X0201 N-CEN LIVE 0000933691 XXXXXXXX true false false N-1A true JNL Series Trust 811-08894 0000933691 549300T5WIPN6IWM0D45 1 Corporate Way Lansing 48951 US-MI US 5173815500 Offices of the Registrant and of the Administrator 1 Corporate Way Lansing 48951 5173815500 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. Cooke & Bieler, L.P. 1700 Market Street Suite 3222 Philadelphia 19103 2152462030 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. AllianceBernstein L.P. 1345 Avenue of the America New York 10105 2129691000 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. AQR Capital Management, LLC Two Greenwich Plaza Greenwich 06830 2037423600 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. BlackRock Investment Management, LLC 55 East 52nd Street New York 10055 6098535600 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. Boston Partners Global Investors, Inc. 909 Third Avenue 32nd Floor New York 10022 2129080443 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. Colonial First State Asset Management (Australia) Limited Ground Floor Tower 1 201 Sussex Street Sydney AU 2000 6129303000 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. Crescent Capital Group LP 11100 Santa Monica Blvd. Suite 2000 Los Angeles 90025 3102355900 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. Dimensional Fund Advisors LP 6300 Bee Cave Road Building One Austin 78746 5123067400 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. DoubleLine Capital LP 505 N. Brand Boulevard Suite 860 Glendale 91203 2136338200 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. Franklin Advisers, Inc. One Franklin Parkway San Mateo 94403 6503123000 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. Offices of Jackson National Asset Management, LLC 225 West Wacker Drive Chicago 60606 3123385801 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. Goldman Sachs Asset Management, L.P. 200 West Street New York 10282 2129021000 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. GQG Partners, LLC 350 East Las Olas Boulevard Suite 1100 Fort Lauderdale 33301 7542185500 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. Harris Associates, L.P. 111 South Wacker Drive Suite 4699 Chicago 60606 3126463600 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. Heitman Real Estate Securities, LLC 191 North Wacker Drive Suite 2500 Chicago 60606-1615 3124250671 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. Invesco Advisers, Inc. 1555 Peachtree, N.E. Atlanta 30309 4048920896 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. J.P. Morgan Investment Management Inc. 270 Park Avenue New York 10017 2126481999 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. Lazard Asset Management LLC 30 Rockefeller Plaza New York 10112 2126326000 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. Loomis, Sayles & Company, L.P. One Financial Center Boston 02111 6174822450 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. BNY Mellon Asset Management North America Corporation One Boston Place Boston 02108 6177223553 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. Standard & Poor's Investment Advisory Services LLC 55 Water Street New York 10041 8773934360 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. Office of the Custodian: JPMorgan Chase Bank, N.A. 270 Park Avenue New York 10017 2124641909 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. Massachusetts Financial Services Company 111 Huntington Avenue Boston 02199-7618 6179545000 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. Neuberger Berman Investment Advisers LLC 190 South LaSalle Street Suite 2400 Chicago 60603 2124769000 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. OppenheimerFunds, Inc. Two World Financial Center 225 Liberty Street, 11th Floor New York 10281-1008 2123230200 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. Pacific Investment Management Company LLC 840 Newport Center Drive Newport Beach 92660 9497206000 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. PPM America, Inc. 225 West Wacker Drive Suite 1200 Chicago 60606 3126342500 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. Scout Investments, Inc. 928 Grand Boulevard Kansas City 64106 8777268842 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. T. Rowe Price Associates, Inc. 100 East Pratt Street Baltimore 21202 4103452000 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. Westchester Capital Management, LLC 100 Summit Lake Drive Valhalla 10595 9147415600 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. Wellington Management Company LLP 280 Congress Street Boston 02210 6179515000 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. BlueBay Asset Management USA LLC Four Stamford Plaza 107 Elm St., Suite 512 Stamford 06902 2035414314 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. Office of Custodian: State Street Bank and Trust Company 200 Newport Avenue North Quincy 02171 6177863000 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. WCM Investment Management 281 Brooks Street Laguna Beach 92651 9493800200 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. Granahan Investment Management, Inc. 404 Wyman Street Suite 460 Waltham 02451 7818904412 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. Cortina Asset Management, LLC 825 North Jefferson Street Suite 400 Milwaukee 53202 4142257399 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. Ivy Investment Management Company 6300 Lamar Avenue P.O. Box 29217 Shawnee Mission 66201-9217 9132361415 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. Franklin Mutual Advisers, LLC 101 John F. Kennedy Parkway Short Hills 07078 9739120200 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. Goldman Sachs Asset Management International Christchurch Court 10-15 Newgate Street London GB EC1A7HD 011442077741000 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. Invesco Asset Management Limited Perpetual Park, Perputual Park Drive Henley-on-Thames GB RG91HH 4401491417031 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. Victory Capital Management Inc. 4900 Tiedman Road 4th Floor Brooklyn 44144-1226 8776604400 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. Chicago Equity Partners, LLC 180 North Lasalle Street Ste 3800 Chicago 60601 3126298200 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. First Pacific Advisors, LLC 11400 West Olympic Boulevard Suite 1200 Los Angeles 90064 8009824372 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. ClearBridge Investments, LLC 620 8th Avenue New York 10018 2128052000 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. Franklin Templeton Institutional, LLC 600 Fifth Avenue New York 10020 2126323000 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. Invesco Hong Kong Limited 41/F, Citibank Tower, 3 Garden Road Central HK 00000 85231286311 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. Congress Asset Management Company, LLP 2 Seaport Lane Boston 02210-2001 6177371566 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. Templeton Global Advisors Limited Lyford Cay Nassau BS 00000 2423624600 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. Templeton Investment Counsel, LLC 300 S.E. 2nd Street Fort Lauderdale 33301 9545277500 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. Western Asset Management Company 385 East Colorado Boulevard Pasadena 91101 6268449400 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. BlackRock International Limited Exchange Place One, 1 Semple Street Edinburgh GB EH38BL 011 44 131 472 7200 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. BlueBay Asset Management LLP 77 Grosvenor Street London GB W1K3JR 442073893700 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. Causeway Capital Management LLC 11111 Santa Monica Boulevard 15th Floor Los Angeles 90025 3102316100 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. Champlain Investment Partners, LLC 180 Battery Street Suite 400 Burlington 05401 8028466200 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. Kayne Anderson Rudnick Investment Management, LLC 1800 Avenue of the Stars Los Angeles 90067 8773086988 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. Y N N-1A 123 Y Mark D. Nerud 002366438 Y Ellen Carnahan N/A N William J. Crowley, Jr. N/A N Michelle Engler N/A N John Gillespie N/A N William R. Rybak N/A N Mark S. Wehrle N/A N Edward Wood N/A N Patricia A. Woodworth N/A N Eric Anyah N/A N Michael Bouchard N/A N Richard J. Gorman N/A 225 West Wacker Drive Chicago 60606 XXXXXX N N N N N Jackson National Life Distributors LLC 8-48984 000040178 N/A Y N KPMG LLP 00185 5493003PVCIGA21K0K42 N N N N N N N JNL/American Funds Blue Chip Income and Growth Fund S000028038 549300UDPMPQ0R5FZZ77 Y 2 0 0 Underlying fund N N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Capital Research and Management Company M02M7XSKLMK96MWKNF95 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 626776843.470000000000 626776843.470000000000 N 40120846320.210000000000 N N N N JNL/American Funds Growth-Income Fund S000028041 549300KWVD453S8IXU65 Y 2 0 0 Underlying fund N N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Capital Research and Management Company M02M7XSKLMK96MWKNF95 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - 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section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 1116697113.520000000000 1116697113.520000000000 N 28046644906.090000000000 N N N N JNL/ClearBridge Large Cap Growth Fund S000058487 5493008MFXRB7GBL6J24 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 4344975.824166670000 65701.000000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N ClearBridge Investments, LLC 801-64710 000137028 549300L5KZQRDVVXSK45 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. 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LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 5251.240000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4908.380000000000 Raymond James Financial 8-10999 000000705 U4ONQX15J3RO8XCKE979 3681.880000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 3635.520000000000 Capital Institutional Services Inc. 8-22273 000007551 54930061X8RDWFDJIS05 3258.020000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 2964.740000000000 National Financial Services LLC 8-26740 000013041 549300JRHF1MHHWUAW04 2758.090000000000 53203.920000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 87550698.640000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 6925509.960000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 41524301.070000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 36726458.670000000000 Capital Institutional Services Inc. 8-22273 000007551 54930061X8RDWFDJIS05 25524951.460000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 17802001.670000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 13732574.470000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 9865056.800000000000 Raymond James Financial 8-10999 000000705 U4ONQX15J3RO8XCKE979 8840703.170000000000 National Financial Services LLC 8-26740 000013041 549300JRHF1MHHWUAW04 7290505.650000000000 275921858.070000000000 Y 6612833560.570000000000 Committed 675000000.000000000000 N N N N JNL/Franklin Templeton Founding Strategy Fund S000014513 P28QFI2PFDFDMVIC0H35 Y 2 0 0 Fund of Funds Underlying fund N N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 261735837.630000000000 261735837.630000000000 N 16580364430.500000000000 Committed 675000000.000000000000 N N N N JNL/Mellon Capital 10 x 10 Fund S000017157 549300UJSF4DNIRPOA31 Y 2 0 0 Fund of Funds Underlying fund N N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 96377565.370000000000 96377565.370000000000 N 5658396463.990000000000 Committed 675000000.000000000000 N N N N JNL/Mellon Capital Index 5 Fund S000017156 549300R15TIHHZQ6C029 Y 2 0 0 Fund of Funds Underlying fund N N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 210163083.760000000000 210163083.760000000000 N 11826853765.990000000000 Committed 675000000.000000000000 N N N N JNL/T. 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section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Cantor Fitzgerald Europe 8-00134 000000201 549300KM6VUHPKQLQX53 GB 12491.670000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 276.500000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 3772.510000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 2630.540000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 634.080000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 615.700000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 513.970000000000 HSBC Securities (USA) INC. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 397.770000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 352.740000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 300.080000000000 23131.080000000000 Cantor Fitzgerald Europe 8-00134 000000201 549300KM6VUHPKQLQX53 GB 138972450.470000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 3988120.140000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 37100198.110000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 36851629.260000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 9495853.390000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 9214472.250000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 7573332.840000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 5656513.790000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 5071788.180000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 4289023.340000000000 274638676.250000000000 N 2205830683.280000000000 N N N N JNL/S&P 4 Fund S000019485 54930070F9HGHKL3M644 Y 2 0 0 Fund of Funds Underlying fund N N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 1397743182.100000000000 1397743182.100000000000 N 82132764924.760000000000 Committed 675000000.000000000000 N N N N JNL/S&P Managed Conservative Fund S000001752 54930058L71IZMQ76042 Y 2 0 0 Fund of Funds Underlying fund Y N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 512739194.720000000000 512739194.720000000000 N 16414734942.360000000000 Committed 675000000.000000000000 N N N N JNL/S&P Managed Moderate Fund S000001753 549300FEHW08DTFJQG60 Y 2 0 0 Fund of Funds Underlying fund Y N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 799932185.410000000000 799932185.410000000000 N 37995992897.460000000000 Committed 675000000.000000000000 N N N N JNL/S&P Managed Moderate Growth Fund S000001755 549300D2KTHJZBWFEX31 Y 2 0 0 Fund of Funds Underlying fund Y N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 1593213969.900000000000 1593213969.900000000000 N 74034864560.560000000000 Committed 675000000.000000000000 N N N N JNL/S&P Managed Growth Fund S000001756 5493005LVNCUWFRPLI20 Y 2 0 0 Fund of Funds Underlying fund Y N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 1539004234.430000000000 1539004234.430000000000 N 67249180761.050000000000 Committed 675000000.000000000000 N N N N JNL Aggressive Growth Allocation Fund S000014519 5493008TLB1Y7THT9472 Y 2 0 0 Fund of Funds Underlying fund Y N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 1294323619.300000000000 1294323619.300000000000 N 18760616054.790000000000 Committed 675000000.000000000000 N N N N JNL/S&P Managed Aggressive Growth Fund S000001757 549300ELT0VKTMI1VU61 Y 2 0 0 Fund of Funds Underlying fund Y N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 547752977.740000000000 547752977.740000000000 N 27140947440.940000000000 Committed 675000000.000000000000 N N N N JNL Moderate Growth Allocation Fund S000014517 549300ZFRW5TRM5UZV33 Y 2 0 0 Fund of Funds Underlying fund Y N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 1485358896.340000000000 1485358896.340000000000 N 28995677903.740000000000 Committed 675000000.000000000000 N N N N JNL Growth Allocation Fund S000014518 549300IOZWOEHPLNZ080 Y 2 0 0 Fund of Funds Underlying fund Y N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 1697923880.300000000000 1697923880.300000000000 N 29573806306.960000000000 Committed 675000000.000000000000 N N N N JNL/American Funds Balanced Fund S000001787 U3NCN4YLNG2WH0R9HZ03 Y 2 0 0 Underlying fund N N N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Capital Research and Management Company M02M7XSKLMK96MWKNF95 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 394414311.620000000000 394414311.620000000000 N 11563287317.720000000000 N N N N JNL/American Funds Global Bond Fund S000028039 549300FEDK0NZBLGU059 Y 2 0 0 Underlying fund Y N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Capital Research and Management Company M02M7XSKLMK96MWKNF95 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 154406682.140000000000 154406682.140000000000 N 6393157644.470000000000 N N N N JNL/American Funds Global Small Capitalization Fund S000028040 549300752MFV7NU9SW54 Y 2 0 0 Underlying fund N N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Capital Research and Management Company M02M7XSKLMK96MWKNF95 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 125960030.560000000000 125960030.560000000000 N 8520206773.610000000000 N N N N JNL/American Funds International Fund S000028042 549300CY4RFIM25F4M98 Y 2 0 0 Underlying fund N N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Capital Research and Management Company M02M7XSKLMK96MWKNF95 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 410158229.920000000000 410158229.920000000000 N 24186373369.410000000000 N N N N JNL/American Funds New World Fund S000028043 549300H25VHN68D56J20 Y 2 0 0 Underlying fund N N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Capital Research and Management Company M02M7XSKLMK96MWKNF95 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 265640385.780000000000 265640385.780000000000 N 16430646217.440000000000 N N N N JNL/American Funds Capital Income Builder Fund S000062459 549300UOB50M0T7ZRI72 Y 2 0 0 Underlying fund N N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Capital Research and Management Company M02M7XSKLMK96MWKNF95 N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - 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Baird & Co. 8-00497 000008158 549300772UJAHRD6LO53 91344.160000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 85253.130000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 74460.420000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 68325.890000000000 2248771.260000000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 430719665.640000000000 Weeden & Company, LP 8-37267 000016835 549300OYBLKSN8M8EW67 84638424.030000000000 State Street Corporation 8-31848 000015105 571474TGEMMWANRLN572 356544364.320000000000 Jefferies Group 8-15074 000002347 NY9Q8VBNB6D1L6YV0J84 242439102.180000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 234916698.670000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 153948307.930000000000 Goldman Sachs & Co. 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LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Capital Institutional Services Inc. 8-22273 000007551 54930061X8RDWFDJIS05 183665.250000000000 Raymond James Financial 8-10999 000000705 U4ONQX15J3RO8XCKE979 78977.040000000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 151820.890000000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 149152.370000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 118159.620000000000 Royal Bank of Canada 8-45411 000031194 ES7IP3U3RHIGC71XBU11 CA 103721.230000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 100706.050000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 97837.010000000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 90933.670000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 85382.090000000000 1838166.490000000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 176989961.330000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 49089996.750000000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 154529996.050000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 119794476.410000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 94228791.460000000000 State Street Corporation 8-31848 000015105 571474TGEMMWANRLN572 89560493.390000000000 Capital Institutional Services Inc. 8-22273 000007551 54930061X8RDWFDJIS05 79177606.040000000000 Royal Bank of Canada 8-45411 000031194 ES7IP3U3RHIGC71XBU11 CA 78700787.630000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 66937083.050000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 52841454.040000000000 1791270397.150000000000 Y 14428549835.070000000000 Committed 675000000.000000000000 N N N N JNL/AB Dynamic Asset Allocation Fund S000044434 5493006EPIXV8QL7UN39 Y 2 0 0 Underlying fund N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 3486898.915000000000 28321.320000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N AllianceBernstein L.P. 801-56720 000108477 0JK55UGWSWNF3X7KLQ85 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Deutsche Bank S.A.E. F3JS33DEI6XQ4ZBPTN86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 6SCPQ280AIY8EP3XFW53 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. D1HEB8VEU6D9M8ZUXG17 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. 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KR6LSKV3BTSJRD41IF75 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Limited 579100KKDGKCFFKKF005 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG 2549000IV408A4RRND84 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 549300LX0YIEPRTY0Z32 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank (Malaysia) Berhad 529900DLWFR8HK7DR278 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 549300NIVXF92ZIOVW61 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) 549300WFGKTC3MGDCX95 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, A.S. CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Bank of South Africa Limited 549300RPLD8RXL49Z691 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, N.A. 579100KKDGKCFFKKF005 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH 549300DDPTTIZ06NIV06 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 549300F99IL9YJDWH369 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 3999.960000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 33.320000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 3545.060000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 3033.870000000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 232.240000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 204.230000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 181.010000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 87.660000000000 Virtu Financial, Inc 8-51262 000045986 Q1YYTO5MBHNGETR9DT80 56.490000000000 Citation Financial Group 8-43632 000028305 N/A 51.140000000000 11471.210000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 93912375.150000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 75081414.170000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 56278790.300000000000 Citation Financial Group 8-43632 000028305 N/A 1756267.040000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1628300.380000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 1350148.050000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 1283886.790000000000 Virtu Financial, Inc 8-51262 000045986 Q1YYTO5MBHNGETR9DT80 1269086.240000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 537591.730000000000 233582183.520000000000 Y 440128012.910000000000 Committed 675000000.000000000000 N N N N JNL/AQR Large Cap Relaxed Constraint Equity Fund S000014512 GYWXMZPOS2OPN1VB9K35 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 1677263.118333330000 55728.120000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N AQR Capital Management, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 10315.020000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 7262.950000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 6534.800000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 3294.740000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 1226.370000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 1086.960000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 515.260000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 489.140000000000 30725.240000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 620272365.770000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 260673268.170000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 245854825.300000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 231768671.670000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 205669165.830000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 129593440.360000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 81992443.940000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 61833123.190000000000 1837657304.230000000000 N 6684177549.260000000000 Committed 675000000.000000000000 N N N N JNL/AQR Managed Futures Strategy Fund S000033504 EXLO271NEH81J1EYDW57 Y 2 0 0 Underlying fund Y Y N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N AQR Capital Management, LLC 801-55543 000111883 549300GC5MDF1KXYMP06 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Clearstream 549300OL514RA0SXJJ44 LU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 200401.400000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 67335.090000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 45867.490000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 45132.520000000000 358736.500000000000 Goldman Sachs & Co. 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LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Itau CorpBanca S.A. F3JS33DEI6XQ4ZBPTN86 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S.A. Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. 549300Z7V2WOFIMUEK50 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH 549300DDPTTIZ06NIV06 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 549300F99IL9YJDWH369 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Egypt S.A.E. 54930016MQBB2NO5NB47 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.A.E. F3JS33DEI6XQ4ZBPTN86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 549300F99IL9YJDWH369 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 6SCPQ280AIY8EP3XFW53 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 52990001O0THU00TYK59 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. D1HEB8VEU6D9M8ZUXG17 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. ZMHGNT7ZPKZ3UFZ8EO46 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.p.A. KR6LSKV3BTSJRD41IF75 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Limited 579100KKDGKCFFKKF005 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Maghreb 5493003FVWLMBFTISI11 MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED 579100KKDGKCFFKKF005 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 549300LX0YIEPRTY0Z32 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank (Malaysia) Berhad 529900DLWFR8HK7DR278 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Oslo Sweden 549300NIVXF92ZIOVW61 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru, S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie S.A. 7LTWFZYICNSX8D621K86 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AO Citibank 549300RBHWW5EJIRG629 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) 549300WFGKTC3MGDCX95 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG 2549000IV408A4RRND84 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) 549300WFGKTC3MGDCX95 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank N.A. 549300WCGB70D06XZS54 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, A.S. CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Bank of South Africa Limited 549300RPLD8RXL49Z691 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, N.A. 579100KKDGKCFFKKF005 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Goldman Sachs & Co. 8-00129 000000361 FOR8UP27PHTHYVLBNG30 208399.970000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 23384.800000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 199837.020000000000 Citigroup Global Markets 8-08177 000007059 MBNUM2BPBDO7JBLYG310 148610.070000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 89618.560000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 89441.480000000000 Sanford C. Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 47509.800000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 38667.140000000000 Jefferies Group 8-15074 000002347 NY9Q8VBNB6D1L6YV0J84 31563.310000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 27473.800000000000 1095576.200000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 417718652.650000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 32186872.010000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 294507010.100000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 264539318.110000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 251590109.060000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 154960040.920000000000 Sanford C. Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 108401733.140000000000 Jefferies Group 8-15074 000002347 NY9Q8VBNB6D1L6YV0J84 95772181.150000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 95575790.810000000000 CLSA Ltd. 8-69166 000161379 213800CF5G9GRZD2RV79 CN 38687084.740000000000 1972783783.030000000000 Y 6510977283.460000000000 Committed 675000000.000000000000 N N N N JNL/First State Global Infrastructure Fund S000034689 ZZ2F28ZQ5VWBM1BTGH31 Y 2 0 0 Underlying fund Y N Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Revenue sharing split Administrative fee Cash collateral reinvestment fee Other Rebates (paid to borrower) 14757134.899741800000 144191.220000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Colonial First State Asset Management (Australia) Limited 801-73006 000160034 549300MACVLN46DK7389 N AU Brookfield Investment Management Inc. 801-34605 000110497 C6J3FGIWG6MBDGTE8F80 CA 2018-08-13 Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Santander Securities Services, S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DBS Bank Ltd ATUEL7OJR5057F2PV266 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank A.S. CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Malaysia Berhad P3RPN9OJFCXUPJWB1Q09 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan S.A. DTVM 5493001LS7J56NZZ3G07 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 328907.770000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 78265.690000000000 Royal Bank of Canada 8-45411 000031194 ES7IP3U3RHIGC71XBU11 CA 286804.310000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 180638.930000000000 MacQuarie Capital Inc. 8-47198 000036368 549300670K07JRB5UQ40 152825.970000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 133451.900000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 129651.900000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 97799.630000000000 State Street Corporation 8-31848 000015105 571474TGEMMWANRLN572 95142.170000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 92046.700000000000 2245107.210000000000 State Street Corporation 8-31848 000015105 571474TGEMMWANRLN572 664429838.670000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 83878038.550000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 307226860.750000000000 Royal Bank of Canada 8-45411 000031194 ES7IP3U3RHIGC71XBU11 CA 242577761.400000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 214568689.750000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 145892148.040000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 144251293.810000000000 Sanford C. Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 106312701.960000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 103750901.200000000000 MacQuarie Capital Inc. 8-47198 000036368 549300670K07JRB5UQ40 94496711.880000000000 2863799052.270000000000 Y 11456946350.410000000000 Committed 675000000.000000000000 N N N N JNL/Causeway International Value Select Fund S000001724 6W5WE6L7G8XTDYHXFH73 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 34716940.955833300000 392512.310000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Causeway Capital Management LLC 801-60343 000113308 5493008B4M4EF3B5X872 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 549300NIVXF92ZIOVW61 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank N.A. 549300WCGB70D06XZS54 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) 549300WFGKTC3MGDCX95 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Limited 579100KKDGKCFFKKF005 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 6SCPQ280AIY8EP3XFW53 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, A.S. CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.A.E. F3JS33DEI6XQ4ZBPTN86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED 579100KKDGKCFFKKF005 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.p.A. KR6LSKV3BTSJRD41IF75 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. ZMHGNT7ZPKZ3UFZ8EO46 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG 2549000IV408A4RRND84 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH 549300DDPTTIZ06NIV06 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 549300F99IL9YJDWH369 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 135925.210000000000 Daiwa Securities 8-12242 000182036 M67H5PRC0NQKM73ZAS82 27949.910000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 95796.220000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 94348.510000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 85061.380000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 79054.810000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 59507.660000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 49270.200000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 43290.110000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 29506.220000000000 904529.030000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 201912446.160000000000 T. Rowe Price Investment Services 8-25130 000126032 FAJ59K74IZRGQOSHUS25 GB 27412060.630000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 175683352.680000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 163020035.940000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 70459737.360000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 60619089.250000000000 Mizuho Securities 8-37710 000019647 7TK5RJIZDFROZCA6XF66 JP 57005990.940000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 53651873.710000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 52017448.430000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 42964454.840000000000 1120679845.020000000000 Y 20914925806.460000000000 Committed 675000000.000000000000 N N N N JNL/Crescent High Income Fund S000052994 549300QUD0TQE5JKFI20 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 35769241.944166700000 483158.410000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Crescent Capital Group, LP 801-71747 000153966 549300L8Z46F3ZAWSB82 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Skandinaviska Enskilda Banken AB (publ), Sweden 549300NIVXF92ZIOVW61 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank N.A. 549300WCGB70D06XZS54 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) 549300WFGKTC3MGDCX95 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Limited 579100KKDGKCFFKKF005 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 6SCPQ280AIY8EP3XFW53 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, A.S. CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.A.E. F3JS33DEI6XQ4ZBPTN86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.p.A. KR6LSKV3BTSJRD41IF75 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG 2549000IV408A4RRND84 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 549300F99IL9YJDWH369 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. ZMHGNT7ZPKZ3UFZ8EO46 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH 549300DDPTTIZ06NIV06 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 549300F99IL9YJDWH369 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 GOLDMAN SACHS & CO. 8-00129 000000361 FOR8UP27PHTHYVLBNG30 132864563.070000000000 DEUTSCHE BANK ALEX BROWN INC. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 30112443.340000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 124733325.190000000000 J.P. MORGAN SECURITIES, INC. 8-36950 000018718 ZBUT11V806EZRVTWT807 109912695.650000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 106305050.110000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 97499191.140000000000 JP Morgan Securities Inc. 8-36950 000015733 ZBUT11V806EZRVTWT807 61525066.990000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 51079608.950000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 39731641.750000000000 WELLS FARGO SECURITIES, INC. 8-65876 000126292 VYVVCKR63DVZZN70PB21 32191800.280000000000 1013132136.000000000000 N 7415229209.620000000000 Committed 675000000.000000000000 N N N N JNL/DFA U.S. Core Equity Fund S000001765 ZW2INF764H5QYB622M96 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 24317843.275000000000 281536.960000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Dimensional Fund Advisors L.P. 801-16283 000106482 S31KDR2I4VDC432ELJ36 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 12696.170000000000 Jefferies Group 8-15074 000002347 NY9Q8VBNB6D1L6YV0J84 8136.500000000000 KCG Holdings 8-68357 000151300 549300U2HYPGZB6HDP95 2202.210000000000 Rosenblatt Securities Inc. 8-24255 000018377 549300KXQP6H4QO07E91 375.300000000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 156.430000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 131.830000000000 JonesTrading Institutional Services, LLC 8-26089 000006888 2138008JJ5PA8H5UIL69 104.760000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 57.300000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 4.690000000000 23865.190000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 100695024.540000000000 Jefferies Group 8-15074 000002347 NY9Q8VBNB6D1L6YV0J84 60354693.010000000000 KCG Securities, LLC 8-68357 000151300 549300U2HYPGZB6HDP95 15739680.380000000000 Rosenblatt Securities Inc. 8-24255 000018377 549300KXQP6H4QO07E91 2043068.200000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 1060005.710000000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 731839.450000000000 JonesTrading Institutional Services, LLC 8-26089 000006888 2138008JJ5PA8H5UIL69 149848.490000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 35972.940000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 3837.850000000000 180813970.570000000000 Y 14039710604.910000000000 Committed 675000000.000000000000 N N N N JNL/DoubleLine Core Fixed Income Fund S000001736 MB7NZP6EO4DC5ZJFI334 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 36810824.630833300000 209656.200000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N DoubleLine Capital LP 801-70942 000152606 549300AQKG3ZYRYGH003 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank, N.A. 579100KKDGKCFFKKF005 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 NOMURA SECURITIES INTERNATIONAL, INC. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 770903756.720000000000 ROYAL BANK OF SCOTLAND 8-37135 000011707 213800Q2R9T8R2YIPS58 GB 249180425.930000000000 GOLDMAN SACHS & CO. 8-00129 000000361 FOR8UP27PHTHYVLBNG30 628779440.600000000000 MERRILL LYNCH, PIERCE, FENNER, & SMITH 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 613639340.460000000000 HSBC SECURITIES, INC. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 429862206.580000000000 BARCLAYS CAPITAL INC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 341053120.260000000000 CREDIT SUISSE SECURITIES, LLC 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 319278211.270000000000 MORGAN STANLEY & CO., INCORPORATED 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 304449042.370000000000 J.P. MORGAN 8-36950 000015733 ZBUT11V806EZRVTWT807 286222297.690000000000 CITIGROUP GLOBAL MARKETS(FRMRLY SALOMON) 8-08177 000007059 MBNUM2BPBDO7JBLYG310 252023568.700000000000 3864256441.000000000000 N 42606309669.350000000000 Committed 675000000.000000000000 N N N N JNL/DoubleLine Emerging Markets Fixed Income Fund S000052995 5493005ZIRW81LF1UH66 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 23553000.305000000000 101390.290000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N DoubleLine Capital LP 801-70942 000152606 549300AQKG3ZYRYGH003 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 HSBC SECURITIES, INC. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 97322062.580000000000 J.P. MORGAN 8-36950 000015733 ZBUT11V806EZRVTWT807 14302052.500000000000 JEFFERIES BACHE SECURITIES, LLC 8-66040 000127733 DJS9WROV0VX53O13U638 53684914.230000000000 BARCLAYS CAPITAL INC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 47750364.250000000000 GOLDMAN SACHS & CO. 8-00129 000000361 FOR8UP27PHTHYVLBNG30 39320333.750000000000 MERRILL LYNCH, PIERCE, FENNER, & SMITH 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 31667278.750000000000 PERSHING, LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 31462629.250000000000 UBS SECURITIES LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 25573388.000000000000 CITIGROUP GLOBAL MARKETS(FRMRLY SALOMON) 8-08177 000007059 MBNUM2BPBDO7JBLYG310 24700915.870000000000 STANDARD CHARTERED BANK 8-66397 000130847 5493003GCX71N8988W38 GB 17036592.580000000000 556122995.000000000000 N 6503291659.740000000000 Committed 675000000.000000000000 N N N N JNL/DoubleLine Shiller Enhanced CAPE Fund S000050455 549300RS4S5278OI1746 Y 2 0 0 Underlying fund N N Y N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N DoubleLine Capital LP 801-70942 000152606 549300AQKG3ZYRYGH003 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 NOMURA SECURITIES INTERNATIONAL, INC. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 298756524.240000000000 BANCAMERICA SECURITIES 8-35968 000017977 N/A 105380312.650000000000 CREDIT SUISSE SECURITIES, LLC 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 276425995.700000000000 GOLDMAN SACHS & CO. 8-00129 000000361 FOR8UP27PHTHYVLBNG30 268683963.540000000000 J.P. MORGAN 8-36950 000015733 ZBUT11V806EZRVTWT807 266354482.030000000000 MORGAN STANLEY & CO., INCORPORATED 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 195067229.990000000000 CITIGROUP GLOBAL MARKETS(FRMRLY SALOMON) 8-08177 000007059 MBNUM2BPBDO7JBLYG310 164899523.100000000000 BNP PARIBAS SECURITIES 8-32682 000015794 2J5703FH5U5M97R1I237 130487142.030000000000 MERRILL LYNCH, PIERCE, FENNER, & SMITH 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 119827708.560000000000 BARCLAYS CAPITAL INC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 115191660.280000000000 2795230787.000000000000 N 18328148425.530000000000 Committed 675000000.000000000000 N N N N JNL/FPA + DoubleLine Flexible Allocation Fund S000026435 EZ89RL1H3P8UYHE9IZ90 Y 2 0 0 Underlying fund N N Y N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 6082990.641666670000 60885.680000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Ivy Investment Management Company 801-61515 000123381 549300F178E4UZJNUI38 N N First Pacific Advisors, LLC 801-67160 000141823 549300TY1SOO1YMJCK37 N N DoubleLine Capital LP 801-70942 000152606 549300AQKG3ZYRYGH003 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 209375.670000000000 CLSA Ltd. 8-69166 000161379 213800CF5G9GRZD2RV79 CN 28868.870000000000 Sanford C. Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 170860.920000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 117925.100000000000 Mizuho Securities 8-37710 000019647 7TK5RJIZDFROZCA6XF66 JP 99873.470000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 95049.730000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 83263.190000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 62858.040000000000 Capital Institutional Services Inc. 8-22273 000007551 54930061X8RDWFDJIS05 48307.160000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 37333.250000000000 1215257.930000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 419923636.050000000000 Jefferies International Limited 8-15074 000002347 58PU97L1C0WSRCWADL48 GB 42407035.300000000000 Sanford C. Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 188523868.660000000000 Capital Institutional Services Inc. 8-22273 000007551 54930061X8RDWFDJIS05 152826500.110000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 140986973.260000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 139338991.580000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 110553099.990000000000 Goldman Sachs & Co. 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LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 148646823.120000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 133652275.260000000000 Rosenblatt Securities Inc. 8-24255 000018377 549300KXQP6H4QO07E91 82505366.080000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 59429899.460000000000 Wells Fargo & Company 8-65876 000126292 VYVVCKR63DVZZN70PB21 50551243.090000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 47311702.020000000000 BMO Capital Markets Corp. 8-50538 000044057 RUC0QBLBRPRCU4W1NE59 25449640.940000000000 National Financial Services LLC 8-26740 000013041 549300JRHF1MHHWUAW04 23080700.030000000000 805385398.890000000000 Y 28893657826.560000000000 Committed 675000000.000000000000 N N N N JNL/Franklin Templeton International Small Cap Fund S000019479 549300WFAUGRG8AWQM37 Y 2 0 0 Underlying fund N N Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Revenue sharing split Administrative fee Cash collateral reinvestment fee Other Rebates (paid to borrower) 31678419.178664700000 713042.870000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Franklin Templeton Institutional, LLC 801-60684 000117384 549300RQFX1DXB0AF136 N N Templeton Investment Counsel, LLC 801-15125 000111370 D8ZZMLBMZO5UV5R9DG61 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) DBS Bank Ltd ATUEL7OJR5057F2PV266 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Bermuda Limited 0W1U67PTV5WY3WYWKD79 BM N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Malaysia Berhad P3RPN9OJFCXUPJWB1Q09 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank International LLC 549300B831LSRSI6RA15 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan S.A. DTVM 5493001LS7J56NZZ3G07 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) PT Bank HSBC Indonesia 213800HW5IDIRLWH1203 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Santander Securities Services, S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Korea Limited NUXTG47HHHM1K2L0SG39 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Santander Chile 3YJP8HORPAEXJ80D6368 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w. Warszawie S.A. XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Leumi le-Israel B.M. 7JDSZWRGUQY2DSTWCR57 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank A.S. CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, N.A. E57ODZWZ7FF32TWEFA76 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 30835.130000000000 BNP Paribas Securities 8-32682 000015794 2J5703FH5U5M97R1I237 15595.610000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 27934.290000000000 Kestrel Partners LLP N/A 000226573 549300EYI30YCQJGOB82 GB 25933.810000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 25033.090000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 24195.500000000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 21065.000000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 20403.830000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 17062.370000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 16397.370000000000 414253.100000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 36822763.950000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 14520693.840000000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 33372377.290000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 24778606.750000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 23949172.700000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 22150002.970000000000 Kestrel Partners LLP N/A 000226573 549300EYI30YCQJGOB82 GB 17285457.180000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 16140818.120000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 15553439.900000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 15002761.070000000000 375131730.330000000000 Y 8419554620.620000000000 Committed 675000000.000000000000 N N N N JNL/Franklin Templeton Mutual Shares Fund S000014515 3W1CUOCCKCSQK3VR0Q06 Y 2 0 0 Underlying fund N N Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Revenue sharing split Administrative fee Cash collateral reinvestment fee Other Rebates (paid to borrower) 10215920.001774700000 102780.120000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Franklin Mutual Advisers, LLC 801-53068 000111376 549300700KN6X7XAH545 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Argentina S.A. 549300K52NF2S4SQDO82 AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Bermuda Limited 0W1U67PTV5WY3WYWKD79 BM N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Malaysia Berhad P3RPN9OJFCXUPJWB1Q09 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Oman S.A.O.G. 213800YRPSOSH9OA2V29 OM N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC France Athens Branch MP6I5ZYZBEU3UXPYFY54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. 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CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DBS Bank Ltd ATUEL7OJR5057F2PV266 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Sanford C. Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 46678.090000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 8193.040000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 22203.390000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 21154.360000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 17863.480000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 12550.840000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 11585.970000000000 Evercore ISI Group 8-49830 000042405 5493008F0LRLS5N8LZ81 10720.470000000000 Wells Fargo & Company 8-65876 000126292 VYVVCKR63DVZZN70PB21 9051.840000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 8283.690000000000 230201.650000000000 Sanford C. Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 185684596.400000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 11330187.450000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 102240541.100000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 32563625.380000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 28600768.740000000000 RBC Dominion Securities Corp. 8-45411 000031194 ZE2ZWJ5BTIQJ8M0C6K34 CA 28017976.710000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 20701603.650000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 17613824.370000000000 National Financial Services LLC 8-26740 000013041 549300JRHF1MHHWUAW04 17510387.260000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 15166632.020000000000 536685823.330000000000 Y 13699742327.220000000000 Committed 675000000.000000000000 N N N N JNL/Goldman Sachs Core Plus Bond Fund S000001741 5MOEXA412PBCXUP0ZJ40 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 4740156.865833330000 16482.040000000000 Rule 10f-3 (17 CFR 270.10f-3) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17e-1 (17 CFR 270.17e-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Goldman Sachs Asset Management, L.P. 801-37591 000107738 CF5M58QA35CFPUX70H17 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) UniCredit Bank Czech Republic and Slovakia, a.s. 549300Z7V2WOFIMUEK50 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH 549300DDPTTIZ06NIV06 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 549300F99IL9YJDWH369 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Egypt S.A.E. 54930016MQBB2NO5NB47 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.A.E. F3JS33DEI6XQ4ZBPTN86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 6SCPQ280AIY8EP3XFW53 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. D1HEB8VEU6D9M8ZUXG17 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, N.A. 579100KKDGKCFFKKF005 AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. ZMHGNT7ZPKZ3UFZ8EO46 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.p.A. 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MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie S.A. 7LTWFZYICNSX8D621K86 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG 2549000IV408A4RRND84 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe plc, Dublin - Romania Branch 579100KKDGKCFFKKF005 RO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) 549300WFGKTC3MGDCX95 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank N.A. 549300WCGB70D06XZS54 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, A.S. CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Bank of South Africa Limited 549300RPLD8RXL49Z691 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, N.A. 579100KKDGKCFFKKF005 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S.A. Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 303.940000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 61617.590000000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 161.650000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 22143.650000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 1779.670000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 828.370000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 806.400000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 680.940000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 481.750000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 440.640000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 303.940000000000 89312.270000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 5233126176.130000000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 14421502.170000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 2010259050.590000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 130918180.060000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 72352443.050000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 58022545.280000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 47439817.240000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 33896563.220000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 25237907.030000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 22294848.040000000000 7653831624.030000000000 N 12461948606.450000000000 Committed 675000000.000000000000 N N N N JNL/Goldman Sachs Emerging Markets Debt Fund S000023246 U7V79I8HJ7JHVIMGHQ08 Y 2 0 0 Underlying fund Y N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 5095891.385833330000 28413.100000000000 Rule 10f-3 (17 CFR 270.10f-3) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 17e-1 (17 CFR 270.17e-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Goldman Sachs Asset Management, L.P. 801-37591 000107738 CF5M58QA35CFPUX70H17 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. 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F3JS33DEI6XQ4ZBPTN86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 6SCPQ280AIY8EP3XFW53 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. D1HEB8VEU6D9M8ZUXG17 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, N.A. 579100KKDGKCFFKKF005 AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. ZMHGNT7ZPKZ3UFZ8EO46 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.p.A. KR6LSKV3BTSJRD41IF75 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Limited 579100KKDGKCFFKKF005 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 549300LX0YIEPRTY0Z32 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank (Malaysia) Berhad 529900DLWFR8HK7DR278 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Stanbic IBTC Bank Plc. 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MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie S.A. 7LTWFZYICNSX8D621K86 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe plc, Dublin - Romania Branch 579100KKDGKCFFKKF005 RO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AO Citibank 549300RBHWW5EJIRG629 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank N.A. 549300WCGB70D06XZS54 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, A.S. CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Itau Uruguay S.A. 549300HU8OQS1VTVXN55 UY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Bank of South Africa Limited 549300RPLD8RXL49Z691 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, N.A. 579100KKDGKCFFKKF005 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Itau CorpBanca S.A. F3JS33DEI6XQ4ZBPTN86 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 76.820000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 8054.470000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 2310.520000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 118.500000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 76.820000000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 40.700000000000 RBS 8-37135 000011707 213800Q2R9T8R2YIPS58 GB 34.320000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 15.150000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 5.550000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 3.280000000000 13898.190000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 878795822.100000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 238440556.920000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 7682431.040000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 5634961.610000000000 RBS 8-37135 000011707 213800Q2R9T8R2YIPS58 GB 3381396.490000000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 2627665.710000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1227342.600000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 385553.330000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 360427.430000000000 1138536157.230000000000 N 3644452902.090000000000 Committed 675000000.000000000000 N N N N JNL/GQG Emerging Markets Equity Fund S000058488 5493005RDLXRHL1GJ080 Y 2 0 0 Underlying fund Y N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 7335718.696666670000 62697.630000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N GQG Partners, LLC 801-107734 000283720 254900HGNGXGEITFPI44 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank, N.A. 579100KKDGKCFFKKF005 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Itau CorpBanca S.A. F3JS33DEI6XQ4ZBPTN86 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S.A. Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S.A. Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH 549300DDPTTIZ06NIV06 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 549300F99IL9YJDWH369 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Egypt S.A.E. 54930016MQBB2NO5NB47 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.A.E. F3JS33DEI6XQ4ZBPTN86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 6SCPQ280AIY8EP3XFW53 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Ghana Limited 25490016G0WR60ANOK04 GH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 52990001O0THU00TYK59 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 549300LX0YIEPRTY0Z32 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Privredna Banka Zagreb d.d. 0W1U67PTV5WY3WYWKD79 HR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. D1HEB8VEU6D9M8ZUXG17 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED 579100KKDGKCFFKKF005 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. ZMHGNT7ZPKZ3UFZ8EO46 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.p.A. KR6LSKV3BTSJRD41IF75 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Limited 579100KKDGKCFFKKF005 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AB SEB bankas B6ARUI4946ST4S7WOU88 LT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 549300LX0YIEPRTY0Z32 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank (Malaysia) Berhad 529900DLWFR8HK7DR278 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Bank Namibia Limited 2HI3YI5320L3RW6NJ957 NA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, N.A. 579100KKDGKCFFKKF005 AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 549300NIVXF92ZIOVW61 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru, S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 PK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie S.A. 7LTWFZYICNSX8D621K86 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 2SFFM4FUIE05S37WFU55 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AO Citibank 549300RBHWW5EJIRG629 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) 549300WFGKTC3MGDCX95 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank N.A. 549300WCGB70D06XZS54 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 5493000LKS7B3UTF7H35 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, A.S. CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Itau Uruguay S.A. 549300HU8OQS1VTVXN55 UY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited N/A AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank 549300WOIFUSNYH0FL22 BD N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 125467.420000000000 India Infoline N/A N/A 335800ISNC5UK9DYDI71 IN 23421.550000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 102049.500000000000 MacQuarie Capital Inc. 8-47198 000036368 549300670K07JRB5UQ40 91377.470000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 76675.900000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 69007.940000000000 Jefferies Group 8-15074 000002347 NY9Q8VBNB6D1L6YV0J84 66092.070000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 46032.860000000000 Kotak Mahindra Inc. 8-51740 000047251 2138007C63IIEAJJ3644 36975.190000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 28218.080000000000 896342.060000000000 Jefferies Group 8-15074 000002347 NY9Q8VBNB6D1L6YV0J84 220796877.000000000000 Kepler Capital Markets 8-67194 000139148 254900VCHS9DMDUVZN16 29808219.500000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 165708023.140000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 102294540.020000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 89098183.670000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 86965973.640000000000 MacQuarie Capital Inc. 8-47198 000036368 549300670K07JRB5UQ40 76572823.130000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 71934523.440000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 55498420.700000000000 Royal Bank of Canada 8-45411 000031194 ES7IP3U3RHIGC71XBU11 CA 34836192.570000000000 1188716352.670000000000 Y 5681149297.510000000000 Committed 675000000.000000000000 N N N N JNL/Harris Oakmark Global Equity Fund S000048718 5493001B02MFTN1S6G24 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 3653550.638333330000 128190.490000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Harris Associates L.P. 801-50333 000006959 YVC19L6NOWRA51XIKW06 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. 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D1HEB8VEU6D9M8ZUXG17 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. ZMHGNT7ZPKZ3UFZ8EO46 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG 2549000IV408A4RRND84 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.p.A. 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LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 27857.030000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 26922.050000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 24728.570000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 24213.990000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 16868.610000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 15507.000000000000 333112.020000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 119855740.890000000000 Sanford C. Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 33972386.040000000000 Goldman Sachs & Co. 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EVK05KS7XY1DEII3R011 GB N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N RBC Dominion Securities Corp. 8-45411 000031194 ZE2ZWJ5BTIQJ8M0C6K34 CA 39310.920000000000 Green Street Trading, LLC 8-44110 000028937 254900S1ZHWIYRBIXI09 8586.760000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 33682.800000000000 Esposito Securities LLC 8-67596 000143710 5493005PRA6C64RLD847 33349.400000000000 Capital Institutional Services Inc. 8-22273 000007551 54930061X8RDWFDJIS05 17159.400000000000 Wells Fargo & Company 8-65876 000126292 VYVVCKR63DVZZN70PB21 13220.880000000000 Stifel Financial Corporation 8-01447 000000793 549300E5F07FE5GHJX84 10956.640000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 9229.200000000000 Suntrust Investment Services, Inc. 8-35355 000017499 50670053Z2JM4R99D920 8975.760000000000 Evercore ISI Group 8-49830 000042405 5493008F0LRLS5N8LZ81 8683.160000000000 229251.170000000000 RBC Dominion Securities Corp. 8-45411 000031194 ZE2ZWJ5BTIQJ8M0C6K34 CA 135333681.920000000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 10619472.790000000000 Esposito Securities LLC 8-67596 000143710 5493005PRA6C64RLD847 69043002.000000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 33103421.090000000000 Capital Institutional Services Inc. 8-22273 000007551 54930061X8RDWFDJIS05 21508678.090000000000 Robert W. 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EVK05KS7XY1DEII3R011 GB N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Korea Limited NUXTG47HHHM1K2L0SG39 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 77036.540000000000 Axis Capital Limited N/A N/A 335800I6X7D6NYQOMD89 IN 31504.390000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 66809.860000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 57579.860000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 53029.610000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 49718.610000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 46781.400000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 45284.640000000000 CLSA Ltd. 8-69166 000165533 213800CF5G9GRZD2RV79 CN 40770.810000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 35483.620000000000 737091.140000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 59463456.830000000000 Credit Lyonnais 8-13753 000000190 9695009F5UPB9IITI298 FR 20008136.070000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 57106778.330000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 51177496.450000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 49018662.190000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 30480936.220000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 24166303.890000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 23630678.870000000000 MacQuarie Capital Inc. 8-47198 000036368 549300670K07JRB5UQ40 23330155.090000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 21404578.620000000000 474264158.020000000000 Y 7860205110.240000000000 Committed 675000000.000000000000 N N N N JNL/Invesco Diversified Dividend Fund S000058489 549300MN9PN326C34P66 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 5857987.425833330000 104714.610000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17e-1 (17 CFR 270.17e-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Invesco Advisers, Inc. 801-33949 000105360 O37NHJVF7S22I1ONOU83 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 6SCPQ280AIY8EP3XFW53 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 52990001O0THU00TYK59 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. ZMHGNT7ZPKZ3UFZ8EO46 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.p.A. KR6LSKV3BTSJRD41IF75 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Limited 579100KKDGKCFFKKF005 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 549300LX0YIEPRTY0Z32 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 5493000LKS7B3UTF7H35 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 549300NIVXF92ZIOVW61 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank N.A. 549300WCGB70D06XZS54 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, N.A. 579100KKDGKCFFKKF005 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH 549300DDPTTIZ06NIV06 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.A.E. F3JS33DEI6XQ4ZBPTN86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 7662.860000000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 4270.700000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 7200.810000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 7129.070000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 6940.370000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 6537.960000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 5450.920000000000 RBC Dominion Securities Corp. 8-45411 000031194 ZE2ZWJ5BTIQJ8M0C6K34 CA 5165.590000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 4917.830000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 4820.310000000000 81192.630000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 31152739.340000000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 7600305.530000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 29526806.920000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 29147420.230000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 25357895.340000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 20484135.360000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 18880561.070000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 13001738.510000000000 Wells Fargo & Company 8-65876 000126292 VYVVCKR63DVZZN70PB21 11679680.860000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 11575405.570000000000 239231836.770000000000 Y 6686429638.270000000000 Committed 675000000.000000000000 N N N N JNL/Invesco Global Real Estate Fund S000001732 549300TGRMLAB44X6663 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 17990504.996666700000 206024.670000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Invesco Advisers, Inc. 801-33949 000105360 O37NHJVF7S22I1ONOU83 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Itau CorpBanca S.A. F3JS33DEI6XQ4ZBPTN86 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 549300ZHFZ4CSK7VS460 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S.A. Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Ceskoslovenska obchondni banka, a.s. Q5BP2UEQ48R75BOTCB92 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH 549300DDPTTIZ06NIV06 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 549300F99IL9YJDWH369 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Egypt S.A.E. 54930016MQBB2NO5NB47 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.A.E. F3JS33DEI6XQ4ZBPTN86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 6SCPQ280AIY8EP3XFW53 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 52990001O0THU00TYK59 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe plc Magyarorszagi Fioktelepe F3JS33DEI6XQ4ZBPTN86 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. 