number:** 000007560

- **iv. LEI, if any:** ZI8Q1A8EI8LQFJNM0D94

- **v. State, if applicable:** NJ

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $30,949.61

**Aggregate Commission:** $928,550.18

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $752,288,234.97           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $8,881,372.19             |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $2,740,887.05             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $763,910,494.21

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $726,851,766.81

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 72 - JNL/Harris Oakmark Global Equity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Harris Oakmark Global Equity Fund

- **b. Series identification number, if any:** S000048718

- **c. LEI:** 5493001B02MFTN1S6G24

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000153488                                | N/A                          |
|                           2 | Class I                 | C000153489                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $4,038,399.57

- **g. Provide the net income from securities lending activities:** $71,199.79

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Harris Associates L.P.

- **ii. SEC file number:** 801-50333

- **iii. CRD number:** 000106960

- **iv. LEI, if any:** YVC19L6NOWRA51XIKW06

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Itau CorpBanca S.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Deutsche Bank (Malaysia) Berhad

- **ii. LEI, if any:** 529900DLWFR8HK7DR278

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** Citibank, A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** Standard Bank of South Africa Limited

- **ii. LEI, if any:** 549300RPLD8RXL49Z691

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $25,561.80

**Brokers Record: 2**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $25,168.85

**Brokers Record: 3**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $20,464.97

**Brokers Record: 4**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $18,206.43

**Brokers Record: 5**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,027.27

**Brokers Record: 6**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-30851

- **iii. CRD number:** 000014549

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,729.55

**Brokers Record: 7**

- **i. Full name of broker:** Liquidnet, Inc.

- **ii. SEC file number:** 8-52461

- **iii. CRD number:** 000103987

- **iv. LEI, if any:** 213800HSKBBO1GCVRG79

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,727.36

**Brokers Record: 8**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,333.19

**Brokers Record: 9**

- **i. Full name of broker:** BMO Capital Markets Corp.

- **ii. SEC file number:** 8-50538

- **iii. CRD number:** 000044057

- **iv. LEI, if any:** RUC0QBLBRPRCU4W1NE59

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,281.47

**Brokers Record: 10**

- **i. Full name of broker:** Exane Inc.

- **ii. SEC file number:** 8-49569

- **iii. CRD number:** 000041784

- **iv. LEI, if any:** 6SDWK6FV8H98XAGSYS75

- **vii. Gross commissions paid by the Fund for the reporting period:** $8,706.35

**Aggregate Commission:** $228,344.96

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $378,972,388.15           |
| Exane Inc.                             | 8-49569           |    000041784 | 6SDWK6FV8H98XAGSYS75 |  |  | $11.01                    |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $378,972,399.16

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $795,439,966.58

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 73 - JNL/Heitman U.S. Focused Real Estate Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Heitman U.S. Focused Real Estate Fund

- **b. Series identification number, if any:** S000062461

- **c. LEI:** 549300Z8TWL92H5WF248

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000202639                                | N/A                          |
|                           2 | Class I                 | C000202640                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $3,399,382.05

- **g. Provide the net income from securities lending activities:** $10,715.67

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Heitman Real Estate Securities LLC

- **ii. SEC file number:** 801-48252

- **iii. CRD number:** 000107134

- **iv. LEI, if any:** 549300NOOOT5C9NU9F09

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $138,883.44

**Brokers Record: 2**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $109,610.10

**Brokers Record: 3**

- **i. Full name of broker:** Wells Fargo Investments LLC

- **ii. SEC file number:** 8-65876

- **iii. CRD number:** 000010852

- **iv. LEI, if any:** VYVVCKR63DVZZN70PB21

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $47,767.72

**Brokers Record: 4**

- **i. Full name of broker:** Raymond James Financial

- **ii. SEC file number:** 8-10999

- **iii. CRD number:** 000000705

- **iv. LEI, if any:** U4ONQX15J3RO8XCKE979

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $30,762.44

**Brokers Record: 5**

- **i. Full name of broker:** Evercore ISI Group

- **ii. SEC file number:** 8-49830

- **iii. CRD number:** 000042405

- **iv. LEI, if any:** 5493008F0LRLS5N8LZ81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $30,657.96

**Brokers Record: 6**

- **i. Full name of broker:** Liquidnet, Inc.

- **ii. SEC file number:** 8-52461

- **iii. CRD number:** 000103987

- **iv. LEI, if any:** 213800HSKBBO1GCVRG79

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $28,094.42

**Brokers Record: 7**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $23,319.75

**Brokers Record: 8**

- **i. Full name of broker:** KeyBanc Capital Markets Inc.

- **ii. SEC file number:** 8-30177

- **iii. CRD number:** 000000566

- **iv. LEI, if any:** 2EQWV0180Z211YVAD813

- **v. State, if applicable:** OH

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $20,683.87

**Brokers Record: 9**

- **i. Full name of broker:** Robert W. Baird & Co.

- **ii. SEC file number:** 8-00497

- **iii. CRD number:** 000008158

- **iv. LEI, if any:** 549300772UJAHRD6LO53

- **v. State, if applicable:** WI

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $20,059.11

**Brokers Record: 10**

- **i. Full name of broker:** Truist Securities, Inc.

- **ii. SEC file number:** 8-17212

- **iii. CRD number:** 000006271

- **iv. LEI, if any:** CSVTK36R0PNGXEM7NS14

- **v. State, if applicable:** TN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $19,664.82

**Aggregate Commission:** $604,344.42

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $166,129,692.16           |
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $7,109,292.00             |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $5,434,723.80             |
| J.P. Morgan Securities LLC             | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $5,078,784.00             |
| Wells Fargo Investments LLC            | 8-65876           |    000010852 | VYVVCKR63DVZZN70PB21 | NY      | US        | $2,583,327.60             |
| Banc of America Securities             | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $327,497.75               |
| Scotia Captial (USA), Inc.             | 8-03716           |    000002739 | 549300BLWPABP1VNME36 | NY      | US        | $17,452.80                |
| Capital One Financial Corporation      | 8-50561           |    000044158 | 2549006LDKU5312IOS04 | VA      | US        | $3,270.75                 |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $186,684,040.86

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $286,234,464.18

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 74 - JNL/Invesco Diversified Dividend Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Invesco Diversified Dividend Fund

- **b. Series identification number, if any:** S000058489

- **c. LEI:** 549300MN9PN326C34P66

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000192060                                | N/A                          |
|                           2 | Class I                 | C000192061                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $791,354.03

- **g. Provide the net income from securities lending activities:** $1,709.71

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Invesco Advisers, Inc.

- **ii. SEC file number:** 801-33949

- **iii. CRD number:** 000105360

- **iv. LEI, if any:** O37NHJVF7S22I1ONOU83

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 5493000LKS7B3UTF7H35

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-30851

- **iii. CRD number:** 000014549

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $24,476.25

**Brokers Record: 2**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $23,220.37

**Brokers Record: 3**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $20,964.58

**Brokers Record: 4**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $19,636.93

**Brokers Record: 5**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $14,941.04

**Brokers Record: 6**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,826.69

**Brokers Record: 7**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,255.71

**Brokers Record: 8**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,590.64

**Brokers Record: 9**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,476.69

**Brokers Record: 10**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,658.56

**Aggregate Commission:** $208,257.22

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $640,367,486.76           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $640,367,486.76

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,054,279,107.93

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 75 - JNL/Invesco Global Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Invesco Global Growth Fund

- **b. Series identification number, if any:** S000001734

- **c. LEI:** 549300RH34KNJBL0YH06

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004641                                | N/A                          |
|                           2 | Class I                 | C000067975                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $20,374,104.19

- **g. Provide the net income from securities lending activities:** $60,715.11

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Invesco Advisers, Inc.

- **ii. SEC file number:** 801-33949

- **iii. CRD number:** 000105360

- **iv. LEI, if any:** O37NHJVF7S22I1ONOU83

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** HSBC BANK MIDDLE EAST LIMITED

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** HSBC Bank Bermuda Limited

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Standard Chartered Bank Botswana Limited

- **ii. LEI, if any:** 549300RGT0JMDJZKVG34

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Itau CorpBanca S.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 549300ZHFZ4CSK7VS460

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Cititrust Colombia S.A. Sociedad Fiduciaria

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** 549300Z7V2WOFIMUEK50

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** AS SEB Pank

- **ii. LEI, if any:** 5493001KQW6DM7KEDR62

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** HSBC Bank Egypt S.A.E.

- **ii. LEI, if any:** 54930016MQBB2NO5NB47

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Standard Chartered Bank Ghana Limited

- **ii. LEI, if any:** 25490016G0WR60ANOK04

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Citibank Maghreb

- **ii. LEI, if any:** 5493003FVWLMBFTISI11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** Deutsche Bank (Malaysia) Berhad

- **ii. LEI, if any:** 529900DLWFR8HK7DR278

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** Standard Bank Namibia Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** Stanbic IBTC Bank Plc.

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 43**

- **i. Full name:** Citibank del Peru, S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 44**

- **i. Full name:** Bank Handlowy w Warszawie S.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 45**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 46**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 47**

- **i. Full name:** AO Citibank

- **ii. LEI, if any:** 549300RBHWW5EJIRG629

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 48**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 49**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 50**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** 549300Z7V2WOFIMUEK50

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 51**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 52**

- **i. Full name:** Citibank, A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 53**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 54**

- **i. Full name:** Banco Itau Uruguay S.A.

- **ii. LEI, if any:** 549300HU8OQS1VTVXN55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 55**

- **i. Full name:** HSBC Bank (Vietnam) Limited

- **ii. LEI, if any:** 213800H95OG9OHRT4Y78

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 56**

- **i. Full name:** Standard Bank of South Africa Limited

- **ii. LEI, if any:** 549300RPLD8RXL49Z691

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $98,538.84

**Brokers Record: 2**

- **i. Full name of broker:** Daiwa Securities

- **ii. SEC file number:** 8-12242

- **iii. CRD number:** 000182036

- **iv. LEI, if any:** M67H5PRC0NQKM73ZAS82

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $59,433.50

**Brokers Record: 3**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $48,389.87

**Brokers Record: 4**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $29,979.58

**Brokers Record: 5**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $25,662.10

**Brokers Record: 6**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $25,162.42

**Brokers Record: 7**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $23,811.05

**Brokers Record: 8**

- **i. Full name of broker:** Liquidnet, Inc.

- **ii. SEC file number:** 8-52461

- **iii. CRD number:** 000103987

- **iv. LEI, if any:** 213800HSKBBO1GCVRG79

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $20,522.30

**Brokers Record: 9**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $15,460.19

**Brokers Record: 10**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,042.17

**Aggregate Commission:** $441,945.37

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $406,389,680.27           |
| J.P. Morgan Securities LLC             | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $3,477,622.00             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $409,867,302.27

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,773,783,279.17

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 76 - JNL/William Blair International Leaders Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/William Blair International Leaders Fund

- **b. Series identification number, if any:** S000001723

- **c. LEI:** PSC8LSHKSDJXX3ZTQF75

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004630                                | N/A                          |
|                           2 | Class I                 | C000067964                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $89,583.65

- **g. Provide the net income from securities lending activities:** $10,337.63

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** William Blair Investment Management, LLC

- **ii. SEC file number:** 801-80640

- **iii. CRD number:** 000173961

- **iv. LEI, if any:** 549300VQX7UKO60A7X27

- **v. Is the sub-adviser an affiliated person?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 549300ZHFZ4CSK7VS460

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** 549300Z7V2WOFIMUEK50

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** HSBC Bank Egypt S.A.E.

- **ii. LEI, if any:** 54930016MQBB2NO5NB47

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Privredna Banka Zagreb d.d.

- **ii. LEI, if any:** 0W1U67PTV5WY3WYWKD79

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Deutsche Bank (Malaysia) Berhad

- **ii. LEI, if any:** 529900DLWFR8HK7DR278

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** Citibank del Peru, S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** Bank Handlowy w Warszawie S.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** AO Citibank

- **ii. LEI, if any:** 549300RBHWW5EJIRG629

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** 549300Z7V2WOFIMUEK50

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** Citibank, A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 43**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $365,403.35

**Brokers Record: 2**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $190,159.92

**Brokers Record: 3**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $88,875.53

**Brokers Record: 4**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $88,786.51

**Brokers Record: 5**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $79,772.15

**Brokers Record: 6**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $65,722.09

**Brokers Record: 7**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $61,155.98

**Brokers Record: 8**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $50,463.85

**Brokers Record: 9**

- **i. Full name of broker:** CLSA Americas, LLC

- **ii. SEC file number:** 8-69166

- **iii. CRD number:** 000165533

- **iv. LEI, if any:** 213800M2DXATWY7JMS07

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $44,676.30

**Brokers Record: 10**

- **i. Full name of broker:** Daiwa Securities

- **ii. SEC file number:** 8-12242

- **iii. CRD number:** 000182036

- **iv. LEI, if any:** M67H5PRC0NQKM73ZAS82

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $43,672.97

**Aggregate Commission:** $1,267,591.40

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $577,184,530.66           |
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $808,314.95               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $577,992,845.61

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $900,455,993.88

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 77 - JNL/Invesco Small Cap Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Invesco Small Cap Growth Fund

- **b. Series identification number, if any:** S000001743

- **c. LEI:** ZN8FZWMDJIM4UOW2SJ23

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004650                                | N/A                          |
|                           2 | Class I                 | C000067981                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $12,067,778.59

- **g. Provide the net income from securities lending activities:** $75,708.15

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17e-1 (17 CFR 270.17e-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Invesco Advisers, Inc.

- **ii. SEC file number:** 801-33949

- **iii. CRD number:** 000105360

- **iv. LEI, if any:** O37NHJVF7S22I1ONOU83

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $99,917.15

**Brokers Record: 2**

- **i. Full name of broker:** Evercore ISI Group

- **ii. SEC file number:** 8-49830

- **iii. CRD number:** 000042405

- **iv. LEI, if any:** 5493008F0LRLS5N8LZ81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $83,538.45

**Brokers Record: 3**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $69,338.24

**Brokers Record: 4**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $69,207.68

**Brokers Record: 5**

- **i. Full name of broker:** Raymond James Financial

- **ii. SEC file number:** 8-10999

- **iii. CRD number:** 000000705

- **iv. LEI, if any:** U4ONQX15J3RO8XCKE979

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $66,218.47

**Brokers Record: 6**

- **i. Full name of broker:** Cowen and Company, LLC

- **ii. SEC file number:** 8-22522

- **iii. CRD number:** 000007616

- **iv. LEI, if any:** 549300WR155U7DVMIW58

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $49,337.97

**Brokers Record: 7**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $46,650.09

**Brokers Record: 8**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $45,827.62

**Brokers Record: 9**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $42,754.87

**Brokers Record: 10**

- **i. Full name of broker:** Virtu Financial, Inc

- **ii. SEC file number:** 8-51262

- **iii. CRD number:** 000045986

- **iv. LEI, if any:** Q1YYTO5MBHNGETR9DT80

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $37,246.81

**Aggregate Commission:** $895,974.53

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $874,507,953.47           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $874,507,953.47

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,773,963,336.68

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 78 - JNL/JPMorgan Global Allocation Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/JPMorgan Global Allocation Fund

- **b. Series identification number, if any:** S000044434

- **c. LEI:** 5493006EPIXV8QL7UN39

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000138276                                | N/A                          |
|                           2 | Class I                 | C000138277                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $8,375,049.55

- **g. Provide the net income from securities lending activities:** $110,821.65

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 10f-3 (17 CFR 270.10f-3)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** J.P. Morgan Investment Management Inc.

- **ii. SEC file number:** 801-21011

- **iii. CRD number:** 000107038

- **iv. LEI, if any:** 549300W78QHV4XMM6K69

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Landsbankinn hf.

- **ii. LEI, if any:** 25490061PVFNGN0YMO97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Deutsche Bank (Malaysia) Berhad

- **ii. LEI, if any:** 529900DLWFR8HK7DR278

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Citibank, A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Standard Bank of South Africa Limited

- **ii. LEI, if any:** 549300RPLD8RXL49Z691

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** Itau CorpBanca S.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** HSBC Bank (China) Company Limited (as delegate of The Hongkong and Shanghai Banking Corporation Limited)

- **ii. LEI, if any:** 549300ZHFZ4CSK7VS460

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** 549300Z7V2WOFIMUEK50

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** Citibank del Peru, S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** HSBC BANK MIDDLE EAST LIMITED

- **ii. LEI, if any:** 27633OTAF8526CAHL637

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** Cititrust Colombia S.A. Sociedad Fiduciaria

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** Banco BCT S.A.

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** Standard Chartered Bank Ghana Limited

- **ii. LEI, if any:** 25490016G0WR60ANOK04

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 43**

- **i. Full name:** Privredna Banka Zagreb d.d.

- **ii. LEI, if any:** 0W1U67PTV5WY3WYWKD79

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 44**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 529900DLWFR8HK7DR278

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 45**

- **i. Full name:** HSBC Bank Middle East Limited (as delegate of The Hongkong and Shanghai Banking Corporation Limited)

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 46**

- **i. Full name:** Citibank Maghreb

- **ii. LEI, if any:** 5493003FVWLMBFTISI11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 47**

- **i. Full name:** Stanbic IBTC Bank Plc.

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 48**

- **i. Full name:** HSBC Bank Middle East Limited (as delegate of The Hongkong and Shanghai Banking Corporation Limited)

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 49**

- **i. Full name:** AO Citibank

- **ii. LEI, if any:** 549300RBHWW5EJIRG629

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 50**

- **i. Full name:** FAB Capital J.S.C.

- **ii. LEI, if any:** 2138002Y3WMK6RZS8H90

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 51**

- **i. Full name:** UniCredit Bank Serbia JSC

- **ii. LEI, if any:** 529900SS7ZWCX82U3W60

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 52**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** N/A

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 53**

- **i. Full name:** Banco Itau Uruguay S.A.

