QUARTERLY STATEMENT
OF THE
JACKSON NATIONAL LIFE INSURANCE COMPANY
TO THE
Insurance Department
OF THE
STATE OF
Michigan
FOR THE QUARTER ENDED
MARCH 31, 2020
LIFE AND ACCIDENT AND HEALTH
FRATERNAL BENEFIT SOCIETIES
2020
*65056202020100101*
LIFE, ACCIDENT AND HEALTH COMPANIES/FRATERNAL BENEFIT SOCIETIES - ASSOCIATION EDITION
QUARTERLY STATEMENT
AS OF MARCH 31, 2020
OF THE CONDITION AND AFFAIRS OF THE
Jackson National Life Insurance Company
NAIC Group Code 0918 0918 NAIC Company Code 65056 Employer's ID Number 38-1659835
(Current) (Prior)
Organized under the Laws of Michigan , State of Domicile or Port of Entry MI
Country of Domicile
United States of America
Licensed as business type:
Life, Accident and Health [ X ] Fraternal Benefit Societies [ ]
Incorporated/Organized
06/19/1961 Commenced Business 08/30/1961
Statutory Home Office
1 Corporate Way , Lansing, MI, US 48951
(Street and Number) (City or Town, State, Country and Zip Code)
Main Administrative Office
1 Corporate Way
(Street and Number)
Lansing, MI, US 48951 , 517-381-5500
(City or Town, State, Country and Zip Code) (Area Code) (Telephone Number)
Mail Address
1 Corporate Way , Lansing, MI, US 48951
(Street and Number or P.O. Box) (City or Town, State, Country and Zip Code)
Primary Location of Books and Records
1 Corporate Way
(Street and Number)
Lansing, MI, US 48951 , 517-381-5500
(City or Town, State, Country and Zip Code) (Area Code) (Telephone Number)
Internet Website Address
www.jackson.com
Statutory Statement Contact
Michael Alan Costello , 517-381-5500
(Name) (Area Code) (Telephone Number)
(E-mail Address) (FAX Number)
OFFICERS
President
Michael Irving Falcon
Treasurer
Michael Alan Costello
Secretary
Andrew John Bowden
Chief Actuary
Marcia Lynn Wadsten
OTHER
Axel Philippe Alain Andre #, Chief Financial Officer Aimee Rochelle DeCamillo, Chief Commercial Officer Bradley Olan Harris #, Chief Risk Officer
Laura Louene Prieskorn, Chief Operating Officer Kenneth Harold Stewart #, EVP Savvas (Steve) Panagiotis Binioris, SVP
Devkumar Dilip Ganguly, SVP Guillermo Esteban Guerra #, SVP Thomas Paul Hyatte, SVP
Dana Scamarcia Rapier, SVP Stacey Lynn Schabel #, SVP Richard Charles White, SVP
Marina Costa Ashiotou, VP Dennis Allen Blue, VP Barrett Mark Bonemer, VP
Pamela Lynn Bottles, VP William Thomas Devanney Jr., VP Lisa Ilene Fox, VP
Heather Anne Gahir, VP Joseph Kent Garrett, VP Scott Jay Golde, VP
Robert William Hajdu, VP Laura Louise Hanson, VP Courtney Ann Hoffmann, VP
Thomas Andrew Janda, VP Scott Francis Klus, VP Toni Lee Klus, VP
Matthew Fox Laker, VP Diahn Marie McHenry, VP Ryan Tait Mellott, VP
Dean Michael Miller, VP Jacky Morin, VP James Aaron Schultz, VP
Muhammad Sajid Shami, VP Dr. Bhatt Lakshmi Narayana Vadlamani, VP Brian Michael Walta, VP
Weston Bartley Wetherell, VP
DIRECTORS OR TRUSTEES
Axel Philippe Alain Andre # Michael Irving Falcon Morten Nicolai Friis
Bradley Olan Harris Dennis James Manning (Chairman) Edward Ronald Morrissey
Kenneth Harold Stewart
SS:
State of
Michigan
County of
Ingham
The officers of this reporting entity being duly sworn, each depose and say that they are the described officers of said reporting entity, and that on the reporting period stated above,
all of the herein described assets were the absolute property of the said reporting entity, free and clear from any liens or claims thereon, except as herein stated, and that this
statement, together with related exhibits, schedules and explanations therein contained, annexed or referred to, is a full and true statement of all the assets and liabilities and of the
condition and affairs of the said reporting entity as of the reporting period stated above, and of its income and deductions therefrom for the period ended, and have been completed
in accordance with the NAIC Annual Statement Instructions and Accounting Practices and Procedures manual except to the extent that: (1) state law may differ; or, (2) that state
rules or regulations require differences in reporting not related to accounting practices and procedures, according to the best of their information, knowledge and belief,
respectively. Furthermore, the scope of this attestation by the described officers also includes the related corresponding electronic filing with the NAIC, when required, that is an
exact copy (except for formatting differences due to electronic filing) of the enclosed statement. The electronic filing may be requested by various regulators in lieu of or in addition
to the enclosed statement.
Michael I. Falcon Andrew J. Bowden Michael A. Costello
President Secretary Treasurer
a. Is this an original filing?
Yes [ X ] No [ ]
Subscribed and sworn to before me this b. If no,
___ day of
1. State the amendment number
2. Date filed
3. Number of pages attached
Rhonda Phillips-Langham
Notary Public
10-Nov-24
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
ASSETS
Current Statement Date 4
1
Assets
2
Nonadmitted Assets
3
Net Admitted Assets
(Cols. 1 - 2)
December 31
Prior Year Net
Admitted Assets
1. Bonds
54,959,671,331 0 54,959,671,331 51,622,738,742
2. Stocks:
2.1 Preferred stocks
0 0 0 0
2.2 Common stocks
852,031,849 6,025,753 846,006,096 884,796,589
3. Mortgage loans on real estate:
3.1 First liens
9,926,650,437 0 9,926,650,437 9,912,447,248
3.2 Other than first liens
0 0 0 0
4. Real estate:
4.1 Properties occupied by the company (less $
0
encumbrances)
247,332,429 0 247,332,429 248,959,944
4.2 Properties held for the production of income (less
$
0
encumbrances)
7,172,124 0 7,172,124 7,172,124
4.3 Properties held for sale (less $
0
encumbrances)
2,826,669 0 2,826,669 2,826,669
5. Cash ($
3,305,579,377
), cash equivalents
($
7,559,189,037
) and short-term
investments ($
0
)
10,864,768,414 0 10,864,768,414 1,160,849,203
6. Contract loans (including $
0
premium notes)
4,539,693,617 1,735,227 4,537,958,390 4,578,652,838
7. Derivatives
5,776,308,321 0 5,776,308,321 1,446,740,408
8. Other invested assets
1,554,717,932 65,274,677 1,489,443,255 1,441,693,986
9. Receivables for securities
502,418,824 0 502,418,824 64,886,145
10. Securities lending reinvested collateral assets
26,650,492 0 26,650,492 48,063,148
11. Aggregate write-ins for invested assets
0 0 0 0
12. Subtotals, cash and invested assets (Lines 1 to 11)
89,260,242,439 73,035,657 89,187,206,782 71,419,827,044
13. Title plants less $
0
charged off (for Title insurers
only)
0 0 0 0
14. Investment income due and accrued
747,258,141 0 747,258,141 704,567,228
15. Premiums and considerations:
15.1 Uncollected premiums and agents' balances in the course of collection
305,420,487 0 305,420,487 279,390,437
15.2 Deferred premiums, agents' balances and installments booked but
deferred and not yet due (including $
0
earned but unbilled premiums)
51,894,767 0 51,894,767 56,609,528
15.3 Accrued retrospective premiums ($
0
) and
contracts subject to redetermination ($
0
)
0 0 0 0
16. Reinsurance:
16.1 Amounts recoverable from reinsurers
63,598,405 0 63,598,405 36,107,814
16.2 Funds held by or deposited with reinsured companies
0 0 0 0
16.3 Other amounts receivable under reinsurance contracts
(186,951,818) 0 (186,951,818) (190,059,048)
17. Amounts receivable relating to uninsured plans
0 0 0 0
18.1 Current federal and foreign income tax recoverable and interest thereon
1,756,440,634 0 1,756,440,634 347,315,477
18.2 Net deferred tax asset
66,413,996 0 66,413,996 619,913,799
19. Guaranty funds receivable or on deposit
2,067,829 0 2,067,829 1,982,904
20. Electronic data processing equipment and software
5,898,337 0 5,898,337 7,268,534
21. Furniture and equipment, including health care delivery assets
($
0
)
31,463,729 31,463,729 0 0
22. Net adjustment in assets and liabilities due to foreign exchange rates
0 0 0 0
23. Receivables from parent, subsidiaries and affiliates
43,882,245 0 43,882,245 60,622,597
24. Health care ($
0
) and other amounts receivable
0 0 0 0
25. Aggregate write-ins for other than invested assets
155,375,516 36,649,626 118,725,890 131,007,878
26. Total assets excluding Separate Accounts, Segregated Accounts and
Protected Cell Accounts (Lines 12 to 25)
92,303,004,707 141,149,012 92,161,855,695 73,474,554,192
27. From Separate Accounts, Segregated Accounts and Protected Cell
Accounts
146,117,106,803 0 146,117,106,803 181,581,358,253
28. Total (Lines 26 and 27)
238,420,111,510 141,149,012 238,278,962,498 255,055,912,445
DETAILS OF WRITE-INS
1101.
1102.
1103.
1198. Summary of remaining write-ins for Line 11 from overflow page
0 0 0 0
1199. Totals (Lines 1101 through 1103 plus 1198)(Line 11 above)
0 0 0 0
2501.
Agents' balances (net)
3,257,507 3,257,507 0 0
2502.
Capitalized software and associated costs 19,997,231 19,997,231 0 0
2503.
Goodwill and value of business acquired 118,725,890 0 118,725,890 131,007,878
2598. Summary of remaining write-ins for Line 25 from overflow page
13,394,888 13,394,888 0 0
2599. Totals (Lines 2501 through 2503 plus 2598)(Line 25 above)
155,375,516 36,649,626 118,725,890 131,007,878
2
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
LIABILITIES, SURPLUS AND OTHER FUNDS
1
Current
Statement Date
2
December 31
Prior Year
1. Aggregate reserve for life contracts $
64,917,000,339
less $
0
included in Line 6.3
(including $
0
Modco Reserve)
64,637,140,072 52,691,932,555
2. Aggregate reserve for accident and health contracts (including $
0
Modco Reserve)
0 0
3. Liability for deposit-type contracts (including $
0
Modco Reserve)
13,741,796,136 13,092,200,315
4. Contract claims:
4.1 Life
825,554,108 809,047,789
4.2 Accident and health
0 0
5. Policyholders’ dividends/refunds to members $
209,325
and coupons $
0
due
and unpaid
209,325 229,030
6. Provision for policyholders’ dividends, refunds to members and coupons payable in following calendar year - estimated
amounts:
6.1 Policyholders’ dividends and refunds to members apportioned for payment (including $
0
Modco)
9,017,188 9,047,483
6.2 Policyholders’ dividends and refunds to members not yet apportioned (including $
0
Modco)
177,831 179,548
6.3 Coupons and similar benefits (including $
0
Modco)
49,306 49,340
7. Amount provisionally held for deferred dividend policies not included in Line 6
0 0
8. Premiums and annuity considerations for life and accident and health contracts received in advance less
$
0
discount; including $
0
accident and health premiums
3,030,879 2,500,537
9. Contract liabilities not included elsewhere:
9.1 Surrender values on canceled contracts
529,327 448,095
9.2 Provision for experience rating refunds, including the liability of $
0
accident and health
experience rating refunds of which $
0
is for medical loss ratio rebate per the Public Health
Service Act
0 0
9.3 Other amounts payable on reinsurance, including $
(46,238,118)
assumed and $
222,712
ceded
(46,015,406) (23,117,357)
9.4 Interest Maintenance Reserve
345,439,268 442,449,568
10. Commissions to agents due or accrued-life and annuity contracts $
94,406,792
, accident and health
$
0
and deposit-type contract funds $
0
94,406,792 117,677,812
11. Commissions and expense allowances payable on reinsurance assumed
86,365 88,379
12. General expenses due or accrued
154,906,287 220,282,864
13. Transfers to Separate Accounts due or accrued (net) (including $
(5,201,565,585)
accrued for expense
allowances recognized in reserves, net of reinsured allowances)
(5,212,253,430) (5,332,639,488)
14. Taxes, licenses and fees due or accrued, excluding federal income taxes
(4,122,748) (4,396,758)
15.1 Current federal and foreign income taxes, including $
0
on realized capital gains (losses)
0 0
15.2 Net deferred tax liability
0 0
16. Unearned investment income
7,419,769 7,898,188
17. Amounts withheld or retained by reporting entity as agent or trustee
3,804,984 6,026,304
18. Amounts held for agents' account, including $
6,253,854
agents' credit balances
6,253,854 6,316,081
19. Remittances and items not allocated
32,113,058 20,967,517
20. Net adjustment in assets and liabilities due to foreign exchange rates
0 0
21. Liability for benefits for employees and agents if not included above
0 0
22. Borrowed money $
73,092,108
and interest thereon $
49,044
73,141,152 377,548,328
23. Dividends to stockholders declared and unpaid
0 0
24. Miscellaneous liabilities:
24.01 Asset valuation reserve
754,985,514 448,441,678
24.02 Reinsurance in unauthorized and certified ($
0
) companies
31,888,430 64,948,976
24.03 Funds held under reinsurance treaties with unauthorized and certified ($
0
) reinsurers
3,763,882,070 3,753,821,449
24.04 Payable to parent, subsidiaries and affiliates
201,051,355 255,332,143
24.05 Drafts outstanding
0 0
24.06 Liability for amounts held under uninsured plans
0 0
24.07 Funds held under coinsurance
294,576,951 293,690,292
24.08 Derivatives
(23,821,111) (15,364,417)
24.09 Payable for securities
709,283,244 196,296,169
24.10 Payable for securities lending
26,650,492 48,063,148
24.11 Capital notes $
0
and interest thereon $
0
0 0
25. Aggregate write-ins for liabilities
4,106,362,772 1,225,010,887
26. Total liabilities excluding Separate Accounts business (Lines 1 to 25)
84,537,543,834 68,714,976,454
27. From Separate Accounts Statement
146,117,106,803 181,581,358,253
28. Total liabilities (Lines 26 and 27)
230,654,650,637 250,296,334,707
29. Common capital stock
13,800,000 13,800,000
30. Preferred capital stock
0 0
31. Aggregate write-ins for other than special surplus funds
0 0
32. Surplus notes
249,655,955 249,611,466
33. Gross paid in and contributed surplus
3,506,054,966 3,506,054,966
34. Aggregate write-ins for special surplus funds
0 0
35. Unassigned funds (surplus)
3,854,800,940 990,111,306
36. Less treasury stock, at cost:
36.1
0
shares common (value included in Line 29 $
0
)
0 0
36.2
0
shares preferred (value included in Line 30 $
0
)
0 0
37. Surplus (Total Lines 31+32+33+34+35-36) (including $
0
in Separate Accounts Statement)
7,610,511,861 4,745,777,738
38. Totals of Lines 29, 30 and 37
7,624,311,861 4,759,577,738
39. Totals of Lines 28 and 38 (Page 2, Line 28, Col. 3)
238,278,962,498 255,055,912,445
DETAILS OF WRITE-INS
2501.
Deferred compensation 316,604,259 351,807,270
2502.
Deferred rent 11,619,933 11,567,876
2503.
Founders Plan liability 120,671 96,679
2598. Summary of remaining write-ins for Line 25 from overflow page
3,778,017,909 861,539,062
2599. Totals (Lines 2501 through 2503 plus 2598)(Line 25 above)
4,106,362,772 1,225,010,887
3101.
3102.
3103.
3198. Summary of remaining write-ins for Line 31 from overflow page
0 0
3199. Totals (Lines 3101 through 3103 plus 3198)(Line 31 above)
0 0
3401.
3402.
3403.
3498. Summary of remaining write-ins for Line 34 from overflow page
0 0
3499. Totals (Lines 3401 through 3403 plus 3498)(Line 34 above)
0 0
3
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SUMMARY OF OPERATIONS
1
Current Year
To Date
2
Prior Year
To Date
3
Prior Year Ended
December 31
1. Premiums and annuity considerations for life and accident and health contracts
5,177,926,171 4,419,154,721 20,569,180,872
2. Considerations for supplementary contracts with life contingencies
2,361,763 2,587,170 7,217,341
3. Net investment income
973,903,809 870,721,297 3,648,162,584
4. Amortization of Interest Maintenance Reserve (IMR)
17,698,907 24,189,187 98,245,065
5. Separate Accounts net gain from operations excluding unrealized gains or losses
0 0 0
6. Commissions and expense allowances on reinsurance ceded
(12,726,115) 493,922 33,079,871
7. Reserve adjustments on reinsurance ceded
0 0 0
8. Miscellaneous Income:
8.1 Income from fees associated with investment management, administration and contract
guarantees from Separate Accounts
1,056,492,129 1,010,179,046 4,179,600,794
8.2 Charges and fees for deposit-type contracts
0 0 0
8.3 Aggregate write-ins for miscellaneous income
226,077,914 210,967,150 885,205,291
9. Totals (Lines 1 to 8.3)
7,441,734,578 6,538,292,493 29,420,691,818
10. Death benefits
262,151,118 256,721,815 1,010,714,835
11. Matured endowments (excluding guaranteed annual pure endowments)
754,347 1,475,008 5,149,399
12. Annuity benefits
907,045,511 866,542,880 3,300,435,068
13. Disability benefits and benefits under accident and health contracts
2,824,263 2,945,724 11,736,434
14. Coupons, guaranteed annual pure endowments and similar benefits
19,825 21,162 82,407
15. Surrender benefits and withdrawals for life contracts
4,888,263,373 4,206,611,919 18,744,955,458
16. Group conversions
0 0 0
17. Interest and adjustments on contract or deposit-type contract funds
89,151,240 88,630,062 369,867,358
18. Payments on supplementary contracts with life contingencies
2,231,397 2,687,511 9,440,699
19. Increase in aggregate reserves for life and accident and health contracts
11,945,207,517 (2,406,657,393) (629,449,440)
20. Totals (Lines 10 to 19)
18,097,648,591 3,018,978,688 22,822,932,218
21. Commissions on premiums, annuity considerations, and deposit-type contract funds (direct
business only)
448,313,426 391,252,981 1,775,305,677
22. Commissions and expense allowances on reinsurance assumed
50,231,560 21,996,676 146,915,190
23. General insurance expenses and fraternal expenses
161,708,771 175,430,330 682,307,529
24. Insurance taxes, licenses and fees, excluding federal income taxes
17,512,174 18,795,881 58,515,407
25. Increase in loading on deferred and uncollected premiums
(922,910) (792,554) (3,468,801)
26. Net transfers to or (from) Separate Accounts net of reinsurance
(1,814,099,235) (396,833,638) (2,391,064,547)
27. Aggregate write-ins for deductions
93,950,538 93,480,664 425,532,017
28. Totals (Lines 20 to 27)
17,054,342,915 3,322,309,028 23,516,974,690
29. Net gain from operations before dividends to policyholders and federal income taxes (Line 9 minus
Line 28)
(9,612,608,337) 3,215,983,465 5,903,717,128
30. Dividends to policyholders and refunds to members
2,473,683 2,514,550 9,422,606
31. Net gain from operations after dividends to policyholders, refunds to members and before federal
income taxes (Line 29 minus Line 30)
(9,615,082,020) 3,213,468,915 5,894,294,522
32. Federal and foreign income taxes incurred (excluding tax on capital gains)
(3,058,388,537) 554,299,832 1,579,682,572
33. Net gain from operations after dividends to policyholders, refunds to members and federal income
taxes and before realized capital gains or (losses) (Line 31 minus Line 32)
(6,556,693,483) 2,659,169,083 4,314,611,950
34. Net realized capital gains (losses) (excluding gains (losses) transferred to the IMR) less capital
gains tax of $
1,662,377,515
(excluding taxes of $
(13,177,129)
transferred to the IMR)
6,188,163,766 (1,812,972,970) (5,372,238,088)
35. Net income (Line 33 plus Line 34)
(368,529,717) 846,196,113 (1,057,626,138)
CAPITAL AND SURPLUS ACCOUNT
36. Capital and surplus, December 31, prior year
4,759,577,738 4,788,440,264 4,788,440,264
37. Net income (Line 35)
(368,529,717) 846,196,113 (1,057,626,138)
38. Change in net unrealized capital gains (losses) less capital gains tax of $
856,035,216 3,239,890,973 (604,686,918) 119,356,066
39. Change in net unrealized foreign exchange capital gain (loss)
0 0 0
40. Change in net deferred income tax
(581,693,879) (107,804,962) 457,434,864
41. Change in nonadmitted assets
852,366,634 (37,698,516) (350,692,003)
42. Change in liability for reinsurance in unauthorized and certified companies
33,060,546 0 (64,898,726)
43. Change in reserve on account of change in valuation basis, (increase) or decrease
0 0 438,371,407
44. Change in asset valuation reserve
(306,543,836) 279,973,755 269,445,741
45. Change in treasury stock
0 0 0
46. Surplus (contributed to) withdrawn from Separate Accounts during period
0 0 0
47. Other changes in surplus in Separate Accounts Statement
0 0 0
48. Change in surplus notes
44,489 9,560 53,295
49. Cumulative effect of changes in accounting principles
0 0 0
50. Capital changes:
50.1 Paid in
0 0 0
50.2 Transferred from surplus (Stock Dividend)
0 0 0
50.3 Transferred to surplus
0 0 0
51. Surplus adjustment:
51.1 Paid in
0 0 120,000,000
51.2 Transferred to capital (Stock Dividend)
0 0 0
51.3 Transferred from capital
0 0 0
51.4 Change in surplus as a result of reinsurance
(3,861,087) (1,289,991) (24,118,543)
52. Dividends to stockholders
0 0 (525,000,000)
53. Aggregate write-ins for gains and losses in surplus
0 (156,398,126) 588,811,512
54. Net change in capital and surplus for the year (Lines 37 through 53)
2,864,734,123 218,300,915 (28,862,525)
55. Capital and surplus, as of statement date (Lines 36 + 54)
7,624,311,861 5,006,741,179 4,759,577,738
DETAILS OF WRITE-INS
08.301.
General account policy fees 86,697,052 80,552,479 338,400,587
08.302.
Marketing fees 136,790,123 128,639,461 543,429,724
08.303.
Miscellaneous income 63,547 881,757 2,862,700
08.398. Summary of remaining write-ins for Line 8.3 from overflow page
2,527,192 893,453 512,280
08.399. Totals (Lines 08.301 through 08.303 plus 08.398) (Line 8.3 above)
226,077,914 210,967,150 885,205,291
2701.
Additional contract benefits to Founders Plan policyholders 24,124 23,982 96,042
2702.
Amortization of goodwill and value of business acquired 12,281,989 9,416,966 105,481,086
2703.
Interest on funds withheld treaties 85,505,512 85,329,707 344,073,432
2798. Summary of remaining write-ins for Line 27 from overflow page
(3,861,087) (1,289,991) (24,118,543)
2799. Totals (Lines 2701 through 2703 plus 2798)(Line 27 above)
93,950,538 93,480,664 425,532,017
5301.
Interest rate swaps adjustment per permitted practice 0 (156,398,126) 164,710,140
5302.
Change in CARVM allowance on account of change in valuation basis 0 0 424,101,372
5303.
5398. Summary of remaining write-ins for Line 53 from overflow page
0 0 0
5399. Totals (Lines 5301 through 5303 plus 5398)(Line 53 above)
0 (156,398,126) 588,811,512
4
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
CASH FLOW
1
Current Year
To Date
2
Prior Year
To Date
3
Prior Year Ended
December 31
Cash from Operations
1. Premiums collected net of reinsurance
5,158,075,713 4,046,063,343 20,208,575,620
2. Net investment income
780,883,827 418,011,786 2,614,584,390
3. Miscellaneous income
1,286,401,024 1,211,005,202 5,079,440,472
4. Total (Lines 1 to 3)
7,225,360,564 5,675,080,331 27,902,600,482
5. Benefit and loss related payments
6,027,144,123 5,297,126,626 22,862,640,867
6. Net transfers to Separate Accounts, Segregated Accounts and Protected Cell Accounts
(1,934,485,293) (328,108,341) (2,605,619,731)
7. Commissions, expenses paid and aggregate write-ins for deductions
764,125,572 664,783,924 2,667,951,798
8. Dividends paid to policyholders
2,525,400 2,504,042 9,586,625
9. Federal and foreign income taxes paid (recovered) net of $
0
tax on capital
gains (losses)
(43,913) 0 376,247,276
10. Total (Lines 5 through 9)
4,859,265,889 5,636,306,251 23,310,806,835
11. Net cash from operations (Line 4 minus Line 10)
2,366,094,675 38,774,080 4,591,793,647
Cash from Investments
12. Proceeds from investments sold, matured or repaid:
12.1 Bonds
2,456,343,536 2,449,692,045 9,797,989,355
12.2 Stocks
2,975,971 2,430,376 469,598,100
12.3 Mortgage loans
540,173,463 246,296,458 1,242,741,594
12.4 Real estate
0 0 0
12.5 Other invested assets
36,050,104 100,787,912 246,940,252
12.6 Net gains or (losses) on cash, cash equivalents and short-term investments
0 0 0
12.7 Miscellaneous proceeds
9,030,573,476 (2,898,991,123) (5,457,725,010)
12.8 Total investment proceeds (Lines 12.1 to 12.7)
12,066,116,550 (99,784,332) 6,299,544,291
13. Cost of investments acquired (long-term only):
13.1 Bonds
5,913,397,772 1,991,340,212 9,889,710,024
13.2 Stocks
659,283 992,940 137,133,562
13.3 Mortgage loans
555,520,000 261,344,500 1,750,063,184
13.4 Real estate
350,449 224,860 952,828
13.5 Other invested assets
101,575,408 85,526,541 293,642,577
13.6 Miscellaneous applications
1,256,985,525 450,234,761 2,462,588,470
13.7 Total investments acquired (Lines 13.1 to 13.6)
7,828,488,437 2,789,663,814 14,534,090,645
14. Net increase (or decrease) in contract loans and premium notes
(40,694,447) (65,097,270) 17,657,059
15. Net cash from investments (Line 12.8 minus Line 13.7 and Line 14)
4,278,322,560 (2,824,350,876) (8,252,203,413)
Cash from Financing and Miscellaneous Sources
16. Cash provided (applied):
16.1 Surplus notes, capital notes
0 0 0
16.2 Capital and paid in surplus, less treasury stock
0 0 83,376,366
16.3 Borrowed funds
(304,250,000) (2,500,000) 294,960,527
16.4 Net deposits on deposit-type contracts and other insurance liabilities
649,595,821 948,391,484 1,345,319,839
16.5 Dividends to stockholders
0 0 525,000,000
16.6 Other cash provided (applied)
2,714,156,155 150,927,348 801,284,265
17. Net cash from financing and miscellaneous sources (Line 16.1 through Line 16.4 minus Line 16.5
plus Line 16.6)
3,059,501,976 1,096,818,832 1,999,940,997
RECONCILIATION OF CASH, CASH EQUIVALENTS AND SHORT-TERM INVESTMENTS
18. Net change in cash, cash equivalents and short-term investments (Line 11, plus Lines 15 and 17)
9,703,919,212 (1,688,757,964) (1,660,468,769)
19. Cash, cash equivalents and short-term investments:
19.1 Beginning of year
1,160,849,203 2,821,317,972 2,821,317,972
19.2 End of period (Line 18 plus Line 19.1)
10,864,768,414 1,132,560,008 1,160,849,203
Note: Supplemental disclosures of cash flow information for non-cash transactions:
20.0001.
Assets transferred on reinsurance transaction 0 428,792,376 428,792,376
20.0002.
Transfer of debt securities for debt securities and / or equity securities 32,333,222 215,557,458 730,432,476
20.0003.
Non-cash financial assets acquired from parent as a capital contribution 0 0 36,623,634
5
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
EXHIBIT 1
DIRECT PREMIUMS AND DEPOSIT-TYPE CONTRACTS
1
Current Year
To Date
2
Prior Year
To Date
3
Prior Year Ended
December 31
1. Industrial life
43,708 58,912 231,971
2. Ordinary life insurance
41,791,848 172,457,274 781,685,146
3. Ordinary individual annuities
4,571,605,195 3,172,021,549 17,317,005,341
4. Credit life (group and individual)
0 0 0
5. Group life insurance
5,519,806 3,527,210 18,833,540
6. Group annuities
155,006,200 437,590,969 1,264,633,767
7. A & H - group
36,793 39,429 146,632
8. A & H - credit (group and individual)
0 0 0
9. A & H - other
9,503,895 10,469,723 39,968,647
10. Aggregate of all other lines of business
0 0 0
11. Subtotal (Lines 1 through 10)
4,783,507,445 3,796,165,066 19,422,505,044
12. Fraternal (Fraternal Benefit Societies Only)
0 0 0
13. Subtotal (Lines 11 through 12)
4,783,507,445 3,796,165,066 19,422,505,044
14. Deposit-type contracts
1,287,699,215 1,178,631,422 2,534,151,039
15. Total (Lines 13 and 14)
6,071,206,660 4,974,796,488 21,956,656,083
DETAILS OF WRITE-INS
1001.
1002.
1003.
1098. Summary of remaining write-ins for Line 10 from overflow page
0 0 0
1099. Totals (Lines 1001 through 1003 plus 1098)(Line 10 above)
0 0 0
6
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
7
NOTES TO FINANCIAL STATEMENTS
1. Summary of Significant Accounting Policies and Going Concern
A. Accounting Practices
The financial statements of Jackson National Life Insurance Company (the “Company”) are presented on the basis of accounting
practices prescribed or permitted by the Michigan Department of Insurance and Financial Services.