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KR6LSKV3BTSJRD41IF75 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Limited 579100KKDGKCFFKKF005 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED 579100KKDGKCFFKKF005 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Maghreb 5493003FVWLMBFTISI11 MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 549300LX0YIEPRTY0Z32 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank (Malaysia) Berhad 529900DLWFR8HK7DR278 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 549300NIVXF92ZIOVW61 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru, S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG 2549000IV408A4RRND84 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) 549300WFGKTC3MGDCX95 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank N.A. 549300WCGB70D06XZS54 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, A.S. CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, A.S. CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, N.A. 579100KKDGKCFFKKF005 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Clearstream Banking S.A. 549300OL514RA0SXJJ44 LU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 245354.430000000000 Credit Lyonnais 8-13753 000000190 9695009F5UPB9IITI298 FR 55328.640000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 207044.030000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 145664.530000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 139738.670000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 139133.390000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 94313.330000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 68521.120000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 60964.220000000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 57436.580000000000 1859530.840000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 352350733.170000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 62970544.560000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 330006002.920000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 277554635.060000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 184404468.180000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 130301625.700000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 130221345.180000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 81353962.640000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 79814323.310000000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 68205899.190000000000 2353143889.400000000000 Y 19513616548.110000000000 Committed 675000000.000000000000 N N N N JNL/Invesco International Growth Fund S000001723 PSC8LSHKSDJXX3ZTQF75 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 31403722.353333300000 273223.980000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Invesco Advisers, Inc. 801-33949 000105360 O37NHJVF7S22I1ONOU83 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) State Street Bank International GmbH 549300DDPTTIZ06NIV06 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 549300F99IL9YJDWH369 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Egypt S.A.E. 54930016MQBB2NO5NB47 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.A.E. F3JS33DEI6XQ4ZBPTN86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 6SCPQ280AIY8EP3XFW53 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 52990001O0THU00TYK59 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG 2549000IV408A4RRND84 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Privredna Banka Zagreb d.d. 0W1U67PTV5WY3WYWKD79 HR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. D1HEB8VEU6D9M8ZUXG17 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. ZMHGNT7ZPKZ3UFZ8EO46 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.p.A. KR6LSKV3BTSJRD41IF75 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Limited 579100KKDGKCFFKKF005 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 549300LX0YIEPRTY0Z32 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank (Malaysia) Berhad 529900DLWFR8HK7DR278 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 549300NIVXF92ZIOVW61 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru, S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie S.A. 7LTWFZYICNSX8D621K86 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AO Citibank 549300RBHWW5EJIRG629 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) 549300WFGKTC3MGDCX95 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank N.A. 549300WCGB70D06XZS54 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. 549300Z7V2WOFIMUEK50 SK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, A.S. CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, N.A. 579100KKDGKCFFKKF005 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 549300ZHFZ4CSK7VS460 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. 549300Z7V2WOFIMUEK50 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 231322.880000000000 Redburn (USA) LLC 8-67320 000140564 213800TYRTQILMQQLV79 54488.380000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 149284.320000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 142848.250000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 140527.660000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 85941.820000000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 82211.950000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 72532.170000000000 Sanford C. Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 69959.750000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 57116.560000000000 1593371.510000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 224517093.080000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 38766548.800000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 114686077.740000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 103382591.490000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 70365721.990000000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 46164060.820000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 44748634.360000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 43884231.500000000000 Sanford C. Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 42592683.680000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 40770758.550000000000 1139778723.300000000000 Y 16105253237.730000000000 Committed 675000000.000000000000 N N N N JNL/Invesco Small Cap Growth Fund S000001743 ZN8FZWMDJIM4UOW2SJ23 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 104053559.536667000000 374357.830000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 17e-1 (17 CFR 270.17e-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Invesco Advisers, Inc. 801-33949 000105360 O37NHJVF7S22I1ONOU83 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 6SCPQ280AIY8EP3XFW53 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.p.A. KR6LSKV3BTSJRD41IF75 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Limited 579100KKDGKCFFKKF005 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 549300LX0YIEPRTY0Z32 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) 549300WFGKTC3MGDCX95 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank N.A. 549300WCGB70D06XZS54 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG 2549000IV408A4RRND84 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, N.A. 579100KKDGKCFFKKF005 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.A.E. F3JS33DEI6XQ4ZBPTN86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Capital Institutional Services Inc. 8-22273 000007551 54930061X8RDWFDJIS05 54150.100000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 19727.580000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 38728.200000000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 32359.880000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 32197.080000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 29560.990000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 24144.760000000000 Jefferies Group 8-15074 000002347 NY9Q8VBNB6D1L6YV0J84 23943.340000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 23340.600000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 20828.820000000000 459058.580000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 155209612.440000000000 National Financial Services LLC 8-26740 000013041 549300JRHF1MHHWUAW04 34063845.150000000000 Capital Institutional Services Inc. 8-22273 000007551 54930061X8RDWFDJIS05 87457936.440000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 69070972.610000000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 62873748.380000000000 KCG Holdings 8-68357 000151300 549300U2HYPGZB6HDP95 59111365.860000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 58286340.850000000000 Jefferies Group 8-15074 000002347 NY9Q8VBNB6D1L6YV0J84 48827601.930000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 43956105.540000000000 Evercore ISI Group 8-49830 000042405 5493008F0LRLS5N8LZ81 36785235.420000000000 886705250.470000000000 Y 24558560535.950000000000 Committed 675000000.000000000000 N N N N JNL/JPMorgan Hedged Equity Fund S000062462 549300E62RI2H0YHLK44 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split 12066.623333333300 67.350000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 2018-08-13 J.P. Morgan Investment Management Inc. 801-21011 000107038 549300W78QHV4XMM6K69 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 4941.950000000000 BMO Capital Markets Corp. 8-50538 000044057 RUC0QBLBRPRCU4W1NE59 150.140000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 4736.060000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 3335.060000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 2983.650000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1628.970000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 743.060000000000 Jefferies Group 8-15074 000002347 NY9Q8VBNB6D1L6YV0J84 523.860000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 396.940000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 211.690000000000 20029.320000000000 GOLDMAN SACHS & CO. 8-00129 000000361 FOR8UP27PHTHYVLBNG30 7827305.000000000000 7827305.000000000000 Y 272983796.590000000000 N N N N JNL/JPMorgan MidCap Growth Fund S000001797 1TBUGCKRNS375VJHVY86 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 103327018.799167000000 600009.340000000000 Rule 10f-3 (17 CFR 270.10f-3) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N J.P. Morgan Investment Management Inc. 801-21011 000107038 549300W78QHV4XMM6K69 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 6SCPQ280AIY8EP3XFW53 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 52990001O0THU00TYK59 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. ZMHGNT7ZPKZ3UFZ8EO46 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.p.A. KR6LSKV3BTSJRD41IF75 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Limited 579100KKDGKCFFKKF005 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG 2549000IV408A4RRND84 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank (Malaysia) Berhad 529900DLWFR8HK7DR278 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 549300NIVXF92ZIOVW61 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Bank of South Africa Limited 549300RPLD8RXL49Z691 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH 549300DDPTTIZ06NIV06 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.A.E. F3JS33DEI6XQ4ZBPTN86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 94362.640000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 17750.320000000000 Jefferies Group 8-15074 000002347 58PU97L1C0WSRCWADL48 73893.600000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 65796.430000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 47267.690000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 31082.950000000000 KCG Holdings 8-68357 000151300 549300U2HYPGZB6HDP95 24007.370000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 23713.350000000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 21045.080000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 18233.370000000000 522978.900000000000 Jefferies Group 8-15074 000002347 NY9Q8VBNB6D1L6YV0J84 348977562.700000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 81669242.000000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 339046471.730000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 246203589.410000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 206804052.770000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 164673552.130000000000 KCG Holdings 8-68357 000151300 549300U2HYPGZB6HDP95 123379667.410000000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 119367436.780000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 113324538.060000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 83206216.810000000000 2333348233.260000000000 Y 25276616911.940000000000 Committed 675000000.000000000000 N N N N JNL/JPMorgan U.S. Government & Quality Bond Fund S000001742 XC6IKZZ2G4MM0GFFQ252 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 451042.581666667000 1321.540000000000 Rule 10f-3 (17 CFR 270.10f-3) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N J.P. Morgan Investment Management Inc. 801-21011 000107038 549300W78QHV4XMM6K69 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N 0.000000000000 HSBC SECURITIES, INC. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 45091134.520000000000 CITADEL SECURITIES LLC 8-53574 000116797 12UUJYTN7D3SW8KCSG25 9497656.250000000000 DEUTSCHE BANK ALEX BROWN INC. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 44334325.080000000000 PERSHING, LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 29478965.500000000000 CITIGROUP GLOBAL MARKETS(FRMRLY SALOMON) 8-08177 000007059 MBNUM2BPBDO7JBLYG310 26387743.530000000000 STIFEL, NICOLAUS & CO. 8-01447 000000793 549300E5F07FE5GHJX84 17563264.090000000000 BNP PARIBAS SECURITIES 8-32682 000015794 2J5703FH5U5M97R1I237 16047465.250000000000 NESBITT BURNS SECURITIES INC. 8-13978 000007299 54JEJPF5RL5INKZRDO43 15513093.750000000000 CLARKE (GX) & CO. 8-51269 000045993 549300LNKU6K5TJCRG93 14138899.480000000000 MORGAN STANLEY & CO., INCORPORATED 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 9664453.120000000000 290307765.000000000000 N 14429112517.700000000000 Committed 675000000.000000000000 N N N N JNL/Lazard Emerging Markets Fund S000010709 2KRMJS21OWJBHN30S848 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 24968775.266666700000 121273.790000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Lazard Asset Management LLC 801-61701 000122836 P1IBQ1I6K7EXV2Q96E20 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 6SCPQ280AIY8EP3XFW53 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 52990001O0THU00TYK59 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. ZMHGNT7ZPKZ3UFZ8EO46 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED 579100KKDGKCFFKKF005 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG 2549000IV408A4RRND84 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG 2549000IV408A4RRND84 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, N.A. 579100KKDGKCFFKKF005 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Itau CorpBanca S.A. F3JS33DEI6XQ4ZBPTN86 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 549300ZHFZ4CSK7VS460 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S.A. Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. 