- **ii. LEI, if any:** 549300HU8OQS1VTVXN55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 54**

- **i. Full name:** HSBC Bank (Vietnam) Limited (as delegate of The Hongkong and Shanghai Banking Corporation Limited)

- **ii. LEI, if any:** 213800H95OG9OHRT4Y78

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 55**

- **i. Full name:** HSBC Bank Egypt S.A.E

- **ii. LEI, if any:** 54930016MQBB2NO5NB47

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 56**

- **i. Full name:** Citibank Europe plc, Dublin - Romania Branch

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 57**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $83,378.82

**Brokers Record: 2**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $71,917.89

**Brokers Record: 3**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $39,662.24

**Brokers Record: 4**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $32,362.77

**Brokers Record: 5**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $27,542.86

**Brokers Record: 6**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $25,201.73

**Brokers Record: 7**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $24,026.32

**Brokers Record: 8**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $19,082.76

**Brokers Record: 9**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $14,235.54

**Brokers Record: 10**

- **i. Full name of broker:** CITIBANK, INC.

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** 549300JXUJZCVNVYFX03

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,999.86

**Aggregate Commission:** $486,070.36

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,364,561,565.55         |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $221,616,109.80           |
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $86,092,850.53            |
| CitiGroup Global Markets, Inc.         | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $78,245,441.46            |
| Jefferies Group                        | 8-15074           |    000002347 | NY9Q8VBNB6D1L6YV0J84 | NY      | US        | $71,536,482.15            |
| Banc of America Securities             | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $67,581,568.49            |
| Barclays PLC                           | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $62,276,106.43            |
| Mizuho Securities                      | 8-37710           |    000019647 | 7TK5RJIZDFROZCA6XF66 |  |  | $52,690,557.76            |
| Nomura Securities International, Inc.  | 8-15255           |    000004297 | OXTKY6Q8X53C9ILVV871 | NY      | US        | $49,000,959.18            |
| MacQuarie Capital Inc.                 | 8-47198           |    000036368 | 549300670K07JRB5UQ40 | NY      | US        | $43,254,078.03            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,581,189,089.07

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,144,734,079.58

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 79 - JNL/JPMorgan Hedged Equity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/JPMorgan Hedged Equity Fund

- **b. Series identification number, if any:** S000062462

- **c. LEI:** 549300E62RI2H0YHLK44

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000202641                                | N/A                          |
|                           2 | Class I                 | C000202642                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $301,014.38

- **g. Provide the net income from securities lending activities:** $1,157.21

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** J.P. Morgan Investment Management Inc.

- **ii. SEC file number:** 801-21011

- **iii. CRD number:** 000107038

- **iv. LEI, if any:** 549300W78QHV4XMM6K69

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $117,762.32

**Brokers Record: 2**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $15,542.79

**Brokers Record: 3**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $15,159.20

**Brokers Record: 4**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,730.31

**Brokers Record: 5**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,660.55

**Brokers Record: 6**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,774.82

**Brokers Record: 7**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,479.09

**Brokers Record: 8**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,377.99

**Brokers Record: 9**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,943.21

**Brokers Record: 10**

- **i. Full name of broker:** Evercore ISI Group

- **ii. SEC file number:** 8-49830

- **iii. CRD number:** 000042405

- **iv. LEI, if any:** 5493008F0LRLS5N8LZ81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,260.04

**Aggregate Commission:** $226,101.10

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $396,587,438.00           |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $39,238,797.00            |
| J.P. Morgan Securities LLC             | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $30,276,972.00            |
| UBS Securities LLC                     | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | DE      | US        | $14,402,844.00            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $480,506,051.00

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $711,210,626.20

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 80 - JNL/JPMorgan MidCap Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/JPMorgan MidCap Growth Fund

- **b. Series identification number, if any:** S000001797

- **c. LEI:** 1TBUGCKRNS375VJHVY86

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004704                                | N/A                          |
|                           2 | Class I                 | C000067993                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $5,847,430.37

- **g. Provide the net income from securities lending activities:** $27,198.58

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** J.P. Morgan Investment Management Inc.

- **ii. SEC file number:** 801-21011

- **iii. CRD number:** 000107038

- **iv. LEI, if any:** 549300W78QHV4XMM6K69

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Deutsche Bank (Malaysia) Berhad

- **ii. LEI, if any:** 529900DLWFR8HK7DR278

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Standard Bank of South Africa Limited

- **ii. LEI, if any:** 549300RPLD8RXL49Z691

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $95,057.93

**Brokers Record: 2**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $60,950.87

**Brokers Record: 3**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $44,567.95

**Brokers Record: 4**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $41,971.82

**Brokers Record: 5**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $41,188.32

**Brokers Record: 6**

- **i. Full name of broker:** Virtu Financial, Inc

- **ii. SEC file number:** 8-51262

- **iii. CRD number:** 000045986

- **iv. LEI, if any:** Q1YYTO5MBHNGETR9DT80

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $40,770.54

**Brokers Record: 7**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $39,473.49

**Brokers Record: 8**

- **i. Full name of broker:** Cowen and Company, LLC

- **ii. SEC file number:** 8-22522

- **iii. CRD number:** 000007616

- **iv. LEI, if any:** 549300WR155U7DVMIW58

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $37,086.20

**Brokers Record: 9**

- **i. Full name of broker:** Raymond James Financial

- **ii. SEC file number:** 8-10999

- **iii. CRD number:** 000000705

- **iv. LEI, if any:** U4ONQX15J3RO8XCKE979

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $26,172.22

**Brokers Record: 10**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $24,010.13

**Aggregate Commission:** $572,311.20

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,140,768,141.22         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,140,768,141.22

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $2,961,030,042.33

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 81 - JNL/JPMorgan U.S. Government & Quality Bond Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/JPMorgan U.S. Government & Quality Bond Fund

- **b. Series identification number, if any:** S000001742

- **c. LEI:** XC6IKZZ2G4MM0GFFQ252

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004649                                | N/A                          |
|                           2 | Class I                 | C000067980                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,097,653.42

- **g. Provide the net income from securities lending activities:** $3,187.72

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 10f-3 (17 CFR 270.10f-3)

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** J.P. Morgan Investment Management Inc.

- **ii. SEC file number:** 801-21011

- **iii. CRD number:** 000107038

- **iv. LEI, if any:** 549300W78QHV4XMM6K69

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,269,626,082.31         |
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $94,311,876.07            |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $89,935,965.59            |
| PNC Capital Markets LLC                | 8-32493           |    000015647 | 7OGNSSLOQJ8U3B9Y5F18 | PA      | US        | $70,444,667.89            |
| CitiGroup Global Markets, Inc.         | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $60,766,182.76            |
| Banc of America Securities             | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $60,300,921.10            |
| Nomura Securities International, Inc.  | 8-15255           |    000004297 | OXTKY6Q8X53C9ILVV871 | NY      | US        | $44,053,109.95            |
| Wells Fargo Investments LLC            | 8-65876           |    000010852 | VYVVCKR63DVZZN70PB21 | NY      | US        | $33,266,548.33            |
| Credit Suisse                          | 8-00422           |    000000816 | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $32,809,720.39            |
| BMO Capital Markets Corp.              | 8-50538           |    000044057 | RUC0QBLBRPRCU4W1NE59 | NY      | US        | $31,747,063.81            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,951,352,381.38

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,477,815,234.58

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 82 - JNL/JPMorgan U.S. Value Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/JPMorgan U.S. Value Fund

- **b. Series identification number, if any:** S000014515

- **c. LEI:** 3W1CUOCCKCSQK3VR0Q06

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000039493                                | N/A                          |
|                           2 | Class I                 | C000068003                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** J.P. Morgan Investment Management Inc.

- **ii. SEC file number:** 801-21011

- **iii. CRD number:** 000107038

- **iv. LEI, if any:** 549300W78QHV4XMM6K69

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Banco Itau Uruguay S.A.

- **ii. LEI, if any:** 549300HU8OQS1VTVXN55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Bank Leumi le-Israel B.M.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Citibank A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Citibank del Peru S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** HSBC Bank Argentina S.A.

- **ii. LEI, if any:** 549300K52NF2S4SQDO82

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** HSBC Bank Bermuda Limited

- **ii. LEI, if any:** 0W1U67PTV5WY3WYWKD79

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** HSBC Bank Malaysia Berhad

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** HSBC Bank Oman S.A.O.G.

- **ii. LEI, if any:** 213800YRPSOSH9OA2V29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** HSBC France Athens Branch

- **ii. LEI, if any:** MP6I5ZYZBEU3UXPYFY54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 7W1GMC6J4KGLBBUSYP52

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** J.P. Morgan S.A. DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Nordea Bank AB (publ)

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** PT Bank HSBC Indonesia

- **ii. LEI, if any:** 213800HW5IDIRLWH1203

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Santander Securities Services, S.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Societe Generale Marocaine de Banques

- **ii. LEI, if any:** 549300WHIMVBNIDQWK21

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Standard Chartered Bank (Pakistan) Limited

- **ii. LEI, if any:** 549300YTOMKUNPUTB551

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Standard Chartered Bank Ghana Limited

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Standard Chartered Bank Kenya Limited

- **ii. LEI, if any:** 549300RBHWW5EJIRG629

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Standard Chartered Bank Korea Limited

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Standard Chartered Bank Zambia Plc

- **ii. LEI, if any:** 549300247QDZHDI30A83

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $17,670.50

**Brokers Record: 2**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,384.98

**Brokers Record: 3**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,038.09

**Brokers Record: 4**

- **i. Full name of broker:** Cowen and Company, LLC

- **ii. SEC file number:** 8-22522

- **iii. CRD number:** 000007616

- **iv. LEI, if any:** 549300WR155U7DVMIW58

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $8,561.86

**Brokers Record: 5**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,360.57

**Brokers Record: 6**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,247.52

**Brokers Record: 7**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,816.27

**Brokers Record: 8**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,657.72

**Brokers Record: 9**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,147.60

**Brokers Record: 10**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,765.07

**Aggregate Commission:** $91,990.99

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $531,890,939.17           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $531,890,939.17

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,584,940,239.82

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 83 - JNL/Lazard International Strategic Equity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Lazard International Strategic Equity Fund

- **b. Series identification number, if any:** S000068112

- **c. LEI:** 549300VIT86QPV0ANV58

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218182                                | N/A                          |
|                           2 | Class I                 | C000218183                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $5,668,196.73

- **g. Provide the net income from securities lending activities:** $81,765.01

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Lazard Asset Management LLC

- **ii. SEC file number:** 801-61701

- **iii. CRD number:** 000122836

- **iv. LEI, if any:** P1IBQ1I6K7EXV2Q96E20

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** BNP Paribas Securities Services, S.C.A., Greece

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $55,175.42

**Brokers Record: 2**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $55,158.53

**Brokers Record: 3**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $39,681.61

**Brokers Record: 4**

- **i. Full name of broker:** Exane Inc.

- **ii. SEC file number:** 8-49569

- **iii. CRD number:** 000041784

- **iv. LEI, if any:** 6SDWK6FV8H98XAGSYS75

- **vii. Gross commissions paid by the Fund for the reporting period:** $30,527.85

**Brokers Record: 5**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $21,835.42

**Brokers Record: 6**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $21,351.69

**Brokers Record: 7**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $18,110.36

**Brokers Record: 8**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $15,511.79

**Brokers Record: 9**

- **i. Full name of broker:** CLSA Americas, LLC

- **ii. SEC file number:** 8-69166

- **iii. CRD number:** 000165533

- **iv. LEI, if any:** 213800M2DXATWY7JMS07

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,864.04

**Brokers Record: 10**

- **i. Full name of broker:** Pershing, LLC

- **ii. SEC file number:** 8-17574

- **iii. CRD number:** 000007560

- **iv. LEI, if any:** ZI8Q1A8EI8LQFJNM0D94

- **v. State, if applicable:** NJ

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,106.01

**Aggregate Commission:** $346,081.70

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $642,987,411.77           |
| UBS Securities LLC                     | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | DE      | US        | $1,019,359.15             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $644,006,770.92

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $510,966,880.44

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 84 - JNL/Loomis Sayles Global Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Loomis Sayles Global Growth Fund

- **b. Series identification number, if any:** S000062463

- **c. LEI:** 5493000GBKQCJRPLGJ88

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000202643                                | N/A                          |
|                           2 | Class I                 | C000202644                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $7,466,945.25

- **g. Provide the net income from securities lending activities:** $19,355.40

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Loomis, Sayles & Company, L.P.

- **ii. SEC file number:** 801-170

- **iii. CRD number:** 000105377

- **iv. LEI, if any:** JIZPN2RX3UMNOYIDI313

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 5493000LKS7B3UTF7H35

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $58,580.52

**Brokers Record: 2**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $42,745.23

**Brokers Record: 3**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $16,919.41

**Brokers Record: 4**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $15,679.97

**Brokers Record: 5**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,688.53

**Brokers Record: 6**

- **i. Full name of broker:** CITIBANK, INC.

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** 549300JXUJZCVNVYFX03

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,716.47

**Brokers Record: 7**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,520.51

**Brokers Record: 8**

- **i. Full name of broker:** Virtu Financial, Inc

- **ii. SEC file number:** 8-51262

- **iii. CRD number:** 000045986

- **iv. LEI, if any:** Q1YYTO5MBHNGETR9DT80

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,386.05

**Brokers Record: 9**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,157.41

**Brokers Record: 10**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $693.78

**Aggregate Commission:** $166,025.49

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $215,452,273.41           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $215,452,273.41

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $657,073,172.24

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 85 - JNL/Lord Abbett Short Duration Income Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Lord Abbett Short Duration Income Fund

- **b. Series identification number, if any:** S000068109

- **c. LEI:** 549300WVV7LTP5B0H995

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218177                                | N/A                          |
|                           2 | Class I                 | C000218176                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $6,585,723.83

- **g. Provide the net income from securities lending activities:** $87,639.19

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Lord, Abbett & Co. LLC

- **ii. SEC file number:** 801-6997

- **iii. CRD number:** 000110391

- **iv. LEI, if any:** 549300JN4JHMFPO31Y81

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Wells Fargo Investments LLC

- **ii. SEC file number:** 8-65876

- **iii. CRD number:** 000010852

- **iv. LEI, if any:** VYVVCKR63DVZZN70PB21

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,704.89

**Brokers Record: 2**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,259.68

**Brokers Record: 3**

- **i. Full name of broker:** Wells Fargo Securities, LLC

- **ii. SEC file number:** 8-35225

- **iii. CRD number:** 000017438

- **iv. LEI, if any:** VYVVCKR63DVZZN70PB21

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,795.34

**Brokers Record: 4**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,434.56

**Brokers Record: 5**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,333.29

**Brokers Record: 6**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $765.38

**Brokers Record: 7**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $245.70

**Aggregate Commission:** $26,538.84

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,687,550,784.82         |
| Barclays PLC                               | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $243,827,937.43           |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $210,871,005.78           |
| Banc of America Securities                 | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $197,472,865.91           |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $163,991,104.54           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $159,848,808.69           |
| Deutsche Bank Securities, Inc              | 8-17822           |    000002525 | 9J6MBOOO7BECTDTUZW19 |  |  | $146,926,037.35           |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $146,552,369.08           |
| CitiGroup Global Markets, Inc.             | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $141,503,193.08           |
| Jefferies Group                            | 8-15074           |    000002347 | NY9Q8VBNB6D1L6YV0J84 | NY      | US        | $139,353,779.05           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $4,106,871,217.38

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $919,085,733.96

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 86 - JNL/Mellon Communication Services Sector Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon Communication Services Sector Fund

- **b. Series identification number, if any:** S000068121

- **c. LEI:** 5493006RKBC1NUJ57H85

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218201                                | N/A                          |
|                           2 | Class I                 | C000218200                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,812,649.17

- **g. Provide the net income from securities lending activities:** $46,626.86

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,001.38

**Brokers Record: 2**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $873.14

**Brokers Record: 3**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $527.85

**Brokers Record: 4**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $455.75

**Brokers Record: 5**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $348.56

**Brokers Record: 6**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $326.62

**Brokers Record: 7**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $278.78

**Brokers Record: 8**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $274.31

**Brokers Record: 9**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $259.73

**Brokers Record: 10**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $256.19

**Aggregate Commission:** $5,448.41

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $91,165,918.22            |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $7,270,487.75             |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $5,807,726.20             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $3,954,399.41             |
| Barclays PLC                               | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $201,469.38               |
| Instinet, LLC                              | 8-23669           |    000007897 | 549300MGMN3RKMU8FT57 | NY      | US        | $40.04                    |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $108,400,041.00

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $221,694,647.10

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 87 - JNL/Mellon Consumer Discretionary Sector Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon Consumer Discretionary Sector Fund

- **b. Series identification number, if any:** S000068122

- **c. LEI:** 549300FL0EP1XOUEMC70

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218202                                | N/A                          |
|                           2 | Class I                 | C000218203                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $21,931,387.11

- **g. Provide the net income from securities lending activities:** $705,948.84

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,150.19

**Brokers Record: 2**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,475.98

**Brokers Record: 3**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,142.42

**Brokers Record: 4**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $926.20

**Brokers Record: 5**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $901.51

**Brokers Record: 6**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $828.41

**Brokers Record: 7**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $770.70

**Brokers Record: 8**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $683.02

**Brokers Record: 9**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $641.37

**Brokers Record: 10**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $475.63

**Aggregate Commission:** $16,730.55

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $346,776,595.45           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $120,193,811.99           |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $112,303,061.20           |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $98,837,425.02            |
| MacQuarie Capital Inc.                     | 8-47198           |    000036368 | 549300670K07JRB5UQ40 | NY      | US        | $1,481,326.87             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $679,592,220.53