The Department of Insurance and Financial Services recognizes statutory accounting practices prescribed or permitted by the state
of Michigan for determining and reporting the financial condition and results of operations of an insurance company, and for
determining its solvency under Michigan Insurance Law. The Department of Insurance and Financial Services has adopted the
National Association of Insurance Commissioners' (“NAIC”) Accounting Practices and Procedures Manual (“NAIC SAP”) to the
extent that the accounting practices, procedures, and reporting standards are not modified by the Michigan Insurance Code. The
state of Michigan has adopted certain prescribed accounting practices that differ from those defined in NAIC SAP. Specifically,
the value of the book of business arising from the acquisition of a subsidiary or through reinsurance may be recognized as an
admitted asset if certain criteria are met. In NAIC SAP, goodwill may be admitted in amounts not to exceed 10% of an insurer’s
capital and surplus, as adjusted, and is eliminated in the event of a merger. The commissioner of insurance has the right to permit
other specific practices that deviate from prescribed practices.
The Valuation of Life Insurance Policies Model Regulation (“Model 830”, also known as Regulation XXX), was effective for NAIC
SAP in 2000. The state of Michigan did not permit Model 830 for reserve calculations until January 1, 2002. Thus, reserves for
life business issued in calendar years 2000-2001 are not valued according to Model 830 and NAIC SAP, but rather, are valued under
the prior method of the Standard Valuation Law, referred to as the ‘unitary’ method.
Actuarial Guideline XXXV (“Actuarial Guideline 35” or the “Guideline”) was adopted by the NAIC in December 1998. The
purpose of Actuarial Guideline 35 is to interpret the standards for the valuation of statutory reserves for fixed index annuities. NAIC
SAP requires application of Actuarial Guideline 35 for all fixed index annuities issued after December 31, 2000. Michigan law
prescribes the valuation of fixed index annuities without consideration of the Guideline. As a result, the Guideline is not reflected
in the Company’s accounts as of March 31, 2020 and December 31, 2019.
As a result of an acquisition accounted for as a statutory purchase in accordance with Statement of Statutory Accounting Principles
(“SSAP”) No. 68 and an indemnity reinsurance agreement, the Company has goodwill attributed to the value of the book of business
acquired (“VOBA”). The VOBA value is fully recoverable by the present value of the future cash flows of the businesses acquired
and assumed. Under Michigan law, the entire balance is recognized as an admitted asset. Under statutory goodwill accounting in
accordance with paragraph 13 of SSAP No. 68, the entire VOBA of $118,725,890 at March 31, 2020, would be a reduction from
the Michigan basis capital and surplus, as shown in the table below.
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
7.1
NOTES TO FINANCIAL STATEMENTS
A reconciliation of the Company's net income and capital and surplus between NAIC SAP and practices prescribed or
permitted by the state of Michigan is shown below:
F/S
F/S
SSAP #
Page
Line #
3/31/2020
12/31/2019
Net Income
Jackson National Life Insurance Company, Michigan basis
(368,529,717)
$
(263,497,629)
$
Michigan Prescribed Practices that increase/(decrease) NAIC SAP:
Valuation of Life Insurance Policies Model Regulation (XXX)
Decrease in aggregate reserves for life and accident
and health policies and contracts
51
4
19
(353,309)
(1,707,661)
Actuarial Guideline XXXV
(Decrease)/increase in aggregate reserves for life and accident
and health policies and contracts
51
4
19
(51,194,141)
97,290,647
Amortization of value of business acquired
68
4
2702
(12,281,989)
(105,481,086)
Prescribed practices adjustment
(63,829,439)
(9,898,100)
Tax effect of prescribed practice differences
51, 68
4
32
10,827,285
(20,166,330)
NAIC SAP
(315,527,563)
$
(233,433,199)
$
Capital and Surplus
Jackson National Life Insurance Company, Michigan basis
7,624,311,861
$
4,759,577,738
$
Michigan Prescribed Practices that increase/(decrease) NAIC SAP:
Valuation of Life Insurance Policies Model Regulation (XXX):
Reserve, Michigan basis
51
3
1
(8,564,331)
(8,673,613)
Reserve, NAIC SAP
51
3
1
(21,442,359)
(21,904,950)
Model Regulation (XXX) adjustment
12,878,028
13,231,337
Actuarial Guideline XXXV:
Reserve, Michigan basis
51
3
1
(9,135,583,848)
(8,752,871,985)
Reserve, NAIC SAP
51
3
1
(9,184,120,641)
(8,852,602,919)
Actuarial Guideline XXXV adjustment
48,536,793
99,730,934
Value of business acquired
68
2
2503
118,725,890
131,007,878
Tax effect of prescribed practice differences
12,598,157
9,721,195
Net impact of prescribed practices
192,738,868
253,691,344
NAIC SAP
7,431,572,993
$
4,505,886,394
$
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 1, item B.
C. Accounting Policy
(2) Bonds not backed by other loans are stated at amortized cost except those with an NAIC rating of “6,” which are
stated at the lower of amortized cost or fair value. Acquisition premiums and discounts are amortized into
investment income through call or maturity dates using the interest method. The Company did not have SVO-
Identified investments reported at a different measurement method from prior periods.
(6) Loan-backed and structured securities, hereafter collectively referred to as “loan-backed securities”, are stated at
amortized cost except those with an NAIC carry rating of “6,” which are carried at the lower of amortized cost or
fair value. The retrospective adjustment method is used to value loan-backed securities where the collection of
all contractual cash flows is probable. For loan-backed securities where the collection of all contractual cash
flows is not probable, the Company:
• Recognizes the accretable yield over the life of the loan-backed security as determined at the acquisition or
transaction date,
• Continues to estimate cash flows expected to be collected at least quarterly, and
• Recognizes an other-than-temporary impairment loss if the loan-backed security is impaired (i.e., the fair value
is less than the amortized cost basis) and if the Company does not expect to recover the entire amortized cost
basis when compared to the present value of cash flows expected to be collected.
Investments are reduced to estimated fair value (discounted cash flows for loan-backed securities) for declines in
value that are determined to be other-than-temporary. In determining whether an other-than-temporary
impairment has occurred, the Company considers a security’s forecasted cash flows as well as the severity and
duration of depressed fair values.
If the Company intends to sell an impaired loan-backed security or does not have the intent and ability to retain
the impaired loan-backed security for a period of time sufficient to recover the amortized cost basis, an other-
than-temporary impairment has occurred. In these situations, the other-than-temporary impairment loss
recognized is the difference between the amortized cost basis and fair value. For loan-backed securities, the credit
portion of the recognized loss is recorded to the asset valuation reserve (“AVR”) and the non-credit portion is
recorded to the interest maintenance reserve (“IMR”). If the Company does not expect to recover the entire
amortized cost basis when compared to the present value of cash flows expected to be collected, it cannot assert
that it has the ability to recover the loan-backed security’s amortized cost basis even though it has no intent to sell
and has the intent and ability to retain the loan-backed security. Therefore, an other-than-temporary impairment
has occurred and a realized loss is recognized for the non-interest related decline, which is calculated as the
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
7.2
NOTES TO FINANCIAL STATEMENTS
has occurred and a realized loss is recognized for the non-interest related decline, which is calculated as the
difference between the loan-backed security’s amortized cost basis and the present value of cash flows expected
to be collected.
For situations where an other-than-temporary impairment is recognized, the previous amortized cost basis less
the other-than temporary impairment recognized as a realized loss becomes the new amortized cost basis of the
loan-backed security. The new amortized cost basis is not adjusted for subsequent recoveries in fair value.
Therefore, the prospective adjustment method is used for periods subsequent to other-than-temporary impairment
loss recognition.
D. Going Concern
There is not substantial doubt about the Company’s ability to continue as a going concern.
2. Accounting Changes and Corrections of Errors
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 2.
3. Business Combinations and Goodwill
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 3.
4. Discontinued Operations
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 4.
5. Investments
D. Loan Backed and Structured Securities
(1) Principal prepayment assumptions for loan-backed and structured securities are obtained from broker-dealers,
independent providers of broker-dealer estimates, or internal models.
(2) There were no loan-backed and structured securities with a recognized other-than-temporary impairment where the
Company has either the intent to sell the securities or lacks the ability or intent to retain the securities as of the
statement date.
(3) The following table details loan-backed and structured securities with a recognized other-than-temporary
impairment recorded in 2020 where the Company has the intent and ability to hold the securities for sufficient time
to recover the amortized cost:
(4) The following table summarizes loan-backed and structured securities in an unrealized loss position as of March
31, 2020:
Total <12 Months 12+ Months
Fair Valu e
2,515,593,272$ 2,476,560,744$ 39,032,528$
Unre alize d Loss
153,026,379$ 148,126,444$ 4,899,935$
The carrying value and fair value of all loan-backed and structured securities, regardless of whether the security is
in an unrealized loss position, was $6,166,569,499 and $6,154,877,022, respectively.
(5) The Company periodically reviews its debt securities and equities on a case-by-case basis to determine if any decline
in fair value to below amortized cost is other-than-temporary. Factors considered in determining whether a decline
is other-than-temporary include the length of time a security has been in an unrealized loss position, reasons for the
decline in value, expectations for the amount and timing of a recovery in value, and the Company’s intent and ability
not to sell a security prior to a recovery in fair value.
1 2 3 4 5 6 7
Book/Adj
Carrying Value Recognized Am ortized cost Financial
Am ortized cost other-than- after other-than Statement
before current Projected temporary tem porary Reporting
CUSIP period OTTI Cash Flow s impairm e nt impairm ent Fair Value Period
74959RAB2 10,823,285 5,807,259 5,016,026 5,807,259 4,585,480 Q1-2020
74959RAD8 14,075,110 7,091,803 6,983,307 7,091,803 5,874,120 Q1-2020
74959RAF3 11,253,718 6,067,443 5,186,276 6,067,443 5,031,890 Q1-2020
12669GYN5 1,973,959 1,858,915 115,044 1,858,915 1,859,690 Q1-2020
32051GWU5 2,626,420 2,594,334 32,086 2,594,334 2,571,574 Q1-2020
32055WAC0 790,757 779,868 10,889 779,868 721,991 Q1-2020
36185MEG3 5,126,260 4,898,348 227,913 4,898,348 5,104,179 Q1-2020
76111XZY2 3,126,886 3,056,574 70,312 3,056,574 3,099,064 Q1-2020
576434YS7 704,257 691,572 12,685 691,572 669,754 Q1-2020
05949A3H1 134,689 130,615 4,074 130,615 123,783 Q1-2020
000780GH3 433,261 404,511 28,750 404,511 404,285 Q1-2020
000780PR1 261,135 260,481 653 260,481 248,388 Q1-2020
617445CJ8 23,513 13,322 10,190 13,322 22,778 Q1-2020
Total 17,698,204
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
7.3
NOTES TO FINANCIAL STATEMENTS
Securities the Company determines are underperforming or potential problem securities are subject to regular
review. To facilitate this review, securities with significant declines in value or where other objective criteria
evidencing credit deterioration have been met, are included on a watch list. Among the criteria for securities to be
included on a watch list are: credit deterioration that has led to a significant decline in fair value of the security; a
significant covenant related to the security has been breached; or an issuer has filed or indicated a possibility of
filing for bankruptcy, has missed or announced it intends to miss a scheduled interest or principal payment, or has
experienced a specific material adverse change that may impair its creditworthiness.
In performing these reviews, the Company considers the relevant facts and circumstances relating to each
investment and exercises considerable judgment in determining whether a security is other-than-temporarily
impaired. Assessment factors include judgments about an obligor’s current and projected financial position, an
issuer’s current and projected ability to service and repay its debt obligations, the existence of, and realizable value
of, any collateral supporting the obligations, and the macro-economic and micro-economic outlooks for specific
industries and issuers. This assessment may also involve assumptions regarding underlying collateral such as
prepayment rates, default and recovery rates, and third-party servicing capabilities.
E. Dollar Repurchase Agreements and/or Securities Lending Transactions
(3) b. The aggregate fair value of all securities acquired from the sale, trade, or use of the accepted collateral (reinvested
collateral) was $26,650,492 and $48,063,148 as of March 31, 2020 and December 31, 2019, respectively.
F. Repurchase Agreements Transactions Accounted for as Secured Borrowing – Cash Taker
(1) The Company routinely enters into repurchase agreements whereby the Company agrees to sell and repurchase
securities. Repurchase agreements are accounted for as collateralized borrowings. Collateral securities sold under
such agreements continue to be included in invested assets. Proceeds received from the sale of securities subject
to repurchase agreements are included in liabilities.
(2) Type of Repo Trades Used
First Quarter
a. Bilateral Yes
b. Tri-Party No
(3) Original (Flow) & Residual Maturity
Firs t Quarter
a. Maximum Amount
1. Op en - No Maturity -$
2 . Overnig ht 2 75,655,0 2 5$
3 . 2 Days t o 1 Week 2 2 0 ,58 0 ,8 8 2$
4 . >1 Week to 1 M o nth -$
5. > 1 Mo nth to 3 M o nths -$
6 . > 3 M o nt hs to 1 Year -$
7. > 1 Year -$
b . End ing Balance
1. Op en - No Maturity -$
2 . Overnig ht -$
3 . 2 Days t o 1 Week -$
4 . >1 Week to 1 M o nth -$
5. > 1 Mo nth to 3 M o nths -$
6 . > 3 M o nt hs to 1 Year -$
7. > 1 Year -$
(4) The Company had no securities sold and/or acquired that resulted in default.
(5) Securities Sold Under Repo – Secured Borrowing
a. Maximum Amount
1. BACV XXX
2 . Nonad mit t ed - Sub s et o f BACV XXX
3 . Fair Value 4 0 0,6 4 8 ,158$
b . End ing Balance
1. BACV XXX
2 . Nonad mit t ed - Sub s et o f BACV XXX
3 . Fair Value -$
First Quart er
(6) Securities Sold Under Repo – Secured Borrowing by NAIC Designation
Ending Balance NAIC 1
a. Bonds - BACV -$
b. Bonds - FV -$
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
7.4
NOTES TO FINANCIAL STATEMENTS
(7) Collateral Received – Secured Borrowing
a. Maximum Amount
1. Cash 3 9 6 ,14 6 ,50 7$
2 . Securities (FV) -$
b . End ing Balance
1. Cash -$
2 . Securities (FV) -$
First Quarter
(8) Cash & Non-Cash Collateral Received – Secured Borrowing by NAIC Designation
Ending Balance NAIC 1
b. Bonds - FV -$
(9) Allocation of Aggregate Collateral by Remaining Contractual Maturity
Fair Value
a. Overnight and Continuous -$
b. 30 Days or Less -$
c. 31 to 90 Days -$
d. >90 Days -$
(10) Allocation of Aggregate Collateral Reinvested by Remaining Contractual Maturity
Amortized Cost Fair Value
a. 30 Days or Less -$ -$
b. 31 to 60 Days -$ -$
c. 61 to 90 Days -$ -$
d. 91 to 120 Days -$ -$
e. 121 to 180 Days -$ -$
f. 181 to 365 Days -$ -$
g. 1 to 2 Years -$ -$
h. 2 to 3 Years -$ -$
i. >3 Years -$ -$
(11) Liability to Return Collateral – Secured Borrowing (Total)
a. M aximum Amount
1. Cash (Collateral - All) 3 9 6 ,14 6 ,50 7$
2 . Securities Collateral (FV) -$
b . End ing Balance
1. Cash (Collateral - All) -$
2 . Securities Collateral (FV) -$
First Quart er
G. Reverse Repurchase Agreements Transactions Accounted for as Secured Borrowing
The Company does not have reverse repurchase agreements.
H. Repurchase Agreements Transactions Accounted for as a Sale
The Company did not have repurchase agreements accounted for as a sale during 2020 or 2019.
I. Reverse Repurchase Agreements Transactions Accounted for as a Sale
The Company does not have reverse repurchase agreements.
M. Working Capital Finance Investments
(2) The Company does not have working capital finance investments.
(3) The Company did not have any defaults on working capital finance investments.
N. Offsetting and Netting of Assets and Liabilities
The Company reports derivatives, repurchase agreements and securities lending assets and liabilities on a gross basis.
No other significant changes have occurred since 12/31/2019 that warrant disclosure in Note 5.
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
7.5
NOTES TO FINANCIAL STATEMENTS
6. Joint Ventures, Partnerships and Limited Liability Companies
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 6.
7. Investment Income
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 7.
8. Derivative Instruments
A. Derivatives under SSAP No. 86-Derivatives
(8) The Company does not have any future derivative premium payments due.
B. Derivatives under SSAP No. 108-Derivatives Hedging Variable Annuity Guarantees
The Company does not have any derivative hedging variable annuity guarantees.
No other significant changes have occurred since 12/31/2019 that warrant disclosure in Note 8.
9. Income Taxes
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 9.
10. Information Concerning Parent, Subsidiaries and Affiliates
During the first quarter of 2020, the Company received membership distributions from Jackson National Asset Management, LLC
of $134,500,000.
In 2019, the Company recorded a return of capital receivable of $25,000,000 from National Planning Holdings LLC, which was
settled in first quarter 2020.
No other significant changes have occurred since 12/31/2019 that warrant disclosure in Note 10.
11. Debt
B. Federal Home Loan Bank (“FHLB”) Agreements
(1) The Company is a member of the Federal Home Loan Bank of Indianapolis primarily for the purpose of participating
in the bank’s mortgage-collateralized loan advance program. Members are required to purchase and hold a minimum
amount of FHLB capital stock, plus additional stock based on outstanding advances. Advances are in the form of debt
or funding agreements issued to FHLB and held in the general account.
Short-term debt is generally used for liquidity and long-term debt is used to fund qualifying construction projects.
Debt is reported in borrowed money in the financial statements. Funding agreements are reported in liability for
deposit-type contracts in the financial statements. The Company calculated the maximum borrowing capacity in
accordance with current FHLB capital stock and limitations in the FHLB credit policy.
(2) FHLB Capital Stock
March 31, 2020 December 31, 2019
Membership Stock - Class A -$ -$
Membership Stock - Class B 27,866,900$ 27,866,900$
Activity Stock 61,068,100$ 74,759,300$
Excess Stock 36,457,100$ 22,765,900$
Aggregate Total 125,392,100$ 125,392,100$
Actual or Estimated Borrowing Capacity as
Determined by the Insurer 2,786,489,886$ 2,786,490,997$
Not Eligible Less 6 Months 1 to Less
Current Year for Than to Less Than Than 3 to 5
Total Redemption 6 Months 1 Year 3 Years Years
Class A -$ -$ -$ -$ -$ -$
Class B 27,866,900$ 27,866,900$ -$ -$ -$ -$
Membership
Stock
Eligible for Redemption
(3) Collateral Pledged to FHLB
Fair Value
March 31, 2020 2,840,103,697$ 2,845,239,571$ 1,976,332,108$
December 31, 2019 3,420,960,048$ 3,346,252,844$ 2,280,582,108$
Carrying Value
Aggregate Total
Borrowing
Total collateral pledged
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
7.6
NOTES TO FINANCIAL STATEMENTS
Maximum Amount Pledged during the Reporting Period
Fair Value
Period ended March 31, 2020 3,420,960,048$ 3,346,252,844$ 2,280,582,108$
Period ended December 31, 2019 4,151,803,357$ 4,165,411,933$ 2,732,371,581$
Aggregate Total
BorrowingCarrying Value
(4) Borrowing from FHLB
T otal Total
Debt
Short-term -$ XXX 300,000,000$ XXX
Long-term 73,092,108 XXX 77,342,108 XXX
Funding Agreements 1,903,240,000 1,903,240,000$ 1,903,240,000 1,903,240,000$
Aggregate T otal 1,976,332,108$ 1,903,240,000$ 2,280,582,108$ 1,903,240,000$
March 31, 2020
Funding Agreements
Reserves Established
December 31, 2019
Funding Agreements
Reserves Established
Maximum Amount Borrowed during the Reporting Period
2020
Debt 417,342,108$
Funding Agreements 1,903,240,000
Aggregate Total 2,320,582,108$
Does the company have prepayment obligations under the following arrangements?
Debt No
Funding Agreements Yes
12. Retirement Plans, Deferred Compensation, Postemployment Benefits and Compensated Absences and Other Postretirement Benefit
Plans
A. Defined Benefit Plan
The Company does not offer a defined benefit plan.
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 12.
13. Capital and Surplus, Shareholders' Dividend Restrictions and Quasi-Reorganizations
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 13.
14. Liabilities, Contingencies and Assessments
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 14.
15. Leases
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 15.
16. Information about Financial Instruments with Off-Balance Sheet Risk and Financial Instruments with Concentrations of Credit Risk
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 16.
17. Sale, Transfer and Servicing of Financial Assets and Extinguishments of Liabilities
B(2)b. The Company does not have servicing assets or liabilities.
B(4)a. Not applicable.
B(4)b. Not applicable.
C. Wash Sales - No reportable wash sales have occurred during the year.
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 17.
18. Gain or Loss to the Reporting Entity from Uninsured A&H Plans and the Uninsured Portion of Partially Insured Plans
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 18.
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
7.7
NOTES TO FINANCIAL STATEMENTS
19. Direct Premium Written/Produced by Managing General Agents/Third Party Administrators
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 19.
20. Fair Value Measurements
A. (1) Fair Value Measurements at Reporting Date
Net As s et Va lue
Des c riptio n Le vel 1 Leve l 2 Leve l 3 (NAV) To ta l
As s e ts at fa ir value :
Co m m o n s to c k 218,179,583$ 27,495,919$ 1,129,918$ -$ 246,805,420$
Othe r inve s te d as s e ts - - 1,070,000 1,427,775,364 1,428,845,364
Deriva tive s - 5,776,308,321 - - 5,776,308,321
Se pa ra te acco unt a s s ets - 146,117,106,803 - - 146,117,106,803
To ta l a s s ets at fair value/NAV 218,179,583$ 151,920,911,043$ 2,199,918$ 1,427,775,364$ 153,569,065,908$
Liabilities at fair value:
Deriva tive s -$ (23,821,111)$ -$ -$ (23,821,111)$
(2) Financial Assets Measured at Fair Value Using Significant Unobservable Inputs (Level 3):
To tal gains To tal ga ins
Balanc e Tra ns fe rs Tra ns fers a nd (lo s s es ) and (lo s s e s ) B a lanc e
at in o ut inc luded in include d in at
De s c riptio n 12/31/2019 Leve l 3 Leve l 3 Ne t Inco m e S urplus P urc ha s e s Is s uanc e s S a les Settlements 3/31/2020
Co m m o n s to c k 10,869,953$ -$ (110,906)$ (9,700,000)$ 70,871$ -$ -$ -$ -$ 1,129,918$
Othe r inve s ted as s e ts 1,070,000 - - - - - - - - 1,070,000
To tal 11,939,953$ -$ (110,906)$ (9,700,000)$ 70,871$ -$ -$ -$ -$ 2,199,918$
(3) The Company’s policy for determining and disclosing transfers between levels is to recognize transfers using
beginning-of-year balances.
(4) Bonds and Equity Securities
The fair values for bonds and equity securities are determined by management using information available from
independent pricing services, broker-dealer quotes, or internally derived estimates. Priority is given to publicly available
prices from independent sources, when available. Securities for which the independent pricing service does not provide a
quotation are either submitted to independent broker-dealers for prices or priced internally. Typical inputs used by these
three pricing methods include, but are not limited to, reported trades, benchmark yields, credit spreads, liquidity premiums,
and/or estimated cash flows based on default and prepayment assumptions.
As a result of typical trading volumes and the lack of specific quoted market prices for most bonds, independent pricing
services will normally derive the security prices through recently reported trades for identical or similar securities, making
adjustments through the reporting date based upon available market observable information as outlined above. If there are
no recently reported trades, the independent pricing services and brokers may use matrix or pricing model processes to
develop a security price where future cash flow expectations are developed based upon collateral performance and
discounted at relevant market rates. Certain securities are priced using broker-dealer quotes, which may utilize proprietary
inputs and models. Additionally, the majority of these quotes are non-binding.
Included in the pricing of asset-backed securities are estimates of the rate of future prepayments of principal over the
remaining life of the securities. Such estimates are derived based on the characteristics of the underlying structure and
prepayment assumptions believed to be relevant for the underlying collateral. Actual prepayment experience may vary
from these estimates.
Internally derived estimates may be used to develop a fair value for securities for which the Company is unable to obtain
either a reliable price from an independent pricing service or a suitable broker-dealer quote. These estimates may
incorporate Level 2 and Level 3 inputs and are generally derived using expected future cash flows, discounted at market
interest rates available from market sources based on the credit quality and duration of the instrument to determine fair
value. For securities that may not be reliably priced using these internally developed pricing models, a fair value may be
estimated using indicative market prices. These prices are indicative of an exit price, but the assumptions used to establish
the fair value may not be observable or corroborated by market observable information and, therefore, are considered to
be Level 3 inputs.
The Company performs a monthly analysis on the prices and credit spreads received from third parties to ensure that the
prices represent a reasonable estimate of the fair value. This process involves quantitative and qualitative analysis and is
overseen by investment and accounting professionals. Examples of procedures performed include, but are not limited to,
initial and on-going review of third party pricing service methodologies, review of pricing statistics and trends, back testing
recent trades and monitoring of trading volumes. In addition, the Company considers whether prices received from
independent brokers represent a reasonable estimate of fair value through the use of internal and external cash flow models,
which are developed based on spreads and, when available, market indices. As a result of this analysis, if the Company
determines there is a more appropriate fair value based upon the available market data, the price received from the third
party may be adjusted accordingly.
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
7.8
NOTES TO FINANCIAL STATEMENTS
For those securities that were internally valued at March 31, 2020 and December 31, 2019, an internally developed model
was used to determine the fair value. The pricing model used by the Company utilizes current spread levels of similarly
rated securities to determine the market discount rate for the security. Furthermore, appropriate risk premiums for
illiquidity and non-performance are incorporated in the discount rate. Cash flows, as estimated by the Company using
issuer-specific default statistics and prepayment assumptions, are discounted to determine an estimated fair value.
On an ongoing basis, the Company reviews the independent pricing services’ valuation methodologies and related inputs,
and evaluates the various types of securities in its investment portfolio to determine an appropriate fair value hierarchy
distribution based upon trading activity and the observability of market inputs. Based on the results of this evaluation, each
price is classified into Level 1, 2, or 3. Most prices provided by independent pricing services, including broker quotes, are
classified into Level 2 due to their use of market observable inputs.
Other Invested Assets
Other invested assets include investments in limited partnerships and real estate. In most cases, fair value for limited
partnerships is determined by using the proportion of Jackson’s investment in each fund (NAV equivalent) as a practical
expedient for fair value. No adjustments to these amounts were deemed necessary at March 31, 2020. As a result of using
the net asset value per share practical expedient, these investments are not classified in the fair value hierarchy.
In cases when the Company expects to sell the limited partnership, the estimated sales price is used to determine the
fair value. These limited partnerships are classified as Level 2 in the fair value hierarchy.
In cases when a limited partnership’s financial statements are unavailable and a NAV equivalent is not available or
practical, an internally developed model was used to determine fair value for that fund. These investments are
classified as Level 3 in the fair value hierarchy.
Derivative Instruments
Fair value of derivative instruments reflects the estimated amounts, net of payment accruals, which the Company would
receive or pay upon sale or termination of the contracts at the reporting date. Derivatives priced using valuation models
incorporate inputs that are predominantly observable in the market. Inputs used to value derivatives include, but are not
limited to, interest rate swap curves, credit spreads, interest rates, counterparty credit risk, equity volatility and equity index
levels.
Derivative instruments classified as Level 1 include futures, which are traded on active exchanges.
Derivative instruments classified as Level 2 include interest rate swaps, cross currency swaps, credit default swaps, put
swaptions and equity index call and put options. These derivative valuations are determined using pricing models with
inputs that are observable in the market or can be derived principally from, or corroborated by, observable market data.
Derivative instruments classified as Level 3 include interest rate contingent options that are valued by third-party pricing
services utilizing significant unobservable inputs.
Fair Values of Separate Account Assets and Liabilities
Separate account assets are invested in mutual funds, which are categorized as Level 2 assets. The value of separate
account liabilities are set equal to the value of separate account assets.
