X0404 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. 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. 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. 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. ClearBridge Investments, LLC 620 Eighth 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. River Road Asset Management, LLC 462 South Fourth Street Suite 2000 Louisville 40202 5023712280 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. 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. 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. First Sentier Investors (Australia) IM Ltd. 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. T. Rowe Price Hong Kong Limited 6/F, Chater House 8 Connaught Road Central Central HK 00000 1185225367800 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. 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 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. Mellon Investments 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. 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. Nuance Investments, LLC 4900 Main Street Suite 220 Kansas City 64112 8167437080 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. Lord, Abbett & Co. LLC 90 Hudson Street Jersey City 07302-3973 2018272011 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. Reinhart Partners Inc 1500 W Market St Mequon 53092 2622412020 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 LLC 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. BlackRock Singapore Limited #18-01, 20 Anson Road Singapore SG 079912 6564113000 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. Baillie Gifford Overseas Limited 1 Greenside Row Edinburgh GB EH13AN 4401312752839 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 Floor 4 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. 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. 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. 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 C5 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. Newton Investment Management North America, LLC 201 Washington Street Boston 02108-4408 02071639000 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, LLC 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 011441314727200 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. FIAM LLC 245 Summer Street Boston 02210 6175639840 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. N N N-1A 128 Y Mark D. Nerud 002366438 Y Eric Anyah N/A N Michael Bouchard N/A N 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 Richard J. Gorman N/A 225 West Wacker Drive Suite 1000 Chicago 60606 XXXXXX 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 JNL/Baillie Gifford U.S. Equity Growth Fund S000071125 549300ZP7BJBUXIBYW80 Y 2 2 0 Underlying fund Y N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 6683605.396923080000 156184.770000000000 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 2021-04-26 Baillie Gifford Overseas Limited 801-21051 000110296 549300UYMK70HLNJU654 N GB Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y Refinitiv US LLC 213800HQORQAP68CJJ04 N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. 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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 87493130.180000000000 87493130.180000000000 N 232383784.915288000000 Committed 640000000.000000000000 N N N N JNL/American Funds Capital World Bond Fund S000028039 549300FEDK0NZBLGU059 N 2 0 0 Underlying fund Y N N N N/A 0.000000000000 0.000000000000 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 Y 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 96365012.160000000000 96365012.160000000000 N 504364454.146741000000 Committed 640000000.000000000000 N N N N JNL/American Funds Global Growth Fund S000068132 549300S2UQ8N4DIJ3Q78 N 2 0 0 Underlying fund N N N N N/A 0.000000000000 0.000000000000 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 Y 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 255902673.280000000000 255902673.280000000000 N 916978051.211616000000 Committed 640000000.000000000000 N N N N JNL/American Funds Global Small Capitalization Fund S000028040 549300752MFV7NU9SW54 N 2 0 0 Underlying fund N N N N N/A 0.000000000000 0.000000000000 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 Y 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 140266790.130000000000 140266790.130000000000 N 949614266.132521000000 Committed 640000000.000000000000 N N N N JNL/American Funds Growth Fund S000068133 549300FKHKJFPVXZP361 N 2 0 0 Underlying fund N N N N N/A 0.000000000000 0.000000000000 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 Y 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 1377145233.630000000000 1377145233.630000000000 N 3877908906.539940000000 Committed 640000000.000000000000 N N N N JNL/American Funds Growth-Income Fund S000028041 549300KWVD453S8IXU65 N 2 0 0 Underlying fund N N N N N/A 0.000000000000 0.000000000000 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 Y 