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,434,026,842.92

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 88 - JNL/Mellon Consumer Staples Sector Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon Consumer Staples Sector Fund

- **b. Series identification number, if any:** S000058483

- **c. LEI:** 5493007UDGMBYQXI7Y12

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000192048                                | N/A                          |
|                           2 | Class I                 | C000192049                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,010,527.71

- **g. Provide the net income from securities lending activities:** $159,136.54

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,485.60

**Brokers Record: 2**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,218.82

**Brokers Record: 3**

- **i. Full name of broker:** SG Americas Securities, LLC

- **ii. SEC file number:** 8-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,105.57

**Brokers Record: 4**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,877.72

**Brokers Record: 5**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,777.67

**Brokers Record: 6**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,722.81

**Brokers Record: 7**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,508.37

**Brokers Record: 8**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,226.50

**Brokers Record: 9**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,152.71

**Brokers Record: 10**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,134.85

**Aggregate Commission:** $26,246.23

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $490,368,451.65           |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $17,772,870.84            |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $15,580,539.72            |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $9,506,975.72             |
| Barclays PLC                               | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $230,642.80               |
| MacQuarie Capital Inc.                     | 8-47198           |    000036368 | 549300670K07JRB5UQ40 | NY      | US        | $97,246.15                |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $533,556,726.88

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $447,249,089.24

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 89 - JNL/Mellon Dow Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon Dow Index Fund

- **b. Series identification number, if any:** S000068117

- **c. LEI:** 549300P3RFFZM27B2996

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218193                                | N/A                          |
|                           2 | Class I                 | C000218192                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $896,486.98

- **g. Provide the net income from securities lending activities:** $139,064.08

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,268.28

**Brokers Record: 2**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,956.02

**Brokers Record: 3**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $248.40

**Brokers Record: 4**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $240.90

**Brokers Record: 5**

- **i. Full name of broker:** Citadel Securities Institutional LLC

- **ii. SEC file number:** 8-69663

- **iii. CRD number:** 000281102

- **iv. LEI, if any:** 549300MLQ1S3715IUK04

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $187.20

**Brokers Record: 6**

- **i. Full name of broker:** SG Americas Securities, LLC

- **ii. SEC file number:** 8-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $168.12

**Brokers Record: 7**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-30851

- **iii. CRD number:** 000014549

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $165.90

**Brokers Record: 8**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $112.08

**Brokers Record: 9**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $92.10

**Brokers Record: 10**

- **i. Full name of broker:** Virtu Financial, Inc

- **ii. SEC file number:** 8-51262

- **iii. CRD number:** 000045986

- **iv. LEI, if any:** Q1YYTO5MBHNGETR9DT80

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $91.80

**Aggregate Commission:** $6,684.22

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $374,364,771.29           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $374,364,771.29

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,263,902,485.81

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 90 - JNL/Mellon Energy Sector Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon Energy Sector Fund

- **b. Series identification number, if any:** S000068123

- **c. LEI:** 5493005R4U34L28IBB97

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218204                                | N/A                          |
|                           2 | Class I                 | C000218205                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $3,689,246.51

- **g. Provide the net income from securities lending activities:** $11,532.71

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $20,676.94

**Brokers Record: 2**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $16,060.88

**Brokers Record: 3**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $15,856.86

**Brokers Record: 4**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $15,403.24

**Brokers Record: 5**

- **i. Full name of broker:** SG Americas Securities, LLC

- **ii. SEC file number:** 8-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,457.44

**Brokers Record: 6**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,628.90

**Brokers Record: 7**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,275.76

**Brokers Record: 8**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,250.14

**Brokers Record: 9**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,006.95

**Brokers Record: 10**

- **i. Full name of broker:** Virtu Financial, Inc

- **ii. SEC file number:** 8-51262

- **iii. CRD number:** 000045986

- **iv. LEI, if any:** Q1YYTO5MBHNGETR9DT80

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,486.85

**Aggregate Commission:** $147,819.14

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,910,016,362.34         |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $129,254,267.29           |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $101,855,054.18           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $37,484,799.38            |
| MacQuarie Capital Inc.                     | 8-47198           |    000036368 | 549300670K07JRB5UQ40 | NY      | US        | $669,585.00               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,179,280,068.19

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,500,470,482.98

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 91 - JNL/Newton Equity Income Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Newton Equity Income Fund

- **b. Series identification number, if any:** S000068131

- **c. LEI:** OBL2J0GFSO2YGCY8ZL41

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218220                                | N/A                          |
|                           2 | Class I                 | C000218221                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $10,213,177.55

- **g. Provide the net income from securities lending activities:** $23,551.21

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Newton Investment Management North America, LLC

- **ii. SEC file number:** 801-120501

- **iii. CRD number:** 000312937

- **iv. LEI, if any:** 549300USELNALQ9OYY51

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $340,584.18

**Brokers Record: 2**

- **i. Full name of broker:** Stifel Financial Corporation

- **ii. SEC file number:** 8-01447

- **iii. CRD number:** 000000793

- **iv. LEI, if any:** 549300E5F07FE5GHJX84

- **v. State, if applicable:** MO

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $67,349.91

**Brokers Record: 3**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $60,479.40

**Brokers Record: 4**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $55,823.31

**Brokers Record: 5**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-30851

- **iii. CRD number:** 000014549

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $48,612.01

**Brokers Record: 6**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $44,316.66

**Brokers Record: 7**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $32,561.16

**Brokers Record: 8**

- **i. Full name of broker:** KeyBanc Capital Markets Inc.

- **ii. SEC file number:** 8-30177

- **iii. CRD number:** 000000566

- **iv. LEI, if any:** 2EQWV0180Z211YVAD813

- **v. State, if applicable:** OH

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $29,949.26

**Brokers Record: 9**

- **i. Full name of broker:** Leerink Partners

- **ii. SEC file number:** 8-48535

- **iii. CRD number:** 000039011

- **iv. LEI, if any:** 549300AAH7U76CEUBI94

- **v. State, if applicable:** MA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $27,337.05

**Brokers Record: 10**

- **i. Full name of broker:** Raymond James Financial

- **ii. SEC file number:** 8-10999

- **iii. CRD number:** 000000705

- **iv. LEI, if any:** U4ONQX15J3RO8XCKE979

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $23,845.85

**Aggregate Commission:** $864,913.78

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $2,266,150,274.86         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,266,150,274.86

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,112,485,135.05

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 92 - JNL/Mellon Financial Sector Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon Financial Sector Fund

- **b. Series identification number, if any:** S000068124

- **c. LEI:** 549300XRY4E550ZHR575

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218207                                | N/A                          |
|                           2 | Class I                 | C000218206                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $4,288,643.08

- **g. Provide the net income from securities lending activities:** $237,990.22

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,250.04

**Brokers Record: 2**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,289.52

**Brokers Record: 3**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,876.52

**Brokers Record: 4**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,755.84

**Brokers Record: 5**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,602.28

**Brokers Record: 6**

- **i. Full name of broker:** CLSA Americas, LLC

- **ii. SEC file number:** 8-69166

- **iii. CRD number:** 000165533

- **iv. LEI, if any:** 213800M2DXATWY7JMS07

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,386.60

**Brokers Record: 7**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,381.93

**Brokers Record: 8**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,364.59

**Brokers Record: 9**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $921.18

**Brokers Record: 10**

- **i. Full name of broker:** SG Americas Securities, LLC

- **ii. SEC file number:** 8-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $911.67

**Aggregate Commission:** $27,936.09

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $680,705,876.50           |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $25,399,246.37            |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $15,732,609.98            |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $10,641,986.73            |
| Barclays PLC                               | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $1,022,645.06             |
| MacQuarie Capital Inc.                     | 8-47198           |    000036368 | 549300670K07JRB5UQ40 | NY      | US        | $197,693.55               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $733,700,058.19

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,483,698,506.64

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 93 - JNL/Mellon Healthcare Sector Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon Healthcare Sector Fund

- **b. Series identification number, if any:** S000068125

- **c. LEI:** 54930024HJBJ7HNLBO26

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218209                                | N/A                          |
|                           2 | Class I                 | C000218208                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $9,397,450.40

- **g. Provide the net income from securities lending activities:** $100,665.21

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,665.68

**Brokers Record: 2**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,595.11

**Brokers Record: 3**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,451.27

**Brokers Record: 4**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,282.94

**Brokers Record: 5**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $955.09

**Brokers Record: 6**

- **i. Full name of broker:** CLSA Americas, LLC

- **ii. SEC file number:** 8-69166

- **iii. CRD number:** 000165533

- **iv. LEI, if any:** 213800M2DXATWY7JMS07

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $748.20

**Brokers Record: 7**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $713.48

**Brokers Record: 8**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $713.36

**Brokers Record: 9**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $689.82

**Brokers Record: 10**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 8-65493

- **iii. CRD number:** 001222225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $453.34

**Aggregate Commission:** $20,502.37

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $716,173,544.71           |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $80,366,502.23            |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $71,575,417.13            |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $24,183,886.13            |
| Barclays PLC                               | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $1,666,333.62             |
| MacQuarie Capital Inc.                     | 8-47198           |    000036368 | 549300670K07JRB5UQ40 | NY      | US        | $584,622.28               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $894,550,306.10

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $3,723,007,202.50

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 94 - JNL/Mellon Industrials Sector Fund

**Item C.1. Background information.**

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

- **b. Series identification number, if any:** S000058485

- **c. LEI:** 549300JQI0701WZW8134

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000192052                                | N/A                          |
|                           2 | Class I                 | C000192053                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $711,586.36

- **g. Provide the net income from securities lending activities:** $39,510.11

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,523.91

**Brokers Record: 2**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $908.71

**Brokers Record: 3**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $406.47

**Brokers Record: 4**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $399.26

**Brokers Record: 5**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $372.06

**Brokers Record: 6**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $351.22

**Brokers Record: 7**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $335.17

**Brokers Record: 8**

- **i. Full name of broker:** SG Americas Securities, LLC

- **ii. SEC file number:** 8-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $266.23

**Brokers Record: 9**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $263.04

**Brokers Record: 10**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $259.93

**Aggregate Commission:** $6,416.40

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $131,480,745.26           |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $4,764,671.49             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $3,980,210.15             |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $3,056,948.38             |
| BTIG, LLC                                  | 8-65493           |    001222225 | 549300GTG9PL6WO3EC51 | CA      | US        | $4,019.96                 |
| UBS Securities LLC                         | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | DE      | US        | $3,733.94                 |
| Barclays PLC                               | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $162.71                   |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $143,290,491.89

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $187,014,512.58

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 95 - JNL/Mellon Information Technology Sector Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon Information Technology Sector Fund

- **b. Series identification number, if any:** S000068126

- **c. LEI:** 549300BL1WH8UB3UYJ97

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218210                                | N/A                          |
|                           2 | Class I                 | C000218211                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $13,331,332.30

- **g. Provide the net income from securities lending activities:** $306,610.74

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,916.70

**Brokers Record: 2**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,108.74

**Brokers Record: 3**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,645.18

**Brokers Record: 4**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,472.75

**Brokers Record: 5**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,277.66

**Brokers Record: 6**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,295.68

**Brokers Record: 7**

- **i. Full name of broker:** Susquehanna Financial Group, LLP

- **ii. SEC file number:** 8-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,269.47

**Brokers Record: 8**

- **i. Full name of broker:** Citadel Securities Institutional LLC

- **ii. SEC file number:** 8-69663

- **iii. CRD number:** 000281102

- **iv. LEI, if any:** 549300MLQ1S3715IUK04

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,165.67

**Brokers Record: 9**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,117.89

**Brokers Record: 10**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,097.17

**Aggregate Commission:** $37,467.06

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $908,048,426.93           |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $496,565,493.41           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $153,619,176.43           |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $49,599,120.29            |
| SOCIETE GENERALE BANNON L.L.C.             | 8-49963           |    000042731 | N/A                  | DE      | US        | $26.63                    |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,607,832,243.69

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $4,273,867,198.33

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 96 - JNL/Mellon Materials Sector Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon Materials Sector Fund

- **b. Series identification number, if any:** S000058484

- **c. LEI:** 549300OAEQ64MNTH6Q48

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000192050                                | N/A                          |
|                           2 | Class I                 | C000192051                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $474,099.77

- **g. Provide the net income from securities lending activities:** $1,162.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,070.15

**Brokers Record: 2**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,598.86

**Brokers Record: 3**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,088.03

**Brokers Record: 4**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $870.10

**Brokers Record: 5**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $831.90

**Brokers Record: 6**

- **i. Full name of broker:** Citadel Securities Institutional LLC

- **ii. SEC file number:** 8-69663

- **iii. CRD number:** 000281102

- **iv. LEI, if any:** 549300MLQ1S3715IUK04

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $798.36

**Brokers Record: 7**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $744.51

**Brokers Record: 8**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $715.85

**Brokers Record: 9**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $698.90

**Brokers Record: 10**

- **i. Full name of broker:** SG Americas Securities, LLC

- **ii. SEC file number:** 8-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $635.05

**Aggregate Commission:** $13,648.21

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $218,985,181.53           |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $3,976,008.81             |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $3,483,271.37             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $2,592,219.82             |
| Barclays PLC                               | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $150,305.22               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $229,186,986.75

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $211,044,608.44

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 97 - JNL/Morningstar U.S. Sustainability Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Morningstar U.S. Sustainability Index Fund

- **b. Series identification number, if any:** S000056619

- **c. LEI:** 549300JCIESTD3XFQI76

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000179076                                | N/A                          |
|                           2 | Class I                 | C000192222                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $333,435.18

- **g. Provide the net income from securities lending activities:** $18,507.20

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,028.23

**Brokers Record: 2**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $974.89

**Brokers Record: 3**

- **i. Full name of broker:** Susquehanna Financial Group, LLP

- **ii. SEC file number:** 8-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $666.04

**Brokers Record: 4**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $664.12

**Brokers Record: 5**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $633.61

**Brokers Record: 6**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $486.73

**Brokers Record: 7**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $418.58

**Brokers Record: 8**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $378.94

**Brokers Record: 9**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $339.59

**Brokers Record: 10**

- **i. Full name of broker:** SG Americas Securities, LLC

- **ii. SEC file number:** 8-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $259.81

**Aggregate Commission:** $11,218.42

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $144,898,292.59           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $13,204,966.12            |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $12,425,986.05            |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,130,095.09             |
| HSBC Securities (USA) Inc.                 | 8-41562           |    000019585 | CYYGQCGNHMHPSMRL3R97 | NY      | US        | $431,627.54               |
| Barclays PLC                               | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $101,127.99               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $175,192,095.38

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $269,488,432.90

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 98 - JNL/Mellon Nasdaq 100 Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon Nasdaq 100 Index Fund

- **b. Series identification number, if any:** S000068119

- **c. LEI:** 5493004MPDF1MMTHIA27

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218197                                | N/A                          |
|                           2 | Class I                 | C000218196                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $19,705,197.41

- **g. Provide the net income from securities lending activities:** $1,607,217.15

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,732.99

**Brokers Record: 2**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,569.38

**Brokers Record: 3**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,504.60

**Brokers Record: 4**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,931.58

**Brokers Record: 5**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,430.61

**Brokers Record: 6**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,327.60

**Brokers Record: 7**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,112.42

**Brokers Record: 8**

- **i. Full name of broker:** SG Americas Securities, LLC

- **ii. SEC file number:** 8-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,034.61

**Brokers Record: 9**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $816.73

**Brokers Record: 10**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $800.94

**Aggregate Commission:** $23,377.57

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,250,605,975.55         |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $578,647,226.68           |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $45,089,657.48            |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $26,329,868.22            |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $23,977,784.71            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,924,650,512.64

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $5,168,762,845.18

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 99 - JNL/Mellon Real Estate Sector Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon Real Estate Sector Fund

- **b. Series identification number, if any:** S000058486

- **c. LEI:** 549300THBMMAY3PKW645

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000192054                                | N/A                          |
|                           2 | Class I                 | C000192055                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,578,151.42

- **g. Provide the net income from securities lending activities:** $9,737.35

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,182.42

**Brokers Record: 2**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,161.77

**Brokers Record: 3**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,751.49

**Brokers Record: 4**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,587.91

**Brokers Record: 5**

- **i. Full name of broker:** CLSA Americas, LLC

- **ii. SEC file number:** 8-69166

- **iii. CRD number:** 000165533

- **iv. LEI, if any:** 213800M2DXATWY7JMS07

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,109.18

**Brokers Record: 6**

- **i. Full name of broker:** Citadel Securities Institutional LLC

- **ii. SEC file number:** 8-69663

- **iii. CRD number:** 000281102

- **iv. LEI, if any:** 549300MLQ1S3715IUK04

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $494.36

**Brokers Record: 7**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $480.59

**Brokers Record: 8**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $446.60

**Brokers Record: 9**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $334.34

**Brokers Record: 10**

- **i. Full name of broker:** SG Americas Securities, LLC

- **ii. SEC file number:** 8-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $280.91

**Aggregate Commission:** $11,735.86

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $162,987,228.44           |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $7,000,595.29             |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $5,956,707.63             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $5,748,248.81             |
| UBS Securities LLC                         | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | DE      | US        | $100,664.66               |
| MacQuarie Capital Inc.                     | 8-47198           |    000036368 | 549300670K07JRB5UQ40 | NY      | US        | $66,837.68                |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $181,860,282.51

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $223,153,829.22

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 100 - JNL/Mellon S&P 500 Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon S&P 500 Index Fund

- **b. Series identification number, if any:** S000001727

- **c. LEI:** DM06YTEWRZYM9UE5I144

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004634                                | N/A                          |
|                           2 | Class I                 | C000067968                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $640,018,243.85