549300Z7V2WOFIMUEK50 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH 549300DDPTTIZ06NIV06 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Egypt S.A.E. 54930016MQBB2NO5NB47 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.A.E. F3JS33DEI6XQ4ZBPTN86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 6SCPQ280AIY8EP3XFW53 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 52990001O0THU00TYK59 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. D1HEB8VEU6D9M8ZUXG17 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. ZMHGNT7ZPKZ3UFZ8EO46 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.p.A. KR6LSKV3BTSJRD41IF75 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank 558600MV09XWUB38H245 JO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited MYTK5NHHP1G8TVFGT193 KW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Kazakhstan AO RB0PEZSDGCO3JS6CEU02 KZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Maghreb 5493003FVWLMBFTISI11 MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 549300LX0YIEPRTY0Z32 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru, S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 2SFFM4FUIE05S37WFU55 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AO Citibank 549300RBHWW5EJIRG629 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) 549300WFGKTC3MGDCX95 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank N.A. 549300WCGB70D06XZS54 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, A.S. CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Bank of South Africa Limited 549300RPLD8RXL49Z691 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH 549300DDPTTIZ06NIV06 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.A.E. F3JS33DEI6XQ4ZBPTN86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 89933.950000000000 Capital Institutional Services Inc. 8-22273 000007551 54930061X8RDWFDJIS05 6363.000000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 65595.170000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 47704.730000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 32351.950000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 26277.410000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 20068.390000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 19969.330000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 13865.800000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 11066.520000000000 395913.730000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 76989782.140000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 11786763.650000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 47236458.700000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 41085684.300000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 27720507.180000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 25341278.270000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 15712969.880000000000 Capital Institutional Services Inc. 8-22273 000007551 54930061X8RDWFDJIS05 15394208.970000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 14678652.850000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 13899589.440000000000 343559540.300000000000 Y 10719181276.720000000000 Committed 675000000.000000000000 N N N N JNL/Loomis Sayles Global Growth Fund S000062463 5493000GBKQCJRPLGJ88 Y 2 0 0 Underlying fund Y N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split 7509.750000000000 43.860000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 2018-08-13 Loomis, Sayles & Company, L.P. 801-170 000105377 JIZPN2RX3UMNOYIDI313 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Deutsche Bank S.A.E. F3JS33DEI6XQ4ZBPTN86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 6SCPQ280AIY8EP3XFW53 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. ZMHGNT7ZPKZ3UFZ8EO46 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.p.A. 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LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 29917.530000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 19163.810000000000 Capital Institutional Services Inc. 8-22273 000007551 54930061X8RDWFDJIS05 12699.960000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 4716.780000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1021.830000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 928.750000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 928.740000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 327.390000000000 198452.540000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 259696864.430000000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 609876.580000000000 Goldman Sachs & Co. 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LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 29898.620000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 27609.600000000000 CLSA Ltd. 8-69166 000161379 213800CF5G9GRZD2RV79 CN 24582.050000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 17784.660000000000 Credit Lyonnais 8-13753 000000190 9695009F5UPB9IITI298 FR 15094.670000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 11459.250000000000 Banco Paulista S.A. N/A N/A 549300DOHUCG0BDG1K90 BR 9048.550000000000 Mirae Asset Securities (USA) Inc. 8-45034 000030679 25490087B4GFZLJZE912 8146.020000000000 218859.030000000000 Goldman Sachs & Co. 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Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 19756254.010000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 12881099.720000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 11078276.220000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 6578071.390000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 6274962.240000000000 Weeden & Company, LP 8-37267 000016835 549300OYBLKSN8M8EW67 5999470.080000000000 166376278.330000000000 N 987105495.760000000000 Committed 675000000.000000000000 N N N N JNL/MFS Mid Cap Value Fund S000001722 549300441NQWMC2G8B13 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 23744245.985833300000 159008.950000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Massachusetts Financial Services Company 801-19785 000105764 1G3OSH3GLGJ7X1JC5I61 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Deutsche Bank S.A.E. F3JS33DEI6XQ4ZBPTN86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 6SCPQ280AIY8EP3XFW53 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 52990001O0THU00TYK59 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. ZMHGNT7ZPKZ3UFZ8EO46 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.p.A. 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LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 45955.710000000000 National Financial Services LLC 8-26740 000013041 549300JRHF1MHHWUAW04 20823.410000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 19763.580000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 17134.270000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 16708.830000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 14435.790000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 13457.480000000000 BMO Capital Markets Corp. 8-50538 000044057 RUC0QBLBRPRCU4W1NE59 12798.290000000000 293770.720000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 118789266.880000000000 Pershing, LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 29543042.710000000000 National Financial Services LLC 8-26740 000013041 549300JRHF1MHHWUAW04 115434356.440000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 65546339.020000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 51436531.300000000000 Jefferies Group 8-15074 000002347 NY9Q8VBNB6D1L6YV0J84 42662056.160000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 40571217.440000000000 State Street Corporation 8-31848 000015105 571474TGEMMWANRLN572 39593137.940000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 38585316.590000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 35869049.540000000000 756464229.310000000000 Y 13338853223.480000000000 Committed 675000000.000000000000 N N N N JNL/Morningstar Wide Moat Index Fund S000062464 5493000HPY2S5YL4N805 Y 2 0 0 Underlying fund N N 1.210000000000 0.580000000000 8.360000000000 8.360000000000 Y N Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 4590020.934166670000 19013.680000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 2018-08-13 BNY Mellon Asset Management North America Corporation 801-19785 000105764 YP72O3NKHJPQEEM7IG98 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Cantor Fitzgerald Europe 8-00134 000000201 549300KM6VUHPKQLQX53 GB 11062.140000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 240.190000000000 Sanford C. Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 5772.710000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 3639.170000000000 KCG Holdings 8-68357 000151300 549300U2HYPGZB6HDP95 2367.140000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 1368.340000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 948.970000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 547.770000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 421.910000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 328.660000000000 27526.450000000000 Cantor Fitzgerald Europe 8-00134 000000201 549300KM6VUHPKQLQX53 GB 260722839.440000000000 Weeden & Company, LP 8-37267 000016835 549300OYBLKSN8M8EW67 3798267.900000000000 Sanford C. Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 128584633.760000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 97399342.730000000000 KCG Holdings 8-68357 000151300 549300U2HYPGZB6HDP95 54547703.750000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 24439597.140000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 18820369.740000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 12401410.340000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 8331144.700000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 4793079.660000000000 625336170.710000000000 N 1788240512.870000000000 N N N N JNL/Neuberger Berman Strategic Income Fund S000036382 3QOU4YV63J0L1CL2VU56 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 41436089.063333300000 514933.610000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Neuberger Berman Investment Advisers LLC 801-61757 000124687 8PSZVUUKYGCPW2RDO373 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 6SCPQ280AIY8EP3XFW53 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.p.A. KR6LSKV3BTSJRD41IF75 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Limited 579100KKDGKCFFKKF005 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 549300LX0YIEPRTY0Z32 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru, S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG 2549000IV408A4RRND84 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru, S.A. MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) 549300WFGKTC3MGDCX95 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Bank of South Africa Limited 549300RPLD8RXL49Z691 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, N.A. 579100KKDGKCFFKKF005 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S.A. Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH 549300DDPTTIZ06NIV06 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 549300F99IL9YJDWH369 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 61984.680000000000 BMO Capital Markets Corp. 8-50538 000044057 RUC0QBLBRPRCU4W1NE59 12370.430000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 7828.110000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 2485.720000000000 84668.940000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 2323404673.180000000000 BMO Capital Markets Corp. 8-50538 000044057 RUC0QBLBRPRCU4W1NE59 1012478747.640000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 611355733.120000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 8253451.930000000000 3955492605.870000000000 Y 8406994942.460000000000 Committed 675000000.000000000000 N N N N JNL/Oppenheimer Emerging Markets Innovator Fund S000048719 549300I8T6D5VJSICY02 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 39998975.007500000000 942039.630000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N OppenheimerFunds, Inc. 801-8253 000104983 PDOAIGLBY74951MQ1C36 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. 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MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 14724.100000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 6683.650000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 3128.820000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 0.0 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 1445.600000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 192.520000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 79.000000000000 28762.460000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1222210243.270000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 289129416.740000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 218851447.060000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 215981938.560000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 156484117.240000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 17323405.440000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 5907733.500000000000 2125888301.810000000000 N 10831534530.290000000000 Committed 675000000.000000000000 N N N N JNL/PIMCO Real Return Fund S000010711 V4TXC5HR9FVHRRC3LU17 Y 2 0 0 Underlying fund Y N Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Revenue sharing split Administrative fee Cash collateral reinvestment fee Other Rebates (paid to borrower) 2243527.027441670000 7965.700000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Pacific Investment Management Company LLC 801-48187 000104559 549300KGPYQZXGMYYN38 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) J.P. Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan S.A. DTVM 5493001LS7J56NZZ3G07 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB (publ) 6SCPQ280AIY8EP3XFW53 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Santander Securities Services, S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A. 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w. Warszawie S.A. XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services S.C.A. 549300WCGB70D06XZS54 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S.A. 