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 794729441.010000000000 794729441.010000000000 N 9668073128.106810000000 Committed 640000000.000000000000 N N N N JNL/American Funds International Fund S000028042 549300CY4RFIM25F4M98 N 2 0 0 Underlying fund N N N N N/A 0.000000000000 0.000000000000 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 Y 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 206529490.580000000000 206529490.580000000000 N 1934061465.415290000000 Committed 640000000.000000000000 N N N N JNL/American Funds New World Fund S000028043 549300H25VHN68D56J20 N 2 0 0 Underlying fund N N N N N/A 0.000000000000 0.000000000000 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 Y 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 238646020.090000000000 238646020.090000000000 N 1772343140.593510000000 Committed 640000000.000000000000 N N N N JNL/American Funds Washington Mutual Investors Fund S000028038 549300UDPMPQ0R5FZZ77 N 2 0 0 Underlying fund N N N N N/A 0.000000000000 0.000000000000 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 Y 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 387615487.950000000000 387615487.950000000000 N 3712637497.857400000000 Committed 640000000.000000000000 N N N N JNL/Mellon Bond Index Fund S000001731 549300FQ8K0XIPMMP836 N 2 0 0 Underlying fund N N -0.080000000000 -0.630000000000 0.670000000000 0.670000000000 N N Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 2011512.089792310000 5600.860000000000 Rule 10f-3 (17 CFR 270.10f-3) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-8 (17 CFR 270.17a-8) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Mellon Investments Corporation 801-19785 000105764 YP72O3NKHJPQEEM7IG98 2021-04-26 Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y Refinitiv US LLC 213800HQORQAP68CJJ04 N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS 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 0.000000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 877435198.290000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 522672162.890000000000 J.P. MORGAN 8-32646 000015733 N/A 204601186.730000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 68571417.230000000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 65058664.250000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 51939686.920000000000 Citadel Securities Institutional LLC 8-69663 000281102 549300MLQ1S3715IUK04 50678045.480000000000 BNP Paribas Securities 8-32682 000015794 2J5703FH5U5M97R1I237 35175754.150000000000 Banc of America Securities 8-42263 000026091 549300IE5TDZLY0T0V30 25760695.400000000000 Wells Fargo Securities, LLC 8-35225 000017438 VYVVCKR63DVZZN70PB21 14284333.440000000000 2003118422.760000000000 N 1360031354.135150000000 Committed 640000000.000000000000 N N N N JNL/Mellon Emerging Markets Index Fund S000033505 CJTFZG05QQ0L6C8BRK08 N 2 0 0 Underlying fund N N -1.020000000000 -1.730000000000 10.990000000000 10.990000000000 N N Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 5395602.237155690000 78079.040000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-8 (17 CFR 270.17a-8) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Mellon Investments Corporation 801-19785 000105764 YP72O3NKHJPQEEM7IG98 2021-04-26 Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y Refinitiv US LLC 213800HQORQAP68CJJ04 N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS 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)) AB SEB Bankas 549300SBPFE9JX7N8J82 LT 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) 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) Banque Internationale Arabe de Tunisie, S.A. 549300EZRO2TE67W7P49 TN 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 Europe plc N1FBEDJ5J41VKZLO2475 BG 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) 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) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN 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 Malaysia Berhad P3RPN9OJFCXUPJWB1Q09 MY 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 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 International (Limited Liability Company) 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) JSC Citibank Kazakhstan 95XXGORQK31JZP82OG22 KZ 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) Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) PJSC Citibank 549300E0ROTI7ACBZH02 UA 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) Societe Generale Marocaine de Banques 549300WHIMVBNIDQWK21 MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Stanbic IBTC Bank Plc 029200098C3K8BI2D551 NG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank RILFO74KP1CM8P6PCT96 JO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Pakistan) Limited 549300YTOMKUNPUTB551 PK 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 Kenya Limited 549300RBHWW5EJIRG629 KE 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) Swedbank AS 549300PHQZ4HL15HH975 EE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 MU 