- **g. Provide the net income from securities lending activities:** $2,003,305.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,804.96

**Brokers Record: 2**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,608.95

**Brokers Record: 3**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,853.62

**Brokers Record: 4**

- **i. Full name of broker:** CLSA Americas, LLC

- **ii. SEC file number:** 8-69166

- **iii. CRD number:** 000165533

- **iv. LEI, if any:** 213800M2DXATWY7JMS07

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,859.01

**Brokers Record: 5**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,537.69

**Brokers Record: 6**

- **i. Full name of broker:** Virtu Financial, Inc

- **ii. SEC file number:** 8-51262

- **iii. CRD number:** 000045986

- **iv. LEI, if any:** Q1YYTO5MBHNGETR9DT80

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,268.04

**Brokers Record: 7**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $953.99

**Brokers Record: 8**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $512.25

**Brokers Record: 9**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $94.60

**Brokers Record: 10**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $34.24

**Aggregate Commission:** $26,539.90

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,729,458,352.21         |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $288,400,954.84           |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $149,975,768.49           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $4,333,786.09             |
| MacQuarie Capital Inc.                     | 8-47198           |    000036368 | 549300670K07JRB5UQ40 | NY      | US        | $1,006,949.28             |
| Barclays PLC                               | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $504,040.42               |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $107.75                   |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,173,679,959.08

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $11,319,318,676.46

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 101 - JNL S&P 500 Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL S&P 500 Index Fund

- **b. Series identification number, if any:** S000058482

- **c. LEI:** 549300POGG9EA1DKER18

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 1

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class I                 | C000192047                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $89,319.77

- **g. Provide the net income from securities lending activities:** $3,996.64

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $754.26

**Brokers Record: 2**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $243.40

**Brokers Record: 3**

- **i. Full name of broker:** Susquehanna Financial Group, LLP

- **ii. SEC file number:** 8-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $213.17

**Brokers Record: 4**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $195.47

**Brokers Record: 5**

- **i. Full name of broker:** SG Americas Securities, LLC

- **ii. SEC file number:** 8-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $181.01

**Brokers Record: 6**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $158.49

**Brokers Record: 7**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $150.58

**Brokers Record: 8**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $133.63

**Brokers Record: 9**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 8-65493

- **iii. CRD number:** 001222225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $95.71

**Brokers Record: 10**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $78.54

**Aggregate Commission:** $2,542.83

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $124,440,356.26           |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $13,084,555.83            |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $3,974,856.51             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $110,428.77               |
| MacQuarie Capital Inc.                     | 8-47198           |    000036368 | 549300670K07JRB5UQ40 | NY      | US        | $24,384.15                |
| Barclays PLC                               | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $11,864.43                |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $141,646,445.95

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $278,562,757.21

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 102 - JNL/Mellon U.S. Stock Market Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon U.S. Stock Market Index Fund

- **b. Series identification number, if any:** S000058496

- **c. LEI:** 54930073LEF5S22T1P41

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000192075                                | N/A                          |
|                           2 | Class I                 | C000192074                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $19,462,363.23

- **g. Provide the net income from securities lending activities:** $641,976.86

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,332.30

**Brokers Record: 2**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,689.20

**Brokers Record: 3**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,068.65

**Brokers Record: 4**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,039.23

**Brokers Record: 5**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,243.92

**Brokers Record: 6**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,826.41

**Brokers Record: 7**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,787.65

**Brokers Record: 8**

- **i. Full name of broker:** CLSA Americas, LLC

- **ii. SEC file number:** 8-69166

- **iii. CRD number:** 000165533

- **iv. LEI, if any:** 213800M2DXATWY7JMS07

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,394.34

**Brokers Record: 9**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,374.68

**Brokers Record: 10**

- **i. Full name of broker:** Virtu Financial, Inc

- **ii. SEC file number:** 8-51262

- **iii. CRD number:** 000045986

- **iv. LEI, if any:** Q1YYTO5MBHNGETR9DT80

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,359.07

**Aggregate Commission:** $37,687.28

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,359,163,009.25         |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $119,549,860.04           |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $70,179,966.92            |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $30,779,808.51            |
| Barclays PLC                               | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $586,540.64               |
| MacQuarie Capital Inc.                     | 8-47198           |    000036368 | 549300670K07JRB5UQ40 | NY      | US        | $549,329.64               |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $67.11                    |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,580,808,582.11

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $5,265,084,594.22

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 103 - JNL/Mellon Utilities Sector Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon Utilities Sector Fund

- **b. Series identification number, if any:** S000040007

- **c. LEI:** 549300Q5KY3O844FHZ94

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000124095                                | N/A                          |
|                           2 | Class I                 | C000124096                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $806,778.16

- **g. Provide the net income from securities lending activities:** $3,086.19

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,860.16

**Brokers Record: 2**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,234.84

**Brokers Record: 3**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,351.31

**Brokers Record: 4**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,280.65

**Brokers Record: 5**

- **i. Full name of broker:** SG Americas Securities, LLC

- **ii. SEC file number:** 8-66125

- **iii. CRD number:** 000128351

- **iv. LEI, if any:** 549300F35UE0BOM1WJ55

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,098.94

**Brokers Record: 6**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,772.09

**Brokers Record: 7**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,526.48

**Brokers Record: 8**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,279.78

**Brokers Record: 9**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,947.65

**Brokers Record: 10**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,891.09

**Aggregate Commission:** $41,171.31

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $564,287,838.56           |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $14,549,043.65            |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $7,545,094.80             |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $5,648,665.76             |
| MacQuarie Capital Inc.                     | 8-47198           |    000036368 | 549300670K07JRB5UQ40 | NY      | US        | $171,889.97               |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $35.93                    |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $592,202,568.67

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $514,767,449.29

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 104 - JNL/Mellon World Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Mellon World Index Fund

- **b. Series identification number, if any:** S000068118

- **c. LEI:** 549300CFZS5HLVWR5K02

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218195                                | N/A                          |
|                           2 | Class I                 | C000218194                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $4,942,705.19

- **g. Provide the net income from securities lending activities:** $54,871.34

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Bank Handlowy w Warszawie S.A.

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,420.22

**Brokers Record: 2**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $831.57

**Brokers Record: 3**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $341.92

**Brokers Record: 4**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-30851

- **iii. CRD number:** 000014549

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $308.85

**Brokers Record: 5**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $232.19

**Brokers Record: 6**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $180.26

**Brokers Record: 7**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $152.75

**Brokers Record: 8**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $144.15

**Brokers Record: 9**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $87.89

**Brokers Record: 10**

- **i. Full name of broker:** Royal Bank of Canada

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **vii. Gross commissions paid by the Fund for the reporting period:** $21.92

**Aggregate Commission:** $3,777.88

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $80,243,372.47            |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $3,835,494.72             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $2,071,944.27             |
| SOCIETE GENERALE BANNON L.L.C.             | 8-49963           |    000042731 | N/A                  | DE      | US        | $932,908.19               |
| UBS Securities LLC                         | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | DE      | US        | $289,431.78               |
| Barclays PLC                               | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $31,681.47                |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $24,974.96                |
| State Street Corporation                   | 8-31848           |    000015105 | 571474TGEMMWANRLN572 | MA      | US        | $41.61                    |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $87,429,849.47

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $370,275,836.79

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 105 - JNL/MFS Mid Cap Value Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/MFS Mid Cap Value Fund

- **b. Series identification number, if any:** S000001722

- **c. LEI:** 549300441NQWMC2G8B13

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004629                                | N/A                          |
|                           2 | Class I                 | C000067963                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $5,281,123.94

- **g. Provide the net income from securities lending activities:** $17,159.59

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Massachusetts Financial Services Company

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** 1G3OSH3GLGJ7X1JC5I61

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Standard Bank of South Africa Limited

- **ii. LEI, if any:** 549300RPLD8RXL49Z691

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $37,840.70

**Brokers Record: 2**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $34,356.02

**Brokers Record: 3**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $32,606.35

**Brokers Record: 4**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $32,356.75

**Brokers Record: 5**

- **i. Full name of broker:** BMO Capital Markets Corp.

- **ii. SEC file number:** 8-50538

- **iii. CRD number:** 000044057

- **iv. LEI, if any:** RUC0QBLBRPRCU4W1NE59

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $31,505.93

**Brokers Record: 6**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $21,334.14

**Brokers Record: 7**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,743.34

**Brokers Record: 8**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,849.48

**Brokers Record: 9**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,709.25

**Brokers Record: 10**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,970.80

**Aggregate Commission:** $248,340.00

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $623,148,850.13           |
| J.P. Morgan Securities LLC             | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $9,157,056.59             |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $7,994,706.50             |
| State Street Corporation               | 8-31848           |    000015105 | 571474TGEMMWANRLN572 | MA      | US        | $193,678.72               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $640,494,291.94

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $2,082,352,038.90

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 106 - JNL/Morningstar Wide Moat Index Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Morningstar Wide Moat Index Fund

- **b. Series identification number, if any:** S000062464

- **c. LEI:** 5493000HPY2S5YL4N805

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000202645                                | N/A                          |
|                           2 | Class I                 | C000202646                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $1,020,789.97

- **g. Provide the net income from securities lending activities:** $126,971.26

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,195.80

**Brokers Record: 2**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,087.66

**Brokers Record: 3**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $996.66

**Brokers Record: 4**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $956.46

**Brokers Record: 5**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $803.96

**Brokers Record: 6**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $746.41

**Brokers Record: 7**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $677.76

**Brokers Record: 8**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $674.04

**Brokers Record: 9**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $482.01

**Brokers Record: 10**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $456.99

**Aggregate Commission:** $10,209.55

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $613,423,737.80           |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $345,696,393.61           |
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $296,396,282.96           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $182,713,212.85           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,438,229,627.22

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $908,718,950.29

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 107 - JNL/Neuberger Berman Commodity Strategy Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Neuberger Berman Commodity Strategy Fund

- **b. Series identification number, if any:** S000068113

- **c. LEI:** 549300JQ0KGVFNZ4BP81

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218185                                | N/A                          |
|                           2 | Class I                 | C000218184                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Neuberger Berman Investment Advisers LLC

- **ii. SEC file number:** 801-61757

- **iii. CRD number:** 000124687

- **iv. LEI, if any:** 8PSZVUUKYGCPW2RDO373

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $160,682.03

**Brokers Record: 2**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $17,400.13

**Brokers Record: 3**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,422.79

**Brokers Record: 4**

- **i. Full name of broker:** CITIBANK, INC.

- **ii. SEC file number:** N/A

- **iii. CRD number:** N/A

- **iv. LEI, if any:** 549300JXUJZCVNVYFX03

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $336.21

**Aggregate Commission:** $183,841.16

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,207,550,330.98         |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $128,054,854.58           |
| Mizuho Securities                      | 8-37710           |    000019647 | 7TK5RJIZDFROZCA6XF66 |  |  | $116,798,811.74           |
| J.P. Morgan Securities LLC             | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $57,246,454.59            |
| RBC Capital Markets, LLC               | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $47,141,580.20            |
| Wells Fargo Securities, LLC            | 8-35225           |    000017438 | VYVVCKR63DVZZN70PB21 | NY      | US        | $31,138,253.11            |
| CitiGroup Global Markets, Inc.         | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $28,064,906.38            |
| Banc of America Securities             | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $24,898,375.45            |
| TD Securities Inc.                     | 8-36747           |    000018476 | 5493006RJSLS5DA4PD75 |  |  | $16,767,947.21            |
| Barclays PLC                           | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $15,588,872.31            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,727,516,588.89

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $258,900,139.65

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 108 - JNL/Neuberger Berman Strategic Income Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Neuberger Berman Strategic Income Fund

- **b. Series identification number, if any:** S000036382

- **c. LEI:** 3QOU4YV63J0L1CL2VU56

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000111249                                | N/A                          |
|                           2 | Class I                 | C000111250                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $17,323,332.77

- **g. Provide the net income from securities lending activities:** $186,808.67

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(e) (17 CFR 270.18f-4(e))

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Neuberger Berman Investment Advisers LLC

- **ii. SEC file number:** 801-61757

- **iii. CRD number:** 000124687

- **iv. LEI, if any:** 8PSZVUUKYGCPW2RDO373

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Cititrust Colombia S.A. Sociedad Fiduciaria

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Citibank del Peru, S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Citibank, N.A. Cairo Branch

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Standard Bank of South Africa Limited

- **ii. LEI, if any:** 549300RPLD8RXL49Z691

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** 549300Z7V2WOFIMUEK50

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Bank Handlowy w Warszawie S.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Citibank Europe plc, Dublin - Romania Branch

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** AO Citibank

- **ii. LEI, if any:** 549300RBHWW5EJIRG629

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** Citibank, A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $36,844.16

**Brokers Record: 2**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $14,230.60

**Brokers Record: 3**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,101.01

**Brokers Record: 4**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,517.68

**Brokers Record: 5**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,287.30

**Brokers Record: 6**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,990.98

**Aggregate Commission:** $79,971.73

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Wells Fargo Securities, LLC            | 8-35225           |    000017438 | VYVVCKR63DVZZN70PB21 | NY      | US        | $1,571,627,706.29         |
| CitiGroup Global Markets, Inc.         | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $1,436,016,043.23         |
| Banc of America Securities             | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $1,355,158,922.65         |
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $1,335,238,180.82         |
| J.P. Morgan Securities LLC             | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $1,227,390,969.11         |
| BNP Paribas Securities                 | 8-32682           |    000015794 | 2J5703FH5U5M97R1I237 | NY      | US        | $1,203,152,190.54         |
| Mizuho Securities                      | 8-37710           |    000019647 | 7TK5RJIZDFROZCA6XF66 |  |  | $858,054,174.26           |
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $571,186,186.64           |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $139,823,862.39           |
| BMO Capital Markets Corp.              | 8-50538           |    000044057 | RUC0QBLBRPRCU4W1NE59 | NY      | US        | $47,398,505.54            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $10,023,428,055.85

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $745,545,163.30

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 109 - JNL/PIMCO Income Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/PIMCO Income Fund

- **b. Series identification number, if any:** S000058490

- **c. LEI:** 5493005E2UTORKLVJJ05

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000192062                                | N/A                          |
|                           2 | Class I                 | C000192063                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $6,431,065.12

- **g. Provide the net income from securities lending activities:** $79,608.74

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))

- Rule 18f-4(e) (17 CFR 270.18f-4(e))

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Pacific Investment Management Company LLC

- **ii. SEC file number:** 801-48187

- **iii. CRD number:** 000104559

- **iv. LEI, if any:** 549300KGPYQZXGMYYN38

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Banco Itau Uruguay S.A.

- **ii. LEI, if any:** 549300HU8OQS1VTVXN55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Banco Santander Chile

- **ii. LEI, if any:** 3YJP8HORPAEXJ80D6368

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Bank Handlowy w. Warszawie S.A.

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Bank Leumi le-Israel B.M.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Citibank A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Citibank del Peru S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Citibank Europe plc

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Cititrust Colombia S.A.

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** HSBC Bank Argentina S.A.

- **ii. LEI, if any:** 549300K52NF2S4SQDO82

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** HSBC Bank Malaysia Berhad

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** HSBC France Athens Branch

- **ii. LEI, if any:** MP6I5ZYZBEU3UXPYFY54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** J.P. Morgan Bank International (Limited Liability Company)**

- **ii. LEI, if any:** 549300B831LSRSI6RA15

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 7W1GMC6J4KGLBBUSYP52

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** J.P. Morgan S.A. DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** PT Bank HSBC Indonesia

- **ii. LEI, if any:** 213800HW5IDIRLWH1203

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Santander Securities Services, S.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Stanbic IBTC Bank Plc

- **ii. LEI, if any:** 029200098C3K8BI2D551

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Standard Chartered Bank Kenya Limited

- **ii. LEI, if any:** 549300RBHWW5EJIRG629

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** Standard Chartered Bank Korea Limited

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,329.26

**Brokers Record: 2**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,426.23

**Brokers Record: 3**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,644.53

**Brokers Record: 4**

- **i. Full name of broker:** BNP Paribas Securities

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** 2J5703FH5U5M97R1I237

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,468.16

**Brokers Record: 5**

- **i. Full name of broker:** Wells Fargo Investments LLC

- **ii. SEC file number:** 8-65876

- **iii. CRD number:** 000010852

- **iv. LEI, if any:** VYVVCKR63DVZZN70PB21

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,259.05

**Brokers Record: 6**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,249.26

**Brokers Record: 7**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $966.82

**Brokers Record: 8**

- **i. Full name of broker:** SOCIETE GENERALE BANNON L.L.C.

- **ii. SEC file number:** 8-49963

- **iii. CRD number:** 000042731

- **iv. LEI, if any:** N/A

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $330.82

**Brokers Record: 9**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $124.03

**Brokers Record: 10**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $112.28

**Aggregate Commission:** $22,154.80

**Item C.17.a. Principal transaction counterparties.**

| Name                                  | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Morgan Stanley & Co, Inc              | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $9,109,349,740.89         |
| Banc of America Securities            | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $5,144,046,784.45         |
| J.P. Morgan Securities LLC            | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $3,411,650,560.40         |
| Goldman Sachs & Co. LLC               | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $2,763,583,021.04         |
| Credit Suisse                         | 8-00422           |    000000816 | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $2,341,715,525.18         |
| CitiGroup Global Markets, Inc.        | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $779,747,331.12           |
| Barclays PLC                          | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $685,178,675.26           |
| Deutsche Bank Securities, Inc         | 8-17822           |    000002525 | 9J6MBOOO7BECTDTUZW19 |  |  | $338,234,150.54           |
| Nomura Securities International, Inc. | 8-15255           |    000004297 | OXTKY6Q8X53C9ILVV871 | NY      | US        | $212,216,312.16           |
| Wells Fargo Securities, LLC           | 8-35225           |    000017438 | VYVVCKR63DVZZN70PB21 | NY      | US        | $81,320,315.63            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $25,251,987,112.56

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,415,164,631.22

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 110 - JNL/PIMCO Investment Grade Credit Bond Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/PIMCO Investment Grade Credit Bond Fund

- **b. Series identification number, if any:** S000068114

- **c. LEI:** 03HIFFV5LBCCS2H8ZB47

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218187                                | N/A                          |
|                           2 | Class I                 | C000218186                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $6,773,443.14

- **g. Provide the net income from securities lending activities:** $40,930.81

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(d)(ii) (17 CFR 270.18f-4(d)(ii))

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Pacific Investment Management Company LLC

- **ii. SEC file number:** 801-48187

- **iii. CRD number:** 000104559

- **iv. LEI, if any:** 549300KGPYQZXGMYYN38

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** PT Bank HSBC Indonesia

- **ii. LEI, if any:** 213800HW5IDIRLWH1203

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Banco Santander Chile

- **ii. LEI, if any:** 3YJP8HORPAEXJ80D6368

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** J.P. Morgan S.A. DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Clearstream

- **ii. LEI, if any:** 549300OL514RA0SXJJ44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Bank Leumi le-Israel B.M.