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DBS Bank Ltd ATUEL7OJR5057F2PV266 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 35066.240000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 872.790000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 5358.160000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 4904.460000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 4436.530000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 4063.160000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 3700.940000000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 2118.180000000000 Royal Bank of Canada 8-45411 000031194 ES7IP3U3RHIGC71XBU11 CA 1131.000000000000 William Blair & Company 8-02698 000001252 549300J0P7XYE8BMZ775 964.960000000000 65096.400000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2684280245.590000000000 Royal Bank of Canada 8-45411 000031194 ES7IP3U3RHIGC71XBU11 CA 104794218.760000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 710281102.500000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 665907051.070000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 627973212.040000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 563653016.880000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 543952158.450000000000 William Blair & Company 8-02698 000001252 549300J0P7XYE8BMZ775 151887139.010000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 116666294.730000000000 Deutsche Bank Securities, Inc 8-17822 000002525 9J6MBOOO7BECTDTUZW19 GB 110906136.900000000000 6528404118.470000000000 N 22894702130.730000000000 Committed 675000000.000000000000 N N N N JNL/PPM America Floating Rate Income Fund S000030878 1O7QZWOIU4UVOH40U082 Y 2 0 0 Underlying fund Y N N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N PPM America, Inc. 801-40783 000107269 JJRYDUHUMCZ72M58YS96 Y N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 2509.330000000000 RBS 8-37135 000011707 213800Q2R9T8R2YIPS58 GB 499.650000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 367.720000000000 3376.700000000000 RBS 8-37135 000011707 213800Q2R9T8R2YIPS58 GB 149218822.050000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 1490133.520000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 512806.680000000000 151221762.250000000000 Y 19112602544.690000000000 Committed 675000000.000000000000 N N N N JNL/PPM America High Yield Bond Fund S000001740 5493007632SQKKA38R44 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 214186193.092500000000 2600954.220000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N PPM America, Inc. 801-40783 000107269 JJRYDUHUMCZ72M58YS96 Y N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Deutsche Bank S.p.A. KR6LSKV3BTSJRD41IF75 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG 2549000IV408A4RRND84 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH 549300DDPTTIZ06NIV06 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.A.E. F3JS33DEI6XQ4ZBPTN86 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 2HI3YI5320L3RW6NJ957 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 6SCPQ280AIY8EP3XFW53 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 10500.000000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 4364.880000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 4327.960000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 1700.000000000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 1361.270000000000 RBS 8-37135 000011707 213800Q2R9T8R2YIPS58 GB 1206.530000000000 23460.640000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 1613794584.950000000000 RBS 8-37135 000011707 213800Q2R9T8R2YIPS58 GB 442394237.720000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 21917509.820000000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 6787259.710000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 5552885.170000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 5477052.690000000000 2095923530.060000000000 N 26474327414.510000000000 Committed 675000000.000000000000 N N N N JNL/PPM America Mid Cap Value Fund S000020933 549300J1J6WDD4P3B578 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 26155920.113333300000 399556.870000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N PPM America, Inc. 801-40783 000107269 JJRYDUHUMCZ72M58YS96 Y N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Capital Institutional Services, Inc. 8-22273 000007551 54930061X8RDWFDJIS05 24780.360000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 12104.000000000000 Robert W. Baird & Co. 8-00497 000008158 549300772UJAHRD6LO53 20835.500000000000 Jefferies Group 8-15074 000002347 NY9Q8VBNB6D1L6YV0J84 19835.640000000000 Evercore ISI Group 8-49830 000042405 5493008F0LRLS5N8LZ81 16329.800000000000 Sanford C. Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 16135.460000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 15157.940000000000 Wells Fargo & Company 8-65876 000126292 VYVVCKR63DVZZN70PB21 15048.280000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 14641.060000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 12951.720000000000 270484.320000000000 Capital Institutional Services, Inc. 8-22273 000007551 54930061X8RDWFDJIS05 43579849.320000000000 BMO Capital Markets Corp. 8-50538 000044057 RUC0QBLBRPRCU4W1NE59 20213933.540000000000 Jefferies Group 8-15074 000002347 NY9Q8VBNB6D1L6YV0J84 33526191.120000000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 28714601.000000000000 Robert W. Baird & Co. 8-00497 000008158 549300772UJAHRD6LO53 26448882.080000000000 Evercore ISI Group 8-49830 000042405 5493008F0LRLS5N8LZ81 26282715.910000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 24190080.380000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 23126198.280000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 21925799.210000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 20551567.510000000000 414815854.130000000000 Y 7899419295.100000000000 Committed 675000000.000000000000 N N N N JNL/PPM America Small Cap Value Fund S000020931 549300MC5B7BPRT23H79 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 49809889.990833300000 193046.510000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N PPM America, Inc. 801-40783 000107269 JJRYDUHUMCZ72M58YS96 Y N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 54930045L3MXWBD27H71 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Robert W. Baird & Co. 8-00497 000008158 549300772UJAHRD6LO53 35872.280000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 28917.840000000000 Wells Fargo & Company 8-65876 000126292 VYVVCKR63DVZZN70PB21 41963.680000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 35217.100000000000 BMO Capital Markets Corp. 8-50538 000044057 RUC0QBLBRPRCU4W1NE59 11263.680000000000 Capital Institutional Services, Inc. 8-22273 000007551 54930061X8RDWFDJIS05 70830.000000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 25063.320000000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 20306.520000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 17092.480000000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 15256.230000000000 538541.390000000000 Capital Institutional Services, Inc. 8-22273 000007551 54930061X8RDWFDJIS05 116749646.830000000000 Sanford C. Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 31671691.770000000000 Wells Fargo & Company 8-65876 000126292 VYVVCKR63DVZZN70PB21 54120716.920000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 48421386.980000000000 Evercore ISI Group 8-49830 000042405 5493008F0LRLS5N8LZ81 47519471.210000000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 46735857.220000000000 Robert W. Baird & Co. 8-00497 000008158 549300772UJAHRD6LO53 45944397.810000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 41074494.110000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 39945791.800000000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 33152061.240000000000 775797123.190000000000 Y 10410736653.650000000000 Committed 675000000.000000000000 N N N N JNL/PPM America Total Return Fund S000052996 549300LERJ7K7W200732 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 11959902.235833300000 79552.330000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N PPM America, Inc. 801-40783 000107269 JJRYDUHUMCZ72M58YS96 Y N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. 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LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 8061262.920000000000 Sanford C. Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 7727370.270000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 7629045.670000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 6940683.990000000000 Evercore ISI Group 8-49830 000042405 5493008F0LRLS5N8LZ81 6190030.040000000000 Robert W. 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Rowe Price Established Growth Fund S000001749 549300P3I0S51DWER604 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 314895976.059167000000 2187211.880000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N T. Rowe Price Associates, Inc. 801-856 000105496 7HTL8AEQSEDX602FBU63 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. 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Rowe Price Associates, Inc. 801-856 000105496 7HTL8AEQSEDX602FBU63 N N BNY Mellon Asset Management North America Corporation 801-19785 000105764 YP72O3NKHJPQEEM7IG98 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. 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LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 75518.490000000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 68405.180000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 44303.680000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 43758.770000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 37373.590000000000 Stifel Financial Corporation 8-01447 000000793 549300E5F07FE5GHJX84 34604.790000000000 RBC Dominion Securities Corp. 8-45411 000031194 ZE2ZWJ5BTIQJ8M0C6K34 CA 30163.400000000000 908255.900000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 255323190.420000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 113166237.930000000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 249127103.780000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 209208129.400000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 196014976.480000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 159142707.080000000000 RBC Dominion Securities Corp. 8-45411 000031194 ZE2ZWJ5BTIQJ8M0C6K34 CA 152863778.110000000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 148971262.460000000000 Jefferies Group 8-15074 000002347 58PU97L1C0WSRCWADL48 128176644.000000000000 Luminex Trading & Analytics LLC 8-69476 000171752 254900ZBK50B4Y36MJ33 126179220.720000000000 2870319979.210000000000 Y 67415095946.380000000000 Committed 675000000.000000000000 N N N N JNL/T. Rowe Price Short-Term Bond Fund S000010707 5ILIEKAB15M7BGZFZO91 Y 2 0 0 Underlying fund N N Y N N STATE STREET BANK & TRUST 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 9110167.070833330000 48635.380000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N T. Rowe Price Associates, Inc. 801-856 000105496 7HTL8AEQSEDX602FBU63 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 N Thomson Reuters Markets, LLC 549300561UZND4C7B569 CA N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N HIS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. 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LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 24052.360000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 701.440000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 58.800000000000 24812.600000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 3133115079.220000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 72126856.090000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 8845653.430000000000 3214087588.740000000000 N 18532102384.060000000000 Committed 675000000.000000000000 N N N N JNL/T. 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LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 335815.140000000000 Cowen and Company, LLC 8-22522 000007616 549300WR155U7DVMIW58 161689.510000000000 Morgan Stanley & Co, Inc 8-15869 000008209 FOR8UP27PHTHYVLBNG30 322956.100000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 228011.620000000000 RBC Dominion Securities Corp. 8-45411 000031194 ZE2ZWJ5BTIQJ8M0C6K34 CA 223301.180000000000 Evercore ISI Group 8-49830 000042405 5493008F0LRLS5N8LZ81 209083.930000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 191351.040000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 181478.460000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 180258.550000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 166806.470000000000 3595408.420000000000 RBC Dominion Securities Corp. 8-45411 000031194 ZE2ZWJ5BTIQJ8M0C6K34 CA 1193704042.390000000000 Sanford C. Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 658732551.290000000000 Goldman Sachs & Co. 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Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 72864.120000000000 Susquehanna Financial Group, LLP 8-44325 000035865 549300E8QX0ZMRDC2M81 72123.550000000000 Goldman Sachs & Co. 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Morgan Bank Luxembourg S.A. 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Morgan Stanley & Co, Inc 8-15869 000008209 FOR8UP27PHTHYVLBNG30 239533.310000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 56308.430000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 185424.880000000000 Barclays PLC. 8-41342 000019714 G5GSEF7VJP5I7OUK5573 130543.440000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 121549.780000000000 RBC Dominion Securities Corp. 8-45411 000031194 ZE2ZWJ5BTIQJ8M0C6K34 CA 107578.400000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 106244.500000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 99277.130000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 81110.620000000000 Sanford C. Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 68299.590000000000 1540099.440000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 3273164789.390000000000 Investment Technology Group Inc. 8-44218 000029299 549300S41SMIODVIT266 172099236.810000000000 Credit Suisse 8-00422 000000816 ANGGYXNX0JLX3X63JN86 389902808.380000000000 Sanford C. 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LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. EVK05KS7XY1DEII3R011 GB N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 34063.590000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 488.730000000000 Cantor Fitzgerald Europe 8-00134 000000201 549300KM6VUHPKQLQX53 GB 25082.010000000000 Weeden & Company, LP 8-37267 000016835 549300OYBLKSN8M8EW67 11211.920000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 9005.080000000000 Investment Technology Group 8-44218 000029299 549300S41SMIODVIT266 2744.390000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 1073.110000000000 JP Morgan Securities Inc. 8-36950 000018718 ZBUT11V806EZRVTWT807 827.830000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 576.740000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 538.870000000000 87285.960000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 303930500.190000000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 4725088.570000000000 Cantor Fitzgerald Europe 8-00134 000000201 549300KM6VUHPKQLQX53 GB 219490377.540000000000 Goldman Sachs & Co. 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