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) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 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 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 178485.320000000000 Yuanta Securities N/A N/A 213800DCGUIXGBT4KU10 TH 133019.290000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 127601.960000000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 63616.280000000000 J.P. MORGAN 8-32646 000015733 N/A 62971.870000000000 CLSA Ltd. 8-69166 000165533 213800CF5G9GRZD2RV79 CN 33169.140000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 29630.150000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 18521.610000000000 UBS Limited N/A N/A REYPIEJN7XZHSUI0N355 GB 5364.090000000000 Credit Lyonnais 8-13753 000000190 9695009F5UPB9IITI298 FR 5136.220000000000 663269.050000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 245127058.380000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 45922064.620000000000 UBS Limited N/A N/A REYPIEJN7XZHSUI0N355 GB 13189849.040000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 2109312.200000000000 Banc of America Securities 8-42263 000026091 549300IE5TDZLY0T0V30 418581.320000000000 SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 261929.430000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 164095.200000000000 307192890.190000000000 N 1149714717.315780000000 Committed 640000000.000000000000 N N N N JNL/Mellon International Index Fund S000001730 2403BLSF0GVEK57LSS39 N 2 0 0 Underlying fund N N -0.110000000000 -0.800000000000 10.490000000000 10.490000000000 N N Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 11627619.803963100000 76590.800000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-8 (17 CFR 270.17a-8) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Mellon Investments Corporation 801-19785 000105764 YP72O3NKHJPQEEM7IG98 2021-04-26 Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y Refinitiv US LLC 213800HQORQAP68CJJ04 N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS 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)) Banco Nacional de Mexico, S.A. 2SFFM4FUIE05S37WFU55 MX 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) 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 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) Mizuho Bank, Ltd. RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 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) N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y N N SG Americas Securities, LLC 8-66125 000128351 549300F35UE0BOM1WJ55 24933.810000000000 MacQuarie Capital Inc. 8-47198 000036368 549300670K07JRB5UQ40 15138.090000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 7965.490000000000 Unicredit Bank N/A N/A I3J61GQUYSC8DDWQE645 1995.880000000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 1370.590000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 1150.740000000000 UBS Limited N/A N/A REYPIEJN7XZHSUI0N355 GB 830.110000000000 J.P. MORGAN 8-32646 000015733 N/A 652.550000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 113.830000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 16.570000000000 54170.060000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 230166381.270000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 6953326.530000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 2822663.560000000000 UBS Limited N/A N/A REYPIEJN7XZHSUI0N355 GB 519592.790000000000 240461964.150000000000 N 2382281248.319860000000 Committed 640000000.000000000000 N N N N JNL/Mellon S&P 400 MidCap Index Fund S000001728 ASMHOSOAXSYJ0869EK32 N 2 0 0 Underlying fund N N 0.070000000000 -0.630000000000 0.670000000000 0.670000000000 N N Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 5004515.082307690000 73980.330000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-8 (17 CFR 270.17a-8) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Mellon Investments Corporation 801-19785 000105764 YP72O3NKHJPQEEM7IG98 2021-04-26 Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y Refinitiv US LLC 213800HQORQAP68CJJ04 N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS 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 Merrill Lynch, Pierce, Fenner & Smith Inc. 8-07221 000007691 8NAV47T0Y26Q87Y0QP81 3573.980000000000 KCG Holdings 8-68357 000151300 549300U2HYPGZB6HDP95 3067.770000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 2726.290000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 873.920000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 719.600000000000 10961.560000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 670691075.400000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 684294792.590000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 165566728.980000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 131376497.900000000000 1651929094.870000000000 N 3775885106.602440000000 Committed 640000000.000000000000 N N N N JNL/Mellon Small Cap Index Fund S000001729 I1YO77CZOK0VE0YRM417 N 2 0 0 Underlying fund N N 0.020000000000 -0.700000000000 