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 7W1GMC6J4KGLBBUSYP52

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Santander Securities Services, S.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Citibank A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Citibank del Peru S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Standard Chartered Bank Korea Limited

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** HSBC Bank Malaysia Berhad

- **ii. LEI, if any:** P3RPN9OJFCXUPJWB1Q09

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Bank Handlowy w. Warszawie S.A.

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,573.67

**Brokers Record: 2**

- **i. Full name of broker:** Wells Fargo Securities, LLC

- **ii. SEC file number:** 8-35225

- **iii. CRD number:** 000017438

- **iv. LEI, if any:** VYVVCKR63DVZZN70PB21

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $893.65

**Brokers Record: 3**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $663.72

**Brokers Record: 4**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $178.54

**Brokers Record: 5**

- **i. Full name of broker:** BNP Paribas Securities

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** 2J5703FH5U5M97R1I237

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $158.89

**Brokers Record: 6**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $133.54

**Brokers Record: 7**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $100.62

**Brokers Record: 8**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $99.54

**Brokers Record: 9**

- **i. Full name of broker:** Wells Fargo Investments LLC

- **ii. SEC file number:** 8-65876

- **iii. CRD number:** 000010852

- **iv. LEI, if any:** VYVVCKR63DVZZN70PB21

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $96.82

**Brokers Record: 10**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $24.32

**Aggregate Commission:** $3,923.31

**Item C.17.a. Principal transaction counterparties.**

| Name                           | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Barclays PLC                   | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $2,887,924,025.76         |
| Credit Suisse                  | 8-00422           |    000000816 | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $1,998,399,038.05         |
| Banc of America Securities     | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $1,138,340,169.08         |
| BNP Paribas Securities         | 8-32682           |    000015794 | 2J5703FH5U5M97R1I237 | NY      | US        | $722,402,524.96           |
| Goldman Sachs & Co. LLC        | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $722,336,224.17           |
| UBS Securities LLC             | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | DE      | US        | $613,216,106.58           |
| J.P. Morgan Securities LLC     | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $362,434,199.22           |
| Deutsche Bank Securities, Inc  | 8-17822           |    000002525 | 9J6MBOOO7BECTDTUZW19 |  |  | $275,581,497.09           |
| CitiGroup Global Markets, Inc. | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $215,189,074.19           |
| Morgan Stanley & Co, Inc       | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $108,097,482.30           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $9,417,985,287.70

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,289,633,823.73

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 111 - JNL/PIMCO Real Return Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/PIMCO Real Return Fund

- **b. Series identification number, if any:** S000010711

- **c. LEI:** V4TXC5HR9FVHRRC3LU17

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000029602                                | N/A                          |
|                           2 | Class I                 | C000067998                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $178,520.13

- **g. Provide the net income from securities lending activities:** $689.51

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Pacific Investment Management Company LLC

- **ii. SEC file number:** 801-48187

- **iii. CRD number:** 000104559

- **iv. LEI, if any:** 549300KGPYQZXGMYYN38

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Bank Handlowy w. Warszawie S.A.

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Cititrust Colombia S.A.

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 7W1GMC6J4KGLBBUSYP52

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** J.P. Morgan S.A. DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Santander Securities Services, S.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $17,538.06

**Brokers Record: 2**

- **i. Full name of broker:** BNP Paribas Securities

- **ii. SEC file number:** 8-32682

- **iii. CRD number:** 000015794

- **iv. LEI, if any:** 2J5703FH5U5M97R1I237

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,961.76

**Brokers Record: 3**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,022.14

**Brokers Record: 4**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,475.99

**Brokers Record: 5**

- **i. Full name of broker:** Wells Fargo Investments LLC

- **ii. SEC file number:** 8-65876

- **iii. CRD number:** 000010852

- **iv. LEI, if any:** VYVVCKR63DVZZN70PB21

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $7,175.72

**Brokers Record: 6**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,261.12

**Brokers Record: 7**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,284.56

**Brokers Record: 8**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,649.77

**Brokers Record: 9**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,682.22

**Brokers Record: 10**

- **i. Full name of broker:** SOCIETE GENERALE BANNON L.L.C.

- **ii. SEC file number:** 8-49963

- **iii. CRD number:** 000042731

- **iv. LEI, if any:** N/A

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,186.84

**Aggregate Commission:** $75,318.35

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $23,058,361,563.97        |
| Barclays PLC                               | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $11,053,135,086.53        |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $8,059,864,291.01         |
| Banc of America Securities                 | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $1,298,928,606.51         |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $1,247,013,480.07         |
| Deutsche Bank Securities, Inc              | 8-17822           |    000002525 | 9J6MBOOO7BECTDTUZW19 |  |  | $730,618,018.24           |
| CitiGroup Global Markets, Inc.             | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $650,448,212.30           |
| State Street Corporation                   | 8-31848           |    000015105 | 571474TGEMMWANRLN572 | MA      | US        | $596,030,132.28           |
| Nomura Securities International, Inc.      | 8-15255           |    000004297 | OXTKY6Q8X53C9ILVV871 | NY      | US        | $520,059,472.10           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $337,389,086.83           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $48,405,451,557.85

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,731,302,202.70

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 112 - JNL/PPM America Floating Rate Income Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/PPM America Floating Rate Income Fund

- **b. Series identification number, if any:** S000030878

- **c. LEI:** 1O7QZWOIU4UVOH40U082

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000095821                                | N/A                          |
|                           2 | Class I                 | C000192211                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4(e) (17 CFR 270.18f-4(e))

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** PPM America, Inc.

- **ii. SEC file number:** 801-40783

- **iii. CRD number:** 000107269

- **iv. LEI, if any:** JJRYDUHUMCZ72M58YS96

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** FIAM LLC

- **ii. SEC file number:** 801-63658

- **iii. CRD number:** 000133196

- **iv. LEI, if any:** 5493004TXEKSUW10AL66

- **v. Is the sub-adviser an affiliated person?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $26,125.00

**Brokers Record: 2**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $9,750.00

**Aggregate Commission:** $35,875.00

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               | 000111079    | 5493007VBHOLN7EP1418 | IL      | US        | $785,157,676.62           |
| Morgan Stanley & Co, Inc               | 8-15869           | 000008209    | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $182,743,828.34           |
| J.P. Morgan Securities LLC             | 8-35008           | 000000079    | ZBUT11V806EZRVTWT807 | NY      | US        | $94,002,275.31            |
| Barclays PLC                           | 8-41342           | 000019714    | G5GSEF7VJP5I7OUK5573 | NY      | US        | $93,475,643.50            |
| Goldman Sachs & Co. LLC                | 8-00129           | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $68,835,652.65            |
| Banc of America Securities             | 8-42263           | 000026091    | 549300IE5TDZLY0T0V30 | NC      | US        | $102,014,955.95           |
| Royal Bank of Canada                   | N/A               | N/A          | ES7IP3U3RHIGC71XBU11 |  |  | $17,500,472.75            |
| CitiGroup Global Markets, Inc.         | 8-08177           | 000007059    | MBNUM2BPBDO7JBLYG310 | MN      | US        | $45,529,131.25            |
| Deutsche Bank Securities, Inc          | 8-17822           | 000002525    | 9J6MBOOO7BECTDTUZW19 |  |  | $44,422,117.70            |
| Credit Suisse                          | 8-00422           | 000000816    | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $37,911,229.91            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $3,269,614,328.90

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,277,665,572.60

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 113 - JNL/PPM America High Yield Bond Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/PPM America High Yield Bond Fund

- **b. Series identification number, if any:** S000001740

- **c. LEI:** 5493007632SQKKA38R44

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004647                                | N/A                          |
|                           2 | Class I                 | C000067978                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $61,146,893.81

- **g. Provide the net income from securities lending activities:** $450,001.59

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** PPM America, Inc.

- **ii. SEC file number:** 801-40783

- **iii. CRD number:** 000107269

- **iv. LEI, if any:** JJRYDUHUMCZ72M58YS96

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $926,226,598.50           |
| Barclays PLC                           | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $224,937,484.62           |
| Credit Suisse                          | 8-00422           |    000000816 | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $206,957,402.02           |
| Banc of America Securities             | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $186,496,225.72           |
| J.P. Morgan Securities LLC             | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $172,928,322.34           |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $163,480,584.51           |
| CitiGroup Global Markets, Inc.         | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $116,188,005.69           |
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $113,731,583.39           |
| Jefferies Group                        | 8-15074           |    000002347 | NY9Q8VBNB6D1L6YV0J84 | NY      | US        | $103,231,434.42           |
| RBC Capital Markets, LLC               | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $83,842,186.30            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $2,613,686,524.28

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,572,830,172.42

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 114 - JNL/PPM America Total Return Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/PPM America Total Return Fund

- **b. Series identification number, if any:** S000052996

- **c. LEI:** 549300LERJ7K7W200732

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000166583                                | N/A                          |
|                           2 | Class I                 | C000192220                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $8,245,626.79

- **g. Provide the net income from securities lending activities:** $31,373.03

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** PPM America, Inc.

- **ii. SEC file number:** 801-40783

- **iii. CRD number:** 000107269

- **iv. LEI, if any:** JJRYDUHUMCZ72M58YS96

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $57,577.84

**Aggregate Commission:** $57,577.84

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,097,932,922.28         |
| CitiGroup Global Markets, Inc.         | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $493,054,931.25           |
| Wells Fargo Securities, LLC            | 8-35225           |    000017438 | VYVVCKR63DVZZN70PB21 | NY      | US        | $470,235,761.57           |
| Banc of America Securities             | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $348,241,278.50           |
| J.P. Morgan Securities LLC             | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $342,732,440.23           |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $340,703,928.87           |
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $335,187,458.92           |
| Barclays PLC                           | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $198,435,201.15           |
| BMO Capital Markets Corp.              | 8-50538           |    000044057 | RUC0QBLBRPRCU4W1NE59 | NY      | US        | $158,588,147.40           |
| Credit Suisse                          | 8-00422           |    000000816 | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $156,990,575.19           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $4,578,661,151.73

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,555,252,471.18

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 115 - JNL/RAFI Fundamental U.S. Small Cap Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/RAFI Fundamental U.S. Small Cap Fund

- **b. Series identification number, if any:** S000064962

- **c. LEI:** 549300U2CWOJKYJQK861

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000210334                                | N/A                          |
|                           2 | Class I                 | C000210335                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $3,295,339.10

- **g. Provide the net income from securities lending activities:** $89,995.71

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** HSBC Securities (USA) Inc.

- **ii. SEC file number:** 8-41562

- **iii. CRD number:** 000019585

- **iv. LEI, if any:** CYYGQCGNHMHPSMRL3R97

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,373.52

**Brokers Record: 2**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,356.25

**Brokers Record: 3**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,156.84

**Brokers Record: 4**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,077.59

**Brokers Record: 5**

- **i. Full name of broker:** Virtu Financial, Inc

- **ii. SEC file number:** 8-51262

- **iii. CRD number:** 000045986

- **iv. LEI, if any:** Q1YYTO5MBHNGETR9DT80

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,075.85

**Brokers Record: 6**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,056.84

**Brokers Record: 7**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $937.37

**Brokers Record: 8**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $601.59

**Brokers Record: 9**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $413.87

**Brokers Record: 10**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $320.21

**Aggregate Commission:** $10,672.71

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $136,249,336.00           |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $67,377,359.55            |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $39,867,803.07            |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $36,597,085.77            |
| MacQuarie Capital Inc.                     | 8-47198           |    000036368 | 549300670K07JRB5UQ40 | NY      | US        | $453,331.39               |
| STATE STREET BROKERAGE SERVICES, INC.      | 8-44744           |    000030107 | 54ZMQ1M7YQYKOZC8E043 | MA      | US        | $216.33                   |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $280,545,132.11

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $455,608,052.79

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 116 - JNL/RAFI Multi-Factor U.S. Equity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/RAFI Multi-Factor U.S. Equity Fund

- **b. Series identification number, if any:** S000064961

- **c. LEI:** 549300JJ15MQRDCXJY76

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000210333                                | N/A                          |
|                           2 | Class I                 | C000210332                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $8,248,862.99

- **g. Provide the net income from securities lending activities:** $76,780.93

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Mellon Investments Corporation

- **ii. SEC file number:** 801-19785

- **iii. CRD number:** 000105764

- **iv. LEI, if any:** YP72O3NKHJPQEEM7IG98

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,596.06

**Brokers Record: 2**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,820.56

**Brokers Record: 3**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,465.78

**Brokers Record: 4**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,093.40

**Brokers Record: 5**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,707.80

**Brokers Record: 6**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,430.23

**Brokers Record: 7**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,330.35

**Brokers Record: 8**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $866.52

**Brokers Record: 9**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $827.59

**Brokers Record: 10**

- **i. Full name of broker:** CLSA Americas, LLC

- **ii. SEC file number:** 8-69166

- **iii. CRD number:** 000165533

- **iv. LEI, if any:** 213800M2DXATWY7JMS07

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $768.09

**Aggregate Commission:** $20,700.69

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $782,046,911.62           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $412,965,791.35           |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $405,306,307.64           |
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $346,797,905.20           |
| UBS Securities LLC                         | 8-22651           |    000007654 | T6FIZBDPKLYJKFCRVK44 | DE      | US        | $672,201.98               |
| MacQuarie Capital Inc.                     | 8-47198           |    000036368 | 549300670K07JRB5UQ40 | NY      | US        | $491,882.17               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,948,280,999.96

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $2,374,235,241.14

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 117 - JNL/T. Rowe Price Balanced Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/T. Rowe Price Balanced Fund

- **b. Series identification number, if any:** S000044437

- **c. LEI:** 549300SMDNTV0Q8VB465

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000138280                                | N/A                          |
|                           2 | Class I                 | C000192215                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $6,031,188.22

- **g. Provide the net income from securities lending activities:** $67,553.25

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** T. Rowe Price Associates, Inc.

- **ii. SEC file number:** 801-856

- **iii. CRD number:** 000105496

- **iv. LEI, if any:** 7HTL8AEQSEDX602FBU63

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** T. Rowe Price Investment Management, Inc.

- **ii. SEC file number:** 801-121434

- **iii. CRD number:** 000314590

- **iv. LEI, if any:** 549300JB5MWIPVHMEH37

- **v. Is the sub-adviser an affiliated person?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** HSBC BANK MIDDLE EAST LIMITED

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Itau CorpBanca S.A.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 549300ZHFZ4CSK7VS460

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Ceskoslovenska obchodni banka, a.s.

- **ii. LEI, if any:** Q5BP2UEQ48R75BOTCB92

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** HSBC Bank Egypt S.A.E.

- **ii. LEI, if any:** 54930016MQBB2NO5NB47

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW52

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 52990001O0THU00TYK59

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** Deutsche Bank (Malaysia) Berhad

- **ii. LEI, if any:** 529900DLWFR8HK7DR278

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Nordea Bank AB (publ), Sweden

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** Citibank del Peru, S.A.

- **ii. LEI, if any:** MYTK5NHHP1G8TVFGT193

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Bank Handlowy w Warszawie S.A.

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** Citibank Europe plc, Dublin - Romania Branch

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** AO Citibank

- **ii. LEI, if any:** 549300RBHWW5EJIRG629

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 41**

- **i. Full name:** Citibank, A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 42**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 43**

- **i. Full name:** Standard Bank of South Africa Limited

- **ii. LEI, if any:** 549300RPLD8RXL49Z691

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 44**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 529900DLWFR8HK7DR278

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 45**

- **i. Full name:** FAB Capital J.S.C.

- **ii. LEI, if any:** 2138002Y3WMK6RZS8H90

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,567.34

**Brokers Record: 2**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,596.65

**Brokers Record: 3**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $5,189.73

**Brokers Record: 4**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,860.28

**Brokers Record: 5**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,817.67

**Brokers Record: 6**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,691.95

**Brokers Record: 7**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,978.82

**Brokers Record: 8**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,823.42

**Brokers Record: 9**

- **i. Full name of broker:** Pershing, LLC

- **ii. SEC file number:** 8-17574

- **iii. CRD number:** 000007560

- **iv. LEI, if any:** ZI8Q1A8EI8LQFJNM0D94

- **v. State, if applicable:** NJ

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,761.98

**Brokers Record: 10**

- **i. Full name of broker:** BMO Capital Markets Corp.