B. The Company provides additional fair value information in Note 5.
C. The following tables detail the aggregate fair value of the Company’s financial instruments:
Ag g reg ate Ad mitted Net As s et
Des criptio n Fair Value Value Level 1 Level 2 Level 3 Value (NAV)
As s ets :
Bo nd s 58 ,557,2 30,852$ 54,959,671,3 3 1$ 7,59 3 ,4 0 3,6 71$ 50 ,9 6 3 ,827,152$ 29$ -$
Preferred s tock 973,750 - - - 9 73,750 -
Co mmon s t o ck 24 6 ,8 0 5,4 2 0 2 4 6 ,8 0 5,4 2 0 218 ,179 ,58 3 2 7,4 9 5,9 19 1,12 9 ,9 18 -
Mortgag e lo ans 9 ,8 6 4 ,4 71,79 1 9 ,926,650,4 3 7 - - 9,86 4 ,4 71,79 1 -
Cas h and cas h eq uivalents 10 ,8 6 4 ,768,413 10 ,8 6 4 ,76 8 ,4 13 10 ,8 6 4 ,76 8,413 - - -
Po licy loans 4 ,53 7,9 58 ,3 9 0 4 ,53 7,9 58,390 - - 4 ,53 7,9 58 ,3 9 0 -
Derivatives 5,776 ,3 08,32 1 5,776 ,3 0 8 ,321 - 5,776,308,3 2 1 - -
Ot her invested as sets 1,4 2 8 ,8 4 5,3 6 4 1,4 2 8 ,8 4 5,364 - - 1,0 70,000 1,4 2 7,775,3 6 4
Securities lend ing asset s 26,650,4 9 2 2 6 ,6 50 ,4 9 2 26,650,4 9 2 - - -
Sep arate acco unt as sets 14 6 ,117,10 6 ,8 0 3 14 6 ,117,10 6 ,8 0 3 - 14 6 ,117,10 6 ,803 - -
To tal assets at fair value/ NAV 2 3 7,4 2 1,119,596$ 23 3 ,8 8 4 ,76 4,971$ 18 ,70 3 ,002,159$ 20 2 ,8 8 4 ,73 8 ,195$ 14 ,4 0 5,6 0 3,878$ 1,4 27,775,364$
Liab ilities :
Res erves fo r life insurance
and annuities (1) 57,8 6 9 ,4 14 ,557$ 52 ,6 3 3 ,0 76 ,10 1$ -$ 1,173 ,118 ,209$ 56,696,296,3 4 8$ -$
Liab ility fo r d ep o sit-t yp e co ntract s 13,977,3 80,326 13 ,74 1,79 6,13 6 - - 13 ,9 77,3 8 0 ,3 2 6 -
Fund s held und er reinsurance treat ies 4 ,0 6 7,18 3 ,0 8 6 4 ,0 58 ,459 ,021 - - 4 ,0 6 7,18 3 ,0 8 6 -
Payab le fo r s ecurities lending 2 6 ,6 50,492 2 6 ,6 50 ,4 9 2 - 2 6,650 ,492 - -
Sep arate acco unt liabilities 14 6 ,117,10 6 ,8 0 3 14 6 ,117,10 6 ,8 0 3 - 14 6 ,117,10 6 ,803 - -
Derivatives (2 3 ,8 2 1,111) (2 3 ,8 2 1,111) - (2 3 ,8 2 1,111) - -
Deb t 73,14 1,152 73,14 1,152 - 73 ,14 1,152 - -
To tal liab ilities at fair value 22 2 ,10 7,055,305$ 2 16 ,6 2 6 ,4 0 8,594$ -$ 14 7,366,19 5,54 5$ 74,740,859 ,76 0$ -$
(1) Annuity res erves rep res ent o nly the co mp o nents o f d ep o sits o n invest ment co nt racts that are co ns idered to be financial inst ruments.
March 3 1, 2 0 20
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
7.9
NOTES TO FINANCIAL STATEMENTS
Ag g reg at e Ad mitted Net As s et
Des crip tio n Fair Value Value Level 1 Level 2 Level 3 Value (NAV)
As s ets at fair value:
Bo nd s 55,76 2 ,3 52 ,4 8 1$ 51,622,738,742$ 6 ,0 76 ,6 6 8 ,53 7$ 49 ,6 8 5,6 8 3 ,8 60$ 8 4$ -$
Preferred s tock 973 ,750 - - - 973,750 -
Co mmon s t o ck 2 72 ,10 2 ,535 2 72 ,10 2 ,535 2 2 6 ,58 2 ,2 0 2 3 4 ,6 50 ,3 8 0 10 ,8 6 9 ,9 53 -
Co mmercial mo rtg ag es 10 ,2 3 2 ,0 9 1,557 9 ,9 12 ,4 4 7,248 - - 10 ,2 32 ,0 9 1,557 -
Cas h and cas h eq uivalent s 1,16 0 ,8 4 9 ,2 0 3 1,16 0 ,8 4 9 ,2 0 3 1,160 ,8 49 ,20 3 - - -
Po licy loans 4,578 ,6 52 ,8 3 8 4 ,578 ,6 52 ,8 3 8 - - 4 ,578 ,6 52,838 -
Derivative instrument s 1,4 4 6 ,74 0 ,4 0 8 1,4 4 6 ,74 0 ,4 0 8 - 1,4 46 ,74 0,4 0 8 - -
Other inves ted as s ets 1,3 79 ,4 3 5,8 76 1,3 79 ,4 3 5,8 76 - 18 0,9 40 1,0 70 ,0 0 0 1,3 78 ,18 4 ,9 3 6
Securities lend ing asset s 4 8 ,0 6 3 ,14 8 4 8 ,0 6 3 ,14 8 48,0 63 ,14 8 - - -
Sep arate acco unt as set s 18 1,581,3 58 ,2 53 18 1,58 1,3 58 ,2 53 - 18 1,58 1,3 58 ,2 53 - -
To tal as set s at fair value/ NAV 2 56 ,4 6 2 ,6 2 0 ,0 4 9$ 2 52 ,0 0 2 ,3 8 8 ,2 51$ 7,512 ,16 3 ,0 9 0$ 232,748,613 ,8 4 1$ 14 ,8 23,6 58,18 2$ 1,3 78 ,18 4 ,9 3 6$
Liab ilities at fair value:
Res erves fo r life insurance
and annuities (1) 52 ,0 4 7,59 9 ,3 56$ 4 0 ,3 3 7,8 54 ,13 8$ -$ 1,3 8 1,53 3 ,8 9 9$ 50 ,6 66 ,065,4 57$ -$
Liab ility fo r d ep o s it-t yp e co ntract s
13 ,2 4 3 ,153 ,4 2 3 13 ,0 9 2 ,2 0 0 ,3 15 - - 13 ,2 4 3 ,153 ,4 2 3 -
Fund s held under reinsurance treaties
4,0 53 ,98 4 ,69 2 4,0 4 7,511,74 1 - - 4 ,0 53 ,9 8 4 ,6 9 2 -
Securities lend ing liab ilities 48,063,14 8 4 8 ,0 6 3 ,14 8 - 48,06 3,14 8 - -
Sep arate acco unt liab ilities 18 1,58 1,3 58 ,2 53 18 1,58 1,358 ,2 53 - 18 1,58 1,3 58 ,2 53 - -
Derivative instrument s (15,3 6 4 ,4 17) (15,3 6 4 ,4 17) - (15,3 64 ,417) - -
Deb t 3 77,54 8 ,3 2 8 3 77,54 8 ,3 2 8 - 3 77,54 8 ,3 28 - -
To tal liab ilities at fair value 2 51,3 3 6 ,3 4 2 ,78 3$ 2 3 9 ,4 6 9 ,171,50 6$ -$ 18 3 ,3 73 ,13 9 ,2 11$ 6 7,9 6 3 ,2 0 3 ,572$ -$
December 3 1, 2 0 19
D. At March 31, 2020 and December 31, 2019, the Company had no financial instruments for which it was not practicable to
estimate fair value.
21. Other Items
As a result of the spread of the COVID-19 coronavirus, economic uncertainties have arisen which are likely to impact the
Company’s capital position. As the economic uncertainties are on-going, the potential impact continues to vary and is unknown at
this time. The Company has implemented business continuity plans that were already in place to ensure the availability of services
for our customers, work at home capabilities for our staff, where appropriate, and other ongoing risk management activities related
to the current ongoing market stress.
On March 27, 2020, the Coronavirus Aid, Relief, and Economic Security Act, “the CARES Act”, was signed into legislation. Some
of the significant changes include reducing the interest expense disallowance for 2019 and 2020, allowing the five year carryback
of net operating losses for 2018-2020, suspension of the 80% limitation of taxable income for net operating loss carryforwards for
2018-2020, and the acceleration of depreciation expense from 2018 and forward on qualified improvement property. The Company
is required to recognize the effect on the financial statements in the period the law was enacted. As of March 31, 2020, the impact
of the CARES Act on the Company’s financial position was a net increase to capital and surplus of $558,365,949 and is highly
dependent on final year end results.
In its year-end 2019 regulatory filing, Jackson noted that it elected early adoption of the changes to the valuation requirements for
variable annuities. As was noted, the Company continues to remain within its existing risk appetite.
In addition to the capital impact due to the CARES Act, as noted above, total available capital increased over the period as a result
of positive hedge payoffs and favorable changes in US corporate tax exceeding market-related increases in policyholder liabilities.
This was offset by higher required capital reflecting the combination of equity market falls and interest rate falls increasing the cost
of guarantees disproportionately in the tail scenarios. Operational capital generation remains in line with our expectations.
On March 11, 2020, the Company’s ultimate parent Prudential announced that they have commenced preparations for a minority
Initial Public Offering of its US business operations.
At March 31, 2020, the Company included $281,078,171 of miscellaneous group annuity reserves initially established by John
Hancock and John Hancock of New York on closed blocks of group payout annuities, which the Company assumes. The additional
reserves are in excess of those required under minimum statutory standards.
No other significant changes have occurred since 12/31/2019 that warrant disclosure in Note 21.
22. Events Subsequent
The Company is not aware of any events occurring subsequent to the balance sheet date which require disclosure to keep the
financial statements from being misleading or that may have a material effect on the financial condition of the Company.
23. Reinsurance
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 23.
24. Retrospectively Rated Contracts & Contracts Subject to Redetermination
The Company does not issue health insurance, and therefore, does not have premium subject to the risk sharing provisions of the
Affordable Care Act.
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 24.
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
7.10
NOTES TO FINANCIAL STATEMENTS
25. Change in Incurred Losses and Loss Adjustment Expenses
The Company does not have incurred losses or loss adjustment expenses that require disclosure in Note 25.
26. Intercompany Pooling Arrangements
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 26.
27. Structured Settlements
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 27.
28. Health Care Receivables
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 28.
29. Participating Policies
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 29.
30. Premium Deficiency Reserves
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 30.
31. Reserves for Life Contracts and Annuity Contracts
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 31.
32. Analysis of Annuity Actuarial Reserves and Deposit Type Contract Liabilities by Withdrawal Characteristics
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 32.
33. Analysis of Life Actuarial Reserves by Withdrawal Characteristics
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 33.
34. Premium and Annuity Considerations Deferred and Uncollected
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 34.
35. Separate Accounts
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 35.
36. Loss/Claim Adjustment Expenses
Significant changes have not occurred since 12/31/2019 that warrant disclosure in Note 36.
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
GENERAL INTERROGATORIES
PART 1 - COMMON INTERROGATORIES
GENERAL
1.1 Did the reporting entity experience any material transactions requiring the filing of Disclosure of Material Transactions with the State of
Domicile, as required by the Model Act?
Yes [ ] No [ X ]
1.2 If yes, has the report been filed with the domiciliary state?
Yes [ ] No [ ]
2.1 Has any change been made during the year of this statement in the charter, by-laws, articles of incorporation, or deed of settlement of the
reporting entity?
Yes [ ] No [ X ]
2.2 If yes, date of change:
3.1 Is the reporting entity a member of an Insurance Holding Company System consisting of two or more affiliated persons, one or more of which
is an insurer?
Yes [ X ] No [ ]
If yes, complete Schedule Y, Parts 1 and 1A.
3.2 Have there been any substantial changes in the organizational chart since the prior quarter end?
Yes [ ] No [ X ]
3.3 If the response to 3.2 is yes, provide a brief description of those changes.
3.4 Is the reporting entity publicly traded or a member of a publicly traded group?
Yes [ X ] No [ ]
3.5 If the response to 3.4 is yes, provide the CIK (Central Index Key) code issued by the SEC for the entity/group.
0001116578
4.1 Has the reporting entity been a party to a merger or consolidation during the period covered by this statement?
Yes [ ] No [ X ]
If yes, complete and file the merger history data file with the NAIC for the annual filing corresponding to this period.
4.2 If yes, provide the name of the entity, NAIC Company Code, and state of domicile (use two letter state abbreviation) for any entity that has
ceased to exist as a result of the merger or consolidation.
1
Name of Entity
2
NAIC Company Code
3
State of Domicile
5. If the reporting entity is subject to a management agreement, including third-party administrator(s), managing general agent(s), attorney-
in-fact, or similar agreement, have there been any significant changes regarding the terms of the agreement or principals involved?
Yes [ ] No [ X ] N/A [ ]
If yes, attach an explanation.
6.1 State as of what date the latest financial examination of the reporting entity was made or is being made.
12/31/2018
6.2 State the as of date that the latest financial examination report became available from either the state of domicile or the reporting entity. This
date should be the date of the examined balance sheet and not the date the report was completed or released.
12/31/2018
6.3 State as of what date the latest financial examination report became available to other states or the public from either the state of domicile or
the reporting entity. This is the release date or completion date of the examination report and not the date of the examination (balance sheet
date).
04/22/2020
6.4 By what department or departments?
Michigan Department of Insurance and Financial Services
6.5 Have all financial statement adjustments within the latest financial examination report been accounted for in a subsequent financial
statement filed with Departments?
Yes [ ] No [ ] N/A [ X ]
6.6 Have all of the recommendations within the latest financial examination report been complied with?
Yes [ ] No [ ] N/A [ X ]
7.1 Has this reporting entity had any Certificates of Authority, licenses or registrations (including corporate registration, if applicable) suspended or
revoked by any governmental entity during the reporting period?
Yes [ ] No [ X ]
7.2 If yes, give full information:
8.1 Is the company a subsidiary of a bank holding company regulated by the Federal Reserve Board?
Yes [ ] No [ X ]
8.2 If response to 8.1 is yes, please identify the name of the bank holding company.
8.3 Is the company affiliated with one or more banks, thrifts or securities firms?
Yes [ X ] No [ ]
8.4 If response to 8.3 is yes, please provide below the names and location (city and state of the main office) of any affiliates regulated by a federal
regulatory services agency [i.e. the Federal Reserve Board (FRB), the Office of the Comptroller of the Currency (OCC), the Federal Deposit
Insurance Corporation (FDIC) and the Securities Exchange Commission (SEC)] and identify the affiliate's primary federal regulator.
1
Affiliate Name
2
Location (City, State)
3
FRB
4
OCC
5
FDIC
6
SEC
Jackson National Life Distributors, LLC Franklin, TN YES
8
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
GENERAL INTERROGATORIES
9.1 Are the senior officers (principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing
similar functions) of the reporting entity subject to a code of ethics, which includes the following standards
?
Yes [ ] No [ ]
(a) Honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between personal and professional
relationships;
(b) Full, fair, accurate, timely and understandable disclosure in the periodic reports required to be filed by the reporting entity;
(c) Compliance with applicable governmental laws, rules and regulations;
(d) The prompt internal reporting of violations to an appropriate person or persons identified in the code; and
(e) Accountability for adherence to the code.
9.11 If the response to 9.1 is No, please explain:
9.2
Has the code of ethics for senior managers been amended?
Yes [ ] No [ X ]
9.21 If the response to 9.2 is Yes, provide information related to amendment(s).
9.3
Have any provisions of the code of ethics been waived for any of the specified officers?
Yes [ ] No [ X ]
9.31 If the response to 9.3 is Yes, provide the nature of any waiver(s).
FINANCIAL
10.1 Does the reporting entity report any amounts due from parent, subsidiaries or affiliates on Page 2 of this statement?
Yes [ X ] No [ ]
10.2 If yes, indicate any amounts receivable from parent included in the Page 2 amount: $
440,663
INVESTMENT
11.1 Were any of the stocks, bonds, or other assets of the reporting entity loaned, placed under option agreement, or otherwise made available for
use by another person? (Exclude securities under securities lending agreements.)
Yes [ X ] No [ ]
11.2 If yes, give full and complete information relating thereto:
FHLBI capital stock: $125,392,100
On deposit with State: $94,038,751
Pledged as collateral: $5,908,701,771
12. Amount of real estate and mortgages held in other invested assets in Schedule BA:
$
43,059,161
13. Amount of real estate and mortgages held in short-term investments: $
0
14.1 Does the reporting entity have any investments in parent, subsidiaries and affiliates?
Yes [ X ] No [ ]
14.2 If yes, please complete the following:
1
Prior Year-End
Book/Adjusted
Carrying Value
2
Current Quarter
Book/Adjusted
Carrying Value
14.21 Bonds
$
0
$
0
14.22 Preferred Stock $
0
$
0
14.23 Common Stock $
618,816,487
$
605,226,428
14.24 Short-Term Investments $
0
$
0
14.25 Mortgage Loans on Real Estate $
0
$
0
14.26 All Other $
642,353,802
$
693,618,816
14.27 Total Investment in Parent, Subsidiaries and Affiliates (Subtotal Lines 14.21 to 14.26) $
1,261,170,289
$
1,298,845,244
14.28 Total Investment in Parent included in Lines 14.21 to 14.26 above $
0
$
0
15.1 Has the reporting entity entered into any hedging transactions reported on Schedule DB?
Yes [ X ] No [ ]
15.2 If yes, has a comprehensive description of the hedging program been made available to the domiciliary state?
Yes [ X ] No [ ] N/A [ ]
If no, attach a description with this statement.
16. For the reporting entity’s security lending program, state the amount of the following as of the current statement date:
16.1 Total fair value of reinvested collateral assets reported on Schedule DL, Parts 1 and 2.
$
26,650,492
16.2 Total book adjusted/carrying value of reinvested collateral assets reported on Schedule DL, Parts 1 and 2 $
26,650,492
16.3 Total payable for securities lending reported on the liability page. $
26,650,492
8.1
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
GENERAL INTERROGATORIES
17. Excluding items in Schedule E - Part 3 - Special Deposits, real estate, mortgage loans and investments held physically in the reporting entity’s
offices, vaults or safety deposit boxes, were all stocks, bonds and other securities, owned throughout the current year held pursuant to a
custodial agreement with a qualified bank or
trust company in accordance with Section 1, III - General Examination Considerations, F.
Outsourcing of Critical Functions, Custodial or Safekeeping Agreements of the NAIC Financial Condition Examiners Handbook?
Yes [ X ] No [ ]
17.1 For all agreements that comply with the requirements of the NAIC Financial Condition Examiners Handbook, complete the following:
1
Name of Custodian(s)
2
Custodian Address
The Bank of New York Mellon 240 Greenwich Street, New York, NY 10286
US Bank 17th & Farnum Streets, Omaha, NE 68102
RBC Dexia Investor Services Trust 77 King Street West, Royal Trust Tower, 12th Floor, Toronto, Ontario,
MSW 1P9
The Northern Trust Company 50 South LaSalle Street, Chicago, IL 60603
Hancock Whitney P.O. Box 60050, New Orleans, LA 70160-0002
Citibank, N.A. 399 Park Avenue, New York, NY 10022
17.2 For all agreements that do not comply with the requirements of the NAIC Financial Condition Examiners Handbook, provide the name,
location and a complete explanation:
1
Name(s)
2
Location(s)
3
Complete Explanation(s)
17.3 Have there been any changes, including name changes, in the custodian(s) identified in 17.1 during the current quarter?
Yes [ ] No [ X ]
17.4 If yes, give full information relating thereto:
1
Old Custodian
2
New Custodian
3
Date of Change
4
Reason
17.5 Investment management – Identify all investment advisors, investment managers, broker/dealers, including individuals that have the authority to
make investment decisions on behalf of the reporting entity. For assets that are managed internally by employees of the reporting entity, note as
such. ["…that have access to the investment accounts"; "…handle securities"]
1
Name of Firm or Individual
2
Affiliation
PPM America, Inc. A
BlackRock Investment Management, LLC U
17.5097 For those firms/individuals listed in the table for Question 17.5, do any firms/individuals unaffiliated with the reporting entity (i.e.
designated with a "U") manage more than 10% of the reporting entity’s invested assets?
Yes [ ] No [ X ]
17.5098 For firms/individuals unaffiliated with the reporting entity (i.e. designated with a "U") listed in the table for Question 17.5, does the
total assets under management aggregate to more than 50% of the reporting entity’s invested assets?
Yes [ ] No [ X ]
17.6 For those firms or individuals listed in the table for 17.5 with an affiliation code of "A" (affiliated) or "U" (unaffiliated), provide the information for the
table below.
1
Central Registration
Depository Number
2
Name of Firm or Individual
3
Legal Entity Identifier (LEI)
4
Registered With
5
Investment
Management
Agreement
(IMA) Filed
107269 PPM America, Inc. JJRYDUHUMCZ72M58YS96
Securities and Exchange
Commission
DS
154604 BlackRock Investment Management, LLC 5493006MRTEZZ4S4CQ20
Securities and Exchange
Commission
NO
18.1 Have all the filing requirements of the Purposes and Procedures Manual of the NAIC Investment Analysis Office been followed?
Yes [ X ] No [ ]
18.2 If no, list exceptions:
19. By self-designating 5GI securities, the reporting entity is certifying the following elements for each self-designated 5GI security:
a. Documentation necessary to permit a full credit analysis of the security does not exist or an NAIC CRP credit rating for an FE or PL
security is not available.
b. Issuer or obligor is current on all contracted interest and principal payments.
c. The insurer has an actual expectation of ultimate payment of all contracted interest and principal.
Has the reporting entity self-designated 5GI securities?
Yes [ ] No [ X ]
20. By self-designating PLGI securities, the reporting entity is certifying the following elements of each self-designated PLGI security:
a. The security was purchased prior to January 1, 2018.
b. The reporting entity is holding capital commensurate with the NAIC Designation reported for the security.
c. The NAIC Designation was derived from the credit rating assigned by an NAIC CRP in its legal capacity as a NRSRO which is shown
on a current private letter rating held by the insurer and available for examination by state insurance regulators.
d. The reporting entity is not permitted to share this credit rating of the PL security with the SVO.
Has the reporting entity self-designated PLGI securities?
Yes [ ] No [ X ]
21. By assigning FE to a Schedule BA non-registered private fund, the reporting entity is certifying the following elements of each self-designated
FE fund:
a. The shares were purchased prior to January 1, 2019.
b. The reporting entity is holding capital commensurate with the NAIC Designation reported for the security.
c. The security had a public credit rating(s) with annual surveillance assigned by an NAIC CRP in its legal capacity as an NRSRO prior to
January 1, 2019.
d. The fund only or predominantly holds bonds in its portfolio.
e. The current reported NAIC Designation was derived from the public credit rating(s) with annual surveillance assigned by an NAIC CRP
in its legal capacity as an NRSRO.
f. The public credit rating(s) with annual surveillance assigned by an NAIC CRP has not lapsed.
Has the reporting entity assigned FE to Schedule BA non-registered private funds that complied with the above criteria?
Yes [ ] No [ X ]
8.2
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
GENERAL INTERROGATORIES
PART 2 - LIFE AND ACCIDENT AND HEALTH COMPANIES/FRATERNAL BENEFIT SOCIETIES
Life and Accident Health Companies/Fraternal Benefit Societies:
1. Report the statement value of mortgage loans at the end of this reporting period for the following categories: 1
Amount
1.1 Long-Term Mortgages In Good Standing
1.11 Farm Mortgages
$
0
1.12 Residential Mortgages $
0
1.13 Commercial Mortgages $
9,926,650,437
1.14 Total Mortgages in Good Standing $
9,926,650,437
1.2 Long-Term Mortgages In Good Standing with Restructured Terms
1.21 Total Mortgages in Good Standing with Restructured Terms
$
0
1.3 Long-Term Mortgage Loans Upon which Interest is Overdue more than Three Months
1.31 Farm Mortgages
$
0
1.32 Residential Mortgages $
0
1.33 Commercial Mortgages $
0
1.34 Total Mortgages with Interest Overdue more than Three Months $
0
1.4 Long-Term Mortgage Loans in Process of Foreclosure
1.41 Farm Mortgages
$
0
1.42 Residential Mortgages $
0
1.43 Commercial Mortgages $
0
1.44 Total Mortgages in Process of Foreclosure $
0
1.5 Total Mortgage Loans (Lines 1.14 + 1.21 + 1.34 + 1.44) (Page 2, Column 3, Lines 3.1 + 3.2) $
9,926,650,437
1.6 Long-Term Mortgages Foreclosed, Properties Transferred to Real Estate in Current Quarter
1.61 Farm Mortgages
$
0
1.62 Residential Mortgages $
0
1.63 Commercial Mortgages $
0
1.64 Total Mortgages Foreclosed and Transferred to Real Estate $
0
2. Operating Percentages:
2.1 A&H loss percent
0.000 %
2.2 A&H cost containment percent
0.000 %
2.3 A&H expense percent excluding cost containment expenses
0.000 %
3.1 Do you act as a custodian for health savings accounts?
Yes [ ] No [ X ]
3.2 If yes, please provide the amount of custodial funds held as of the reporting date $
0
3.3 Do you act as an administrator for health savings accounts?
Yes [ ] No [ X ]
3.4 If yes, please provide the balance of the funds administered as of the reporting date $
0
4. Is the reporting entity licensed or chartered, registered, qualified, eligible or writing business in at least two states?
Yes [ X ] No [ ]
4.1 If no, does the reporting entity assume reinsurance business that covers risks residing in at least one state other than the state of
domicile of the reporting entity?
Yes [ ] No [ ]
Fraternal Benefit Societies Only:
5.1 In all cases where the reporting entity has assumed accident and health risks from another company, provisions should be made in
this statement on account of such reinsurances for reserve equal to that which the original company would have been required to
establish had it retained the risks. Has this been done?
Yes [ ] No [ ] N/A [ ]
5.2 If no, explain:
6.1 Does the reporting entity have outstanding assessments in the form of liens against policy benefits that have increased surplus?
Yes [ ] No [ ]
6.2 If yes, what is the date(s) of the original lien and the total outstanding balance of liens that remain in surplus?
Date Outstanding Lien Amount
9
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE S - CEDED REINSURANCE
Showing All New Reinsurance Treaties - Current Year to Date
1
NAIC
Company
Code
2
ID
Number
3
Effective
Date
4
Name of Reinsurer
5
Domiciliary
Jurisdiction
6
Type of
Reinsurance
Ceded
7
Type of
Business
Ceded
8
Type of Reinsurer
9
Certified
Reinsurer
Rating
(1 through 6)
10
Effective
Date of
Certified
Reinsurer
Rating
NONE
10
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE T - PREMIUMS AND ANNUITY CONSIDERATIONS
Current Year To Date - Allocated by States and Territories
Direct Business Only
1 Life Contracts 4 5 6 7
States, Etc.
Active
Status
(a)
2
Life Insurance
Premiums
3
Annuity
Considerations
Accident and
Health Insurance
Premiums,
Including Policy,
Membership
and Other Fees
Other
Considerations
Total
Columns
2 Through 5
Deposit-Type
Contracts
1. Alabama
AL
L 2,642,766 65,184,116 54,721 0 67,881,603 0
2. Alaska
AK
L 170,659 7,219,236 10,424 0 7,400,319 0
3. Arizona
AZ
L 3,007,054 80,036,469 162,301 0 83,205,824 0
4. Arkansas
AR
L 2,323,124 29,572,673 58,993 0 31,954,790 44,397
5. California
CA
L 20,690,327 437,279,265 923,255 0 458,892,847 0
6. Colorado
CO
L 2,906,297 80,381,070 106,806 0 83,394,173 0
7. Connecticut
CT
L 2,309,612 106,689,603 43,899 0 109,043,114 0
8. Delaware
DE
L 409,862 25,184,556 8,758 0 25,603,176 1,234,182,967
9. District of Columbia
DC
L 195,398 6,095,754 10,279 0 6,301,431 0
10. Florida
FL
L 12,511,209 379,338,549 646,399 0 392,496,157 142,182
11. Georgia
GA
L 9,098,070 99,158,437 125,852 0 108,382,359 0
12. Hawaii
HI
L 637,944 24,528,450 100,819 0 25,267,213 0
13. Idaho
ID
L 885,316 13,366,572 54,015 0 14,305,903 0
14. Illinois
IL
L 9,085,555 219,848,453 498,598 0 229,432,606 0
15. Indiana
IN
L 3,369,213 90,596,268 74,719 0 94,040,200 50,665,000
16. Iowa
IA
L 2,277,859 62,951,825 121,580 0 65,351,264 0
17. Kansas
KS
L 2,146,857 35,212,954 133,460 0 37,493,271 0
18. Kentucky
KY
L 1,931,270 34,002,842 103,651 0 36,037,763 0
19. Louisiana
LA
L 3,456,553 66,015,937 90,517 0 69,563,007 0
20. Maine
ME
L 315,047 18,802,964 9,824 0 19,127,835 0
21. Maryland
MD
L 3,943,679 108,935,122 166,365 0 113,045,166 0
22. Massachusetts
MA
L 3,852,783 139,617,535 82,625 0 143,552,943 251,718
23. Michigan
MI
L 8,219,475 315,617,909 137,473 0 323,974,857 228,206
24. Minnesota
MN
L 2,662,413 89,062,731 111,547 0 91,836,691 147,916
25. Mississippi
MS
L 1,467,150 27,283,041 55,015 0 28,805,206 0
26. Missouri
MO
L 4,083,933 76,020,774 140,299 0 80,245,006 0
27. Montana
MT
L 515,954 12,595,873 14,272 0 13,126,099 0
28. Nebraska
NE
L 2,011,457 24,673,687 98,167 0 26,783,311 0
29. Nevada
NV
L 1,227,205 33,502,869 38,600 0 34,768,674 0
30. New Hampshire
NH
L 688,292 38,168,715 11,374 0 38,868,381 0
31. New Jersey
NJ
L 5,618,004 238,860,129 71,525 0 244,549,658 381,070
32. New Mexico
NM
L 875,445 13,635,452 103,901 0 14,614,798 0
33. New York
NY
N 2,100,843 44,055,820 63,340 0 46,220,003 0
34. North Carolina
NC
L 6,565,836 147,969,992 213,675 0 154,749,503 0
35. North Dakota
ND
L 460,732 12,394,576 37,219 0 12,892,527 0
36. Ohio
OH
L 5,914,010 203,691,832 207,325 0 209,813,167 422,122
37. Oklahoma
OK
L 2,293,847 31,582,398 80,243 0 33,956,488 0
38. Oregon
OR
L 1,531,227 35,300,565 94,281 0 36,926,073 15,000
39. Pennsylvania
PA
L 7,445,226 283,113,285 181,051 0 290,739,562 0
40. Rhode Island
RI
L 389,692 29,055,083 8,866 0 29,453,641 0
41. South Carolina
SC
L 5,297,345 72,710,332 56,234 0 78,063,911 0
42. South Dakota
SD
L 535,560 13,291,529 39,096 0 13,866,185 23,358
43. Tennessee
TN
L 4,417,966 113,685,211 102,653 0 118,205,830 0
44. Texas
TX
L 12,981,329 333,512,843 2,229,078 0 348,723,250 1,194,686
45. Utah
UT
L 1,215,833 38,636,174 16,538 0 39,868,545 0
46. Vermont
VT
L 173,148 18,253,904 1,897 0 18,428,949 0
47. Virginia
VA
L 4,746,509 134,424,440 159,534 0 139,330,483 0
48. Washington
WA
L 3,202,511 64,082,717 1,713,066 0 68,998,294 461
49. West Virginia
WV
L 437,144 25,386,785 44,876 0 25,868,805 32
50. Wisconsin
WI
L 2,924,384 119,927,871 78,723 0 122,930,978 100
51. Wyoming
WY
L 242,717 4,845,931 14,552 0 5,103,200 0
52. American Samoa
AS
N 0 0 0 0 0 0
53. Guam
GU
N 27,781 0 0 0 27,781 0
54. Puerto Rico
PR
N 151,160 4,900 200,820 0 356,880 0
55. U.S. Virgin Islands
VI
N 18,918 31,715 0 0 50,633 0
56. Northern Mariana Islands
MP
N 103 0 0 0 103 0
57. Canada
CAN
N 26,454 0 0 0 26,454 0
58. Aggregate Other Aliens
OT
XXX
526,567 1,213,662 1,527 0 1,741,756 0
59. Subtotal
XXX
179,162,624 4,726,611,395 9,914,627 0 4,915,688,646 1,287,699,215
90. Reporting entity contributions for employee benefits
plans
XXX
0 0 0 0 0 0
91. Dividends or refunds applied to purchase paid-up
additions and annuities
XXX
1,919,777 0 0 0 1,919,777 0
92. Dividends or refunds applied to shorten endowment
or premium paying period
XXX
0 0 0 0 0 0
93. Premium or annuity considerations waived under
disability or other contract provisions
XXX
2,548,905 0 (398,062) 0 2,150,843 0
94. Aggregate or other amounts not allocable by State
XXX
0 0 0 0 0 0
95. Totals (Direct Business)
XXX
183,631,306 4,726,611,395 9,516,565 0 4,919,759,266 1,287,699,215
96. Plus Reinsurance Assumed
XXX
45,643,871 261,483,660 1,312,013 0 308,439,544 0
97 Totals (All Business)
XXX
229,275,177 4,988,095,055 10,828,578 0 5,228,198,810 1,287,699,215
98. Less Reinsurance Ceded
XXX
55,971,263 3,323,256 10,828,578 0 70,123,097 0
99. Totals (All Business) less Reinsurance Ceded
XXX
173,303,914 4,984,771,799 0 0 5,158,075,713 1,287,699,215
DETAILS OF WRITE-INS
58001.