0.700000000000 0.700000000000 N N Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 31545832.264615400000 382727.400000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-8 (17 CFR 270.17a-8) Rule 32a-4 (17 CFR 270.32a-4) N N N N Jackson National Asset Management, LLC 801-58171 000111079 5493007VBHOLN7EP1418 N Mellon Investments Corporation 801-19785 000105764 YP72O3NKHJPQEEM7IG98 2021-04-26 Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y Refinitiv US LLC 213800HQORQAP68CJJ04 N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS 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 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 20771.650000000000 Cantor Fitzgerald Europe 8-00134 000000201 549300KM6VUHPKQLQX53 GB 9910.780000000000 KCG Holdings 8-68357 000151300 549300U2HYPGZB6HDP95 9159.330000000000 Piper Jaffray Companies 8-15204 000000665 QUQDBTUSOAKFEVMRMF78 8291.470000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 6324.470000000000 J.P. MORGAN 8-32646 000015733 N/A 2236.430000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1541.030000000000 Barclays PLC 8-41342 000019714 G5GSEF7VJP5I7OUK5573 1140.270000000000 Sanford C. Bernstein & Co., LLC 8-30851 000014549 549300I7JYZHT7D5CO04 878.430000000000 Merrill Lynch International LLC N/A 000162416 549300J8H1BYG1YAFY05 760.400000000000 62190.520000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 598121718.970000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 851172832.460000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 62746245.340000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 39472411.380000000000 Banc of America Securities 8-42263 000026091 549300IE5TDZLY0T0V30 11705576.890000000000 1563218785.040000000000 N 3016555316.583590000000 Committed 640000000.000000000000 N N N N JNL Aggressive Growth Allocation Fund S000014519 5493008TLB1Y7THT9472 N 2 0 0 Fund of Funds Underlying fund N N N N N/A 0.000000000000 0.000000000000 Rule 32a-4 (17 CFR 270.32a-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 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 Y 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 454431019.550000000000 454431019.550000000000 N 1769510747.461200000000 Committed 640000000.000000000000 N N N N JNL Conservative Allocation Fund S000068120 54930038RM77FI8H6T34 N 2 0 0 Fund of Funds Underlying fund N N N N N/A 0.000000000000 0.000000000000 Rule 32a-4 (17 CFR 270.32a-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 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 Y 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 436355477.780000000000 436355477.780000000000 N 773281517.024630000000 Committed 640000000.000000000000 N N N N JNL Growth Allocation Fund S000014518 549300IOZWOEHPLNZ080 N 2 0 0 Fund of Funds Underlying fund N N N N N/A 0.000000000000 0.000000000000 Rule 32a-4 (17 CFR 270.32a-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 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 Y 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 723996001.170000000000 723996001.170000000000 N 2651882508.348220000000 Committed 640000000.000000000000 N N N N JNL Moderate Allocation Fund S000068127 549300Z507FN2MHX0F32 N 2 0 0 Fund of Funds Underlying fund N N N N N/A 0.000000000000 0.000000000000 Rule 32a-4 (17 CFR 270.32a-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 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 Y 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 735341385.180000000000 735341385.180000000000 N 2798371206.399040000000 Committed 640000000.000000000000 N N N N JNL Moderate Growth Allocation Fund S000014517 549300ZFRW5TRM5UZV33 N 2 0 0 Fund of Funds Underlying fund N N N N N/A 0.000000000000 0.000000000000 Rule 32a-4 (17 CFR 270.32a-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 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 Y 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 1471391502.010000000000 1471391502.010000000000 N 5136413708.901230000000 Committed 640000000.000000000000 N N N N JNL/American Funds Growth Allocation Fund S000036379 549300X1CVVITR3YTW45 N 2 0 0 Fund of Funds Underlying fund N N N N N/A 0.000000000000 0.000000000000 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 Y 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 4086176725.810000000000 4086176725.810000000000 N 3911801795.896600000000 Committed 640000000.000000000000 N N N N JNL/American Funds Moderate Growth Allocation Fund S000036378 5493002F8S6ZVGW45C59 N 2 0 0 Fund of Funds Underlying fund N N N N N/A 0.000000000000 0.000000000000 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 Y 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 4127925423.320000000000 4127925423.320000000000 N 3035609444.734580000000 Committed 640000000.000000000000 N N N N JNL/Goldman Sachs Managed Aggressive Growth Fund S000001757 549300ELT0VKTMI1VU61 N 2 0 0 Fund of Funds Underlying fund N N N N N/A 0.000000000000 0.000000000000 Rule 32a-4 (17 CFR 270.32a-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 