- **ii. SEC file number:** 8-50538

- **iii. CRD number:** 000044057

- **iv. LEI, if any:** RUC0QBLBRPRCU4W1NE59

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $3,138.21

**Aggregate Commission:** $85,600.49

**Item C.17.a. Principal transaction counterparties.**

| Name                                    | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Goldman Sachs & Co. LLC                 | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $311,332,878.93           |
| Morgan Stanley & Co, Inc                | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $209,170,531.21           |
| Wells Fargo Investments LLC             | 8-65876           |    000010852 | VYVVCKR63DVZZN70PB21 | NY      | US        | $183,201,438.29           |
| J.P. Morgan Securities LLC              | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $145,428,718.06           |
| T. Rowe Price Investment Services, Inc. | 8-25130           |    000008348 | N/A                  | MD      | US        | $140,089,983.85           |
| Banc of America Securities              | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $66,193,513.14            |
| Jackson National Asset Management, LLC  | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $46,758,033.70            |
| Nomura Securities International, Inc.   | 8-15255           |    000004297 | OXTKY6Q8X53C9ILVV871 | NY      | US        | $16,281,220.96            |
| Barclays PLC                            | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $10,412,201.99            |
| CitiGroup Global Markets, Inc.          | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $8,539,342.79             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,192,753,745.97

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $488,753,015.90

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 118 - JNL/T. Rowe Price Capital Appreciation Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/T. Rowe Price Capital Appreciation Fund

- **b. Series identification number, if any:** S000068115

- **c. LEI:** 549300YZSNXAQD2YQN10

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218189                                | N/A                          |
|                           2 | Class I                 | C000218188                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $40,426,454.52

- **g. Provide the net income from securities lending activities:** $458,063.62

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** T. Rowe Price Associates, Inc.

- **ii. SEC file number:** 801-856

- **iii. CRD number:** 000105496

- **iv. LEI, if any:** 7HTL8AEQSEDX602FBU63

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** T. Rowe Price Investment Management, Inc.

- **ii. SEC file number:** 801-121434

- **iii. CRD number:** 000314590

- **iv. LEI, if any:** 549300JB5MWIPVHMEH37

- **v. Is the sub-adviser an affiliated person?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** HSBC BANK MIDDLE EAST LIMITED

- **ii. LEI, if any:** 27633OTAF8526CAHL637

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** 549300Z7V2WOFIMUEK50

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Deutsche Bank (Malaysia) Berhad

- **ii. LEI, if any:** 529900DLWFR8HK7DR278

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Standard Bank of South Africa Limited

- **ii. LEI, if any:** 549300RPLD8RXL49Z691

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $237,769.01

**Brokers Record: 2**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $125,768.09

**Brokers Record: 3**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $86,512.67

**Brokers Record: 4**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $78,919.07

**Brokers Record: 5**

- **i. Full name of broker:** BMO Capital Markets Corp.

- **ii. SEC file number:** 8-50538

- **iii. CRD number:** 000044057

- **iv. LEI, if any:** RUC0QBLBRPRCU4W1NE59

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $73,613.86

**Brokers Record: 6**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $71,077.84

**Brokers Record: 7**

- **i. Full name of broker:** Pershing, LLC

- **ii. SEC file number:** 8-17574

- **iii. CRD number:** 000007560

- **iv. LEI, if any:** ZI8Q1A8EI8LQFJNM0D94

- **v. State, if applicable:** NJ

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $70,613.46

**Brokers Record: 8**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $70,588.92

**Brokers Record: 9**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $68,619.11

**Brokers Record: 10**

- **i. Full name of broker:** Robert W. Baird & Co.

- **ii. SEC file number:** 8-00497

- **iii. CRD number:** 000008158

- **iv. LEI, if any:** 549300772UJAHRD6LO53

- **v. State, if applicable:** WI

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $61,203.46

**Aggregate Commission:** $1,486,107.99

**Item C.17.a. Principal transaction counterparties.**

| Name                                    | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| T. Rowe Price Investment Services, Inc. | 8-25130           |    000008348 | N/A                  | MD      | US        | $9,069,005,308.89         |
| Jackson National Asset Management, LLC  | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,797,558,332.31         |
| CitiGroup Global Markets, Inc.          | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $1,163,705,062.80         |
| Morgan Stanley & Co, Inc                | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $1,114,970,191.69         |
| J.P. Morgan Securities LLC              | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $1,078,719,322.62         |
| Barclays PLC                            | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $441,980,799.78           |
| Banc of America Securities              | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $265,397,368.28           |
| Goldman Sachs & Co. LLC                 | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $250,629,553.00           |
| RBC Capital Markets, LLC                | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $220,749,350.53           |
| Scotia Captial (USA), Inc.              | 8-03716           |    000002739 | 549300BLWPABP1VNME36 | NY      | US        | $140,535,732.07           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $16,207,491,131.33

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $11,164,694,013.58

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 119 - JNL/T. Rowe Price Established Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/T. Rowe Price Established Growth Fund

- **b. Series identification number, if any:** S000001749

- **c. LEI:** 549300P3I0S51DWER604

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004656                                | N/A                          |
|                           2 | Class I                 | C000067987                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $30,977,551.29

- **g. Provide the net income from securities lending activities:** $226,478.94

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** T. Rowe Price Associates, Inc.

- **ii. SEC file number:** 801-856

- **iii. CRD number:** 000105496

- **iv. LEI, if any:** 7HTL8AEQSEDX602FBU63

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** HSBC BANK MIDDLE EAST LIMITED

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 549300ZHFZ4CSK7VS460

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** Standard Bank of South Africa Limited

- **ii. LEI, if any:** 549300RPLD8RXL49Z691

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $123,583.99

**Brokers Record: 2**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $81,340.33

**Brokers Record: 3**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $67,771.10

**Brokers Record: 4**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $66,263.94

**Brokers Record: 5**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $65,815.80

**Brokers Record: 6**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $63,972.71

**Brokers Record: 7**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $41,596.75

**Brokers Record: 8**

- **i. Full name of broker:** KCG Holdings

- **ii. SEC file number:** 8-68357

- **iii. CRD number:** 000151300

- **iv. LEI, if any:** 549300U2HYPGZB6HDP95

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $33,219.19

**Brokers Record: 9**

- **i. Full name of broker:** Cowen and Company, LLC

- **ii. SEC file number:** 8-22522

- **iii. CRD number:** 000007616

- **iv. LEI, if any:** 549300WR155U7DVMIW58

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $25,279.07

**Brokers Record: 10**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $22,213.21

**Aggregate Commission:** $770,530.12

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| T. Rowe Price Investment Services, Inc.    | 8-25130           |    000008348 | N/A                  | MD      | US        | $3,119,912,854.31         |
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $197,005,355.06           |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $29,757,354.06            |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $29,483,613.88            |
| CitiGroup Global Markets, Inc.             | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $6,278,400.00             |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $2,298,555.00             |
| State Street Corporation                   | 8-31848           |    000015105 | 571474TGEMMWANRLN572 | MA      | US        | $6,126.54                 |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $3,384,742,258.85

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $9,157,859,446.92

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 120 - JNL/T. Rowe Price Mid-Cap Growth Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/T. Rowe Price Mid-Cap Growth Fund

- **b. Series identification number, if any:** S000001750

- **c. LEI:** 549300J315H0E2U54056

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004657                                | N/A                          |
|                           2 | Class I                 | C000067988                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $37,372,315.63

- **g. Provide the net income from securities lending activities:** $141,594.88

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** T. Rowe Price Associates, Inc.

- **ii. SEC file number:** 801-856

- **iii. CRD number:** 000105496

- **iv. LEI, if any:** 7HTL8AEQSEDX602FBU63

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** T. Rowe Price Investment Management, Inc.

- **ii. SEC file number:** 801-121434

- **iii. CRD number:** 000314590

- **iv. LEI, if any:** 549300JB5MWIPVHMEH37

- **v. Is the sub-adviser an affiliated person?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $167,091.98

**Brokers Record: 2**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $150,032.02

**Brokers Record: 3**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $61,383.95

**Brokers Record: 4**

- **i. Full name of broker:** Cowen and Company, LLC

- **ii. SEC file number:** 8-22522

- **iii. CRD number:** 000007616

- **iv. LEI, if any:** 549300WR155U7DVMIW58

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $57,888.53

**Brokers Record: 5**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $52,697.76

**Brokers Record: 6**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $42,171.60

**Brokers Record: 7**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $39,976.95

**Brokers Record: 8**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $29,680.39

**Brokers Record: 9**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $28,846.16

**Brokers Record: 10**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-30851

- **iii. CRD number:** 000014549

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $26,130.06

**Aggregate Commission:** $950,758.81

**Item C.17.a. Principal transaction counterparties.**

| Name                                    | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| T. Rowe Price Investment Services, Inc. | 8-25130           |    000008348 | N/A                  | MD      | US        | $1,161,493,773.95         |
| Jackson National Asset Management, LLC  | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $268,889,422.99           |
| MELLON FINANCIAL MARKETS                | 8-35255           |    000017454 | VJW2DOOHGDT6PR0ZRO63 | DE      | US        | $9,741,435.16             |
| Morgan Stanley & Co, Inc                | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $8,400,200.00             |
| J.P. Morgan Securities LLC              | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $7,561,957.00             |
| Goldman Sachs & Co. LLC                 | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $5,657,262.00             |
| State Street Corporation                | 8-31848           |    000015105 | 571474TGEMMWANRLN572 | MA      | US        | $14,300.51                |
| CitiGroup Global Markets, Inc.          | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $291.21                   |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,461,758,642.82

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $5,408,207,130.11

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 121 - JNL/T. Rowe Price Short-Term Bond Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/T. Rowe Price Short-Term Bond Fund

- **b. Series identification number, if any:** S000010707

- **c. LEI:** 5ILIEKAB15M7BGZFZO91

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000029598                                | N/A                          |
|                           2 | Class I                 | C000067996                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $27,141,821.32

- **g. Provide the net income from securities lending activities:** $160,740.04

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** T. Rowe Price Associates, Inc.

- **ii. SEC file number:** 801-856

- **iii. CRD number:** 000105496

- **iv. LEI, if any:** 7HTL8AEQSEDX602FBU63

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** T. Rowe Price Hong Kong Limited

- **ii. SEC file number:** 801-72035

- **iii. CRD number:** 000155827

- **iv. LEI, if any:** 549300J2AF74HTUGWG28

- **v. Is the sub-adviser an affiliated person?:** No

- **vi. Foreign country, if applicable:** HK

**Sub-adviser Record: 3**

- **i. Full name:** T. Rowe Price International Ltd

- **ii. SEC file number:** 801-61894

- **iii. CRD number:** 000126032

- **iv. LEI, if any:** FAJ59K74IZRGQOSHUS25

- **v. Is the sub-adviser an affiliated person?:** No

- **vi. Foreign country, if applicable:** GB

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Citibank, N.A.

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 549300ZHFZ4CSK7VS460

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** UniCredit Bank Hungary Zrt.

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Citibank, A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Standard Bank of South Africa Limited

- **ii. LEI, if any:** 549300RPLD8RXL49Z691

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,518.32

**Brokers Record: 2**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,426.74

**Brokers Record: 3**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $6,350.24

**Brokers Record: 4**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4,156.34

**Aggregate Commission:** $27,451.64

**Item C.17.a. Principal transaction counterparties.**

| Name                                    | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| T. Rowe Price Investment Services, Inc. | 8-25130           |    000008348 | N/A                  | MD      | US        | $1,529,910,529.16         |
| Goldman Sachs & Co. LLC                 | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $500,024,516.21           |
| Jackson National Asset Management, LLC  | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $474,247,672.93           |
| Morgan Stanley & Co, Inc                | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $421,140,947.61           |
| Wells Fargo Investments LLC             | 8-65876           |    000010852 | VYVVCKR63DVZZN70PB21 | NY      | US        | $286,048,093.76           |
| CitiGroup Global Markets, Inc.          | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $221,929,334.78           |
| J.P. Morgan Securities LLC              | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $205,569,213.43           |
| Barclays PLC                            | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $176,886,276.66           |
| Deutsche Bank Securities, Inc           | 8-17822           |    000002525 | 9J6MBOOO7BECTDTUZW19 |  |  | $165,091,935.41           |
| Scotia Captial (USA), Inc.              | 8-03716           |    000002739 | 549300BLWPABP1VNME36 | NY      | US        | $162,719,514.72           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $4,908,612,517.89

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.a - Fund's monthly average net assets:** $1,652,970,265.30

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 122 - JNL/T. Rowe Price U.S. High Yield Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/T. Rowe Price U.S. High Yield Fund

- **b. Series identification number, if any:** S000052994

- **c. LEI:** 549300QUD0TQE5JKFI20

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000166581                                | N/A                          |
|                           2 | Class I                 | C000192218                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $34,011,152.12

- **g. Provide the net income from securities lending activities:** $341,574.58

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** T. Rowe Price Associates, Inc.

- **ii. SEC file number:** 801-856

- **iii. CRD number:** 000105496

- **iv. LEI, if any:** 7HTL8AEQSEDX602FBU63

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** T. Rowe Price Investment Management, Inc.

- **ii. SEC file number:** 801-121434

- **iii. CRD number:** 000314590

- **iv. LEI, if any:** 549300JB5MWIPVHMEH37

- **v. Is the sub-adviser an affiliated person?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Citibank, A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** N/A

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** IMPERIAL CAPITAL LLC

- **ii. SEC file number:** 8-50397

- **iii. CRD number:** 000043744

- **iv. LEI, if any:** 549300I8X15KSI64Y307

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $50.33

**Aggregate Commission:** $50.33

**Item C.17.a. Principal transaction counterparties.**

| Name                                    | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| T. Rowe Price Investment Services, Inc. | 8-25130           |    000008348 | N/A                  | MD      | US        | $521,045,229.96           |
| Jackson National Asset Management, LLC  | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $139,338,236.82           |
| Banc of America Securities              | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $92,551,111.07            |
| Morgan Stanley & Co, Inc                | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $69,826,020.63            |
| Credit Suisse                           | 8-00422           |    000000816 | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $53,773,334.50            |
| CitiGroup Global Markets, Inc.          | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $53,671,654.55            |
| Barclays PLC                            | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $48,664,361.50            |
| J.P. Morgan Securities LLC              | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $47,135,780.13            |
| Jefferies Group                         | 8-15074           |    000002347 | NY9Q8VBNB6D1L6YV0J84 | NY      | US        | $44,465,992.13            |
| Goldman Sachs & Co. LLC                 | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $40,594,682.50            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,273,485,468.46

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $593,256,824.25

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 123 - JNL/T. Rowe Price Value Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/T. Rowe Price Value Fund

- **b. Series identification number, if any:** S000001751

- **c. LEI:** JYQO6WXPTNO33JPF8Y65

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004658                                | N/A                          |
|                           2 | Class I                 | C000067989                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $2,267,734.47

- **g. Provide the net income from securities lending activities:** $79,215.21

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** T. Rowe Price Associates, Inc.

- **ii. SEC file number:** 801-856

- **iii. CRD number:** 000105496

- **iv. LEI, if any:** 7HTL8AEQSEDX602FBU63

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** AS SEB Pank

- **ii. LEI, if any:** 5493001KQW6DM7KEDR62

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ), Sweden

- **ii. LEI, if any:** 549300NIVXF92ZIOVW61

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** Deutsche Bank AG, Netherlands

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** 549300WFGKTC3MGDCX95

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Standard Bank of South Africa Limited

- **ii. LEI, if any:** 549300RPLD8RXL49Z691

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** N/A

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $271,001.87

**Brokers Record: 2**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $202,277.04

**Brokers Record: 3**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $200,240.19

**Brokers Record: 4**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $198,196.26

**Brokers Record: 5**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $195,162.51

**Brokers Record: 6**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $178,798.31

**Brokers Record: 7**

- **i. Full name of broker:** Merrill Lynch, Pierce, Fenner & Smith Inc.

- **ii. SEC file number:** 8-07221

- **iii. CRD number:** 000007691

- **iv. LEI, if any:** 8NAV47T0Y26Q87Y0QP81

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $177,530.33

**Brokers Record: 8**

- **i. Full name of broker:** Pershing, LLC

- **ii. SEC file number:** 8-17574

- **iii. CRD number:** 000007560

- **iv. LEI, if any:** ZI8Q1A8EI8LQFJNM0D94

- **v. State, if applicable:** NJ

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $153,354.87

**Brokers Record: 9**

- **i. Full name of broker:** BMO Capital Markets Corp.

- **ii. SEC file number:** 8-50538

- **iii. CRD number:** 000044057

- **iv. LEI, if any:** RUC0QBLBRPRCU4W1NE59

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $138,646.33

**Brokers Record: 10**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $128,082.15

**Aggregate Commission:** $3,437,678.91

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| T. Rowe Price Investment Services, Inc.    | 8-25130           |    000008348 | N/A                  | MD      | US        | $4,830,786,837.41         |
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $562,993,423.82           |
| MELLON FINANCIAL MARKETS                   | 8-35255           |    000017454 | VJW2DOOHGDT6PR0ZRO63 | DE      | US        | $39,434,338.64            |
| Barclays PLC                               | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $7,778,779.06             |
| Morgan Stanley & Co, Inc                   | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $7,390,831.27             |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $5,509,435.48             |
| State Street Corporation                   | 8-31848           |    000015105 | 571474TGEMMWANRLN572 | MA      | US        | $5,767.44                 |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $5,453,899,413.12

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $5,049,925,438.64

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 124 - JNL/WCM Focused International Equity Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/WCM Focused International Equity Fund

- **b. Series identification number, if any:** S000068116

- **c. LEI:** 549300RG4MLHRF80QL87

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000218191                                | N/A                          |
|                           2 | Class I                 | C000218190                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $18,582,332.34

- **g. Provide the net income from securities lending activities:** $65,841.84

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** WCM Investment Management LLC

- **ii. SEC file number:** 801-11916

- **iii. CRD number:** 000104702

- **iv. LEI, if any:** 5493003P0SCEHNDSMX52

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** HSBC Bank (China) Company Limited

- **ii. LEI, if any:** 2CZOJRADNJXBLT55G526

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** J.P. Morgan S.A. DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 7W1GMC6J4KGLBBUSYP52

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Santander Securities Services, S.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** UniCredit Bank Czech Republic and Slovakia, a.s.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Standard Chartered Bank Korea Limited

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-30851

- **iii. CRD number:** 000014549

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $225,383.82

**Brokers Record: 2**

- **i. Full name of broker:** Liquidnet, Inc.