ZZZ Other Alien
XXX
526,567 1,213,662 1,527 0 1,741,756 0
58002.
XXX
58003.
XXX
58998. Summary of remaining write-ins for Line 58 from
overflow page
XXX
0 0 0 0 0 0
58999. Totals (Lines 58001 through 58003 plus
58998)(Line 58 above)
XXX
526,567 1,213,662 1,527 0 1,741,756 0
9401.
XXX
9402.
XXX
9403.
XXX
9498. Summary of remaining write-ins for Line 94 from
overflow page
XXX
0 0 0 0 0 0
9499. Totals (Lines 9401 through 9403 plus 9498)(Line
94 above)
XXX
0 0 0 0 0 0
(a) Active Status Counts:
L - Licensed or Chartered - Licensed Insurance carrier or domiciled RRG
50
R - Registered - Non-domiciled RRGs
0
E - Eligible - Reporting entities eligible or approved to write surplus lines in the state
0
Q - Qualified - Qualified or accredited reinsurer
0
N - None of the above - Not allowed to write business in the state
7
Premiums and annuity considerations are allocated by state according to the residency of the policy or contract holder on the date the premium/consideration is received. GU and
Canada- Admitted to service exisiting business.
11
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
12
NATIONAL PLANNING
HOLDINGS, LLC
(FEIN: 52-2081725)
(FEIN: 83-0806367)
EQUITY FUND IV, L.P.
EQUITY FUND V, L.P.
(FEIN: 45-4660035)
(FEIN: 46-4718111)
PPM AMERICA PRIVATE
PPM AMERICA PRIVATE PPM LOAN MANAGEMENT
HOLDING COMPANY, LLC
(FEIN: 82-3469930)
EQUITY FUND VI, L.P.
EQUITY FUND VII, L.P.
(FEIN: 81-1189233)
BUILDING, LLC
EQUITY FUND III, L.P.
PPM AMERICA PRIVATE
PPM AMERICA PRIVATE
SQUIRE REASSURANCE COMPANY II, INC.
95TH AVENUE RETAIL
PPM AMERICA PRIVATE
(FEIN: 38-1659835)
(FEIN: 77-0712892)
(FEIN: 81-4741212)
(NAIC: 13554; FEIN: 26-2773653)
COMPANY SPC, LTD PLANS, INC.
(CAYMAN ISLANDS) (FEIN: 76-0606589)
(FEIN: 76-0575768)
(FEIN: 42-1285968)
(FEIN: 58-2459516)
VFL INTERNATIONAL LIFE REALIC OF JACKSONVILLE
JACKSON CHARITABLE FOUNDATION, INC.
(FEIN: 81-3253602)
(FEIN: 26-2774037)
(NAIC: 78620; FEIN: 38-2764383)
JACKSON NATIONAL LIFE
MISSION PLANS OF AMERICA, INC.
ALLIED LIFE BROKERAGE AGENCY, INC.
ROP, INC.
SQUIRE CAPITAL II LLC
(NAIC: 60140; FEIN: 13-3873709)
JACKSON NATIONAL ASSET
SQUIRE REASSURANCE COMPANY LLC
(FEIN: 98-0396280)
DISTRIBUTORS LLC
JACKSON NATIONAL LIFE
SQUIRE CAPITAL I LLC
(FEIN: 26-2773815)
PGDS (US ONE) LLC
(FEIN: 98-0486137)
COMPANY OF NEW YORK
JACKSON NATIONAL LIFE INSURANCE
(BERMUDA) LTD
(FEIN: 13-3389961)
JACKSON NATIONAL LIFE
HERMITAGE MANAGEMENT, LLC
(FEIN: 38-1659835)
MANAGEMENT, LLC
BRIER CAPITAL LLC
(FEIN: 81-4426599)
(FEIN: 98-0343908)
PRUDENTIAL (US HOLDCO 1) LIMITED
JACKSON HOLDINGS LLC
PRUDENTIAL CORPORATION
ASIA LIMITED
INSURANCE COMPANY (MI)
(FEIN: 20-5383763)
(FEIN: 38-1659835)
BROOKE (HOLDCO 1) INC
BROOKE LIFE INSURANCE
COMPANY (MI)
CURIAN CLEARING LLC
(FEIN: 20-1422038)
(NAIC: 65056; FEIN: 38-1659835)
(FEIN: 98-0486152)
(FEIN: 38-3241867)
PRUDENTIAL plc
(ULTIMATE PARENT COMPANY)
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE Y
PART 1A - DETAIL OF INSURANCE HOLDING COMPANY SYSTEM
1
Group
Code
2
Group Name
3
NAIC
Company
Code
4
ID
Number
5
Federal
RSSD
6
CIK
7
Name of Securities
Exchange
if Publicly Traded
(U.S. or
International)
8
Names of
Parent, Subsidiaries
Or Affiliates
9
Domi-
ciliary
Loca-
tion
10
Relation-
ship
to
Reporting
Entity
11
Directly Controlled by
(Name of Entity/Person)
12
Type
of Control
(Ownership,
Board,
Management,
Attorney-in-Fact,
Influence,
Other)
13
If
Control
is
Owner-
ship
Provide
Percen-
tage
14
Ultimate Controlling
Entity(ies)/Person(s)
15
Is an
SCA
Filing
Re-
quired?
(Y/N)
16
*
0918 JACKSON 65056 38-1659835 JACKSON NATIONAL LIFE INSURANCE COMPANY MI RE BROOKE LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
0918 JACKSON 78620 38-2764383 BROOKE LIFE INSURANCE COMPANY MI UDP JACKSON HOLDINGS LLC Ownership 100.000 PRUDENTIAL plc N
0918 JACKSON 60140 13-3873709
JACKSON NATIONAL LIFE INSURANCE COMPANY OF
NEW YORK
NY DS JACKSON NATIONAL LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
0918 JACKSON 13554 26-2773653 SQUIRE REASSURANCE COMPANY LLC MI DS JACKSON NATIONAL LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
0918 JACKSON 16094 81-4741212 SQUIRE REASSURANCE COMPANY II, INC. MI DS JACKSON NATIONAL LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
81-4426599 BRIER CAPITAL LLC MI NIA BROOKE LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
13-3389961 JACKSON HOLDINGS LLC DE UIP BROOKE (HOLDCO 1) INC. Ownership 100.000 PRUDENTIAL plc N
98-0486152 BROOKE (HOLDCO 1) INC. DE UIP PRUDENTIAL (US HOLDCO 1) LIMITED Ownership 100.000 PRUDENTIAL plc N
98-0486137 PRUDENTIAL (US HOLDCO 1) LIMITED GBR UIP PRUDENTIAL CORPORATION ASIA LIMITED Ownership 100.000 PRUDENTIAL plc N
PRUDENTIAL CORPORATION ASIA LIMITED HKG UIP PRUDENTIAL plc Ownership 100.000 PRUDENTIAL plc N
98-0343908 NEW YORK STOCK EXCHANGE PRUDENTIAL plc GBR UIP PUBLICLY TRADED Board of Directors 0.000 PRUDENTIAL plc N
20-1422038 CURIAN CLEARING LLC MI DS JACKSON NATIONAL LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
38-1659835 HERMITAGE MANAGEMENT, LLC MI DS JACKSON NATIONAL LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
38-1659835 JACKSON NATIONAL ASSET MANAGEMENT, LLC MI DS JACKSON NATIONAL LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
38-3241867 JACKSON NATIONAL LIFE DISTRIBUTORS LLC MI DS JACKSON NATIONAL LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
98-0396280 JACKSON NATIONAL LIFE (BERMUDA) LTD. BMU DS JACKSON NATIONAL LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
20-5383763 PGDS (US ONE) LLC DE DS JACKSON NATIONAL LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
26-2773815 SQUIRE CAPITAL I LLC MI DS JACKSON NATIONAL LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
26-2774037 SQUIRE CAPITAL II LLC MI DS JACKSON NATIONAL LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
76-0575768 MISSION PLANS OF AMERICA, INC. TX DS JACKSON NATIONAL LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
58-2459516 ROP, INC. DE DS JACKSON NATIONAL LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
VFL INTERNATIONAL LIFE COMPANY SPC, LTD. CYM DS JACKSON NATIONAL LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
76-0606589 REALIC OF JACKSONVILLE PLANS, INC. TX DS JACKSON NATIONAL LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
42-1285968 ALLIED LIFE BROKERAGE AGENCY, INC. IA DS JACKSON NATIONAL LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
81-3253602 JACKSON CHARITABLE FOUNDATION, INC. MI DS JACKSON NATIONAL LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
52-2081725 NATIONAL PLANNING HOLDINGS, LLC DE DS JACKSON NATIONAL LIFE INSURANCE COMPANY Ownership 100.000 PRUDENTIAL plc N
38-1659835 95TH AVENUE RETAIL BUILDING, LLC IL NIA JACKSON NATIONAL LIFE INSURANCE COMPANY Management 0.000 PRUDENTIAL plc N
77-0712892 PPM AMERICA PRIVATE EQUITY FUND III L.P. DE NIA PPM AMERICA, INC Management 0.000 PRUDENTIAL plc N
45-4660035 PPM AMERICA PRIVATE EQUITY FUND IV L.P. DE NIA PPM AMERICA, INC Management 0.000 PRUDENTIAL plc N
46-4718111 PPM AMERICA PRIVATE EQUITY FUND V L.P. DE NIA PPM AMERICA, INC Management 0.000 PRUDENTIAL plc N
81-1189233 PPM AMERICA PRIVATE EQUITY FUND VI L.P. DE NIA PPM AMERICA, INC Management 0.000 PRUDENTIAL plc N
83-0806367 PPM AMERICA PRIVATE EQUITY FUND VII L.P. DE NIA PPM AMERICA, INC Management 0.000 PRUDENTIAL plc N
82-3469930 PPM LOAN MANAGEMENT HOLDING COMPANY, LLC DE NIA PPM AMERICA, INC Management 0.000 PRUDENTIAL plc N
Asterisk Explanation
13
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SUPPLEMENTAL EXHIBITS AND SCHEDULES INTERROGATORIES
The following supplemental reports are required to be filed as part of your statement filing. However, in the event that your company does not transact the type of
business for which the special report must be filed, your response of NO to the specific interrogatory will be accepted in lieu of filing a “NONE” report and a bar code will
be printed below. If the supplement is required of your company but is not being filed for whatever reason enter SEE EXPLANATION and provide an explanation following
the interrogatory questions.
Response
1. Will the Trusteed Surplus Statement be filed with the state of domicile and the NAIC with this statement?
NO
2. Will the Medicare Part D Coverage Supplement be filed with the state of domicile and the NAIC with this statement?
NO
3. Will the Reasonableness of Assumptions Certification required by Actuarial Guideline XXXV be filed with the state of domicile and
electronically with the NAIC
?
NO
4. Will the Reasonableness and Consistency of Assumptions Certification required by Actuarial Guideline XXXV be filed with the state of
domicile and electronically with the NAIC
?
NO
5. Will the Reasonableness of Assumptions Certification for Implied Guaranteed Rate Method required by Actuarial Guideline XXXVI be
filed with the state of domicile and electronically with the NAIC?
NO
6. Will the Reasonableness and Consistency of Assumptions Certification required by Actuarial Guideline XXXVI (Updated Average
Market Value) be filed with the state of domicile and electronically with the NAIC?
NO
7. Will the Reasonableness and Consistency of Assumptions Certification required by Actuarial Guideline XXXVI (Updated Market Value)
be filed with the state of domicile and electronically with the NAIC?
NO
8. Will the Life PBR Statement of Exemption be filed with the state of domicile by July 1st and electronically with the NAIC with the
second quarterly filing per the Valuation Manual (by August 15)? (2nd Quarter Only) The response for 1st and 3rd quarters should be
N/A. A NO response resulting with a bar code is only appropriate in the 2nd quarter.
N/A
Explanation:
1.
2.
3.
4.
5.
6.
7.
Bar Code:
1. Trusteed Surplus Statement [Document Identifier 490]
*65056202049000001*
2. Medicare Part D Coverage Supplement [Document Identifier 365]
*65056202036500001*
3. Reasonableness of Assumptions Certification required by Actuarial Guideline
XXXV [Document Identifier 445]
*65056202044500001*
4. Reasonableness and Consistency of Assumptions Certification required by
Actuarial Guideline XXXV [Document Identifier 446]
*65056202044600001*
5. Reasonableness of Assumptions Certification for Implied Guaranteed Rate
Method required by Actuarial Guideline XXXVI [Document Identifier 447]
*65056202044700001*
6. Reasonableness and Consistency of Assumptions Certification required by
Actuarial Guideline XXXVI [Document Identifier 448]
*65056202044800001*
7. Reasonableness and Consistency of Assumptions Certification required by
Actuarial Guideline XXXVI (Updated Market Value) [Document Identifier 449]
*65056202044900001*
14
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
OVERFLOW PAGE FOR WRITE-INS
Additional Write-ins for Assets Line 25
Current Statement Date 4
1
Assets
2
Nonadmitted Assets
3
Net Admitted Assets
(Cols. 1 - 2)
December 31
Prior Year Net
Admitted Assets
2504.
Prepaid operating expenses 13,394,888 13,394,888 0 0
2597. Summary of remaining write-ins for Line 25 from overflow page
13,394,888 13,394,888 0 0
Additional Write-ins for Liabilities Line 25
1
Current
Statement Date
2
December 31
Prior Year
2504.
Interest payable on death claims 27,950,953 28,963,371
2505.
Interest payable - surplus note 848,958 5,942,708
2506.
Investment escrow & unallocated proceeds 24,981,356 (136,658,546)
2507.
Unclaimed property 25,853,642 24,979,529
2508.
Collateral payable 3,698,383,000 938,312,000
2597. Summary of remaining write-ins for Line 25 from overflow page
3,778,017,909 861,539,062
Additional Write-ins for Summary of Operations Line 8.3
1
Current Year
To Date
2
Prior Year
To Date
3
Prior Year Ended
December 31
08.304.
Reinsurance experience and other refunds 866,592 893,453 512,280
08.305.
MTN redemption fees 1,660,600 0 0
08.397. Summary of remaining write-ins for Line 8.3 from overflow page
2,527,192 893,453 512,280
Additional Write-ins for Summary of Operations Line 27
1
Current Year
To Date
2
Prior Year
To Date
3
Prior Year Ended
December 31
2704.
Reinsurance on in-force business (3,861,087) (1,289,991) (24,118,543)
2797. Summary of remaining write-ins for Line 27 from overflow page
(3,861,087) (1,289,991) (24,118,543)
15
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE A - VERIFICATION
Real Estate
1
Year to Date
2
Prior Year Ended
December 31
1. Book/adjusted carrying value, December 31 of prior year
2. Cost of acquired:
2.1 Actual cost at time of acquisition
2.2 Additional investment made after acquisition
3. Current year change in encumbrances
4. Total gain (loss) on disposals
5. Deduct amounts received on disposals
6. Total foreign exchange change in book/adjusted carrying value
7. Deduct current year’s other than temporary impairment recognized
8. Deduct current year’s depreciation
9. Book/adjusted carrying value at the end of current period (Lines 1+2+3+4-5+6-7-8)
10. Deduct total nonadmitted amounts
11. Statement value at end of current period (Line 9 minus Line 10)
SCHEDULE B - VERIFICATION
Mortgage Loans
1
Year to Date
2
Prior Year Ended
December 31
1. Book value/recorded investment excluding accrued interest, December 31 of prior year
2. Cost of acquired:
2.1 Actual cost at time of acquisition
2.2 Additional investment made after acquisition
3. Capitalized deferred interest and other
4. Accrual of discount
5. Unrealized valuation increase (decrease)
6. Total gain (loss) on disposals
7. Deduct amounts received on disposals
8. Deduct amortization of premium and mortgage interest points and commitment fees
9. Total foreign exchange change in book value/recorded investment excluding accrued interest
10. Deduct current year’s other than temporary impairment recognized
11. Book value/recorded investment excluding accrued interest at end of current period (Lines 1+2+3+4+5+6-7-8+9-10)
12. Total valuation allowance
13. Subtotal (Line 11 plus Line 12)
14. Deduct total nonadmitted amounts
15. Statement value at end of current period (Line 13 minus Line 14)
SCHEDULE BA - VERIFICATION
Other Long-Term Invested Assets
1
Year to Date
2
Prior Year Ended
December 31
1. Book/adjusted carrying value, December 31 of prior year
2. Cost of acquired:
2.1 Actual cost at time of acquisition
2.2 Additional investment made after acquisition
3. Capitalized deferred interest and other
4. Accrual of discount
5. Unrealized valuation increase (decrease)
6. Total gain (loss) on disposals
7. Deduct amounts received on disposals
8. Deduct amortization of premium and depreciation
9. Total foreign exchange change in book/adjusted carrying value
10. Deduct current year’s other than temporary impairment recognized
11. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5+6-7-8+9-10)
12. Deduct total nonadmitted amounts
13. Statement value at end of current period (Line 11 minus Line 12)
SCHEDULE D - VERIFICATION
Bonds and Stocks
1
Year to Date
2
Prior Year Ended
December 31
1. Book/adjusted carrying value of bonds and stocks, December 31 of prior year
2. Cost of bonds and stocks acquired
3. Accrual of discount
4. Unrealized valuation increase (decrease)
5. Total gain (loss) on disposals
6. Deduct consideration for bonds and stocks disposed of
7. Deduct amortization of premium
8. Total foreign exchange change in book/adjusted carrying value
9. Deduct current year’s other than temporary impairment recognized
10. Total investment income recognized as a result of prepayment penalties and/or acceleration fees
11. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9+10)
12. Deduct total nonadmitted amounts
13. Statement value at end of current period (Line 11 minus Line 12)
SI01
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 1B
Showing the Acquisitions, Dispositions and Non-Trading Activity
During the Current Quarter for all Bonds and Preferred Stock by NAIC Designation
NAIC Designation
1
Book/Adjusted
Carrying Value
Beginning
of Current Quarter
2
Acquisitions
During
Current Quarter
3
Dispositions
During
Current Quarter
4
Non-Trading Activity
During
Current Quarter
5
Book/Adjusted
Carrying Value
End of
First Quarter
6
Book/Adjusted
Carrying Value
End of
Second Quarter
7
Book/Adjusted
Carrying Value
End of
Third Quarter
8
Book/Adjusted
Carrying Value
December 31
Prior Year
BONDS
1. NAIC 1 (a)
29,914,100,491 3,808,182,190 1,131,699,683 (812,136,130) 31,778,446,868 0 0 29,914,100,491
2. NAIC 2 (a)
20,696,655,225 1,990,218,643 1,127,359,033 368,722,015 21,928,236,850 0 0 20,696,655,225
3. NAIC 3 (a)
787,273,800 119,598,081 242,995,068 380,551,682 1,044,428,495 0 0 787,273,800
4. NAIC 4 (a)
170,789,502 24,588,022 40,176,840 3,981,080 159,181,764 0 0 170,789,502
5. NAIC 5 (a)
28,425,482 0 6,553,981 2,187,280 24,058,781 0 0 28,425,482
6. NAIC 6 (a)
25,494,242 0 36,210 (139,459) 25,318,573 0 0 25,494,242
7. Total Bonds
51,622,738,742 5,942,586,936 2,548,820,815 (56,833,532) 54,959,671,331 0 0 51,622,738,742
PREFERRED STOCK
8. NAIC 1
0 0 0 0 0 0 0 0
9. NAIC 2
0 0 0 0 0 0 0 0
10. NAIC 3
0 0 0 0 0 0 0 0
11. NAIC 4
0 0 0 0 0 0 0 0
12. NAIC 5
0 0 0 0 0 0 0 0
13. NAIC 6
0 0 0 0 0 0 0 0
14. Total Preferred Stock
0 0 0 0 0 0 0 0
15. Total Bonds and Preferred Stock
51,622,738,742 5,942,586,936 2,548,820,815 (56,833,532) 54,959,671,331 0 0 51,622,738,742
(a) Book/Adjusted Carrying Value column for the end of the current reporting period includes the following amount of short-term and cash equivalent bonds by NAIC designation:
NAIC 1 $
0
; NAIC 2 $
0
; NAIC 3 $
0
NAIC 4 $
0
; NAIC 5 $
0
; NAIC 6 $
0
SI02
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
Schedule DA - Part 1 - Short-Term Investments
N O N E
Schedule DA - Verification - Short-Term Investments
N O N E
SI03
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE DB - PART A - VERIFICATION
Options, Caps, Floors, Collars, Swaps and Forwards
1. Book/Adjusted Carrying Value, December 31, prior year (Line 10, prior year)
1,462,104,816
2. Cost Paid/(Consideration Received) on additions
1,256,985,525
3. Unrealized Valuation increase/(decrease)
3,751,736,197
4. SSAP No. 108 adjustments
0
5. Total gain (loss) on termination recognized
714,148,846
6. Considerations received/(paid) on terminations
1,346,837,575
7. Amortization
0
8. Adjustment to the Book/Adjusted Carrying Value of hedged item
0
9. Total foreign exchange change in Book/Adjusted Carrying Value
(38,008,379)
10. Book/Adjusted Carrying Value at End of Current Period (Lines 1+2+3+4+5-6+7+8+9)
5,800,129,430
11. Deduct nonadmitted assets
0
12. Statement value at end of current period (Line 10 minus Line 11)
5,800,129,430
SCHEDULE DB - PART B - VERIFICATION
Futures Contracts
1. Book/Adjusted carrying value, December 31 of prior year (Line 6, prior year)
0
2. Cumulative cash change (Section 1, Broker Name/Net Cash Deposits Footnote - Cumulative Cash Change column)
0
3.1 Add:
Change in variation margin on open contracts - Highly Effective Hedges
3.11 Section 1, Column 15, current year to date minus
0
3.12 Section 1, Column 15, prior year
0 0
Change in variation margin on open contracts - All Other
3.13 Section 1, Column 18, current year to date minus
27,153,268
3.14 Section 1, Column 18, prior year
(315,366,856) 342,520,124 342,520,124
3.2 Add:
Change in adjustment to basis of hedged item
3.21 Section 1, Column 17, current year to date minus
0
3.22 Section 1, Column 17, prior year
0 0
Change in amount recognized
3.23 Section 1, Column 19, current year to date minus
27,153,268
3.24 Section 1, Column 19, prior year
(315,366,856)
3.25 SSAP No. 108 adjustments
0 342,520,124 342,520,124
3.3 Subtotal (Line 3.1 minus Line 3.2)
0
4.1 Cumulative variation margin on terminated contracts during the year
7,178,835,447
4.2 Less:
4.21 Amount used to adjust basis of hedged item
0
4.22 Amount recognized
7,178,835,447
4.23 SSAP No. 108 adjustments
0 7,178,835,447
4.3 Subtotal (Line 4.1 minus Line 4.2)
0
5. Dispositions gains (losses) on contracts terminated in prior year:
5.1 Total gain (loss) recognized for terminations in prior year
0
5.2 Total gain (loss) adjusted into the hedged item(s) for terminations in prior year
0
6. Book/Adjusted carrying value at end of current period (Lines 1+2+3.3-4.3-5.1-5.2)
0
7. Deduct total nonadmitted amounts
0
8. Statement value at end of current period (Line 6 minus Line 7)
0
SI04
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
Schedule DB - Part C - Section 1 - Replication (Synthetic Asset) Transactions (RSATs) Open
N O N E
Schedule DB-Part C-Section 2-Reconciliation of Replication (Synthetic Asset) Transactions Open
N O N E
SI05, SI06
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE DB - VERIFICATION