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 Y 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 590029078.020000000000 590029078.020000000000 N 2718804607.327700000000 Committed 640000000.000000000000 N N N N JNL/Goldman Sachs Managed Conservative Fund S000001752 54930058L71IZMQ76042 N 2 0 0 Fund of Funds Underlying fund N N N N N/A 0.000000000000 0.000000000000 Rule 32a-4 (17 CFR 270.32a-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 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 Y 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 329453359.190000000000 329453359.190000000000 N 1202731676.298550000000 Committed 640000000.000000000000 N N N N JNL/Goldman Sachs Managed Growth Fund S000001756 5493005LVNCUWFRPLI20 N 2 0 0 Fund of Funds Underlying fund N N N N N/A 0.000000000000 0.000000000000 Rule 32a-4 (17 CFR 270.32a-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 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 Y 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 1546280629.020000000000 1546280629.020000000000 N 5814054933.168140000000 Committed 640000000.000000000000 N N N N JNL/Goldman Sachs Managed Moderate Fund S000001753 549300FEHW08DTFJQG60 N 2 0 0 Fund of Funds Underlying fund N N N N N/A 0.000000000000 0.000000000000 Rule 32a-4 (17 CFR 270.32a-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 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 Y 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 858970023.290000000000 858970023.290000000000 N 2832994271.620570000000 Committed 640000000.000000000000 N N N N JNL/Goldman Sachs Managed Moderate Growth Fund S000001755 549300D2KTHJZBWFEX31 N 2 0 0 Fund of Funds Underlying fund N N N N N/A 0.000000000000 0.000000000000 Rule 32a-4 (17 CFR 270.32a-4) Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G)) 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 Y 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 1535130135.750000000000 1535130135.750000000000 N 5791571129.677310000000 Committed 640000000.000000000000 N N N N JNL iShares Tactical Growth Fund S000068130 5493008SI4LQHOGNZF35 N 2 0 0 Underlying fund N N Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 43695114.533076900000 708045.890000000000 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 Mellon Investments Corporation 801-19785 000105764 YP72O3NKHJPQEEM7IG98 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y Refinitiv US LLC 213800HQORQAP68CJJ04 N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS 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 Banc of America Securities 8-42263 000026091 549300IE5TDZLY0T0V30 4475.540000000000 Cantor Fitzgerald Europe 8-00134 000000201 549300KM6VUHPKQLQX53 GB 1259.010000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 683.880000000000 J.P. MORGAN 8-32646 000015733 N/A 681.130000000000 Citadel Securities Institutional LLC 8-69663 000281102 549300MLQ1S3715IUK04 403.930000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 248.040000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 193.150000000000 UBS Limited N/A N/A REYPIEJN7XZHSUI0N355 GB 110.120000000000 Piper Jaffray Companies 8-15204 000000665 QUQDBTUSOAKFEVMRMF78 47.840000000000 Rosenblatt Securities Inc. 8-24255 000018377 549300KXQP6H4QO07E91 44.290000000000 8171.560000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 105819671.400000000000 105819671.400000000000 N 331689657.458192000000 Committed 640000000.000000000000 N N N N JNL iShares Tactical Moderate Fund S000068128 549300A9T8CK0I4CU007 N 2 0 0 Underlying fund N N Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 28620532.761538500000 438093.870000000000 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 Mellon Investments Corporation 801-19785 000105764 YP72O3NKHJPQEEM7IG98 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y Refinitiv US LLC 213800HQORQAP68CJJ04 N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. 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MORGAN 8-32646 000015733 N/A 1180.420000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 649.250000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 439.410000000000 Piper Jaffray Companies 8-15204 000000665 QUQDBTUSOAKFEVMRMF78 282.640000000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 157.650000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 149.310000000000 KCG Holdings 8-68357 000151300 549300U2HYPGZB6HDP95 143.460000000000 Citadel Securities Institutional LLC 8-69663 000281102 549300MLQ1S3715IUK04 76.420000000000 7406.890000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 80373165.560000000000 80373165.560000000000 N 199696914.701644000000 Committed 640000000.000000000000 N N N N JNL iShares Tactical Moderate Growth Fund S000068129 549300VXGR1ZL7STC124 N 2 0 0 Underlying fund N N Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 37784272.741538500000 479951.760000000000 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 Mellon Investments Corporation 801-19785 000105764 YP72O3NKHJPQEEM7IG98 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y