- **ii. SEC file number:** 8-52461

- **iii. CRD number:** 000103987

- **iv. LEI, if any:** 213800HSKBBO1GCVRG79

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $113,192.03

**Brokers Record: 3**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $111,368.37

**Brokers Record: 4**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $66,384.11

**Brokers Record: 5**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $66,194.77

**Brokers Record: 6**

- **i. Full name of broker:** Daiwa Securities

- **ii. SEC file number:** 8-12242

- **iii. CRD number:** 000182036

- **iv. LEI, if any:** M67H5PRC0NQKM73ZAS82

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $48,723.53

**Brokers Record: 7**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $47,391.73

**Brokers Record: 8**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $46,174.60

**Brokers Record: 9**

- **i. Full name of broker:** Merrill Lynch Professional Clearing Corp.

- **ii. SEC file number:** 8-33359

- **iii. CRD number:** 000016139

- **iv. LEI, if any:** 549300PMHS66E71I2D34

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $37,269.77

**Brokers Record: 10**

- **i. Full name of broker:** Cowen and Company, LLC

- **ii. SEC file number:** 8-22522

- **iii. CRD number:** 000007616

- **iv. LEI, if any:** 549300WR155U7DVMIW58

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $31,004.10

**Aggregate Commission:** $969,105.79

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $849,287,444.70           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $849,287,444.70

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,642,259,820.85

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 125 - JNL/Westchester Capital Event Driven Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/Westchester Capital Event Driven Fund

- **b. Series identification number, if any:** S000048720

- **c. LEI:** 549300BRN3KSYOGZXT91

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000153492                                | N/A                          |
|                           2 | Class I                 | C000153493                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Westchester Capital Management, LLC

- **ii. SEC file number:** 801-72002

- **iii. CRD number:** 000155686

- **iv. LEI, if any:** 549300JVYLER1U5NDK13

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** STATE STREET BANK & TRUST

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** 549300DDPTTIZ06NIV06

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Deutsche Bank S.A.E.

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** BNP Paribas Securities Services, S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** State Street Bank and Trust Company, United Kingdom branch

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Standard Chartered Bank (Hong Kong) Limited

- **ii. LEI, if any:** X5AV1MBDXGRPX5UGMX13

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Deutsche Bank S.p.A.

- **ii. LEI, if any:** KR6LSKV3BTSJRD41IF75

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Citibank N.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Sterne Agee LLC

- **ii. SEC file number:** 8-11754

- **iii. CRD number:** 000000791

- **iv. LEI, if any:** 549300B0SBRC3H0BII50

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $87,489.46

**Brokers Record: 2**

- **i. Full name of broker:** Cowen and Company, LLC

- **ii. SEC file number:** 8-22522

- **iii. CRD number:** 000007616

- **iv. LEI, if any:** 549300WR155U7DVMIW58

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $27,455.90

**Brokers Record: 3**

- **i. Full name of broker:** Raymond James Financial

- **ii. SEC file number:** 8-10999

- **iii. CRD number:** 000000705

- **iv. LEI, if any:** U4ONQX15J3RO8XCKE979

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $25,757.51

**Brokers Record: 4**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $21,987.77

**Brokers Record: 5**

- **i. Full name of broker:** Susquehanna Financial Group, LLP

- **ii. SEC file number:** 8-44325

- **iii. CRD number:** 000035865

- **iv. LEI, if any:** 549300E8QX0ZMRDC2M81

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $15,521.00

**Brokers Record: 6**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $14,734.51

**Brokers Record: 7**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,392.90

**Brokers Record: 8**

- **i. Full name of broker:** SEAPORT GROUP

- **ii. SEC file number:** 8-53535

- **iii. CRD number:** 000116270

- **iv. LEI, if any:** 54930028D6D0G5RZJ888

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,202.42

**Brokers Record: 9**

- **i. Full name of broker:** Cantor Fitzgerald Europe

- **ii. SEC file number:** 8-00134

- **iii. CRD number:** 000000201

- **iv. LEI, if any:** 549300KM6VUHPKQLQX53

- **vii. Gross commissions paid by the Fund for the reporting period:** $10,485.69

**Brokers Record: 10**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 8-65493

- **iii. CRD number:** 001222225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $8,262.39

**Aggregate Commission:** $313,630.07

**Item C.17.a. Principal transaction counterparties.**

| Name                                       | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC     | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $261,225,580.08           |
| Goldman Sachs & Co. LLC                    | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $50,129,853.23            |
| J.P. Morgan Securities LLC                 | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $21,764,487.40            |
| Merrill Lynch, Pierce, Fenner & Smith Inc. | 8-07221           |    000007691 | 8NAV47T0Y26Q87Y0QP81 | NY      | US        | $15,547,388.72            |
| Robert W. Baird & Co.                      | 8-00497           |    000008158 | 549300772UJAHRD6LO53 | WI      | US        | $12,056,313.47            |
| Jefferies Group                            | 8-15074           |    000002347 | NY9Q8VBNB6D1L6YV0J84 | NY      | US        | $9,894,541.27             |
| Credit Suisse                              | 8-00422           |    000000816 | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $4,976,704.65             |
| Barclays PLC                               | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $4,958,621.91             |
| Trumid Financial LLC                       | 8-69500           |    000172129 | 213800VNLDLEPH4XI196 | NY      | US        | $3,320,027.18             |
| Oppenheimer & Co. Inc.                     | 8-04077           |    000000249 | 254900VH02JQR2L8XD64 | NY      | US        | $2,915,399.01             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $400,652,672.63

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $135,917,957.98

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 126 - JNL/WMC Balanced Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/WMC Balanced Fund

- **b. Series identification number, if any:** S000001744

- **c. LEI:** RYL8JLXZ5W4W31LUBY59

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004651                                | N/A                          |
|                           2 | Class I                 | C000067982                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $73,333,745.41

- **g. Provide the net income from securities lending activities:** $370,185.67

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(f)(17 CFR 270.18f-4(f))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Wellington Management Company LLP

- **ii. SEC file number:** 801-15908

- **iii. CRD number:** 000106595

- **iv. LEI, if any:** 549300YHP12TEZNLCX41

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 7W1GMC6J4KGLBBUSYP52

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Santander Securities Services, S.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Standard Chartered Bank Korea Limited

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $129,079.91

**Brokers Record: 2**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $99,431.29

**Brokers Record: 3**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $69,186.14

**Brokers Record: 4**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $68,492.28

**Brokers Record: 5**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $66,006.59

**Brokers Record: 6**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $48,544.99

**Brokers Record: 7**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $48,542.98

**Brokers Record: 8**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $43,194.75

**Brokers Record: 9**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $39,024.98

**Brokers Record: 10**

- **i. Full name of broker:** Raymond James Financial

- **ii. SEC file number:** 8-10999

- **iii. CRD number:** 000000705

- **iv. LEI, if any:** U4ONQX15J3RO8XCKE979

- **v. State, if applicable:** FL

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11,928.08

**Aggregate Commission:** $751,824.05

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $11,334,725,679.67        |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $7,130,995,707.03         |
| J.P. Morgan Securities LLC             | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $6,106,847,305.70         |
| CitiGroup Global Markets, Inc.         | 8-08177           |    000007059 | MBNUM2BPBDO7JBLYG310 | MN      | US        | $5,186,341,855.20         |
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $4,137,095,870.56         |
| Barclays PLC                           | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $3,596,202,628.74         |
| Credit Suisse                          | 8-00422           |    000000816 | 1V8Y6QCX6YMJ2OELII46 | NY      | US        | $2,919,072,180.23         |
| Banc of America Securities             | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $2,731,950,965.96         |
| Wells Fargo Securities, LLC            | 8-35225           |    000017438 | VYVVCKR63DVZZN70PB21 | NY      | US        | $2,121,381,167.40         |
| Deutsche Bank Securities, Inc          | 8-17822           |    000002525 | 9J6MBOOO7BECTDTUZW19 |  |  | $429,109,678.33           |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $47,976,363,911.69

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $9,136,534,799.27

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 127 - JNL/WMC Equity Income Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/WMC Equity Income Fund

- **b. Series identification number, if any:** S000058491

- **c. LEI:** 549300RRSJ4K8TJT5Y26

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000192064                                | N/A                          |
|                           2 | Class I                 | C000192065                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $8,629,566.23

- **g. Provide the net income from securities lending activities:** $19,969.49

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Wellington Management Company LLP

- **ii. SEC file number:** 801-15908

- **iii. CRD number:** 000106595

- **iv. LEI, if any:** 549300YHP12TEZNLCX41

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** Clearstream

- **ii. LEI, if any:** 549300OL514RA0SXJJ44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** J.P. MORGAN SE - LUXEMBOURG BRANCH

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** J.P. MORGAN SE - LUXEMBOURG BRANCH

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $31,827.23

**Brokers Record: 2**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $24,977.92

**Brokers Record: 3**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $22,327.55

**Brokers Record: 4**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $19,709.46

**Brokers Record: 5**

- **i. Full name of broker:** CitiGroup Global Markets, Inc.

- **ii. SEC file number:** 8-08177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $18,232.40

**Brokers Record: 6**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $16,832.98

**Brokers Record: 7**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $16,452.23

**Brokers Record: 8**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $15,831.61

**Brokers Record: 9**

- **i. Full name of broker:** Cowen and Company, LLC

- **ii. SEC file number:** 8-22522

- **iii. CRD number:** 000007616

- **iv. LEI, if any:** 549300WR155U7DVMIW58

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $14,314.98

**Brokers Record: 10**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,394.67

**Aggregate Commission:** $255,950.51

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $1,391,428,321.46         |
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $8,497,915.14             |
| J.P. Morgan Securities LLC             | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $1,115,863.06             |
| Barclays PLC                           | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $836,325.00               |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $1,401,878,424.66

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,017,868,403.14

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 128 - JNL/WMC Global Real Estate Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/WMC Global Real Estate Fund

- **b. Series identification number, if any:** S000001732

- **c. LEI:** 549300TGRMLAB44X6663

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004639                                | N/A                          |
|                           2 | Class I                 | C000067973                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $6,542,273.95

- **g. Provide the net income from securities lending activities:** $19,885.19

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Wellington Management Company LLP

- **ii. SEC file number:** 801-15908

- **iii. CRD number:** 000106595

- **iv. LEI, if any:** 549300YHP12TEZNLCX41

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** HSBC Bank Middle East Limited

- **ii. LEI, if any:** 549300F99IL9YJDWH369

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** HSBC BANK MIDDLE EAST LIMITED

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** 2549000IV408A4RRND84

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** BNP Paribas Securities Services SCA

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** JP Morgan SA DTVM

- **ii. LEI, if any:** 5493001LS7J56NZZ3G07

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Clearstream Banking S.A.

- **ii. LEI, if any:** 549300OL514RA0SXJJ44

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Islandsbanki hf

- **ii. LEI, if any:** 549300PZMFIQR79Q0T97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Cititrust Colombia S.A. Sociedad Fiduciaria

- **ii. LEI, if any:** 549300242J3IJCOSGI49

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Bank Handlowy w Warszawie SA

- **ii. LEI, if any:** XLEZHWWOI4HFQDGL4793

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Citibank, A.S.

- **ii. LEI, if any:** CWZ8NZDH5SKY12Q4US31

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** JP Morgan Saudi Arabia Company

- **ii. LEI, if any:** 549300HST49806XTCK29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** CACEIS Bank Spain SAU

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 54930045L3MXWBD27H71

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** J.P. MORGAN SE - LUXEMBOURG BRANCH

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** HSBC Continental Europe

- **ii. LEI, if any:** MP6I5ZYZBEU3UXPYFY54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 25**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 26**

- **i. Full name:** Bank Leumi leIsrael BM

- **ii. LEI, if any:** 7JDSZWRGUQY2DSTWCR57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 27**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 28**

- **i. Full name:** BNP Paribas Securities Services SCA

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 29**

- **i. Full name:** Mizuho Bank, Limited

- **ii. LEI, if any:** 579100KKDGKCFFKKF005

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 30**

- **i. Full name:** Standard Chartered Bank Korea Limited

- **ii. LEI, if any:** NUXTG47HHHM1K2L0SG39

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 31**

- **i. Full name:** HSBC Bank Vietnam Ltd

- **ii. LEI, if any:** 213800H95OG9OHRT4Y78

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 32**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 549300LX0YIEPRTY0Z32

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 33**

- **i. Full name:** J.P. MORGAN SE - LUXEMBOURG BRANCH

- **ii. LEI, if any:** 549300ZK53CNGEEI6A29

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 34**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 35**

- **i. Full name:** JPMorgan Chase Bank NA

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 36**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 37**

- **i. Full name:** BNP Paribas Securities Services SCA

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 38**

- **i. Full name:** Skandinaviska Enskilda Banken AB (publ)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 39**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 40**

- **i. Full name:** Standard Chartered Bank (Thai) Public Company Limited

- **ii. LEI, if any:** 549300O1LQYCQ7G1IM57

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $175,952.06

**Brokers Record: 2**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $143,573.42

**Brokers Record: 3**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $116,887.33

**Brokers Record: 4**

- **i. Full name of broker:** BTIG, LLC

- **ii. SEC file number:** 8-65493

- **iii. CRD number:** 001222225

- **iv. LEI, if any:** 549300GTG9PL6WO3EC51

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $71,734.42

**Brokers Record: 5**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $52,783.33

**Brokers Record: 6**

- **i. Full name of broker:** Barclays PLC

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** G5GSEF7VJP5I7OUK5573

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $39,897.99

**Brokers Record: 7**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $39,630.57

**Brokers Record: 8**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $35,502.45

**Brokers Record: 9**

- **i. Full name of broker:** BMO Capital Markets Corp.

- **ii. SEC file number:** 8-50538

- **iii. CRD number:** 000044057

- **iv. LEI, if any:** RUC0QBLBRPRCU4W1NE59

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $28,752.81

**Brokers Record: 10**

- **i. Full name of broker:** KeyBanc Capital Markets Inc.

- **ii. SEC file number:** 8-30177

- **iii. CRD number:** 000000566

- **iv. LEI, if any:** 2EQWV0180Z211YVAD813

- **v. State, if applicable:** OH

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $25,285.61

**Aggregate Commission:** $1,004,813.45

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $483,747,622.78           |
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $6,905,348.20             |
| J.P. Morgan Securities LLC             | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $2,104,320.00             |
| Goldman Sachs & Co. LLC                | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $1,966,509.33             |
| Banc of America Securities             | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $1,904,400.00             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $496,628,200.31

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $797,459,345.39

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 129 - JNL/WMC Government Money Market Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/WMC Government Money Market Fund

- **b. Series identification number, if any:** S000001747

- **c. LEI:** 549300SYLW2U9LW95E56

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004654                                | N/A                          |
|                           2 | Class I                 | C000067985                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [x] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $0.00

- **g. Provide the net income from securities lending activities:** $0.00

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** Yes

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Wellington Management Company LLP

- **ii. SEC file number:** 801-15908

- **iii. CRD number:** 000106595

- **iv. LEI, if any:** 549300YHP12TEZNLCX41

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 7W1GMC6J4KGLBBUSYP52

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Nordea Bank AB (publ)

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

No Brokers reported.