Verification of Book/Adjusted Carrying Value, Fair Value and Potential Exposure of all Open Derivative Contracts
Book/Adjusted Carrying Value Check
1. Part A, Section 1, Column 14
5,800,129,432
2. Part B, Section 1, Column 15 plus Part B, Section 1 Footnote - Total Ending Cash Balance
0
3. Total (Line 1 plus Line 2)
5,800,129,432
4. Part D, Section 1, Column 5
5,891,960,583
5. Part D, Section 1, Column 6
(91,831,151)
6. Total (Line 3 minus Line 4 minus Line 5)
0
Fair Value Check
7. Part A, Section 1, Column 16
5,800,129,432
8. Part B, Section 1, Column 13
0
9. Total (Line 7 plus Line 8)
5,800,129,432
10. Part D, Section 1, Column 8
5,891,960,583
11. Part D, Section 1, Column 9
(91,831,151)
12 Total (Line 9 minus Line 10 minus Line 11)
0
Potential Exposure Check
13. Part A, Section 1, Column 21
114,992,956
14. Part B, Section 1, Column 20
3,475,954,700
15. Part D, Section 1, Column 11
3,590,947,656
16. Total (Line 13 plus Line 14 minus Line 15)
0
SI07
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE E - PART 2 - VERIFICATION
(Cash Equivalents)
1
Year To Date
2
Prior Year Ended
December 31
1. Book/adjusted carrying value, December 31 of prior year
1,252,041,528 2,761,629,429
2. Cost of cash equivalents acquired
46,944,048,381 28,272,192,512
3. Accrual of discount
0 0
4. Unrealized valuation increase (decrease)
31,991 (67,905)
5. Total gain (loss) on disposals
(4,216,453) 61,301
6. Deduct consideration received on disposals
40,632,716,410 29,781,773,809
7. Deduct amortization of premium
0 0
8. Total foreign exchange change in book/adjusted carrying value
0 0
9. Deduct current year’s other than temporary impairment recognized
0 0
10. Book/adjusted carrying value at end of current period (Lines 1+2+3+4+5-6-7+8-9)
7,559,189,037 1,252,041,528
11. Deduct total nonadmitted amounts
0 0
12. Statement value at end of current period (Line 10 minus Line 11)
7,559,189,037 1,252,041,528
SI08
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE A - PART 2
Showing All Real Estate ACQUIRED AND ADDITIONS MADE During the Current Quarter
1
Location
4 5 6 7 8 9
Description of Property
2
City
3
State
Date
Acquired
Name of Vendor
Actual Cost at
Time of Acquisition
Amount of
Encumbrances
Book/Adjusted
Carrying Value
Less Encumbrances
Additional
Investment
Made After
Acquisition
1 CORPORATE WAY Lansing MI 12/01/2001 VARIOUS 0 0 213,916 213,916
DATA CENTER Lansing MI 12/31/2004 VARIOUS 0 0 134,923 134,923
2005 SEAGER STREET Lansing MI 10/07/2009 VARIOUS 0 0 1,609 1,609
0199999. Acquired by Purchase
0 0 350,449 350,449
0399999 - Totals
0 0 350,449 350,449
SCHEDULE A - PART 3
Showing All Real Estate DISPOSED During the Quarter, Including Payments During the Final Year on “Sales Under Contract”
1 Location 4 5 6 7 8 Change in Book/Adjusted Carrying Value Less Encumbrances 14 15 16 17 18 19 20
Description of Property
2
City
3
State
Disposal
Date
Name of Purchaser
Actual
Cost
Expended
for
Additions,
Permanent
Improve-
ments and
Changes
in Encum-
brances
Book/
Adjusted
Carrying
Value Less
Encum-
brances
Prior
Year
9
Current
Year’s
Depre-
ciation
10
Current
Year’s
Other-Than-
Temporary
Impairment
Recognized
11
Current
Year's
Change in
Encum-
brances
12
Total
Change in
Book/
Adjusted
Carrying
Value
(11-9-10)
13
Total
Foreign
Exchange
Change in
Book/
Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value Less
Encum-
brances
on
Disposal
Amounts
Received
During
Year
Foreign
Exchange
Gain
(Loss)
on
Disposal
Realized
Gain
(Loss)
on
Disposal
Total
Gain
(Loss)
on
Disposal
Gross
Income
Earned
Less
Interest
Incurred on
Encum-
brances
Taxes,
Repairs
and
Expenses
Incurred
0399999 - Totals
NONE
E01
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE B - PART 2
Showing All Mortgage Loans ACQUIRED AND ADDITIONS MADE During the Current Quarter
1 Location 4 5 6 7 8 9
Loan Number
2
City
3
State
Loan
Type
Date Acquired Rate of Interest
Actual Cost at
Time of Acquisition
Additional
Investment Made
After Acquisition
Value of Land
and Buildings
18029B2 SAN BERNARDINO CA 02/27/2020 3.581 11,000,000 0 40,900,000
1903101 BENBROOK TX 02/03/2020 3.280 19,470,000 0 48,500,000
19040A1 EDINA MN 02/05/2020 3.150 11,500,000 0 26,990,000
19040B1 EDINA MN 02/05/2020 3.150 11,500,000 0 27,510,000
19040C1 EDINA MN 02/05/2020 3.150 12,500,000 0 26,580,000
19040D1 EDINA MN 02/05/2020 3.150 19,500,000 0 43,560,000
19040F1 EDINA MN 02/05/2020 3.150 20,000,000 0 46,880,000
1904302 BOLINGBROOK IL 11/12/2019 3.200 0 11,620,000 119,500,000
1904501 SOUTH JORDAN UT 01/30/2020 3.630 27,000,000 0 41,000,000
1905101 SALT LAKE CITY UT 01/13/2020 3.250 38,000,000 0 61,200,000
1905301 RICHMOND VA 01/10/2020 3.590 50,500,000 0 78,700,000
1905401 MINNEAPOLIS MN 03/09/2020 3.460 29,700,000 0 51,100,000
1905501 MODESTO CA 03/02/2020 3.370 12,000,000 0 27,900,000
1905601 CHARLOTTE NC 01/17/2020 3.640 10,230,000 0 18,850,000
1905701 GAINESVILLE VA 03/23/2020 3.560 54,500,000 0 83,900,000
19058A2 EUSTIS FL 03/18/2020 3.480 53,799,120 0 87,410,000
19058B1 ALLENTOWN PA 03/18/2020 3.480 20,532,000 0 35,900,000
19058C1 STATE COLLEGE PA 03/18/2020 3.480 8,918,880 0 16,050,000
1905901 PHILADELPHIA PA 02/27/2020 3.490 50,500,000 0 195,000,000
1906102 OMAHA NE 03/19/2020 3.500 22,750,000 0 36,100,000
1906201 EAGAN MN 03/09/2020 3.350 10,000,000 0 16,900,000
20AB102 LANCASTER CA 03/10/2020 3.329 50,000,000 0 71,629,177
0599999. Mortgages in good standing - Commercial mortgages-all other
543,900,000 11,620,000 1,202,059,177
0899999. Total Mortgages in good standing
543,900,000 11,620,000 1,202,059,177
1699999. Total - Restructured Mortgages
0 0 0
2499999. Total - Mortgages with overdue interest over 90 days
0 0 0
3299999. Total - Mortgages in the process of foreclosure
0 0 0
3399999 - Totals
543,900,000 11,620,000 1,202,059,177
SCHEDULE B - PART 3
Showing All Mortgage Loans DISPOSED, Transferred or Repaid During the Current Quarter
1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 18
Loan Number
2
City
3
State
Loan
Type
Date
Acquired
Disposal
Date
Book Value/
Recorded
Investment
Excluding
Accrued
Interest
Prior Year
8
Unrealized
Valuation
Increase
(Decrease)
9
Current
Year’s
(Amortization)
/Accretion
10
Current
Year’s Other-
Than-
Temporary
Impairment
Recognized
11
Capitalized
Deferred
Interest and
Other
12
Total
Change
in
Book Value
(8+9-10+11)
13
Total Foreign
Exchange
Change in
Book Value
Book Value/
Recorded
Investment
Excluding
Accrued
Interest on
Disposal
Consid-
eration
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total
Gain
(Loss) on
Disposal
0509601 LOS ANGELES CA 03/28/2006 01/09/2020 5,108,394 0 0 0 0 0 0 5,108,394 5,108,394 0 0 0
1105901 KINGSTON NY 08/12/2011 03/12/2020 24,658,522 0 0 0 0 0 0 24,658,522 24,658,522 0 0 0
1203201 ALBANY NY 06/10/2013 03/12/2020 9,714,071 0 0 0 0 0 0 9,714,071 9,714,071 0 0 0
1209301 EDINA MN 01/31/2013 02/05/2020 6,066,074 0 0 0 0 0 0 6,066,074 6,066,074 0 0 0
1209401 EDINA MN 01/31/2013 02/05/2020 6,066,074 0 0 0 0 0 0 6,066,074 6,066,074 0 0 0
1300801 HENDERSON NV 05/01/2013 01/08/2020 25,700,643 0 0 0 0 0 0 25,700,643 25,700,643 0 0 0
1302501 HARTFORD CT 06/07/2013 03/13/2020 13,016,879 0 0 0 0 0 0 13,016,879 13,016,879 0 0 0
13051A1 BENBROOK TX 01/09/2014 02/03/2020 5,000,678 0 0 0 0 0 0 5,000,678 5,000,678 0 0 0
13051B1 BENBROOK TX 01/09/2014 02/03/2020 2,576,107 0 0 0 0 0 0 2,576,107 2,576,107 0 0 0
13051C1 BENBROOK TX 01/09/2014 02/03/2020 807,777 0 0 0 0 0 0 807,777 807,777 0 0 0
13051D1 BENBROOK TX 01/09/2014 02/03/2020 874,397 0 0 0 0 0 0 874,397 874,397 0 0 0
1405401 REHOBOTH BEACH DE 01/20/2015 02/26/2020 6,834,985 0 0 0 0 0 0 6,834,985 6,834,985 0 0 0
1405701 PHILADELPHIA PA 02/11/2015 02/27/2020 50,000,000 0 0 0 0 0 0 50,000,000 50,000,000 0 0 0
1406601 GREENSBORO NC 12/11/2014 01/09/2020 16,435,437 0 0 0 0 0 0 16,435,437 16,435,437 0 0 0
1500801 SAN ANTONIO TX 06/02/2015 03/24/2020 26,000,000 0 0 0 0 0 0 26,000,000 26,000,000 0 0 0
1502001 MEMPHIS TN 06/02/2015 01/08/2020 11,400,000 0 0 0 0 0 0 11,400,000 11,400,000 0 0 0
1502401 WEST CHESTER OH 07/02/2015 02/04/2020 13,572,512 0 0 0 0 0 0 13,572,512 13,572,512 0 0 0
1601001 AURORA CO 08/11/2016 01/10/2020 17,180,569 0 0 0 0 0 0 17,180,569 17,180,569 0 0 0
E02
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE B - PART 3
Showing All Mortgage Loans DISPOSED, Transferred or Repaid During the Current Quarter
1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 18
Loan Number
2
City
3
State
Loan
Type
Date
Acquired
Disposal
Date
Book Value/
Recorded
Investment
Excluding
Accrued
Interest
Prior Year
8
Unrealized
Valuation
Increase
(Decrease)
9
Current
Year’s
(Amortization)
/Accretion
10
Current
Year’s Other-
Than-
Temporary
Impairment
Recognized
11
Capitalized
Deferred
Interest and
Other
12
Total
Change
in
Book Value
(8+9-10+11)
13
Total Foreign
Exchange
Change in
Book Value
Book Value/
Recorded
Investment
Excluding
Accrued
Interest on
Disposal
Consid-
eration
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total
Gain
(Loss) on
Disposal
1601402 PORTLAND OR 05/12/2016 01/08/2020 72,500,000 0 0 0 0 0 0 72,500,000 72,500,000 0 0 0
1605702 REDLANDS CA 09/22/2016 01/08/2020 102,000,000 0 0 0 0 0 0 102,000,000 102,000,000 0 0 0
1606502 CHARLOTTE NC 09/28/2018 03/26/2020 37,909,863 0 0 0 0 0 0 37,909,863 37,909,863 0 0 0
16065A1 MCDONOUGH GA 02/06/2017 03/26/2020 18,160,394 0 0 0 0 0 0 18,160,394 18,160,394 0 0 0
16065B1 WILMER TX 09/28/2017 03/26/2020 11,304,062 0 0 0 0 0 0 11,304,062 11,304,062 0 0 0
1900401 NAPA CA 07/01/2019 02/28/2020 5,257,721 0 0 0 0 0 0 5,257,721 5,257,721 0 0 0
0199999. Mortgages closed by repayment
488,145,159 0 0 0 0 0 0 488,145,159 488,145,159 0 0 0
0004801 COLORADO SPRINGS CO 05/15/2001 125,212 0 0 0 0 0 0 125,212 125,212 0 0 0
0005201 WEST SENECA NY 04/06/2001 87,491 0 0 0 0 0 0 87,491 87,491 0 0 0
0005301 GRAND ISLAND NY 04/06/2001 89,706 0 0 0 0 0 0 89,706 89,706 0 0 0
0005901 ELLWOOD CITY PA 07/12/2001 61,189 0 0 0 0 0 0 61,189 61,189 0 0 0
0105601 CLARENCE NY 02/15/2002 108,395 0 0 0 0 0 0 108,395 108,395 0 0 0
0105701 EAST AURORA NY 02/15/2002 166,077 0 0 0 0 0 0 166,077 166,077 0 0 0
0206001 NEWINGTON CT 06/13/2003 164,227 0 0 0 0 0 0 164,227 164,227 0 0 0
0207401 THE VILLAGES FL 03/25/2003 115,594 0 0 0 0 0 0 115,594 115,594 0 0 0
0302001 COLTON CA 04/22/2003 36,296 0 0 0 0 0 0 36,296 36,296 0 0 0
0302201 TUSTIN CA 04/22/2003 66,152 0 0 0 0 0 0 66,152 66,152 0 0 0
0303601 CHESTER SPRINGS PA 10/29/2003 173,489 0 0 0 0 0 0 173,489 173,489 0 0 0
0505201 FRANKFORT IL 12/21/2005 243,804 0 0 0 0 0 0 243,804 243,804 0 0 0
0506101 BENSALEM PA 03/01/2006 125,994 0 0 0 0 0 0 125,994 125,994 0 0 0
0506201 BERLIN CT 01/12/2006 90,647 0 0 0 0 0 0 90,647 90,647 0 0 0
0601501 MT LAUREL NJ 08/01/2006 571,648 0 0 0 0 0 0 571,648 571,648 0 0 0
0601602 DELRAN TOWNSHIP NJ 05/23/2006 186,194 0 0 0 0 0 0 186,194 186,194 0 0 0
0603901 MANCHESTER CT 08/30/2007 120,827 0 0 0 0 0 0 120,827 120,827 0 0 0
0606001 SPRINGFIELD MA 12/20/2007 71,169 0 0 0 0 0 0 71,169 71,169 0 0 0
0704901 AUSTIN TX 09/21/2007 121,866 0 0 0 0 0 0 121,866 121,866 0 0 0
0706401 PLAINSBORO NJ 05/19/2008 62,538 0 0 0 0 0 0 62,538 62,538 0 0 0
0706502 CINNAMINSON NJ 11/19/2007 413,320 0 0 0 0 0 0 413,320 413,320 0 0 0
07080A2 COLUMBIA MO 02/28/2008 1,348,077 0 0 0 0 0 0 1,348,077 1,348,077 0 0 0
0709101 SANTA CLARA CA 03/03/2008 295,009 0 0 0 0 0 0 295,009 295,009 0 0 0
0901301 CLARENCE NY 11/23/2009 463,394 0 0 0 0 0 0 463,394 463,394 0 0 0
1000601 PLEASANT HILL CA 05/06/2010 38,641 0 0 0 0 0 0 38,641 38,641 0 0 0
1001001 DOYLESTOWN PA 08/31/2010 100,166 0 0 0 0 0 0 100,166 100,166 0 0 0
1001701 WEST JORDAN UT 08/04/2010 47,658 0 0 0 0 0 0 47,658 47,658 0 0 0
1001801 CLEARFIELD UT 08/04/2010 24,670 0 0 0 0 0 0 24,670 24,670 0 0 0
1003401 MAYFIELD HEIGHTS OH 12/16/2010 84,749 0 0 0 0 0 0 84,749 84,749 0 0 0
1003501 LAKE FOREST IL 11/30/2010 151,649 0 0 0 0 0 0 151,649 151,649 0 0 0
1100501 MANCHESTER MO 08/25/2011 20,925 0 0 0 0 0 0 20,925 20,925 0 0 0
1100601 MECHANICSBURG PA 03/31/2011 54,599 0 0 0 0 0 0 54,599 54,599 0 0 0
1101001 MILWAUKIE OR 09/21/2011 48,074 0 0 0 0 0 0 48,074 48,074 0 0 0
1101701 MADISON WI 09/30/2011 131,749 0 0 0 0 0 0 131,749 131,749 0 0 0
1101801 MADISON WI 06/01/2011 16,471 0 0 0 0 0 0 16,471 16,471 0 0 0
1102201 WEST CHESTER PA 09/07/2011 139,995 0 0 0 0 0 0 139,995 139,995 0 0 0
1102301 WEST GROVE PA 09/07/2011 146,375 0 0 0 0 0 0 146,375 146,375 0 0 0
1105001 OVERLAND PARK KS 11/22/2011 88,290 0 0 0 0 0 0 88,290 88,290 0 0 0
1106301 VAIL CO 12/13/2011 276,414 0 0 0 0 0 0 276,414 276,414 0 0 0
11063A1 VAIL CO 03/01/2017 73,520 0 0 0 0 0 0 73,520 73,520 0 0 0
1106902 SUWANEE GA 01/30/2012 70,322 0 0 0 0 0 0 70,322 70,322 0 0 0
1200102 WAUSAU WI 10/09/2012 385,024 0 0 0 0 0 0 385,024 385,024 0 0 0
1200201 OAK CREEK WI 03/22/2012 46,666 0 0 0 0 0 0 46,666 46,666 0 0 0
1200501 PLAINVILLE MA 04/02/2012 125,550 0 0 0 0 0 0 125,550 125,550 0 0 0
1201401 NOVATO CA 04/19/2012 152,890 0 0 0 0 0 0 152,890 152,890 0 0 0
1202001 DALY CITY CA 06/28/2012 141,503 0 0 0 0 0 0 141,503 141,503 0 0 0
12031A1 MCKINNEY TX 07/30/2012 108,614 0 0 0 0 0 0 108,614 108,614 0 0 0
12031B1 MCKINNEY TX 07/30/2012 66,946 0 0 0 0 0 0 66,946 66,946 0 0 0
12031C1 MCKINNEY TX 07/30/2012 51,542 0 0 0 0 0 0 51,542 51,542 0 0 0
1203301 RALEIGH NC 06/28/2012 138,748 0 0 0 0 0 0 138,748 138,748 0 0 0
1203401 CARRBORO NC 12/03/2012 62,425 0 0 0 0 0 0 62,425 62,425 0 0 0
1203601 CHESTERFIELD MO 10/03/2012 23,886 0 0 0 0 0 0 23,886 23,886 0 0 0
1203701 OFALLON MO 10/03/2012 41,800 0 0 0 0 0 0 41,800 41,800 0 0 0
E02.1
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE B - PART 3
Showing All Mortgage Loans DISPOSED, Transferred or Repaid During the Current Quarter
1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 18
Loan Number
2
City
3
State
Loan
Type
Date
Acquired
Disposal
Date
Book Value/
Recorded
Investment
Excluding
Accrued
Interest
Prior Year
8
Unrealized
Valuation
Increase
(Decrease)
9
Current
Year’s
(Amortization)
/Accretion
10
Current
Year’s Other-
Than-
Temporary
Impairment
Recognized
11
Capitalized
Deferred
Interest and
Other
12
Total
Change
in
Book Value
(8+9-10+11)
13
Total Foreign
Exchange
Change in
Book Value
Book Value/
Recorded
Investment
Excluding
Accrued
Interest on
Disposal
Consid-
eration
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total
Gain
(Loss) on
Disposal
1203801 MORTON IL 10/01/2012 88,882 0 0 0 0 0 0 88,882 88,882 0 0 0
1203901 THOUSAND OAKS CA 07/31/2012 161,609 0 0 0 0 0 0 161,609 161,609 0 0 0
1209601 MACOMB TOWNSHIP MI 12/20/2012 78,712 0 0 0 0 0 0 78,712 78,712 0 0 0
1209901 REDMOND WA 12/03/2012 259,618 0 0 0 0 0 0 259,618 259,618 0 0 0
1210301 ST. PETERSBURG FL 03/18/2013 160,722 0 0 0 0 0 0 160,722 160,722 0 0 0
12104A1 COLUMBUS OH 03/06/2013 38,966 0 0 0 0 0 0 38,966 38,966 0 0 0
12104B1 COLUMBUS OH 03/06/2013 140,053 0 0 0 0 0 0 140,053 140,053 0 0 0
1210501 COLUMBUS OH 01/29/2013 323,445 0 0 0 0 0 0 323,445 323,445 0 0 0
1210601 CHARLOTTE NC 07/11/2013 172,099 0 0 0 0 0 0 172,099 172,099 0 0 0
1210702 FAIRLAWN OH 01/03/2013 90,644 0 0 0 0 0 0 90,644 90,644 0 0 0
1210801 FAIRLAWN OH 01/03/2013 77,833 0 0 0 0 0 0 77,833 77,833 0 0 0
1211101 ENCINO CA 11/01/2012 13,254 0 0 0 0 0 0 13,254 13,254 0 0 0
1211501 SUN VALLEY CA 12/21/2012 73,428 0 0 0 0 0 0 73,428 73,428 0 0 0
1211801 MADISON WI 01/31/2013 73,177 0 0 0 0 0 0 73,177 73,177 0 0 0
1212001 WALNUT CREEK CA 06/06/2013 70,326 0 0 0 0 0 0 70,326 70,326 0 0 0
1212201 ANNANDALE VA 01/31/2013 246,757 0 0 0 0 0 0 246,757 246,757 0 0 0
1212801 LOUISVILLE KY 06/03/2013 43,606 0 0 0 0 0 0 43,606 43,606 0 0 0
1213101 SHERMAN OAKS CA 04/01/2013 20,879 0 0 0 0 0 0 20,879 20,879 0 0 0
1300901 HUMBLE TX 03/12/2013 91,304 0 0 0 0 0 0 91,304 91,304 0 0 0
1301201 INDIANAPOLIS IN 09/16/2013 82,221 0 0 0 0 0 0 82,221 82,221 0 0 0
13012A1 INDIANAPOLIS IN 12/15/2015 41,162 0 0 0 0 0 0 41,162 41,162 0 0 0
1301301 CARMEL IN 09/16/2013 115,338 0 0 0 0 0 0 115,338 115,338 0 0 0
1301401 GRAND BLANC MI 06/27/2013 261,328 0 0 0 0 0 0 261,328 261,328 0 0 0
1301801 HOUSTON TX 07/01/2014 69,116 0 0 0 0 0 0 69,116 69,116 0 0 0
1301902 BENTONVILLE AR 05/31/2013 551,212 0 0 0 0 0 0 551,212 551,212 0 0 0
1302201 SAN FRANCISCO CA 03/31/2014 57,854 0 0 0 0 0 0 57,854 57,854 0 0 0
1302301 CHARLOTTE NC 10/31/2013 354,548 0 0 0 0 0 0 354,548 354,548 0 0 0
1302701 EDINA MN 08/01/2013 33,753 0 0 0 0 0 0 33,753 33,753 0 0 0
1303001 WAYNE PA 08/23/2013 130,664 0 0 0 0 0 0 130,664 130,664 0 0 0
1303401 ST. PETERS MO 09/18/2013 46,886 0 0 0 0 0 0 46,886 46,886 0 0 0
1304101 CHARLOTTE NC 09/25/2013 302,016 0 0 0 0 0 0 302,016 302,016 0 0 0
1304201 WARRENTON VA 10/31/2013 71,189 0 0 0 0 0 0 71,189 71,189 0 0 0
1304601 EDISON NJ 11/07/2013 190,432 0 0 0 0 0 0 190,432 190,432 0 0 0
1304701 SEATTLE WA 09/11/2013 183,719 0 0 0 0 0 0 183,719 183,719 0 0 0
13047A1 SEATTLE WA 09/20/2019 53,151 0 0 0 0 0 0 53,151 53,151 0 0 0
1304801 GAITHERSBURG MD 08/27/2013 119,010 0 0 0 0 0 0 119,010 119,010 0 0 0
1305001 LOUISVILLE KY 12/19/2013 193,097 0 0 0 0 0 0 193,097 193,097 0 0 0
1305301 BURIEN WA 10/24/2013 220,213 0 0 0 0 0 0 220,213 220,213 0 0 0
1305502 MESA AZ 08/01/2013 555,493 0 0 0 0 0 0 555,493 555,493 0 0 0
13055A1 LAKELAND FL 12/02/2013 31,285 0 0 0 0 0 0 31,285 31,285 0 0 0
1305701 WALDORF MD 09/11/2013 142,451 0 0 0 0 0 0 142,451 142,451 0 0 0
1305802 BURLINGTON NJ 08/27/2013 276,644 0 0 0 0 0 0 276,644 276,644 0 0 0
1306001 MENLO PARK CA 09/10/2013 109,674 0 0 0 0 0 0 109,674 109,674 0 0 0
1306201 LOS ANGELES CA 02/03/2014 39,774 0 0 0 0 0 0 39,774 39,774 0 0 0
1306501 BALL GROUND GA 11/04/2013 78,116 0 0 0 0 0 0 78,116 78,116 0 0 0
1307301 BEVERLY HILLS CA 12/09/2013 90,484 0 0 0 0 0 0 90,484 90,484 0 0 0
1307501 ENCINO CA 08/01/2014 16,100 0 0 0 0 0 0 16,100 16,100 0 0 0
1307601 LOS ANGELES CA 08/01/2014 51,782 0 0 0 0 0 0 51,782 51,782 0 0 0
1308001 INDIANAPOLIS IN 02/27/2014 48,698 0 0 0 0 0 0 48,698 48,698 0 0 0
13081A2 ACWORTH GA 12/12/2013 82,453 0 0 0 0 0 0 82,453 82,453 0 0 0
13081B1 MORRISVILLE NC 01/27/2014 87,802 0 0 0 0 0 0 87,802 87,802 0 0 0
13081C1 GREENFIELD IN 06/19/2014 85,529 0 0 0 0 0 0 85,529 85,529 0 0 0
13081D1 GROVEPORT OH 01/30/2015 156,276 0 0 0 0 0 0 156,276 156,276 0 0 0
13081F2 COLUMBUS OH 07/15/2016 66,260 0 0 0 0 0 0 66,260 66,260 0 0 0
13081G2 MEMPHIS TN 08/08/2016 109,566 0 0 0 0 0 0 109,566 109,566 0 0 0
13081H1 MONEE IL 05/10/2017 111,396 0 0 0 0 0 0 111,396 111,396 0 0 0
1308201 NORTH CHARLESTON SC 01/30/2014 78,855 0 0 0 0 0 0 78,855 78,855 0 0 0
1308601 ZIONSVILLE IN 03/31/2014 69,689 0 0 0 0 0 0 69,689 69,689 0 0 0
1308701 LYNNWOOD WA 01/30/2014 65,095 0 0 0 0 0 0 65,095 65,095 0 0 0
1308801 SEATTLE WA 03/04/2014 92,756 0 0 0 0 0 0 92,756 92,756 0 0 0
E02.2
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE B - PART 3
Showing All Mortgage Loans DISPOSED, Transferred or Repaid During the Current Quarter
1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 18
Loan Number
2
City
3
State
Loan
Type
Date
Acquired
Disposal
Date
Book Value/
Recorded
Investment
Excluding
Accrued
Interest
Prior Year
8
Unrealized
Valuation
Increase
(Decrease)
9
Current
Year’s
(Amortization)
/Accretion
10
Current
Year’s Other-
Than-
Temporary
Impairment
Recognized
11
Capitalized
Deferred
Interest and
Other
12
Total
Change
in
Book Value
(8+9-10+11)
13
Total Foreign
Exchange
Change in
Book Value
Book Value/
Recorded
Investment
Excluding
Accrued
Interest on
Disposal
Consid-
eration
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total
Gain
(Loss) on
Disposal
1309001 GLENDALE AZ 09/10/2014 89,181 0 0 0 0 0 0 89,181 89,181 0 0 0
1309301 ROCKVILLE MD 07/07/2014 119,074 0 0 0 0 0 0 119,074 119,074 0 0 0
1400101 VENTURA CA 03/31/2014 224,757 0 0 0 0 0 0 224,757 224,757 0 0 0
1400501 HILLIARD OH 04/08/2014 79,347 0 0 0 0 0 0 79,347 79,347 0 0 0
1400701 RICHARDSON TX 08/12/2014 419,399 0 0 0 0 0 0 419,399 419,399 0 0 0
1401401 STERLING HEIGHTS MI 12/30/2014 59,653 0 0 0 0 0 0 59,653 59,653 0 0 0
1401501 BEVERLY HILLS CA 09/02/2014 105,026 0 0 0 0 0 0 105,026 105,026 0 0 0
1401601 HOUSTON TX 10/01/2014 37,674 0 0 0 0 0 0 37,674 37,674 0 0 0
1401701 OGDEN UT 05/30/2014 164,830 0 0 0 0 0 0 164,830 164,830 0 0 0
1401801 MIDLOTHIAN VA 10/20/2014 333,909 0 0 0 0 0 0 333,909 333,909 0 0 0
1401901 WASHINGTON DC 05/22/2014 36,940 0 0 0 0 0 0 36,940 36,940 0 0 0
1402001 CRANBURY NJ 05/08/2014 284,190 0 0 0 0 0 0 284,190 284,190 0 0 0
1402301 SALT LAKE CITY UT 05/29/2014 49,269 0 0 0 0 0 0 49,269 49,269 0 0 0
1402401 LOUISVILLE KY 10/01/2014 164,373 0 0 0 0 0 0 164,373 164,373 0 0 0