Refinitiv US LLC 213800HQORQAP68CJJ04 N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS 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 Banc of America Securities 8-42263 000026091 549300IE5TDZLY0T0V30 4642.300000000000 Cantor Fitzgerald Europe 8-00134 000000201 549300KM6VUHPKQLQX53 GB 1097.820000000000 J.P. MORGAN 8-32646 000015733 N/A 650.740000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 396.400000000000 KCG Holdings 8-68357 000151300 549300U2HYPGZB6HDP95 227.970000000000 Citadel Securities Institutional LLC 8-69663 000281102 549300MLQ1S3715IUK04 208.760000000000 Merrill Lynch International LLC N/A 000162416 549300J8H1BYG1YAFY05 105.510000000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 78.730000000000 Piper Jaffray Companies 8-15204 000000665 QUQDBTUSOAKFEVMRMF78 52.870000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 44.650000000000 7505.750000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 90027950.600000000000 90027950.600000000000 N 348447127.962192000000 Committed 640000000.000000000000 N N N N JNL/Vanguard Growth ETF Allocation Fund S000058499 5493001SZEK5ST031N62 N 2 0 0 Underlying fund N N Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 255390846.592308000000 675674.890000000000 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 Mellon Investments Corporation 801-19785 000105764 YP72O3NKHJPQEEM7IG98 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y The Vanguard Group, Inc. 5493002789CX3L0CJP65 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 Banc of America Securities 8-42263 000026091 549300IE5TDZLY0T0V30 50121.810000000000 Merrill Lynch International LLC N/A 000162416 549300J8H1BYG1YAFY05 22153.780000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 12848.040000000000 J.P. MORGAN 8-32646 000015733 N/A 2551.620000000000 Cantor Fitzgerald Europe 8-00134 000000201 549300KM6VUHPKQLQX53 GB 2101.110000000000 KCG Holdings 8-68357 000151300 549300U2HYPGZB6HDP95 1121.650000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 1104.040000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 772.700000000000 Citadel Securities Institutional LLC 8-69663 000281102 549300MLQ1S3715IUK04 418.150000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 211.430000000000 94190.520000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 1923584907.020000000000 J.P. MORGAN 8-32646 000015733 N/A 90461837.000000000000 2014046744.020000000000 N 1871804976.576000000000 Committed 640000000.000000000000 N N N N JNL/Vanguard Moderate ETF Allocation Fund S000058493 5493002HO8YT5WOGMW36 N 2 0 0 Underlying fund N N Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 74201208.553461500000 244401.530000000000 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 Mellon Investments Corporation 801-19785 000105764 YP72O3NKHJPQEEM7IG98 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y The Vanguard Group, Inc. 5493002789CX3L0CJP65 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 Merrill Lynch International LLC N/A 000162416 549300J8H1BYG1YAFY05 4241.490000000000 Cantor Fitzgerald Europe 8-00134 000000201 549300KM6VUHPKQLQX53 GB 3002.380000000000 J.P. MORGAN 8-32646 000015733 N/A 2387.000000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 847.480000000000 KCG Holdings 8-68357 000151300 549300U2HYPGZB6HDP95 728.270000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 588.740000000000 Piper Jaffray Companies 8-15204 000000665 QUQDBTUSOAKFEVMRMF78 448.870000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 428.170000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 309.740000000000 UBS Limited N/A N/A REYPIEJN7XZHSUI0N355 GB 181.660000000000 13984.450000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 173117076.080000000000 J.P. MORGAN 8-32646 000015733 N/A 71850609.910000000000 244967685.990000000000 N 547596521.809425000000 Committed 640000000.000000000000 N N N N JNL/Vanguard Moderate Growth ETF Allocation Fund S000058498 54930028JNA2EWSYOO36 N 2 0 0 Underlying fund N N Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 132783343.101154000000 383965.890000000000 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 Mellon Investments Corporation 801-19785 000105764 YP72O3NKHJPQEEM7IG98 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y The Vanguard Group, Inc. 5493002789CX3L0CJP65 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 Merrill Lynch International LLC N/A 000162416 549300J8H1BYG1YAFY05 8595.860000000000 Banc of America Securities 8-42263 000026091 549300IE5TDZLY0T0V30 4553.300000000000 Cantor Fitzgerald Europe 8-00134 000000201 549300KM6VUHPKQLQX53 GB 3224.340000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 2568.700000000000 J.P. MORGAN 8-32646 000015733 N/A 1672.350000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 628.660000000000 KCG Holdings 8-68357 000151300 549300U2HYPGZB6HDP95 513.610000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 388.780000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 304.670000000000 Piper Jaffray Companies 8-15204 000000665 