**Item C.17.a. Principal transaction counterparties.**

| Name                                  | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Deutsche Bank Securities, Inc         | 8-17822           |    000002525 | 9J6MBOOO7BECTDTUZW19 |  |  | $66,358,628,128.69        |
| BNP Paribas Securities                | 8-32682           |    000015794 | 2J5703FH5U5M97R1I237 | NY      | US        | $51,730,306,714.25        |
| Scotia Captial (USA), Inc.            | 8-03716           |    000002739 | 549300BLWPABP1VNME36 | NY      | US        | $34,083,100,000.00        |
| Barclays PLC                          | 8-41342           |    000019714 | G5GSEF7VJP5I7OUK5573 | NY      | US        | $24,465,527,221.55        |
| J.P. Morgan Securities LLC            | 8-35008           |    000000079 | ZBUT11V806EZRVTWT807 | NY      | US        | $23,453,174,273.23        |
| Goldman Sachs & Co. LLC               | 8-00129           |    000000361 | FOR8UP27PHTHYVLBNG30 | NY      | US        | $19,300,200,000.00        |
| RBC Capital Markets, LLC              | 8-45411           |    000031194 | 549300LCO2FLSSVFFR64 | NY      | US        | $17,871,506,629.87        |
| Banc of America Securities            | 8-42263           |    000026091 | 549300IE5TDZLY0T0V30 | NC      | US        | $13,284,494,433.25        |
| Natixis Securities Amercas LLC        | 8-00719           |    000001101 | 2549003L5ZG5M2ZSE107 | NY      | US        | $10,421,000,000.00        |
| Nomura Securities International, Inc. | 8-15255           |    000004297 | OXTKY6Q8X53C9ILVV871 | NY      | US        | $2,298,665,552.45         |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $264,178,236,866.66

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** No

- **Item C.19.b - Money market fund's daily average net assets:** $2,842,419,956.66

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

### Management Investment Record: 130 - JNL/WMC Value Fund

**Item C.1. Background information.**

- **a. Full Name of the Fund:** JNL/WMC Value Fund

- **b. Series identification number, if any:** S000001748

- **c. LEI:** 5493005SBGF3OWX2GB32

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 2

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class   | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Class A                 | C000004655                                | N/A                          |
|                           2 | Class I                 | C000067986                                | N/A                          |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [ ] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** Yes

- **b. Did the Fund lend any of its securities during the reporting period?** Yes

  - **i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:**

    - **1. The Fund (or it securities lending agent) liquidated collateral pledged to secure the loaned securities?** No

    - **2. The Fund was otherwise adversely impacted?** No

**c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:**

**Securities Lending Record: 1**

- **i. Full name of securities lending agent:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. Is the securities lending agent an affiliated person...?** No

- **iv. Does the securities lending agent... indemnify the Fund against borrower default?** Yes

- **v. If the entity providing the indemnification is not the securities lending agent, provide the following information:**

  **Idemnity Providers Record: 1**

  - **1. Name of person providing indemnification:** —

  - **2. LEI, if any:** —

- **vi. Did the Fund exercise its indemnification rights during the reporting period?** No

**d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:**

**Collateral Managers Record: 1**

- **i. Full name of cash collateral manager:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** Yes

**Collateral Managers Record: 2**

- **i. Full name of cash collateral manager:** Wellington Management Company, LLP

- **ii. LEI, if any:** 549300YHP12TEZNLCX41

- **iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund??** No

- **iv. Is the cash collateral manager an affiliated person of the Fund?** No

**e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):**

- [x] Revenue sharing split

- [ ] Fee-based revenue split (other than administrative fee)

- [ ] Administrative fee

- [x] Cash collateral reinvestment fee

- [ ] Indemnification fee

- [x] Other

- [ ] N/A

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** $5,866,808.32

- **g. Provide the net income from securities lending activities:** $8,773.04

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 12d1-1 (17 CFR 270.12d1-1)

- Rule 17a-7 (17 CFR 270.17a-7)

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** No

- **b. Were any expenses reduced or waived?** No

- **c. Are the fees waived subject to recoupment?** No

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** 801-58171

- **iii. CRD number:** 000111079

- **iv. LEI, if any:** 5493007VBHOLN7EP1418

- **v. State, if applicable:** IL

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Wellington Management Company LLP

- **ii. SEC file number:** 801-15908

- **iii. CRD number:** 000106595

- **iv. LEI, if any:** 549300YHP12TEZNLCX41

- **v. Is the sub-adviser an affiliated person?:** No

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. SEC file number:** N/A

- **iii. LEI, if any:** 5493007VBHOLN7EP1418

- **iv. State, if applicable:** IL

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** Yes

**Pricing Services Record: 2**

- **i. Full name:** Refinitiv US LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 213800HQORQAP68CJJ04

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Intercontinental Exchange

- **ii. LEI, if any, or provide and describe other identifying number:** 5493000F4ZO33MV32P92

- **iii. State, if applicable:** GA

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300RMUDWPHCUQNE66

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** DE

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** S&P Global

- **ii. LEI, if any, or provide and describe other identifying number:** Y6X4K52KMJMZE7I7MY94

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** CME Group Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** LCZ7XYGSLJUHFXXNXD88

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** LCH Clearnet Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** EVK05KS7XY1DEII3R011

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** JPMorgan Chase Bank, N.A.

- **ii. LEI, if any:** 7H6GLXDRUGQFU57RNE97

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 2**

- **i. Full name:** Banco Nacional de Mexico, S.A.

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** BNP Paribas Securities Services S.C.A.

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** DBS Bank Ltd

- **ii. LEI, if any:** ATUEL7OJR5057F2PV266

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** Deutsche Bank AG

- **ii. LEI, if any:** 7LTWFZYICNSX8D621K86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 6**

- **i. Full name:** Euroclear

- **ii. LEI, if any:** 549300OZ46BRLZ8Y6F65

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** J.P. Morgan Bank Luxembourg S.A.

- **ii. LEI, if any:** 7W1GMC6J4KGLBBUSYP52

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Mizuho Bank, Ltd.

- **ii. LEI, if any:** RB0PEZSDGCO3JS6CEU02

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** Nordea Bank AB (publ)

- **ii. LEI, if any:** 6SCPQ280AIY8EP3XFW53

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** Santander Securities Services, S.A.

- **ii. LEI, if any:** 95980020140005970915

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** UBS Switzerland AG

- **ii. LEI, if any:** 549300WOIFUSNYH0FL22

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** Yes

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Jackson National Asset Management, LLC

- **ii. LEI, if any, or other identifying number:** 5493007VBHOLN7EP1418

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

No Affiliated Broker-Dealers reported.

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $46,366.64

**Brokers Record: 2**

- **i. Full name of broker:** Morgan Stanley & Co, Inc

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $29,567.72

**Brokers Record: 3**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-00129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $26,945.13

**Brokers Record: 4**

- **i. Full name of broker:** Credit Suisse

- **ii. SEC file number:** 8-00422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $15,646.32

**Brokers Record: 5**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** DE

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $15,098.72

**Brokers Record: 6**

- **i. Full name of broker:** RBC Capital Markets, LLC

- **ii. SEC file number:** 8-45411

- **iii. CRD number:** 000031194

- **iv. LEI, if any:** 549300LCO2FLSSVFFR64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $14,950.30

**Brokers Record: 7**

- **i. Full name of broker:** BMO Capital Markets Corp.

- **ii. SEC file number:** 8-50538

- **iii. CRD number:** 000044057

- **iv. LEI, if any:** RUC0QBLBRPRCU4W1NE59

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,872.30

**Brokers Record: 8**

- **i. Full name of broker:** Piper Jaffray Companies

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** QUQDBTUSOAKFEVMRMF78

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,316.48

**Brokers Record: 9**

- **i. Full name of broker:** Banc of America Securities

- **ii. SEC file number:** 8-42263

- **iii. CRD number:** 000026091

- **iv. LEI, if any:** 549300IE5TDZLY0T0V30

- **v. State, if applicable:** NC

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13,048.16

**Brokers Record: 10**

- **i. Full name of broker:** Jefferies Group

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** NY9Q8VBNB6D1L6YV0J84

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $12,906.26

**Aggregate Commission:** $259,171.45

**Item C.17.a. Principal transaction counterparties.**

| Name                                   | SEC file number   |   CRD number | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|---:|:---|:---|:---|:---|
| Jackson National Asset Management, LLC | N/A               |    000111079 | 5493007VBHOLN7EP1418 | IL      | US        | $664,599,779.88           |
| Morgan Stanley & Co, Inc               | 8-15869           |    000008209 | 9R7GPTSO7KV3UQJZQ078 | NY      | US        | $1,063,934.83             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $665,663,714.71

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $1,541,654,949.09

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $600,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** JPMorgan Chase Bank, N.A.

  - **Line Institutions Record: 2 Name of institution:** State Street Bank and Trust Company

  - **Line Institutions Record: 3 Name of institution:** The Northern Trust Company

  - **Line Institutions Record: 4 Name of institution:** Citibank, N.A.

  - **Line Institutions Record: 5 Name of institution:** The Bank of New York Mellon

  - **Line Institutions Record: 6 Name of institution:** Wells Fargo Bank, N.A.

  - **Line Institutions Record: 7 Name of institution:** Bank of America, N.A.

  - **Line Institutions Record: 8 Name of institution:** HSBC Bank USA, N.A.

  - **Line Institutions Record: 9 Name of institution:** Barclays plc

  - **Line Institutions Record: 10 Name of institution:** Credit Suisse Group AG

  - **Line Institutions Record: 11 Name of institution:** Societe Generale

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                                | SEC File number   |
|:---|:---|
| JNL/AB Sustainable Global Thematic Fund                     | 811-08894         |
| JNL/WCM China Quality Growth Fund                           | 811-08894         |
| JNL/Neuberger Berman Gold Plus Strategy Fund                | 811-08894         |
| JNL/Baillie Gifford U.S. Equity Growth Fund                 | 811-08894         |
| JNL/American Funds Bond Fund of America Fund                | 811-08894         |
| JNL/Morningstar PitchBook Listed Private Equity Fund        | 811-08894         |
| JNL Bond Index Fund                                         | 811-08894         |
| JNL Emerging Markets Index Fund                             | 811-08894         |
| JNL International Index Fund                                | 811-08894         |
| JNL Mid Cap Index Fund                                      | 811-08894         |
| JNL Small Cap Index Fund                                    | 811-08894         |
| JNL/American Funds Balanced Fund                            | 811-08894         |
| JNL/American Funds Capital Income Builder Fund              | 811-08894         |
| JNL/American Funds Capital World Bond Fund                  | 811-08894         |
| JNL/American Funds Global Growth Fund                       | 811-08894         |
| JNL/American Funds Global Small Capitalization Fund         | 811-08894         |
| JNL/American Funds Growth Fund                              | 811-08894         |
| JNL/American Funds Growth-Income Fund                       | 811-08894         |
| JNL/American Funds International Fund                       | 811-08894         |
| JNL/American Funds New World Fund                           | 811-08894         |
| JNL/American Funds Washington Mutual Investors Fund         | 811-08894         |
| JNL/Mellon Bond Index Fund                                  | 811-08894         |
| JNL/Mellon Emerging Markets Index Fund                      | 811-08894         |
| JNL/Mellon International Index Fund                         | 811-08894         |
| JNL/Mellon S&P 400 MidCap Index Fund                        | 811-08894         |
| JNL/Mellon Small Cap Index Fund                             | 811-08894         |
| JNL Aggressive Growth Allocation Fund                       | 811-08894         |
| JNL Conservative Allocation Fund                            | 811-08894         |
| JNL Growth Allocation Fund                                  | 811-08894         |
| JNL Moderate Allocation Fund                                | 811-08894         |
| JNL Moderate Growth Allocation Fund                         | 811-08894         |
| JNL/American Funds Growth Allocation Fund                   | 811-08894         |
| JNL/American Funds Moderate Growth Allocation Fund          | 811-08894         |
| JNL/Goldman Sachs Managed Aggressive Growth Fund            | 811-08894         |
| JNL/Goldman Sachs Managed Conservative Fund                 | 811-08894         |
| JNL/Goldman Sachs Managed Growth Fund                       | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Fund                     | 811-08894         |
| JNL/Goldman Sachs Managed Moderate Growth Fund              | 811-08894         |
| JNL iShares Tactical Growth Fund                            | 811-08894         |
| JNL iShares Tactical Moderate Fund                          | 811-08894         |
| JNL iShares Tactical Moderate Growth Fund                   | 811-08894         |
| JNL/Vanguard Growth ETF Allocation Fund                     | 811-08894         |
| JNL/Vanguard Moderate ETF Allocation Fund                   | 811-08894         |
| JNL/Vanguard Moderate Growth ETF Allocation Fund            | 811-08894         |
| JNL Multi-Manager Alternative Fund                          | 811-08894         |
| JNL Multi-Manager Emerging Markets Equity Fund              | 811-08894         |
| JNL Multi-Manager International Small Cap Fund              | 811-08894         |
| JNL Multi-Manager Mid Cap Fund                              | 811-08894         |
| JNL Multi-Manager Small Cap Growth Fund                     | 811-08894         |
| JNL Multi-Manager Small Cap Value Fund                      | 811-08894         |
| JNL/AQR Large Cap Defensive Style Fund                      | 811-08894         |
| JNL/Baillie Gifford International Growth Fund               | 811-08894         |
| JNL/BlackRock Global Allocation Fund                        | 811-08894         |
| JNL/BlackRock Global Natural Resources Fund                 | 811-08894         |
| JNL/BlackRock Large Cap Select Growth Fund                  | 811-08894         |
| JNL/Causeway International Value Select Fund                | 811-08894         |
| JNL/ClearBridge Large Cap Growth Fund                       | 811-08894         |
| JNL/DFA International Core Equity Fund                      | 811-08894         |
| JNL/DFA U.S. Core Equity Fund                               | 811-08894         |
| JNL/DFA U.S. Small Cap Fund                                 | 811-08894         |
| JNL/DoubleLine Core Fixed Income Fund                       | 811-08894         |
| JNL/DoubleLine Emerging Markets Fixed Income Fund           | 811-08894         |
| JNL/DoubleLine Shiller Enhanced CAPE Fund                   | 811-08894         |
| JNL/DoubleLine Total Return Fund                            | 811-08894         |
| JNL/Fidelity Institutional Asset Management Total Bond Fund | 811-08894         |
| JNL/First Sentier Global Infrastructure Fund                | 811-08894         |
| JNL/Western Asset Global Multi-Sector Bond Fund             | 811-08894         |
| JNL/Franklin Templeton Income Fund                          | 811-08894         |
| JNL/Goldman Sachs 4 Fund                                    | 811-08894         |
| JNL/GQG Emerging Markets Equity Fund                        | 811-08894         |
| JNL/Harris Oakmark Global Equity Fund                       | 811-08894         |
| JNL/Heitman U.S. Focused Real Estate Fund                   | 811-08894         |
| JNL/Invesco Diversified Dividend Fund                       | 811-08894         |
| JNL/Invesco Global Growth Fund                              | 811-08894         |
| JNL/William Blair International Leaders Fund                | 811-08894         |
| JNL/Invesco Small Cap Growth Fund                           | 811-08894         |
| JNL/JPMorgan Global Allocation Fund                         | 811-08894         |
| JNL/JPMorgan Hedged Equity Fund                             | 811-08894         |
| JNL/JPMorgan MidCap Growth Fund                             | 811-08894         |
| JNL/JPMorgan U.S. Government & Quality Bond Fund            | 811-08894         |
| JNL/JPMorgan U.S. Value Fund                                | 811-08894         |
| JNL/Lazard International Strategic Equity Fund              | 811-08894         |
| JNL/Loomis Sayles Global Growth Fund                        | 811-08894         |
| JNL/Lord Abbett Short Duration Income Fund                  | 811-08894         |
| JNL/Mellon Communication Services Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Discretionary Sector Fund               | 811-08894         |
| JNL/Mellon Consumer Staples Sector Fund                     | 811-08894         |
| JNL/Mellon Dow Index Fund                                   | 811-08894         |
| JNL/Mellon Energy Sector Fund                               | 811-08894         |
| JNL/Newton Equity Income Fund                               | 811-08894         |
| JNL/Mellon Financial Sector Fund                            | 811-08894         |
| JNL/Mellon Healthcare Sector Fund                           | 811-08894         |
| JNL/Mellon Industrials Sector Fund                          | 811-08894         |
| JNL/Mellon Information Technology Sector Fund               | 811-08894         |
| JNL/Mellon Materials Sector Fund                            | 811-08894         |
| JNL/Morningstar U.S. Sustainability Index Fund              | 811-08894         |
| JNL/Mellon Nasdaq 100 Index Fund                            | 811-08894         |
| JNL/Mellon Real Estate Sector Fund                          | 811-08894         |
| JNL/Mellon S&P 500 Index Fund                               | 811-08894         |
| JNL S&P 500 Index Fund                                      | 811-08894         |
| JNL/Mellon U.S. Stock Market Index Fund                     | 811-08894         |
| JNL/Mellon Utilities Sector Fund                            | 811-08894         |
| JNL/Mellon World Index Fund                                 | 811-08894         |
| JNL/MFS Mid Cap Value Fund                                  | 811-08894         |
| JNL/Morningstar Wide Moat Index Fund                        | 811-08894         |
| JNL/Neuberger Berman Commodity Strategy Fund                | 811-08894         |
| JNL/Neuberger Berman Strategic Income Fund                  | 811-08894         |
| JNL/PIMCO Income Fund                                       | 811-08894         |
| JNL/PIMCO Investment Grade Credit Bond Fund                 | 811-08894         |
| JNL/PIMCO Real Return Fund                                  | 811-08894         |
| JNL/PPM America Floating Rate Income Fund                   | 811-08894         |
| JNL/PPM America High Yield Bond Fund                        | 811-08894         |
| JNL/PPM America Total Return Fund                           | 811-08894         |
| JNL/RAFI Fundamental U.S. Small Cap Fund                    | 811-08894         |
| JNL/RAFI Multi-Factor U.S. Equity Fund                      | 811-08894         |
| JNL/T. Rowe Price Balanced Fund                             | 811-08894         |
| JNL/T. Rowe Price Capital Appreciation Fund                 | 811-08894         |
| JNL/T. Rowe Price Established Growth Fund                   | 811-08894         |
| JNL/T. Rowe Price Mid-Cap Growth Fund                       | 811-08894         |
| JNL/T. Rowe Price Short-Term Bond Fund                      | 811-08894         |
| JNL/T. Rowe Price U.S. High Yield Fund                      | 811-08894         |
| JNL/T. Rowe Price Value Fund                                | 811-08894         |
| JNL/WCM Focused International Equity Fund                   | 811-08894         |
| JNL/Westchester Capital Event Driven Fund                   | 811-08894         |
| JNL/WMC Balanced Fund                                       | 811-08894         |
| JNL/WMC Equity Income Fund                                  | 811-08894         |
| JNL/WMC Global Real Estate Fund                             | 811-08894         |
| JNL/WMC Value Fund                                          | 811-08894         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

**Item C.21. Swing pricing.**

- **a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?** No

## Part E: Additional Questions for ETFs and ETMFs

## N-CEN: Part G: Attachments

**Item G.1a. Attachments.**

Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below:

- [ ] i. Legal proceedings

- [ ] ii. Provision of financial support

- [x] iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only)

- [ ] iv. Change in accounting principles and practices

- [ ] v. Information required to be filed pursuant to exemptive orders

- [ ] vi. Other information required to be included as an attachment pursuant to Commission rules and regulations

## N-CEN: Signature

Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to a be signed on its behalf by the undersigned hereunto duly authorized.

**Registrant:** JNL Series Trust

**Date:** 2023-03-15

**Signature:** Andrew Tedeschi

**Title:** Principal Financial Officer