1402901 MADISON WI 10/10/2014 92,470 0 0 0 0 0 0 92,470 92,470 0 0 0
1403101 SEATTLE WA 07/31/2014 208,023 0 0 0 0 0 0 208,023 208,023 0 0 0
1403201 SOUTH OGDEN UT 06/18/2014 91,565 0 0 0 0 0 0 91,565 91,565 0 0 0
1403301 ALEXANDRIA VA 12/03/2014 143,661 0 0 0 0 0 0 143,661 143,661 0 0 0
1403601 DENVER CO 10/21/2014 217,399 0 0 0 0 0 0 217,399 217,399 0 0 0
1403701 SPRINGDALE AR 10/01/2014 501,257 0 0 0 0 0 0 501,257 501,257 0 0 0
1403901 BURBANK CA 07/30/2014 132,529 0 0 0 0 0 0 132,529 132,529 0 0 0
1404001 LOUISVILLE KY 10/01/2014 134,735 0 0 0 0 0 0 134,735 134,735 0 0 0
1404101 ST. PAUL MN 11/26/2014 125,010 0 0 0 0 0 0 125,010 125,010 0 0 0
1404401 MACEDONIA OH 04/06/2015 66,445 0 0 0 0 0 0 66,445 66,445 0 0 0
1404601 WILDER KY 02/24/2015 84,010 0 0 0 0 0 0 84,010 84,010 0 0 0
1404801 STUDIO CITY CA 12/22/2014 271,499 0 0 0 0 0 0 271,499 271,499 0 0 0
1405202 HOUSTON TX 11/13/2014 384,726 0 0 0 0 0 0 384,726 384,726 0 0 0
14053A1 DOWNERS GROVE IL 03/05/2015 219,713 0 0 0 0 0 0 219,713 219,713 0 0 0
14053B1 DOWNERS GROVE IL 03/05/2015 146,475 0 0 0 0 0 0 146,475 146,475 0 0 0
1405801 AUSTIN TX 04/01/2015 63,449 0 0 0 0 0 0 63,449 63,449 0 0 0
1406102 AURORA CO 01/28/2015 71,271 0 0 0 0 0 0 71,271 71,271 0 0 0
1406201 BELLEVUE WA 02/17/2015 143,749 0 0 0 0 0 0 143,749 143,749 0 0 0
1406401 FLORENCE KY 06/01/2015 68,006 0 0 0 0 0 0 68,006 68,006 0 0 0
1406701 LOS ANGELES CA 05/01/2015 39,848 0 0 0 0 0 0 39,848 39,848 0 0 0
1406801 SANTA ANA CA 01/21/2015 64,558 0 0 0 0 0 0 64,558 64,558 0 0 0
1406902 ELKTON FL 03/25/2015 599,581 0 0 0 0 0 0 599,581 599,581 0 0 0
1407001 SHERMAN OAKS CA 05/01/2015 14,943 0 0 0 0 0 0 14,943 14,943 0 0 0
1407101 LOS ANGELES CA 05/01/2015 44,829 0 0 0 0 0 0 44,829 44,829 0 0 0
1407201 LOS ANGELES CA 05/01/2015 55,787 0 0 0 0 0 0 55,787 55,787 0 0 0
1407301 AUSTIN TX 01/27/2015 34,884 0 0 0 0 0 0 34,884 34,884 0 0 0
1407401 READING PA 03/11/2015 129,878 0 0 0 0 0 0 129,878 129,878 0 0 0
1407501 WAUKESHA WI 06/01/2015 160,774 0 0 0 0 0 0 160,774 160,774 0 0 0
1500101 SUNNYVALE CA 07/30/2015 59,590 0 0 0 0 0 0 59,590 59,590 0 0 0
1500201 TUKWILA WA 11/12/2015 136,735 0 0 0 0 0 0 136,735 136,735 0 0 0
1500301 PAPILLION NE 05/27/2015 40,605 0 0 0 0 0 0 40,605 40,605 0 0 0
1500401 ERLANGER KY 05/15/2015 103,879 0 0 0 0 0 0 103,879 103,879 0 0 0
1500502 AGOURA HILLS CA 07/28/2015 479,299 0 0 0 0 0 0 479,299 479,299 0 0 0
1500601 CHARLESTON SC 07/16/2015 59,546 0 0 0 0 0 0 59,546 59,546 0 0 0
15006A1 CHARLESTON SC 09/12/2018 20,671 0 0 0 0 0 0 20,671 20,671 0 0 0
1500701 FERNANDINA BEACH FL 07/16/2015 72,448 0 0 0 0 0 0 72,448 72,448 0 0 0
1500901 SHERMAN OAKS CA 09/01/2015 34,630 0 0 0 0 0 0 34,630 34,630 0 0 0
1501101 KEY WEST FL 08/31/2015 503,152 0 0 0 0 0 0 503,152 503,152 0 0 0
1501301 LAS VEGAS NV 09/16/2015 135,787 0 0 0 0 0 0 135,787 135,787 0 0 0
1501901 HADLEY MA 06/01/2015 217,420 0 0 0 0 0 0 217,420 217,420 0 0 0
1502201 TAMPA FL 08/20/2015 66,365 0 0 0 0 0 0 66,365 66,365 0 0 0
1502701 CARROLLTON TX 10/01/2015 37,862 0 0 0 0 0 0 37,862 37,862 0 0 0
1502801 EDINA MN 08/31/2015 66,639 0 0 0 0 0 0 66,639 66,639 0 0 0
1503101 CHASKA MN 10/30/2015 608,828 0 0 0 0 0 0 608,828 608,828 0 0 0
1503201 STAFFORD TX 06/22/2015 161,190 0 0 0 0 0 0 161,190 161,190 0 0 0
1503401 WILSONVILLE OR 12/01/2015 100,863 0 0 0 0 0 0 100,863 100,863 0 0 0
E02.3
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE B - PART 3
Showing All Mortgage Loans DISPOSED, Transferred or Repaid During the Current Quarter
1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 18
Loan Number
2
City
3
State
Loan
Type
Date
Acquired
Disposal
Date
Book Value/
Recorded
Investment
Excluding
Accrued
Interest
Prior Year
8
Unrealized
Valuation
Increase
(Decrease)
9
Current
Year’s
(Amortization)
/Accretion
10
Current
Year’s Other-
Than-
Temporary
Impairment
Recognized
11
Capitalized
Deferred
Interest and
Other
12
Total
Change
in
Book Value
(8+9-10+11)
13
Total Foreign
Exchange
Change in
Book Value
Book Value/
Recorded
Investment
Excluding
Accrued
Interest on
Disposal
Consid-
eration
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total
Gain
(Loss) on
Disposal
1503501 SAN RAFAEL CA 09/30/2015 52,889 0 0 0 0 0 0 52,889 52,889 0 0 0
1503601 DEL MAR CA 11/18/2015 32,235 0 0 0 0 0 0 32,235 32,235 0 0 0
1503701 GREENVILLE SC 08/03/2015 141,578 0 0 0 0 0 0 141,578 141,578 0 0 0
1503801 SEATTLE WA 11/19/2015 208,337 0 0 0 0 0 0 208,337 208,337 0 0 0
1504001 AUBURN WA 07/21/2015 90,737 0 0 0 0 0 0 90,737 90,737 0 0 0
1504101 PORTLAND OR 12/04/2015 57,592 0 0 0 0 0 0 57,592 57,592 0 0 0
1504201 PORTLAND OR 12/04/2015 122,382 0 0 0 0 0 0 122,382 122,382 0 0 0
1504301 SAN MARCOS CA 10/08/2015 286,765 0 0 0 0 0 0 286,765 286,765 0 0 0
1504501 ONTARIO CA 12/16/2015 201,449 0 0 0 0 0 0 201,449 201,449 0 0 0
1504601 MADISON WI 10/01/2015 41,901 0 0 0 0 0 0 41,901 41,901 0 0 0
1504801 EXTON PA 02/08/2016 54,279 0 0 0 0 0 0 54,279 54,279 0 0 0
1505301 PEACHTREE CITY GA 10/20/2015 139,471 0 0 0 0 0 0 139,471 139,471 0 0 0
1505401 RALEIGH NC 10/15/2015 117,347 0 0 0 0 0 0 117,347 117,347 0 0 0
1505501 CHESTERFIELD MO 11/24/2015 57,057 0 0 0 0 0 0 57,057 57,057 0 0 0
1505601 NEWARK DE 12/18/2015 83,574 0 0 0 0 0 0 83,574 83,574 0 0 0
1505701 CARLISLE PA 12/23/2015 75,540 0 0 0 0 0 0 75,540 75,540 0 0 0
1505801 AUSTIN TX 12/10/2015 94,815 0 0 0 0 0 0 94,815 94,815 0 0 0
1505901 ALTAMONTE SPRINGS FL 03/01/2016 142,191 0 0 0 0 0 0 142,191 142,191 0 0 0
1506301 GRANDVIEW HEIGHTS OH 05/18/2016 174,936 0 0 0 0 0 0 174,936 174,936 0 0 0
1506401 SAN ANTONIO TX 02/09/2016 28,338 0 0 0 0 0 0 28,338 28,338 0 0 0
1506501 BROOK PARK OH 06/30/2016 52,112 0 0 0 0 0 0 52,112 52,112 0 0 0
1507001 LORTON VA 05/27/2016 239,454 0 0 0 0 0 0 239,454 239,454 0 0 0
1600101 DALLAS TX 03/09/2016 56,152 0 0 0 0 0 0 56,152 56,152 0 0 0
1600301 HOUSTON TX 11/01/2016 97,085 0 0 0 0 0 0 97,085 97,085 0 0 0
1600501 DURHAM NC 07/28/2016 134,638 0 0 0 0 0 0 134,638 134,638 0 0 0
1600601 ROYERSFORD PA 08/19/2016 219,577 0 0 0 0 0 0 219,577 219,577 0 0 0
1600701 ERLANGER KY 08/01/2016 20,920 0 0 0 0 0 0 20,920 20,920 0 0 0
1600801 SEATTLE WA 03/31/2016 224,289 0 0 0 0 0 0 224,289 224,289 0 0 0
1600901 NEWBURY PARK CA 04/01/2016 97,044 0 0 0 0 0 0 97,044 97,044 0 0 0
1601101 GARLAND TX 08/12/2016 162,201 0 0 0 0 0 0 162,201 162,201 0 0 0
1601201 FONTANA CA 05/04/2016 22,572 0 0 0 0 0 0 22,572 22,572 0 0 0
1601301 ST. HELENA CA 03/31/2016 46,663 0 0 0 0 0 0 46,663 46,663 0 0 0
16013A1 ST. HELENA CA 12/27/2018 6,038 0 0 0 0 0 0 6,038 6,038 0 0 0
1601801 BEAVERTON OR 04/28/2016 32,241 0 0 0 0 0 0 32,241 32,241 0 0 0
1601901 CALABASAS CA 10/03/2016 62,098 0 0 0 0 0 0 62,098 62,098 0 0 0
1602101 CHARLOTTE NC 08/25/2016 224,126 0 0 0 0 0 0 224,126 224,126 0 0 0
16021A1 CHARLOTTE NC 09/28/2018 122,885 0 0 0 0 0 0 122,885 122,885 0 0 0
1602201 NEW ALBANY OH 09/01/2016 118,187 0 0 0 0 0 0 118,187 118,187 0 0 0
1602301 WESTERVILLE OH 09/01/2016 72,419 0 0 0 0 0 0 72,419 72,419 0 0 0
1602701 STATE COLLEGE PA 10/31/2016 126,698 0 0 0 0 0 0 126,698 126,698 0 0 0
1602801 FRANKLIN WI 08/31/2016 212,756 0 0 0 0 0 0 212,756 212,756 0 0 0
1603201 WASHINGTON DC 06/01/2016 86,521 0 0 0 0 0 0 86,521 86,521 0 0 0
1603301 WASHINGTON DC 06/13/2016 100,383 0 0 0 0 0 0 100,383 100,383 0 0 0
1604101 SANTA MARIA CA 08/15/2016 168,388 0 0 0 0 0 0 168,388 168,388 0 0 0
1604201 GREELEY CO 07/28/2016 412,831 0 0 0 0 0 0 412,831 412,831 0 0 0
1604301 IRVINE CA 09/28/2018 172,359 0 0 0 0 0 0 172,359 172,359 0 0 0
1604401 SAN CARLOS CA 09/28/2018 27,683 0 0 0 0 0 0 27,683 27,683 0 0 0
16044A1 SAN CARLOS CA 09/03/2019 6,434 0 0 0 0 0 0 6,434 6,434 0 0 0
1604602 SAN DIEGO CA 11/03/2016 486,021 0 0 0 0 0 0 486,021 486,021 0 0 0
1604701 GREELEY CO 09/28/2018 275,565 0 0 0 0 0 0 275,565 275,565 0 0 0
1604801 MOUNTAIN VIEW CA 09/28/2018 57,633 0 0 0 0 0 0 57,633 57,633 0 0 0
1605001 YUKON OK 09/28/2018 364,007 0 0 0 0 0 0 364,007 364,007 0 0 0
1605101 CYPRESS TX 09/28/2018 135,771 0 0 0 0 0 0 135,771 135,771 0 0 0
1605301 LONG BEACH CA 09/28/2018 278,352 0 0 0 0 0 0 278,352 278,352 0 0 0
1605401 BURTONSVILLE MD 09/28/2018 49,970 0 0 0 0 0 0 49,970 49,970 0 0 0
1605601 ALBUQUERQUE NM 11/30/2016 150,450 0 0 0 0 0 0 150,450 150,450 0 0 0
1605901 COLLEGE STATION TX 09/28/2018 169,372 0 0 0 0 0 0 169,372 169,372 0 0 0
1606001 CHARLESTON SC 12/01/2016 122,721 0 0 0 0 0 0 122,721 122,721 0 0 0
1606101 WARREN NJ 09/28/2018 94,985 0 0 0 0 0 0 94,985 94,985 0 0 0
1606401 NEW CASTLE DE 09/28/2018 121,318 0 0 0 0 0 0 121,318 121,318 0 0 0
E02.4
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE B - PART 3
Showing All Mortgage Loans DISPOSED, Transferred or Repaid During the Current Quarter
1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 18
Loan Number
2
City
3
State
Loan
Type
Date
Acquired
Disposal
Date
Book Value/
Recorded
Investment
Excluding
Accrued
Interest
Prior Year
8
Unrealized
Valuation
Increase
(Decrease)
9
Current
Year’s
(Amortization)
/Accretion
10
Current
Year’s Other-
Than-
Temporary
Impairment
Recognized
11
Capitalized
Deferred
Interest and
Other
12
Total
Change
in
Book Value
(8+9-10+11)
13
Total Foreign
Exchange
Change in
Book Value
Book Value/
Recorded
Investment
Excluding
Accrued
Interest on
Disposal
Consid-
eration
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total
Gain
(Loss) on
Disposal
1606601 EVANSTON IL 12/15/2016 29,038 0 0 0 0 0 0 29,038 29,038 0 0 0
1606802 LAS VEGAS NV 08/01/2017 102,978 0 0 0 0 0 0 102,978 102,978 0 0 0
16068A1 LAS VEGAS NV 09/28/2018 25,995 0 0 0 0 0 0 25,995 25,995 0 0 0
1607101 SAN RAMON CA 02/09/2017 230,028 0 0 0 0 0 0 230,028 230,028 0 0 0
1607501 CHANDLER AZ 04/11/2017 188,524 0 0 0 0 0 0 188,524 188,524 0 0 0
1607701 GILBERT AZ 02/13/2017 153,587 0 0 0 0 0 0 153,587 153,587 0 0 0
1607801 GILBERT AZ 09/28/2018 105,163 0 0 0 0 0 0 105,163 105,163 0 0 0
1700201 AUSTIN TX 09/28/2018 85,456 0 0 0 0 0 0 85,456 85,456 0 0 0
1700501 ANN ARBOR MI 05/30/2017 168,737 0 0 0 0 0 0 168,737 168,737 0 0 0
1701201 WHITE PLAINS NY 05/25/2017 220,291 0 0 0 0 0 0 220,291 220,291 0 0 0
1701301 BROOKLYN PARK MN 07/10/2017 69,529 0 0 0 0 0 0 69,529 69,529 0 0 0
1701401 BLAINE MN 07/10/2017 26,235 0 0 0 0 0 0 26,235 26,235 0 0 0
1702301 NEW BERLIN WI 10/02/2017 115,103 0 0 0 0 0 0 115,103 115,103 0 0 0
1702501 FRESNO CA 06/01/2017 115,978 0 0 0 0 0 0 115,978 115,978 0 0 0
1702601 ATLANTA GA 06/29/2017 156,164 0 0 0 0 0 0 156,164 156,164 0 0 0
1702701 MINNETONKA MN 09/01/2017 67,057 0 0 0 0 0 0 67,057 67,057 0 0 0
1702801 EDINA MN 06/30/2017 48,534 0 0 0 0 0 0 48,534 48,534 0 0 0
1703001 AGOURA HILLS CA 08/04/2017 26,083 0 0 0 0 0 0 26,083 26,083 0 0 0
1703101 WAYNE NJ 08/03/2017 87,349 0 0 0 0 0 0 87,349 87,349 0 0 0
1703802 BENICIA CA 07/27/2017 484,226 0 0 0 0 0 0 484,226 484,226 0 0 0
1703901 MOORESTOWN NJ 09/06/2017 136,044 0 0 0 0 0 0 136,044 136,044 0 0 0
1704201 SAN DIEGO CA 08/03/2017 129,653 0 0 0 0 0 0 129,653 129,653 0 0 0
1704601 CONCORD CA 08/07/2017 40,178 0 0 0 0 0 0 40,178 40,178 0 0 0
1704701 ST LOUIS MO 09/08/2017 22,984 0 0 0 0 0 0 22,984 22,984 0 0 0
1704801 WARSON WOODS MO 09/08/2017 47,633 0 0 0 0 0 0 47,633 47,633 0 0 0
1704901 ST LOUIS MO 09/08/2017 30,646 0 0 0 0 0 0 30,646 30,646 0 0 0
1705201 SACRAMENTO CA 09/28/2017 40,232 0 0 0 0 0 0 40,232 40,232 0 0 0
1705501 LOS ANGELES CA 03/29/2018 17,709 0 0 0 0 0 0 17,709 17,709 0 0 0
1705701 ALEXANDRIA VA 11/20/2017 392,381 0 0 0 0 0 0 392,381 392,381 0 0 0
1705901 MILL VALLEY CA 09/28/2018 72,842 0 0 0 0 0 0 72,842 72,842 0 0 0
1706001 GILBERTS IL 08/31/2017 106,316 0 0 0 0 0 0 106,316 106,316 0 0 0
1706101 ARLINGTON VA 01/31/2018 179,462 0 0 0 0 0 0 179,462 179,462 0 0 0
1706201 SAN DIEGO CA 09/06/2017 289,029 0 0 0 0 0 0 289,029 289,029 0 0 0
1706301 COLUMBUS OH 09/28/2017 81,875 0 0 0 0 0 0 81,875 81,875 0 0 0
1706401 SAN JOSE CA 10/27/2017 388,668 0 0 0 0 0 0 388,668 388,668 0 0 0
1706601 LOS ANGELES CA 09/29/2017 130,632 0 0 0 0 0 0 130,632 130,632 0 0 0
1706901 LAKE WORTH FL 12/18/2017 152,641 0 0 0 0 0 0 152,641 152,641 0 0 0
1707001 LA VERNE CA 10/27/2017 82,104 0 0 0 0 0 0 82,104 82,104 0 0 0
1707301 VANCOUVER WA 11/03/2017 146,978 0 0 0 0 0 0 146,978 146,978 0 0 0
1707401 ELKRIDGE MD 11/15/2017 67,774 0 0 0 0 0 0 67,774 67,774 0 0 0
1707501 MELVILLE NY 01/24/2018 48,345 0 0 0 0 0 0 48,345 48,345 0 0 0
1707702 ST LOUIS MO 02/28/2018 421,119 0 0 0 0 0 0 421,119 421,119 0 0 0
1707801 THOUSAND OAKS CA 09/28/2018 70,565 0 0 0 0 0 0 70,565 70,565 0 0 0
1707901 NOVATO CA 11/16/2017 81,180 0 0 0 0 0 0 81,180 81,180 0 0 0
1708001 SAN FRANCISCO CA 01/10/2018 116,834 0 0 0 0 0 0 116,834 116,834 0 0 0
1708401 CHATTANOOGA TN 01/12/2018 32,570 0 0 0 0 0 0 32,570 32,570 0 0 0
1708502 BURBANK CA 03/09/2018 277,435 0 0 0 0 0 0 277,435 277,435 0 0 0
1708601 MALDEN MA 03/05/2018 68,135 0 0 0 0 0 0 68,135 68,135 0 0 0
1708701 LAGUNA NIGUEL CA 05/30/2018 163,842 0 0 0 0 0 0 163,842 163,842 0 0 0
1800101 DAVIS CA 04/30/2018 31,936 0 0 0 0 0 0 31,936 31,936 0 0 0
1800401 GRANDVIEW HEIGHTS OH 09/13/2018 225,220 0 0 0 0 0 0 225,220 225,220 0 0 0
18005A1 LAWRENCEVILLE GA 03/29/2018 88,721 0 0 0 0 0 0 88,721 88,721 0 0 0
18006A1 NEWNAN GA 03/29/2018 98,702 0 0 0 0 0 0 98,702 98,702 0 0 0
18007A1 ATLANTA GA 04/30/2018 205,593 0 0 0 0 0 0 205,593 205,593 0 0 0
1800901 WARRINGTON PA 09/14/2018 194,066 0 0 0 0 0 0 194,066 194,066 0 0 0
1801001 TUSCALOOSA AL 08/31/2018 497,563 0 0 0 0 0 0 497,563 497,563 0 0 0
18012A1 CHARLOTTE NC 11/28/2018 101,663 0 0 0 0 0 0 101,663 101,663 0 0 0
1801301 ROY UT 09/19/2018 42,147 0 0 0 0 0 0 42,147 42,147 0 0 0
1801501 AGOURA HILLS CA 10/15/2018 39,500 0 0 0 0 0 0 39,500 39,500 0 0 0
1801701 WESTFORD MA 09/07/2018 132,252 0 0 0 0 0 0 132,252 132,252 0 0 0
E02.5
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE B - PART 3
Showing All Mortgage Loans DISPOSED, Transferred or Repaid During the Current Quarter
1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 18
Loan Number
2
City
3
State
Loan
Type
Date
Acquired
Disposal
Date
Book Value/
Recorded
Investment
Excluding
Accrued
Interest
Prior Year
8
Unrealized
Valuation
Increase
(Decrease)
9
Current
Year’s
(Amortization)
/Accretion
10
Current
Year’s Other-
Than-
Temporary
Impairment
Recognized
11
Capitalized
Deferred
Interest and
Other
12
Total
Change
in
Book Value
(8+9-10+11)
13
Total Foreign
Exchange
Change in
Book Value
Book Value/
Recorded
Investment
Excluding
Accrued
Interest on
Disposal
Consid-
eration
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total
Gain
(Loss) on
Disposal
18018A2 LANCASTER PA 12/13/2018 333,747 0 0 0 0 0 0 333,747 333,747 0 0 0
18018B2 COATESVILLE PA 12/13/2018 46,497 0 0 0 0 0 0 46,497 46,497 0 0 0
18018C1 MECHANICSBURG PA 12/13/2018 38,030 0 0 0 0 0 0 38,030 38,030 0 0 0
18021A2 AUSTIN TX 10/19/2018 48,535 0 0 0 0 0 0 48,535 48,535 0 0 0
1802301 RIVERSIDE CA 09/28/2018 60,304 0 0 0 0 0 0 60,304 60,304 0 0 0
1802501 CRANBURY TOWNSHIP NJ 03/14/2019 224,519 0 0 0 0 0 0 224,519 224,519 0 0 0
1802601 CRANBURY NJ 03/14/2019 199,102 0 0 0 0 0 0 199,102 199,102 0 0 0
1803101 BURLINGTON MA 11/19/2018 254,155 0 0 0 0 0 0 254,155 254,155 0 0 0
1803202 ST. LOUIS MO 01/07/2019 711,756 0 0 0 0 0 0 711,756 711,756 0 0 0
1803301 RENSSELAER NY 11/14/2018 150,062 0 0 0 0 0 0 150,062 150,062 0 0 0
1803401 SANTEE CA 02/28/2019 43,188 0 0 0 0 0 0 43,188 43,188 0 0 0
1803801 CITRUS HEIGHTS CA 04/01/2019 73,909 0 0 0 0 0 0 73,909 73,909 0 0 0
1803901 ATLANTA GA 01/25/2019 182,626 0 0 0 0 0 0 182,626 182,626 0 0 0
1804101 WYOMING MI 04/11/2019 103,655 0 0 0 0 0 0 103,655 103,655 0 0 0
1804202 ALBANY NY 04/04/2019 183,473 0 0 0 0 0 0 183,473 183,473 0 0 0
18J0101 BENNINGTON VT 10/01/2018 95,948 0 0 0 0 0 0 95,948 95,948 0 0 0
18J0201 MEQUON WI 10/01/2018 127,206 0 0 0 0 0 0 127,206 127,206 0 0 0
18J0301 STATE COLLEGE PA 10/01/2018 102,496 0 0 0 0 0 0 102,496 102,496 0 0 0
18J0401 ROXBURY TOWNSHIP NJ 10/01/2018 753,158 0 0 0 0 0 0 753,158 753,158 0 0 0
18J0501 DOWNINGTOWN PA 10/01/2018 319,677 0 0 0 0 0 0 319,677 319,677 0 0 0
18J0601 BALTIMORE MD 10/01/2018 96,272 0 0 0 0 0 0 96,272 96,272 0 0 0
18J0701 WILMINGTON DE 10/01/2018 354,225 0 0 0 0 0 0 354,225 354,225 0 0 0
18J0801 LAS VEGAS NV 10/01/2018 74,642 0 0 0 0 0 0 74,642 74,642 0 0 0
18J0901 KATY TX 10/01/2018 31,466 0 0 0 0 0 0 31,466 31,466 0 0 0
18J1001 ELKTON MD 10/01/2018 22,237 0 0 0 0 0 0 22,237 22,237 0 0 0
18J1101 PITTSFIELD MA 10/01/2018 58,585 0 0 0 0 0 0 58,585 58,585 0 0 0
18J1301 FORT LAUDERDALE FL 10/01/2018 75,477 0 0 0 0 0 0 75,477 75,477 0 0 0
18J1401 BELLEVILLE IL 10/01/2018 71,978 0 0 0 0 0 0 71,978 71,978 0 0 0
18J1501 ROCKVILLE MD 10/01/2018 122,708 0 0 0 0 0 0 122,708 122,708 0 0 0
18J1601 BEL AIR MD 10/01/2018 47,094 0 0 0 0 0 0 47,094 47,094 0 0 0
18J1701 FALLS CHURCH VA 10/01/2018 174,656 0 0 0 0 0 0 174,656 174,656 0 0 0
18J1901 EAST WINDSOR NJ 10/01/2018 148,550 0 0 0 0 0 0 148,550 148,550 0 0 0
18J2101 DECATUR IL 10/01/2018 146,860 0 0 0 0 0 0 146,860 146,860 0 0 0
18J2201 FT. MYERS FL 10/01/2018 66,253 0 0 0 0 0 0 66,253 66,253 0 0 0
18J2301 PORTAGE MI 10/01/2018 51,269 0 0 0 0 0 0 51,269 51,269 0 0 0
18J2501 CATONSVILLE MD 10/01/2018 96,129 0 0 0 0 0 0 96,129 96,129 0 0 0
18J2601 PHILADELPHIA PA 10/01/2018 63,174 0 0 0 0 0 0 63,174 63,174 0 0 0
18J2701 GUILFORD CT 10/01/2018 29,060 0 0 0 0 0 0 29,060 29,060 0 0 0
18J2801 SCHAUMBURG IL 10/01/2018 93,187 0 0 0 0 0 0 93,187 93,187 0 0 0
18J29B1 BELMONT MA 10/01/2018 130,099 0 0 0 0 0 0 130,099 130,099 0 0 0
18J3001 FIFE WA 10/01/2018 109,954 0 0 0 0 0 0 109,954 109,954 0 0 0
18J3101 ELLICOTT CITY MD 10/01/2018 75,379 0 0 0 0 0 0 75,379 75,379 0 0 0
18J3201 NAPERVILLE IL 10/01/2018 198,167 0 0 0 0 0 0 198,167 198,167 0 0 0
18J3301 ELGIN IL 10/01/2018 35,425 0 0 0 0 0 0 35,425 35,425 0 0 0
18J34A1 TOWSON MD 10/01/2018 130,005 0 0 0 0 0 0 130,005 130,005 0 0 0
18J34B1 TOWSON MD 10/01/2018 20,528 0 0 0 0 0 0 20,528 20,528 0 0 0
18J3501 NEW YORK NY 10/01/2018 95,177 0 0 0 0 0 0 95,177 95,177 0 0 0
18J3601 CARLE PLACE NY 10/01/2018 119,912 0 0 0 0 0 0 119,912 119,912 0 0 0
18J37A1 WASHINGTON DC 10/01/2018 115,270 0 0 0 0 0 0 115,270 115,270 0 0 0
18J37B1 WASHINGTON DC 10/01/2018 29,197 0 0 0 0 0 0 29,197 29,197 0 0 0
18J3801 CHARLESTON SC 10/01/2018 122,462 0 0 0 0 0 0 122,462 122,462 0 0 0
18J38A1 CHARLESTON SC 09/20/2019 35,578 0 0 0 0 0 0 35,578 35,578 0 0 0
18J3901 CAPITOLA CA 10/01/2018 122,504 0 0 0 0 0 0 122,504 122,504 0 0 0
18J4001 MIAMI FL 10/01/2018 218,058 0 0 0 0 0 0 218,058 218,058 0 0 0
18J4101 SAN DIEGO CA 10/01/2018 131,228 0 0 0 0 0 0 131,228 131,228 0 0 0
18J4201 WASHINGTON DC 10/01/2018 150,257 0 0 0 0 0 0 150,257 150,257 0 0 0
18J4301 ENCINO CA 10/01/2018 44,679 0 0 0 0 0 0 44,679 44,679 0 0 0
18J4401 COLUMBIA MD 10/01/2018 8,691 0 0 0 0 0 0 8,691 8,691 0 0 0
18J4702 LOS ANGELES CA 10/01/2018 82,688 0 0 0 0 0 0 82,688 82,688 0 0 0
18J4801 RIVERSIDE CA 10/01/2018 128,644 0 0 0 0 0 0 128,644 128,644 0 0 0
E02.6
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE B - PART 3
Showing All Mortgage Loans DISPOSED, Transferred or Repaid During the Current Quarter
1 Location 4 5 6 7 Change in Book Value/Recorded Investment 14 15 16 17 18
Loan Number
2
City
3
State
Loan
Type
Date
Acquired
Disposal
Date
Book Value/
Recorded
Investment
Excluding
Accrued
Interest
Prior Year
8
Unrealized
Valuation
Increase
(Decrease)
9
Current
Year’s
(Amortization)
/Accretion
10
Current
Year’s Other-
Than-
Temporary
Impairment
Recognized
11
Capitalized
Deferred
Interest and
Other
12
Total
Change
in
Book Value
(8+9-10+11)
13
Total Foreign
Exchange
Change in
Book Value
Book Value/
Recorded
Investment
Excluding
Accrued
Interest on
Disposal
Consid-
eration
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total
Gain
(Loss) on
Disposal
18J4901 WATERFORD CT 10/01/2018 56,463 0 0 0 0 0 0 56,463 56,463 0 0 0
18J5201 FORT COLLINS CO 10/01/2018 161,208 0 0 0 0 0 0 161,208 161,208 0 0 0
18J5301 DUARTE CA 10/01/2018 70,830 0 0 0 0 0 0 70,830 70,830 0 0 0
18J5401 BAYSIDE NY 10/01/2018 110,181 0 0 0 0 0 0 110,181 110,181 0 0 0
18J5501 BELL GARDENS CA 10/01/2018 66,307 0 0 0 0 0 0 66,307 66,307 0 0 0
1900601 JURUPA VALLEY CA 07/01/2019 35,038 0 0 0 0 0 0 35,038 35,038 0 0 0
1900701 FAIRFIELD CA 04/01/2019 57,510 0 0 0 0 0 0 57,510 57,510 0 0 0
1900802 BELLEVUE WA 05/30/2019 273,387 0 0 0 0 0 0 273,387 273,387 0 0 0
1901501 GREENSBORO NC 07/25/2019 23,082 0 0 0 0 0 0 23,082 23,082 0 0 0
1901601 SANTA CRUZ CA 10/01/2019 198,247 0 0 0 0 0 0 198,247 198,247 0 0 0
1901801 SAN DIEGO CA 07/31/2019 240,598 0 0 0 0 0 0 240,598 240,598 0 0 0
1901901 DEL MAR CA 07/31/2019 107,410 0 0 0 0 0 0 107,410 107,410 0 0 0