QUQDBTUSOAKFEVMRMF78 300.060000000000 24486.130000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 267529127.480000000000 J.P. MORGAN 8-32646 000015733 N/A 33063387.090000000000 300592514.570000000000 N 882836145.328027000000 Committed 640000000.000000000000 N N N N JNL Multi-Manager Alternative Fund S000048717 549300WLIS7O5K800R06 N 2 0 0 Underlying fund N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 1071220.857692310000 108616.470000000000 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 Boston Partners Global Investors, Inc. 801-61786 000124982 1J20BQ2FEQG1ONZV3K54 N N DoubleLine Capital LP 801-70942 000152606 549300AQKG3ZYRYGH003 N N First Pacific Advisors, LLC 801-67160 000141823 549300TY1SOO1YMJCK37 N N Lazard Asset Management LLC 801-61701 000122836 P1IBQ1I6K7EXV2Q96E20 N N Loomis, Sayles & Company, L.P. 801-170 000105377 5493000GBKQCJRPLGJ88 N N Westchester Capital Management, LLC 801-72002 000155686 549300JVYLER1U5NDK13 N N Western Asset Management Company 801-8162 000110441 549300C5A561UXUICN46 N N Kayne Anderson Rudnick Investment Management, LLC 801-24241 000104599 549300W19TN6A5K46H71 N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y Refinitiv US LLC 213800HQORQAP68CJJ04 N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS 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)) 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) Deutsche Bank AG 5493000LKS7B3UTF7H35 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) 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) 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) Ceskoslovenska obchodni 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) 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 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) 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) 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. 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LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 1.990000000000 322072429.880000000000 Y 1482116985.987070000000 Committed 640000000.000000000000 N N N N JNL/DFA U.S. Small Cap Fund S000068110 N57VJHYSXKU7D2LC3678 N 2 0 0 Underlying fund N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 3357733.560769230000 29286.980000000000 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 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 Y Refinitiv US LLC 213800HQORQAP68CJJ04 N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS 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 35388.110000000000 JEFFERIES BACHE SECURITIES, LLC 8-66040 000127733 O26QTPAJC1X7058KCW11 27574.720000000000 KCG Holdings 8-68357 000151300 549300U2HYPGZB6HDP95 23418.440000000000 Jefferies Group 8-15074 000002347 NY9Q8VBNB6D1L6YV0J84 4295.000000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 1882.450000000000 Rosenblatt Securities Inc. 8-24255 000018377 549300KXQP6H4QO07E91 869.360000000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 719.000000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 679.990000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 603.550000000000 JonesTrading Institutional Services, LLC 8-26089 000006888 2138008JJ5PA8H5UIL69 340.020000000000 95837.820000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 480691724.860000000000 STATE STREET BROKERAGE SERVICES, INC. 8-44744 000030107 54ZMQ1M7YQYKOZC8E043 176.650000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 1.990000000000 480691903.500000000000 Y 446613129.796411000000 Committed 640000000.000000000000 N N N N JNL/DoubleLine Core Fixed Income Fund S000001736 MB7NZP6EO4DC5ZJFI334 N 2 0 0 Underlying fund N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 23764864.486923100000 118521.090000000000 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 Y Refinitiv US LLC 213800HQORQAP68CJJ04 N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS 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) AO Citibank 549300RBHWW5EJIRG629 RU 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 J.P. MORGAN 8-32646 000015733 N/A 119.290000000000 JonesTrading Institutional Services, LLC 8-26089 000006888 2138008JJ5PA8H5UIL69 43.060000000000 KCG Holdings 8-68357 000151300 549300U2HYPGZB6HDP95 25.300000000000 Virtu Financial, Inc 8-51262 000045986 Q1YYTO5MBHNGETR9DT80 4.760000000000 192.410000000000 Banc of America Securities 8-42263 000026091 549300IE5TDZLY0T0V30 2923793303.590000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 2051526096.900000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 1397213394.970000000000 J.P. MORGAN 8-32646 000015733 N/A 1271775531.080000000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 1224474807.660000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 586357268.910000000000 Citadel Securities Institutional LLC 8-69663 000281102 549300MLQ1S3715IUK04 559047928.940000000000 BNP Paribas Securities 8-32682 000015794 2J5703FH5U5M97R1I237 558341272.310000000000 Barclays PLC 8-41342 000019714 G5GSEF7VJP5I7OUK5573 479081477.970000000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 473973781.010000000000 14002674148.610000000000 N 3699028028.518410000000 Committed 640000000.000000000000 N N N N JNL/DoubleLine Emerging Markets Fixed Income Fund S000052995 5493005ZIRW81LF1UH66 N 2 0 0 Underlying fund N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 20891024.024615400000 85516.020000000000 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 Y Refinitiv US LLC 213800HQORQAP68CJJ04 N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS Markit 549300HLPTRASHS0E726 CA N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 N LCH Clearnet Inc. 