1902201 WEST WHITELAND TWNSP PA 07/18/2019 127,453 0 0 0 0 0 0 127,453 127,453 0 0 0
1902601 RALEIGH NC 09/04/2019 88,531 0 0 0 0 0 0 88,531 88,531 0 0 0
1902701 LITHIA SPRINGS GA 09/05/2019 200,289 0 0 0 0 0 0 200,289 200,289 0 0 0
1902801 ASHLAND VA 12/23/2019 27,757 0 0 0 0 0 0 27,757 27,757 0 0 0
1903001 SAN ANTONIO TX 10/30/2019 148,623 0 0 0 0 0 0 148,623 148,623 0 0 0
1903701 HERNDON VA 11/01/2019 78,036 0 0 0 0 0 0 78,036 78,036 0 0 0
1904101 PASADENA CA 11/19/2019 173,481 0 0 0 0 0 0 173,481 173,481 0 0 0
1904501 SOUTH JORDAN UT 01/30/2020 41,535 0 0 0 0 0 0 41,535 41,535 0 0 0
1905101 SALT LAKE CITY UT 01/13/2020 164,097 0 0 0 0 0 0 164,097 164,097 0 0 0
9710801 NEWPORT NEWS VA 04/29/1998 234,291 0 0 0 0 0 0 234,291 234,291 0 0 0
9908601 GARDEN GROVE CA 02/13/2017 141,341 0 0 0 0 0 0 141,341 141,341 0 0 0
9913401 WOODLAND HILLS CA 02/13/2017 88,504 0 0 0 0 0 0 88,504 88,504 0 0 0
0299999. Mortgages with partial repayments
52,028,304 0 0 0 0 0 0 52,028,304 52,028,304 0 0 0
0599999 - Totals
540,173,463 0 0 0 0 0 0 540,173,463 540,173,463 0 0 0
E02.7
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE BA - PART 2
Showing Other Long-Term Invested Assets ACQUIRED AND ADDITIONS MADE During the Current Quarter
1 2 Location 5 6 7 8 9 10 11 12 13
CUSIP
Identification
Name or Description
3
City
4
State
Name of Vendor
or General Partner
NAIC
Designation
and
Admini-
strative
Symbo
Date
Originally
Acquired
Type
and
Strategy
Actual Cost
at Time of
Acquisition
Additional
Investment Made
After Acquisition
Amount of
Encumbrances
Commitment
for
Additional
Investment
Percentage of
Ownership
000000-00-0 AEA Investors Small Business Fund II, L.P. New York NY AEA Investors SBF, LLC 12/23/2009 3 0 395,108 0 303,026 2.920
000000-00-0 AEA Investors Small Business Fund III, L.P. New York NY AEA Investors SBF, LLC 03/24/2016 3 0 183,254 0 147,260 0.680
000000-00-0 AEA Investors Small Business Fund IV, L.P. New York NY AEA Investors SBF, LLC 10/10/2019 3 0 489,512 0 7,163,849 1.140
000000-00-0 Apollo Investment Fund VIII, L.P. Purchase NY Apollo Capital Management VIII, Inc. 12/10/2013 3 0 124,462 0 4,717,959 0.340
000000-00-0 Apollo Natural Resources Partners II, L.P. New York NY Apollo Global Management, Inc. 09/28/2016 3 0 2,930,057 0 5,451,807 0.720
000000-00-0 Arlington Capital Partners V, L.P. Chevy Chase MD Arlington Capital Partners, L.P. 08/23/2019 3 0 57,885 0 10,896,157 1.190
000000-00-0 Arsenal Capital Partners IV, L.P. New York NY Arsenal Capital Management, L.P. 04/22/2016 3 0 192,573 0 2,487,229 1.210
000000-00-0 Arsenal Capital Partners V, L.P. New York NY Arsenal Capital Management, L.P. 07/16/2019 3 0 3,313,328 0 9,282,925 0.760
000000-00-0 Aterian Investment Partners II, L.P. New York NY Aterian Investment Partners GP II, L.P. 02/07/2014 3 0 158,860 0 1,264,348 2.110
000000-00-0 Aurora Equity Partners IV, L.P. Los Angeles CA Aurora Capital Group, LLC 06/14/2011 3 0 13,217 0 2,121,017 1.960
000000-00-0 Aurora Equity Partners V, L.P. Los Angeles CA Aurora Capital Group, LLC 06/09/2016 3 0 981,695 0 3,551,994 1.630
000000-00-0 Birch Hill Equity Partners V, L.P. Toronto CAN Birch Hill Equity Partners Management Inc. 11/25/2015 3 0 584,438 0 2,530,276 1.080
000000-00-0 Calera Capital Partners IV, L.P. San Francisco CA Calera Capital Investors IV, L.P. 01/22/2008 3 0 10,380 0 147,674 1.880
000000-00-0 Calera Capital Partners V, L.P. San Francisco CA Calera Capital Investors V, L.P. 10/31/2017 3 0 487,219 0 1,790,752 1.020
000000-00-0 CapStreet IV, L.P. Houston TX The CapStreet Group, LLC 01/21/2015 3 0 325,685 0 2,153,613 2.500
000000-00-0 CapStreet V, L.P. Houston TX The CapStreet Group, LLC 12/18/2019 3 0 58,558 0 9,751,869 2.620
000000-00-0 Catterton Latin America II, L.P. Greenwich CT CALA Managing Partner II, L.P. 07/18/2016 3 0 41,846 0 383,402 0.820
000000-00-0 Catterton Latin America III, L.P. Greenwich CT CALA Managing Partner III, L.P. 03/30/2020 3 913,821 0 0 7,086,179 3.200
000000-00-0 Catterton Partners VII, L.P. Greenwich CT Catterton Partners VII 03/18/2013 3 0 42,449 0 2,426,039 0.880
000000-00-0 Catterton Partners VIII, L.P. Greenwich CT Catterton Partners VIII 06/12/2017 3 0 725,223 0 2,628,370 0.530
000000-00-0 Centre Capital Investors VI, L.P. New York NY Centre Partners VI, L.P. 06/17/2016 3 0 61,930 0 227,169 1.250
000000-00-0 Centre Capital Investors VII, L.P. New York NY Centre Partners VII, L.P. 05/29/2018 3 0 9,351 0 5,233,399 3.070
000000-00-0 Clairvest Equity Partners IV-A, L.P. Toronto CAN Clairvest General Partners IV, L.P. 12/21/2010 3 0 74,167 0 1,107,992 23.900
000000-00-0 Clairvest Equity Partners V-A, L.P. Toronto CAN Clairvest Equity Partners 03/13/2015 3 0 393,971 0 880,856 7.160
000000-00-0 Clayton, Dubilier & Rice Fund X, L.P. New York NY CD&R Associates X, L.P. 03/26/2018 3 0 2,107,641 0 5,026,812 0.120
000000-00-0 Cortec Group Fund V, L.P. New York NY Cortec Investment V, LLC 04/15/2011 3 0 4,641 0 171,935 3.090
000000-00-0 Cortec Group Fund VI, L.P. New York NY Cortec Investment VI, LLC 07/09/2015 3 0 531,753 0 1,293,288 1.100
000000-00-0 Cortec Group Fund VII, L.P. New York NY Cortec Investment VII, LLC 12/10/2019 3 0 237,422 0 16,423,063 1.070
000000-00-0 Cressey & Co. Fund V, L.P. Chicago IL Cressey & Company GP, LP 04/10/2015 3 0 160,000 0 416,000 0.900
000000-00-0 Cressey & Co. Fund VI, L.P. Chicago IL Cressey & Company GP, LP 12/14/2018 3 0 159,000 0 3,975,000 0.890
000000-00-0 Green Equity Investors VI, L.P. Los Angeles CA GEI Capital, LLC 11/29/2012 3 0 25,751 0 3,747,864 0.900
000000-00-0 Green Equity Investors VII, L.P. Los Angeles CA GEI Capital, LLC 05/11/2017 3 0 375,179 0 1,115,427 0.090
000000-00-0 Harvest Partners VI, L.P. New York NY Harvest Association VI, LLC 11/28/2011 3 0 1,199,312 0 718,231 2.050
000000-00-0 Harvest Partners VII, L.P. New York NY Harvest Association VII, LLC 09/27/2016 3 0 1,584,120 0 232,145 0.780
000000-00-0 Harvest Partners VIII, L.P. New York NY Harvest Association VIII, LLC 11/26/2019 3 0 1,621,006 0 22,297,662 1.770
000000-00-0 JFL Equity Investors III, L.P. New York NY JFL Equity Investors III, L.P. 02/11/2011 3 0 359,825 0 0 1.620
000000-00-0 JFL Equity Investors IV, L.P. New York NY JFL Equity Investors IV, L.P. 03/28/2016 3 0 289,842 0 1,392,546 1.080
000000-00-0 Leeds Equity Partners V, L.P. New York NY Leeds Equity Associates V, L.P. 03/26/2015 3 0 8,372 0 1,013,169 1.320
000000-00-0 Leeds Equity Partners VI, L.P. New York NY Leeds Equity Associates VI, L.P. 06/01/2017 3 0 987,092 0 2,127,100 1.250
000000-00-0 Levine Leichtman Capital Partners VI, L.P. Beverly Hills CA LLCP Partners VI GP, L.P. 05/30/2017 3 0 133,700 0 10,315,015 1.220
000000-00-0 Littlejohn Fund IV, L.P. Greenwich CT Littlejohn Associates IV, LLC 12/16/2015 3 0 48,648 0 1,110,430 1.560
000000-00-0 Littlejohn Fund V, L.P. Greenwich CT Littlejohn & Co LLC 07/02/2014 3 0 13,707 0 1,588,561 0.490
000000-00-0 Lovell Minnick Equity Partners III, L.P. Rolling Hills Estates CA Lovell Minnick Equity Advisors III, LLC 10/21/2008 3 0 621,258 0 10,097,780 5.950
000000-00-0 Lovell Minnick Equity Partners IV, L.P. Radnor PA Lovell Minnick Equity Advisors IV, LLC 03/26/2015 3 0 56,253 0 785,200 1.160
000000-00-0 Lovell Minnick Equity Partners V, L.P. Radnor PA Lovell Minnick Equity Advisors V, LLC 10/24/2019 3 0 1,712,302 0 14,722,049 2.610
000000-00-0 Madison Dearborn Capital Partners VII, L.P. Chicago IL Madison Dearborn Partners, LLC 12/16/2015 3 0 39,364 0 3,175,127 0.330
000000-00-0 Marlin Equity V, L.P. Hermosa Beach CA Marlin Management Company, LLC 02/20/2018 3 0 20,070 0 1,880,530 0.180
000000-00-0 Marlin Heritage II, L.P. Hermosa Beach CA Marlin Management Company, LLC 10/23/2017 3 0 171,094 0 147,386 0.130
000000-00-0 MidOcean Partners V, L.P. New York NY MidOcean Partners, L.P. 05/21/2018 3 0 127,837 0 9,918,843 1.340
000000-00-0 NewSpring Growth Capital III, L.P. Radnor PA NewSpring Capital, LLC 03/02/2012 3 0 28,125 0 421,875 4.110
000000-00-0 North Castle Partners VII, L.P. Greenwich CT NCP GP VII, LLC 12/28/2018 3 0 1,137,900 0 5,228,983 4.300
000000-00-0 Novacap TMT V, L.P. Longueuil CAN Novacap International TMT V, L.P. 10/05/2017 3 0 642,463 0 2,781,044 2.160
000000-00-0 SPC Partners IV, L.P. San Francisco CA SPC Management IV, LLC 04/25/2008 3 0 204,837 0 220,087 2.970
000000-00-0 SPC Partners V, L.P. San Francisco CA SPC Management V, LLC 07/02/2012 3 0 216,354 0 737,100 2.590
000000-00-0 Sterling Investment Partners III, L.P. Westport CT Sterling Investment Partners Advisors, LLC 01/02/2014 3 0 1,495,023 0 2,385,386 1.240
000000-00-0 Sun Capital Partners V, L.P. Boca Raton FL Sun Capital Advisors V, L.P. 05/21/2007 3 0 538,163 0 1,705,216 0.530
000000-00-0 Sun Capital Partners VI, L.P. Boca Raton FL Sun Capital Advisors VI, L.P. 08/15/2013 3 0 427,281 0 4,933,222 0.660
000000-00-0 Sun Capital Partners VII, L.P. Boca Raton FL Sun Capital Advisors VII, L.P. 12/17/2019 3 0 2,900,837 0 12,656,019 1.220
000000-00-0 Thoma Bravo Special Opportunities Fund II, L.P. Chicago IL Thoma Bravo, LLC 04/28/2015 3 0 62,162 0 310,528 0.490
000000-00-0 Thoma Bravo XII, L.P. Chicago IL Thoma Bravo, LLC 05/27/2016 3 0 606,241 0 640,481 0.410
000000-00-0 Thoma Bravo XIII, L.P. Chicago IL Thoma Bravo, LLC 02/13/2019 3 0 6,286,633 0 9,751,344 0.420
E03
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE BA - PART 2
Showing Other Long-Term Invested Assets ACQUIRED AND ADDITIONS MADE During the Current Quarter
1 2 Location 5 6 7 8 9 10 11 12 13
CUSIP
Identification
Name or Description
3
City
4
State
Name of Vendor
or General Partner
NAIC
Designation
and
Admini-
strative
Symbo
Date
Originally
Acquired
Type
and
Strategy
Actual Cost
at Time of
Acquisition
Additional
Investment Made
After Acquisition
Amount of
Encumbrances
Commitment
for
Additional
Investment
Percentage of
Ownership
000000-00-0 Torquest Partners Fund (U.S.) IV, L.P. Toronto CAN Torquest Capital Fund IV 08/31/2016 3 0 138,336 0 1,562,338 1.220
000000-00-0 TSG6, L.P. San Francisco CA TSG6 Management, LLC 07/03/2012 3 0 94,769 0 2,689,556 1.150
000000-00-0 TSG7-A, L.P. San Francisco CA TSG7 Management, LLC 03/29/2016 3 0 35,151 0 1,543,859 0.310
000000-00-0 TSG7-B, L.P. San Francisco CA TSG7 Management, LLC 01/15/2016 3 0 27,336 0 971,399 0.490
000000-00-0 TSG8, L.P. San Francisco CA TSG8 Management, LLC 01/07/2019 3 0 2,466,008 0 18,178,424 0.560
000000-00-0 Veritas Capital Fund VI, L.P. New York NY Veritas Capital 06/14/2017 3 0 2,235,667 0 2,260,268 0.470
000000-00-0 Vortus Investments II, L.P. Fort Worth TX Vortus Investments 06/09/2017 3 0 95,704 0 2,081,825 0.720
000000-00-0 Vortus Investments, L.P. Fort Worth TX Vortus Investments 06/03/2014 3 0 7,967 0 448,346 1.160
000000-00-0 Wind Point Partners IX-A, L.P. Chicago IL Wind Point Investors, L.P. 09/05/2019 3 0 1,146,998 0 9,472,752 2.060
000000-00-0 Wind Point Partners VIII-A, L.P. Chicago IL Wind Point Investors, L.P. 06/06/2016 3 0 38,846 0 2,290,349 0.770
000000-00-0 Wynnefield Private Equity Partners I, L.P. Bala Synwyd PA New Wynnefield GP, LLC 07/13/2000 3 0 45,229 0 0 99.000
000000-00-0 Yorktown Energy Partners VII, L.P. New York NY Yorktown VII Company, LLC 10/10/2006 3 0 1,103 0 11,503 0.450
000000-00-0 Yorktown Energy Partners VIII, L.P. New York NY Yorktown VIII Company, LLC 09/29/2008 3 0 45,076 0 0 0.990
000000-00-0 Yorktown Energy Partners XI, L.P. New York NY Yorktown Partners, LLC 04/22/2016 3 0 77,434 0 633,048 0.570
1999999. Joint Venture Interests - Common Stock - Unaffiliated
913,821 45,252,000 0 281,341,276
XXX
000000-00-0 PPM America Private Equity Fund III, L.P. Chicago IL PPM America Capital Partners III, LLC 03/04/2008 3 0 442,187 0 0 49.750
000000-00-0 PPM America Private Equity Fund IV, L.P. Chicago IL PPM America Capital Partners IV, LLC 04/28/2015 3 0 143,937 0 34,566,750 49.880
000000-00-0 PPM America Private Equity Fund V, L.P. Chicago IL PPM America Capital Partners V, LLC 02/11/2014 3 0 295,561 0 5,494,574 49.880
000000-00-0 PPM America Private Equity Fund VI, L.P. Chicago IL PPM America Capital Partners VI, LLC 01/20/2016 3 0 908,880 0 2,903,552 47.890
000000-00-0 PPM America Private Equity Fund VII, L.P. Chicago IL PPM America Capital Partners VII, LLC 06/27/2018 3 0 48,131,253 0 142,602,386 53.240
000000-00-0 PPM Loan Management Holding Company, LLC Chicago IL PPM Loan Management Holding Company, LLC 12/01/2017 0 3,700,000 0 26,300,000 99.980
2099999. Joint Venture Interests - Common Stock - Affiliated
0 53,621,818 0 211,867,262
XXX
000000-00-0 Harbert Real Estate Fund V, L.P. Birmingham AL Harbert US Real Estate Fund V GP, LLC 12/07/2012 2 0 4,521 0 465,238 1.080
2199999. Joint Venture Interests - Real Estate - Unaffiliated
0 4,521 0 465,238
XXX
000000-00-0 Mesa West Real Estate Income Fund IV, L.P. Los Angeles CA Mesa West Real Estate Income Fund IV GP, LLC 03/16/2017 2 0 1,050,000 0 4,400,000 2.300
000000-00-0 Principal Real Estate Debt Fund II, L.P. Chicago IL Principal Real Estate Debt Fund II GP, LLC 12/13/2017 2 0 310,970 0 5,370,994 3.100
000000-00-0 Square Mile Credit Partners II, L.P. New York NY Square Mile Capital Management, LLC 02/27/2019 2 0 422,278 0 9,196,360 2.000
2399999. Joint Venture Interests - Mortgage Loans - Unaffiliated
0 1,783,248 0 18,967,354
XXX
4899999. Total - Unaffiliated
913,821 47,039,769 0 300,773,868
XXX
4999999. Total - Affiliated
0 53,621,818 0 211,867,262
XXX
5099999 - Totals
913,821 100,661,587 0 512,641,130
XXX
SCHEDULE BA - PART 3
Showing Other Long-Term Invested Assets DISPOSED, Transferred or Repaid During the Current Quarter
1 2 Location 5 6 7 8 Change in Book/Adjusted Carrying Value 15 16 17 18 19 20
CUSIP
Identification
Name or Description
3
City
4
State
Name of Purchaser or
Nature of Disposal
Date
Originally
Acquired
Disposal
Date
Book/
Adjusted
Carrying
Value
Less
Encum-
brances,
Prior
Year
9
Unrealized
Valuation
Increase
(De-
crease)
10
Current
Year’s
(Depre-
ciation) or
(Amorti-
zation)/
Accretion
11
Current
Year’s
Other
Than
Temporary
Impair-
ment
Recog-
nized
12
Capital-
ized
Deferred
Interest
and
Other
13
Total
Change in
Book/
Adjusted
Carrying
Value
(9+10-
11+12)
14
Total
Foreign
Exchange
Change in
Book/
Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value
Less
Encum-
brances
on
Disposal
Consid-
eration
Foreign
Exchange
Gain
(Loss)
on
Disposal
Realized
Gain
(Loss) on
Disposal
Total
Gain
(Loss) on
Disposal
Invest-
ment
Income
000000-00-0 AEA Investors Small Business Fund II, L.P. New York NY Normal distributions and adjustments 12/23/2009 01/29/2020 812,444 0 0 0 0 0 0 812,444 812,444 0 0 0 0
000000-00-0 Apollo Investment Fund VII, L.P. Purchase NY Normal distributions and adjustments 01/25/2008 03/27/2020 250,518 0 0 0 0 0 0 250,518 250,518 0 0 0 0
000000-00-0 Apollo Investment Fund VIII, L.P. Purchase NY Normal distributions and adjustments 12/10/2013 02/20/2020 357,543 0 0 0 0 0 0 357,543 357,543 0 0 0 0
000000-00-0 Arsenal Capital Partners II, L.P. New York NY Normal distributions and adjustments 12/18/2006 01/09/2020 2,306,939 0 0 0 0 0 0 2,306,939 2,306,939 0 0 0 0
000000-00-0 Arsenal Capital Partners IV, L.P. New York NY Normal distributions and adjustments 04/22/2016 01/09/2020 876,192 0 0 0 0 0 0 876,192 876,192 0 0 0 0
000000-00-0 Arsenal Capital Partners V, L.P. New York NY Normal distributions and adjustments 07/16/2019 01/28/2020 2,324 0 0 0 0 0 0 2,324 2,324 0 0 0 0
000000-00-0 B2B Solutions, LLC Stamford CT Normal distributions and adjustments 12/31/2018 03/17/2020 239,669 0 0 0 0 0 0 239,669 239,669 0 0 0 0
E03.1
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE BA - PART 3
Showing Other Long-Term Invested Assets DISPOSED, Transferred or Repaid During the Current Quarter
1 2 Location 5 6 7 8 Change in Book/Adjusted Carrying Value 15 16 17 18 19 20
CUSIP
Identification
Name or Description
3
City
4
State
Name of Purchaser or
Nature of Disposal
Date
Originally
Acquired
Disposal
Date
Book/
Adjusted
Carrying
Value
Less
Encum-
brances,
Prior
Year
9
Unrealized
Valuation
Increase
(De-
crease)
10
Current
Year’s
(Depre-
ciation) or
(Amorti-
zation)/
Accretion
11
Current
Year’s
Other
Than
Temporary
Impair-
ment
Recog-
nized
12
Capital-
ized
Deferred
Interest
and
Other
13
Total
Change in
Book/
Adjusted
Carrying
Value
(9+10-
11+12)
14
Total
Foreign
Exchange
Change in
Book/
Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value
Less
Encum-
brances
on
Disposal
Consid-
eration
Foreign
Exchange
Gain
(Loss)
on
Disposal
Realized
Gain
(Loss) on
Disposal
Total
Gain
(Loss) on
Disposal
Invest-
ment
Income
000000-00-0 Calera Capital Partners IV, L.P. San Francisco CA Normal distributions and adjustments 01/22/2008 01/13/2020 2,259,367 0 0 0 0 0 0 2,259,367 2,259,367 0 0 0 0
000000-00-0 Catterton Partners VII, L.P. Greenwich CT Normal distributions and adjustments 03/18/2013 03/24/2020 64,725 0 0 0 0 0 0 64,725 64,725 0 0 0 0
000000-00-0 CIVC Partners Fund III, L.P. Chicago IL Normal distributions and adjustments 08/14/2003 01/02/2020 263 0 0 0 0 0 0 263 263 0 0 0 0
000000-00-0 Clairvest Equity Partners IV-A, L.P. Toronto CAN Normal distributions and adjustments 12/21/2010 01/29/2020 1,353,058 0 0 0 0 0 0 1,353,058 1,353,058 0 0 0 0
000000-00-0 Clayton, Dubilier & Rice Fund IX, L.P. New York NY Normal distributions and adjustments 11/20/2013 02/20/2020 2,730,444 0 0 0 0 0 0 2,730,444 2,730,444 0 0 0 0
000000-00-0 Cortec Group Fund V, L.P. New York NY Normal distributions and adjustments 04/15/2011 02/24/2020 4,641 0 0 0 0 0 0 4,641 4,641 0 0 0 0
000000-00-0 Cortec Group Fund VII, L.P. New York NY Normal distributions and adjustments 12/10/2019 01/28/2020 1,517,313 0 0 0 0 0 0 1,517,313 1,517,313 0 0 0 0
000000-00-0 Cressey & Co. Fund IV, L.P. Chicago IL Normal distributions and adjustments 05/19/2009 03/10/2020 1,041,701 0 0 0 0 0 0 1,041,701 1,041,701 0 0 0 0
000000-00-0 Green Equity Investors VI, L.P. Los Angeles CA Normal distributions and adjustments 11/29/2012 03/05/2020 77,437 0 0 0 0 0 0 77,437 77,437 0 0 0 0
000000-00-0 JFL Equity Investors IV, L.P. New York NY Normal distributions and adjustments 03/28/2016 03/02/2020 323,049 0 0 0 0 0 0 323,049 323,049 0 0 0 0
000000-00-0 Leeds Equity Partners V, L.P. New York NY Normal distributions and adjustments 03/26/2015 03/05/2020 1,081,973 0 0 0 0 0 0 1,081,973 1,081,973 0 0 0 0
000000-00-0 Lexington Capital Partners VII, L.P. New York NY Normal distributions and adjustments 03/25/2010 03/30/2020 656,113 0 0 0 0 0 0 656,113 656,113 0 0 0 0
000000-00-0 Littlejohn Fund V, L.P. Greenwich CT Normal distributions and adjustments 07/02/2014 02/20/2020 115,996 0 0 0 0 0 0 115,996 115,996 0 0 0 0
000000-00-0 Lovell Minnick Equity Partners III, L.P. Rolling Hills Estates CA Normal distributions and adjustments 10/21/2008 02/14/2020 2,344,353 0 0 0 0 0 0 2,344,353 2,344,353 0 0 0 0
000000-00-0 New Mountain Partners III, L.P. New York NY Dissolution 08/09/2007 01/03/2020 180,940 (180,940) 0 0 0 (180,940) 0 0 0 0 0 0 180,939
000000-00-0 NewSpring Growth Capital II, L.P. Radnor PA Normal distributions and adjustments 10/04/2007 01/09/2020 70,037 0 0 0 0 0 0 70,037 70,037 0 0 0 0
000000-00-0 NewSpring Growth Capital III, L.P. Radnor PA Normal distributions and adjustments 03/02/2012 03/27/2020 635,383 0 0 0 0 0 0 635,383 635,383 0 0 0 0
000000-00-0 Seidler Equity Partners IV, L.P. Marina Del Rey CA Normal distributions and adjustments 03/23/2010 01/10/2020 47,669 0 0 0 0 0 0 47,669 47,669 0 0 0 0
000000-00-0 Sorenson Capital Partners III, L.P. Lehi UT Normal distributions and adjustments 12/17/2014 02/28/2020 100,963 0 0 0 0 0 0 100,963 100,963 0 0 0 0
000000-00-0 SPC Partners V, L.P. San Francisco CA Normal distributions and adjustments 07/02/2012 01/17/2020 601,777 0 0 0 0 0 0 601,777 601,777 0 0 0 0
000000-00-0 Sterling Investment Partners III, L.P. Westport CT Normal distributions and adjustments 01/02/2014 02/21/2020 415,755 0 0 0 0 0 0 415,755 415,755 0 0 0 0
000000-00-0 Sun Capital Partners V, L.P. Boca Raton FL Normal distributions and adjustments 05/21/2007 03/31/2020 538,163 0 0 0 0 0 0 538,163 538,163 0 0 0 0
000000-00-0 Sun Capital Partners VI, L.P. Boca Raton FL Normal distributions and adjustments 08/15/2013 01/07/2020 813,397 0 0 0 0 0 0 813,397 813,397 0 0 0 0
000000-00-0 Thoma Bravo Special Opp. Fund I, L.P. Chicago IL Normal distributions and adjustments 08/20/2013 03/02/2020 32,386 0 0 0 0 0 0 32,386 32,386 0 0 0 0
000000-00-0 Thoma Bravo X, L.P. Chicago IL Normal distributions and adjustments 02/08/2012 03/02/2020 123,059 0 0 0 0 0 0 123,059 123,059 0 0 0 0