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LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 71460651.330000000000 JEFFERIES BACHE SECURITIES, LLC 8-66040 000127733 O26QTPAJC1X7058KCW11 47880539.970000000000 J.P. MORGAN 8-32646 000015733 N/A 46487571.000000000000 BNP Paribas Securities 8-32682 000015794 2J5703FH5U5M97R1I237 30304562.790000000000 1774592841.110000000000 N 878854104.539726000000 Committed 640000000.000000000000 N N N N JNL/DoubleLine Shiller Enhanced CAPE Fund S000050455 549300RS4S5278OI1746 N 2 0 0 Underlying fund N N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N/A 0.000000000000 0.000000000000 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 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 Y Refinitiv US LLC 213800HQORQAP68CJJ04 N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS 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 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 2681107179.810000000000 Banc of America Securities 8-42263 000026091 549300IE5TDZLY0T0V30 1331191596.730000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 791228662.140000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 567318709.000000000000 J.P. MORGAN 8-32646 000015733 N/A 477704227.550000000000 J.P. MORGAN SECURITIES, INC. 8-36950 000018718 ZBUT11V806EZRVTWT807 346042711.300000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 292616663.410000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 267974746.010000000000 BNP Paribas Securities 8-32682 000015794 2J5703FH5U5M97R1I237 232281158.390000000000 Citadel Securities Institutional LLC 8-69663 000281102 549300MLQ1S3715IUK04 176989665.250000000000 8204022362.810000000000 N 2536976180.692570000000 Committed 640000000.000000000000 N N N N JNL/DoubleLine Total Return Fund S000068111 5493001TIT2IUM88SU79 N 2 0 0 Underlying fund N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 0.000000000000 3431.240000000000 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 Y Refinitiv US LLC 213800HQORQAP68CJJ04 N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS 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 0.000000000000 Jackson National Asset Management, LLC N/A 000111079 5493007VBHOLN7EP1418 2332580495.210000000000 Banc of America Securities 8-42263 000026091 549300IE5TDZLY0T0V30 1299053522.480000000000 Goldman Sachs & Co. LLC 8-00129 000000361 FOR8UP27PHTHYVLBNG30 652675388.410000000000 J.P. MORGAN 8-32646 000015733 N/A 596693225.460000000000 Morgan Stanley & Co, Inc 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 520760232.110000000000 Citadel Securities Institutional LLC 8-69663 000281102 549300MLQ1S3715IUK04 300266027.610000000000 Credit Suisse 8-00422 000000816 1V8Y6QCX6YMJ2OELII46 297175814.970000000000 CitiGroup Global Markets, Inc. 8-08177 000007059 MBNUM2BPBDO7JBLYG310 290985561.990000000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 149649296.570000000000 Barclays PLC 8-41342 000019714 G5GSEF7VJP5I7OUK5573 122540301.910000000000 7146116322.940000000000 N 2722608570.637070000000 Committed 640000000.000000000000 N N N N JNL/Fidelity Institutional Asset Management Total Bond Fund S000001741 5MOEXA412PBCXUP0ZJ40 N 2 0 0 Underlying fund N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee Other Rebates (paid to borrower) 7594982.036923080000 50783.820000000000 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 FIAM LLC 801-63658 000133196 5493004TXEKSUW10AL66 N N Jackson National Asset Management, LLC N/A 5493007VBHOLN7EP1418 Y N N Jackson National Asset Management, LLC 5493007VBHOLN7EP1418 Y Refinitiv US LLC 213800HQORQAP68CJJ04 N Intercontinental Exchange 5493000F4ZO33MV32P92 N Bloomberg Inc. 549300RMUDWPHCUQNE66 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N IHS 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 AR 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) 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) 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. ZMHGNT7ZPKZ3UFZ8EO46 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank S.p.A. 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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) 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 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) 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 66665.970000000000 UBS Limited N/A N/A REYPIEJN7XZHSUI0N355 GB 36483.830000000000 J.P. 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