000000-00-0 Thoma Bravo XI, L.P. Chicago IL Normal distributions and adjustments 06/02/2014 03/02/2020 181,325 0 0 0 0 0 0 181,325 181,325 0 0 0 0
000000-00-0 Thoma Bravo XII, L.P. Chicago IL Normal distributions and adjustments 05/27/2016 02/07/2020 228,491 0 0 0 0 0 0 228,491 228,491 0 0 0 0
000000-00-0 TSG7-B, L.P. San Francisco CA Normal distributions and adjustments 01/15/2016 03/24/2020 170,552 0 0 0 0 0 0 170,552 170,552 0 0 0 0
000000-00-0 Yorktown Energy Partners IX, L.P. New York NY Normal distributions and adjustments 11/12/2010 01/09/2020 130,159 0 0 0 0 0 0 130,159 130,159 0 0 0 0
000000-00-0 Yorktown Energy Partners VII, L.P. New York NY Normal distributions and adjustments 10/10/2006 02/06/2020 55,660 0 0 0 0 0 0 55,660 55,660 0 0 0 0
000000-00-0 Yorktown Energy Partners VIII, L.P. New York NY Normal distributions and adjustments 09/29/2008 02/06/2020 140,544 0 0 0 0 0 0 140,544 140,544 0 0 0 0
000000-00-0 Yorktown Energy Partners X, L.P. New York NY Normal distributions and adjustments 05/23/2013 02/10/2020 442,306 0 0 0 0 0 0 442,306 442,306 0 0 0 0
000000-00-0 Yorktown Energy Partners XI, L.P. New York NY Normal distributions and adjustments 04/22/2016 02/12/2020 167,069 0 0 0 0 0 0 167,069 167,069 0 0 0 0
1999999. Joint Venture Interests - Common Stock - Unaffiliated
23,491,697 (180,940) 0 0 0 (180,940) 0 23,310,757 23,310,757 0 0 0 180,939
000000-00-0 PPM America Private Equity Fund V, L.P. Chicago IL Normal distributions and adjustments 02/11/2014 01/10/2020 779,509 0 0 0 0 0 0 779,509 779,509 0 0 0 0
000000-00-0 PPM America Private Equity Fund VI, L.P. Chicago IL Normal distributions and adjustments 01/20/2016 01/16/2020 1,025,974 0 0 0 0 0 0 1,025,974 1,025,974 0 0 0 0
000000-00-0 PPM America Private Equity Fund VII, L.P. Chicago IL Normal distributions and adjustments 06/27/2018 02/28/2020 3,645,862 0 0 0 0 0 0 3,645,862 3,645,862 0 0 0 0
000000-00-0 PPM Loan Management Holding Company, LLC Chicago IL Normal distributions and adjustments 12/01/2017 01/21/2020 3,640,546 0 0 0 0 0 0 3,640,546 3,640,546 0 0 0 0
2099999. Joint Venture Interests - Common Stock - Affiliated
9,091,891 0 0 0 0 0 0 9,091,891 9,091,891 0 0 0 0
000000-00-0 Harbert Real Estate Fund V, L.P. Birmingham AL Normal distributions and adjustments 12/07/2012 02/20/2020 421,306 0 0 0 0 0 0 421,306 421,306 0 0 0 0
2199999. Joint Venture Interests - Real Estate - Unaffiliated
421,306 0 0 0 0 0 0 421,306 421,306 0 0 0 0
000000-00-0 Principal Real Estate Debt Fund II, L.P. Chicago IL Normal distributions and adjustments 12/13/2017 03/31/2020 1,079,680 0 0 0 0 0 0 1,079,680 1,079,680 0 0 0 0
000000-00-0 Square Mile Credit Partners II, L.P. New York NY Normal distributions and adjustments 02/27/2019 03/26/2020 846,903 0 0 0 0 0 0 846,903 846,903 0 0 0 0
000000-00-0 Walton Street Real Estate Debt Fund, L.P. Chicago IL Normal distributions and adjustments 03/11/2016 02/20/2020 1,299,563 0 0 0 0 0 0 1,299,563 1,299,563 0 0 0 0
2399999. Joint Venture Interests - Mortgage Loans - Unaffiliated
3,226,146 0 0 0 0 0 0 3,226,146 3,226,146 0 0 0 0
4899999. Total - Unaffiliated
27,139,149 (180,940) 0 0 0 (180,940) 0 26,958,209 26,958,209 0 0 0 180,939
4999999. Total - Affiliated
9,091,891 0 0 0 0 0 0 9,091,891 9,091,891 0 0 0 0
5099999 - Totals
36,231,040 (180,940) 0 0 0 (180,940) 0 36,050,100 36,050,100 0 0 0 180,939
E03.2
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 3
Show All Long-Term Bonds and Stock Acquired During the Current Quarter
1
CUSIP
Identification
2
Description
3
Foreign
4
Date
Acquired
5
Name of Vendor
6
Number of
Shares of
Stock
7
Actual Cost
8
Par Value
9
Paid for Accrued
Interest and
Dividends
10
NAIC
Designation
and
Admini-
strative
Symbol
21H032-62-1 G2SF 3.5 2/20 01/15/2020 BARCLAYS 9,954,733 9,656,000 17,837 1
21H040-62-4 G2SF 4 2/20 01/15/2020 CITICORP 9,862,168 9,510,000 20,077 1
21H042-62-0 G2SF 4.5 2/20 01/15/2020 CITICORP 1,496,862 1,425,000 3,384 1
36179U-UK-6 GINNIE MAE MA5986 02/18/2020 CITICORP 5,511,821 5,315,000 11,221 1
36179U-WA-6 GINNIE MAE MA6041 02/20/2020 CITICORP 4,028,398 3,835,000 9,108 1
36179U-XT-4 GINNIE MAE MA6090 02/18/2020 BARCLAYS 9,261,943 8,984,000 16,595 1Z
36179V-DN-7 GINNIE MAE MA6409 01/30/2020 Various 9,538,640 9,278,508 14,691 1
36179V-DP-2 GINNIE MAE MA6410 01/23/2020 BMO 9,970,500 9,600,000 21,467 1
36179V-FP-0 GINNIE MAE MA6474 02/04/2020 PARIBAS 10,778,693 10,495,000 3,498 1
912810-PU-6 US TREASURY NOTES 01/15/2020 DEUTSCHE BANK 21,654,552 15,000,000 127,747 1
912810-RK-6 US TREASURY NOTES 01/31/2020 Various 19,026,517 18,000,000 191,984 1
912810-SJ-8 US TREASURY NOTES 03/31/2020 Various 13,456,889 13,300,000 119,230 1
912828-2F-6 US TREASURY NOTES 02/25/2020 Various 20,848,937 21,000,000 90,865 1
912828-2Q-2 US TREASURY NOTES 02/24/2020 JP MORGAN 2,500,301 2,500,000 1,133 1FE
912828-2U-3 US TREASURY NOTES 01/15/2020 BMO 15,182,864 15,000,000 106,628 1
912828-L5-7 US TREASURY NOTES 02/24/2020 Various 31,736,063 31,500,000 174,139 1
912828-P4-6 US TREASURY NOTES 01/15/2020 BOA ML 19,948,518 20,000,000 136,005 1
912828-R6-9 US TREASURY NOTES 02/07/2020 Various 42,216,390 42,000,000 101,940 1
912828-V9-8 US TREASURY NOTES 01/15/2020 JP MORGAN 15,542,052 15,000,000 141,236 1
912828-XH-8 US TREASURY NOTES 03/03/2020 BNP PARIBAS 11,026,248 11,000,000 31,920 1
912828-YK-0 US TREASURY NOTES 03/10/2020 Various 18,410,685 18,000,000 100,082 1
912828-YS-3 US TREASURY NOTES 01/15/2020 NOMURA 14,954,357 15,000,000 44,712 1
000000-00-0 G2SF 3 2/20 01/15/2020 CITICORP 16,195,852 15,790,000 25,001 1Z
0599999. Subtotal - Bonds - U.S. Governments
333,103,983 321,188,508 1,510,500
XXX
168863-DL-9 REPUBLIC OF CHILE C 01/22/2020 HSBC 1,564,155 1,500,000 292 1FE
195325-DR-3 REPUBLIC OF COLOMBIA C 01/21/2020 GOLDMAN SACHS 1,978,160 2,000,000 0 2FE
298785-JC-1 EUROPEAN INVESTMENT BANK C 02/04/2020 RBC 1,246,088 1,250,000 0 1FE
459058-DH-3 INTL BK RECON & DEV C 01/16/2020 BMO 4,014,320 4,000,000 18,898 1FE
46513J-B3-4 STATE OF ISRAEL C 03/31/2020 CITICORP 1,768,000 1,768,000 0 1FE
698299-BM-5 REPUBLIC OF PANAMA C 03/26/2020 HSBC 966,000 966,000 0 2FE
91087B-AA-8 UNITED MEXICAN STATES C 03/16/2020 SANTANDER 987,500 1,000,000 4,800 2FE
91087B-AF-7 UNITED MEXICAN STATES C 03/16/2020 JP MORGAN 1,187,950 1,150,000 20,988 2FE
1099999. Subtotal - Bonds - All Other Governments
13,712,173 13,634,000 44,978
XXX
01F040-63-6 FNCL 4 3/20 02/07/2020 CSFB 5,044,387 4,825,000 5,897 1
30311M-AS-1 FREMF 2019-K95 B 03/17/2020 Various 10,756,288 10,412,000 29,423 1FM
3128MF-S4-1 FG G16639 01/24/2020 BMO 1,680,692 1,626,558 3,524 1Z
3131YB-FP-8 FREDDIE MAC ZN4674 02/10/2020 JP MORGAN 9,790,055 9,413,514 10,982 1
31329P-5W-9 FREDDIE MAC ZA6261 02/05/2020 BOA ML 9,645,681 9,208,287 11,255 1
3132AC-2U-3 FR ZT0787 01/30/2020 CITICORP 873,352 832,880 1,018 1
3132AE-KT-2 FR ZT2106 01/24/2020 BOA ML 10,646,080 10,175,465 12,437 1
3132CW-HR-8 FREDDIE MAC FR SB0240 01/22/2020 AMHERST 10,978,913 10,830,000 16,546 1
3132D5-4L-3 FR SB8027 01/23/2020 AMHERST 5,117,222 4,969,307 9,525 1Z
31335B-2M-7 FREDDIE MAC G61680 02/03/2020 TD 4,295,537 4,151,531 1,038 1Z
31339S-F2-6 FREDDIE MAC QA2885 02/03/2020 WELLS FARGO 7,486,444 7,207,437 2,102 1Z
3133A0-EE-0 FR QA5533 01/27/2020 WELLS FARGO 10,235,195 9,866,735 10,552 1Z
3137FG-R3-1 FHMS KO78 A2 01/22/2020 MSDW 5,602,344 5,000,000 13,917 1FE
3137FG-ZT-5 FHMS KO79 A2 01/17/2020 BARCLAYS 6,186,688 5,530,000 13,268 1FE
3138WG-R9-7 FANNIE MAE AS6811 01/31/2020 BOA ML 4,934,672 4,770,679 4,373 1
3140HJ-HS-3 FANNIE MAE BK4740 02/06/2020 ROBERT BAIRD 6,872,063 6,525,476 3,882 1
3140JM-2M-3 FN BN5279 01/24/2020 TD 606,014 580,438 1,677 1
3140K0-SF-6 FANNIE MAE BO5017 02/05/2020 WELLS FARGO 10,295,878 9,913,288 4,819 1
3140K5-AN-7 FANNIE MAE BO9012 02/04/2020 MSDW 9,922,585 9,685,000 3,228 1Z
3140QA-2K-5 FN CA3477 01/28/2020 TD 2,476,715 2,392,239 6,512 1
3140X4-EZ-5 FANNIE MAE FM1051 01/27/2020 JP MORGAN 4,265,606 3,992,378 5,490 1
3140X4-RK-4 FANNIE MAE FM1389 02/10/2020 CSFB 8,730,665 8,270,000 11,371 1
3140X5-KH-5 FANNIE MAE 01/22/2020 MSDW 10,148,545 9,935,096 9,107 1
3140X5-LL-5 FANNIE MAE FM2130 01/28/2020 CSFB 1,404,461 1,360,047 1,927 1
67760H-NB-3 OHIO ST TURNPIKE COMMISSION 01/29/2020 CITICORP 485,000 485,000 0 1FE
000000-00-0 FNCI 2.5 2/20 01/15/2020 CITICORP 10,979,691 10,850,000 12,809 1
000000-00-0 FNCI 3 2/20 01/15/2020 BARCLAYS 8,210,625 8,000,000 11,333 1
000000-00-0 FNCI 3 2/20 01/15/2020 BOA ML 29,125,323 28,620,000 26,235 1Z
E04
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 3
Show All Long-Term Bonds and Stock Acquired During the Current Quarter
1
CUSIP
Identification
2
Description
3
Foreign
4
Date
Acquired
5
Name of Vendor
6
Number of
Shares of
Stock
7
Actual Cost
8
Par Value
9
Paid for Accrued
Interest and
Dividends
10
NAIC
Designation
and
Admini-
strative
Symbol
000000-00-0 FNCL 3.5 2/20 01/15/2020 BOA ML 40,368,761 39,190,000 41,912 1Z
000000-00-0 FNCL 4 2/20 01/15/2020 CSFB 32,953,969 31,620,000 38,647 1Z
000000-00-0 FNCL 4.5 2/20 01/15/2020 CSFB 13,164,618 12,470,000 17,146 1Z
3199999. Subtotal - Bonds - U.S. Special Revenues
293,284,069 282,708,355 341,952
XXX
001055-BJ-0 AFLAC 03/30/2020 WELLS FARGO 17,401,987 17,447,000 0 1FE
00206R-DJ-8 AT&T 02/14/2020 Various 1,851,281 1,650,000 28,625 2FE
00206R-HK-1 AT&T 01/16/2020 MILLENNIUM ADVISORS 1,462,975 1,250,000 23,576 2FE
00287Y-BR-9 ABBVIE 01/16/2020 RBC 1,439,883 1,350,000 9,113 2FE
00724P-AD-1 ADOBE INC 03/25/2020 Various 41,473,698 41,583,000 20,365 1FE
00910G-A*-4 AMAZON.COM INC 01/02/2020 MESIROW 8,960,875 8,960,875 0 1
013092-AC-5 ALBERTSONS COS 01/22/2020 BOA ML 757,500 750,000 7,034 4FE
013092-AD-3 ALBERTSONS COS 01/22/2020 BOA ML 488,000 488,000 0 4FE
013092-AE-1 ALBERTSONS COS 01/22/2020 BOA ML 341,000 341,000 0 4FE
013817-AJ-0 ARCONIC 03/31/2020 SUMRIDGE 1,511,680 1,600,000 15,996 3FE
02209S-AU-7 ALTRIA GROUP 03/09/2020 MITSUBISHI 9,139,320 9,000,000 114,844 2FE
02209S-BD-4 ALTRIA GROUP 03/16/2020 BOA ML 10,786,200 10,000,000 45,333 2FE
02209S-BF-9 ALTRIA GROUP 01/17/2020 WELLS FARGO 559,449 450,000 11,751 2FE
023135-BJ-4 AMAZON 01/16/2020 WELLS FARGO 658,961 550,000 9,219 1FE
02588Q-AB-4 AMXCA 2019-1 A 03/13/2020 DEUTSCHE BANK 1,378,765 1,355,000 216 1FE
025932-AP-9 AMERICAN FINANCIAL GROUP 03/26/2020 JP MORGAN 28,601,250 29,000,000 0 2FE
03027X-AZ-3 AMERICAN TOWER 01/07/2020 Various 13,331,603 13,344,000 0 2FE
031162-CR-9 AMGEN 02/18/2020 CITICORP 1,751,021 1,758,000 0 2FE
031162-CT-5 AMGEN 03/16/2020 Various 16,514,187 16,673,000 16,500 2FE
031162-CU-2 AMGEN 02/25/2020 Various 38,924,468 38,864,000 3,675 2FE
032654-AJ-4 ANALOG DEVICES 02/25/2020 BOA ML 16,242,110 14,750,000 115,050 2FE
03522A-AH-3 ANHEUSER-BUSCH 02/27/2020 JP MORGAN 237,322 200,000 809 2FE
03522A-AJ-9 ANHEUSER-BUSCH 01/16/2020 HSBC 2,132,078 1,750,000 40,493 2FE
035240-AL-4 ANHEUSER-BUSCH INBEV 03/02/2020 Various 25,800,650 23,000,000 356,111 2FE
037833-BF-6 APPLE 03/16/2020 BOA ML 679,866 667,000 6,253 1FE
037833-DN-7 APPLE 01/16/2020 WELLS FARGO 3,335,528 3,350,000 24,799 1FE
039482-AA-2 ARCHER-DANIELS-MIDLAND 03/27/2020 Various 12,913,503 13,033,000 523 1FE
039482-AB-0 ARCHER-DANIELS-MIDLAND 03/30/2020 Various 41,827,181 40,855,000 8,956 1FE
04317@-BS-6 ARTHUR J GALLAGHER 02/03/2020 BOA ML 25,000,000 25,000,000 0 2Z
043436-AS-3 ASBURY AUTOMOTIVE 03/05/2020 Various 1,070,740 1,057,000 1,250 4FE
043436-AT-1 ASBURY AUTOMOTIVE 03/05/2020 Various 1,085,220 1,061,000 1,319 4FE
045054-AH-6 ASHTEAD CAPITAL 01/16/2020 JP MORGAN 1,077,200 1,000,000 24,792 2FE
052769-AG-1 AUTODESK INC 01/31/2020 Various 20,088,800 20,000,000 7,917 2FE
05348E-BG-3 AVALONBAY COMMUNITIES 02/10/2020 DEUTSCHE BANK 18,541,140 18,561,000 0 1FE
053611-AK-5 AVERY DENNISON 03/04/2020 JP MORGAN 5,982,166 6,008,000 0 2FE
05492T-BP-4 BBCMS 2020-C6 A4 03/18/2020 BARCLAYS 39,064,593 40,000,000 54,906 1FE
05526D-BD-6 BAT CAPITAL 01/23/2020 Various 9,181,235 8,750,000 172,308 2FE
05526D-BN-4 BAT CAPITAL 03/30/2020 BOA ML 1,669,000 1,669,000 0 2Z
05526D-BP-9 BAT CAPITAL 03/30/2020 BARCLAYS 15,000,000 15,000,000 0 2Z
05526Q-AE-6 BAMLL 2015-200P B 03/31/2020 WELLS FARGO 14,467,578 14,000,000 1,357 1FM
05607Q-AN-8 BX 2020-BXLP C 01/23/2020 CITICORP 8,000,000 8,000,000 0 1FE
060505-EU-4 BANK OF AMERICA 03/16/2020 Various 508,400 496,000 694 2FE
06051G-GZ-6 BANK OF AMERICA 01/16/2020 CITICORP 1,312,238 1,250,000 20,804 1FE
06051G-HD-4 BANK OF AMERICA 01/16/2020 CITICORP 2,116,900 2,000,000 5,888 1FE
06051G-HF-9 BANK OF AMERICA 01/16/2020 SUNTRUST 1,560,990 1,500,000 20,117 1FE
06051G-HL-6 BANK OF AMERICA 03/16/2020 Various 3,418,845 3,250,000 55,491 1FE
06051G-HZ-5 BANK OF AMERICA 02/10/2020 BOA ML 1,000,000 1,000,000 0 1FE
06051G-JA-8 BANK OF AMERICA 03/17/2020 BOA ML 1,867,000 1,867,000 0 1FE
06540J-BG-6 BANK 2020 BN26 A4 03/02/2020 MSDW 10,299,622 10,000,000 7,343 1FE
06541F-AZ-2 BANK 2017-NK4 A3 03/25/2020 CANTOR FITZGERALD 5,500,859 5,500,000 13,355 1FE
071813-BV-0 BAXTER INTERNATIONAL 03/24/2020 JP MORGAN 23,303,395 23,337,000 0 1FE
071813-BW-8 BAXTER INTERNATIONAL 03/24/2020 JP MORGAN 6,325,572 6,349,000 0 1FE
07274N-AQ-6 BAYER US FINANCE II 03/16/2020 WELLS FARGO 777,602 700,000 7,868 2FE
07330N-AT-2 TRUIST BANK 01/16/2020 GOLDMAN SACHS 3,009,246 3,000,000 8,063 1FE
07335C-AF-1 BBCMS 2019-C4 A5 03/26/2020 BARCLAYS 1,387,750 1,400,000 3,292 1FM
08162B-BJ-0 BMARK 2019-B11 AS 03/17/2020 JP MORGAN 1,557,422 1,500,000 2,838 1FE
08162V-AE-8 BMARK 2019-B10 A4 03/25/2020 GOLDMAN SACHS 9,309,375 9,000,000 24,161 1FE
E04.1
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 3
Show All Long-Term Bonds and Stock Acquired During the Current Quarter
1
CUSIP
Identification
2
Description
3
Foreign
4
Date
Acquired
5
Name of Vendor
6
Number of
Shares of
Stock
7
Actual Cost
8
Par Value
9
Paid for Accrued
Interest and
Dividends
10
NAIC
Designation
and
Admini-
strative
Symbol
08162Y-AE-2 BMARK 2019-B14 A5 03/25/2020 ROBERT BAIRD 8,838,253 8,970,000 19,750 1FE
084659-AS-0 BERKSHIRE HATHAWAY 03/20/2020 WELLS FARGO 27,367,650 27,403,000 0 1FE
084664-CU-3 BERKSHIRE HATHAWAY FINANCE 03/04/2020 WELLS FARGO 541,458 542,000 0 1FE
09247X-AQ-4 BLACKROCK 01/31/2020 JP MORGAN 21,582,618 21,228,000 9,333 1FE
097023-CM-5 BOEING 01/17/2020 JEFFERIES & COMPANY 1,005,630 1,000,000 12,900 2FE
110122-CC-0 BRISTOL-MYERS SQUIBB 01/16/2020 RBC 1,172,460 1,000,000 4,125 1FE
11135F-AE-1 BROADCOM 01/16/2020 BOA ML 2,243,745 2,100,000 23,800 2FE
118230-AU-5 BUCKEYE PARTNERS 03/18/2020 CSFB 1,077,000 1,436,000 5,565 3FE
12189L-BC-4 BURLINGTON NORTHERN SANTA FE 01/16/2020 BARCLAYS 580,155 500,000 2,025 1FE
12189L-BE-0 BURLINGTON NORTHERN SANTA FE 02/20/2020 GOLDMAN SACHS 11,073,200 10,000,000 8,875 1FE
124857-AR-4 VIACOMCBS 01/15/2020 MSDW 10,125,800 10,000,000 1,611 2FE
1248EP-CE-1 CCO HOLDINGS 03/04/2020 DEUTSCHE BANK 1,845,000 1,800,000 6,750 3FE
125523-CJ-7 CIGNA 03/04/2020 BOA ML 502,261 503,000 0 2FE
125523-CK-4 CIGNA 03/04/2020 BOA ML 1,045,042 1,047,000 0 2FE
125523-CL-2 CIGNA 03/09/2020 Various 27,320,217 27,341,000 0 2FE
126408-HJ-5 CSX 03/25/2020 BOA ML 10,133,200 10,000,000 27,444 2FE
126408-HS-5 CSX 03/26/2020 CITICORP 7,716,031 7,752,000 0 2FE
126650-CW-8 CVS 03/09/2020 WELLS FARGO 21,688,200 20,000,000 378,111 2FE
126650-CZ-1 CVS 01/16/2020 RBC 1,799,250 1,500,000 24,408 2FE
126650-DK-3 CVS 03/26/2020 BARCLAYS 670,501 682,000 0 2Z
126650-DL-1 CVS 03/26/2020 BARCLAYS 432,926 433,000 0 2Z
12708@-AA-6 COLORADO SCHOOL OF MINES 02/03/2020 BLAYLOCK VAN 5,000,000 5,000,000 0 1
12722@-AA-8 DUKE ENERGY DUKE ENERGY CAROLINAS 02/03/2020 CGA 44,300,589 44,300,589 0 1
14041N-FN-6 COMET 2017-A4 A4 03/19/2020 BOA ML 62,513,438 63,000,000 27,860 1FE
14180L-AA-4 CARGO AIRCRAFT MANA 01/22/2020 SUNTRUST 2,026,360 2,002,000 0 4FE
14316E-AA-7 CGMS 2019-2A A1 03/17/2020 BARCLAYS 2,806,758 3,000,000 16,593 1FE
14448C-AA-2 CARRIER GLOBAL 03/06/2020 Various 27,887,391 27,200,000 15,054 2FE
14448C-AF-1 CARRIER GLOBAL 02/13/2020 JP MORGAN 12,731,000 12,731,000 0 2FE
14448C-AH-7 CARRIER GLOBAL 02/13/2020 JP MORGAN 24,000,000 24,000,000 0 2FE
15032F-AA-4 CEDF 2018-7A A1 03/25/2020 MSDW 5,783,203 6,250,000 32,303 1FE
15033X-AA-4 CEDF 2019-10A A 03/25/2020 DEUTSCHE BANK 6,936,800 7,475,000 136,197 1FE
15135B-AL-5 CENTENE 01/23/2020 Tax Free Exchange 5,821,155 5,604,000 91,532 3FE
15135B-AM-3 CENTENE 01/23/2020 Tax Free Exchange 3,206,500 3,025,000 71,361 2FE
15135B-AS-0 CENTENE 01/22/2020 BARCLAYS 3,762,500 3,500,000 21,583 3FE
15135B-AU-5 CENTENE 02/05/2020 BARCLAYS 2,413,000 2,413,000 0 3FE
156700-BC-9 CENTURYLINK 01/16/2020 BOA ML 1,112,000 1,112,000 0 3FE
161175-BT-0 CHARTER COMMUNICATIONS 02/27/2020 Various 11,693,785 10,850,000 12,327 2FE
161571-HP-2 CHAIT 2020-A1 A1 02/10/2020 JP MORGAN 2,856,345 2,857,000 0 1FE
172967-KK-6 CITIGROUP 03/16/2020 CITICORP 9,958,400 10,000,000 126,000 2FE
172967-KY-6 CITIGROUP 01/16/2020 MARKET AXESS 1,826,388 1,750,000 14,000 2FE
172967-LD-1 CITIGROUP 02/04/2020 CITICORP 22,427,935 20,500,000 56,739 2FE
172967-MP-3 CITIGROUP 03/24/2020 CITICORP 1,462,000 1,462,000 0 1FE
17305E-GG-4 CCCIT 2017-A8 A8 03/23/2020 Various 18,137,539 18,287,000 44,254 1FE
17328R-BB-4 CGCMT 2020-GC46 A 02/13/2020 CITICORP 25,233,802 24,500,000 49,647 1FE
191216-CQ-1 COCA-COLA ENTERPRISES 03/20/2020 BOA ML 9,935,800 10,000,000 0 1FE
191216-CR-9 COCA-COLA ENTERPRISES 03/20/2020 JP MORGAN 64,987,650 65,000,000 0 1FE
191216-CT-5 COCA-COLA ENTERPRISES 03/20/2020 WELLS FARGO 47,839,200 48,000,000 0 1FE
196500-AA-0 COLORADO INT GAS 03/05/2020 MSDW 10,995,246 10,000,000 24,401 2FE
20030N-CL-3 COMCAST 01/16/2020 WELLS FARGO 2,110,448 1,750,000 21,467 1FE
20030N-DG-3 COMCAST 03/24/2020 BOA ML 14,347,560 14,373,000 0 1FE
20030N-DH-1 COMCAST 03/24/2020 BOA ML 390,862 393,000 0 1FE
20030N-DJ-7 COMCAST 03/24/2020 WELLS FARGO 10,520,632 10,526,000 0 1FE
202795-JS-0 COMMONWEALTH EDISON 02/18/2020 BOA ML 1,997,240 2,000,000 0 1FE
209111-FX-6 CONSOLIDATED EDISON OF NY 03/26/2020 BOA ML 4,292,191 4,302,000 0 1FE
209111-FY-4 CONSOLIDATED EDISON OF NY 03/26/2020 JP MORGAN 633,776 638,000 0 1FE
228227-BD-5 CROWN CASTLE INTERNATIONAL 03/13/2020 BARCLAYS 5,337,800 5,000,000 45,208 2FE
22822V-AR-2 CROWN CASTLE INTERNATIONAL 03/31/2020 MSDW 9,917,900 10,000,000 0 2FE
23291J-AC-2 DLL 2018-ST2 A3 02/11/2020 BOA ML 2,777,285 2,750,000 6,079 1FE
244199-BH-7 DEERE 03/25/2020 CITICORP 19,972,800 20,000,000 0 1FE
244199-BJ-3 DEERE 03/25/2020 CITICORP 19,962,200 20,000,000 0 1FE
244199-BK-0 DEERE 03/25/2020 CITICORP 13,042,739 13,043,000 0 1FE
E04.2
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 3
Show All Long-Term Bonds and Stock Acquired During the Current Quarter
1
CUSIP
Identification
2
Description
3
Foreign
4
Date
Acquired
5
Name of Vendor
6
Number of
Shares of
Stock
7
Actual Cost
8
Par Value
9
Paid for Accrued
Interest and
Dividends
10
NAIC
Designation
and
Admini-
strative
Symbol
24422E-VF-3 JOHN DEERE CAPITAL 03/04/2020 RBC 401,735 402,000 0 1FE
24704A-AD-8 DEFT 2018-1 A3 03/24/2020 JP MORGAN 28,695,688 29,300,000 10,353 1FE
25272K-AK-9 DELL INTERNATIONAL 03/12/2020 Various 1,838,360 1,600,000 11,471 2FE
25278X-AM-1 DIAMONDBACK ENERGY 02/28/2020 BARCLAYS 5,044,600 5,000,000 39,722 2FE
25278X-AN-9 DIAMONDBACK ENERGY 02/28/2020 UBS WARBURG 4,979,800 5,000,000 42,778 2FE
26078J-AE-0 DOWDUPONT 02/26/2020 Various 795,483 655,000 8,106 2FE
26243K-AC-1 DRSLF 2018-57A A 03/25/2020 DEUTSCHE BANK 4,654,000 5,000,000 14,259 1FE
26884A-BL-6 ERP OPERATING 01/16/2020 SUNTRUST 2,082,380 2,000,000 3,333 1FE
26884L-AG-4 EQT 03/02/2020 JP MORGAN 450,000 600,000 5,017 3FE
26885B-AB-6 EQT MIDSTREAM PARTNERS 03/02/2020 Various 3,003,500 3,600,000 37,790 3FE
278865-BE-9 ECOLAB 03/27/2020 Various 35,154,159 34,464,000 5,897 1FE
281020-AR-8 EDISON INTERNATIONAL 03/31/2020 JP MORGAN 151,649 152,000 0 2FE
28176E-AD-0 EDWARDS LIFESCIENCES 02/24/2020 Various 15,173,490 13,250,000 101,199 2FE
29278N-AD-5 ENERGY TRANSFER PARTNERS 01/16/2020 CSFB 913,656 800,000 4,640 2FE
29278N-AR-4 ENERGY TRANSFER PARTNERS 01/16/2020 MILLENNIUM ADVISORS 1,189,687 1,150,000 0 2FE
29364W-BD-9 ENTERGY LOUISIANA 03/03/2020 MITSUBISHI 9,352,031 9,375,000 0 1FE
29365@-AB-2 ENTERGY NEW ORLEANS 03/12/2020 BARCLAYS 18,500,000 18,500,000 0 2Z
29379V-BW-2 ENTERPRISE PRODUCTS OPERATING 01/16/2020 WELLS FARGO 537,255 500,000 11,317 2FE
29379V-BX-0 ENTERPRISE PRODUCTS OPERATING 01/16/2020 DEUTSCHE BANK 2,000,500 2,000,000 933 2FE
29444U-BC-9 EQUINIX 01/30/2020 BOA ML 14,691,545 14,500,000 79,297 2FE
29717P-AV-9 ESSEX PORTFOLIO 02/04/2020 WELLS FARGO 11,457,220 11,500,000 0 2FE
30161N-AX-9 EXELON 03/30/2020 JP MORGAN 12,809,558 12,836,000 0 2FE
30161N-AY-7 EXELON 03/30/2020 JP MORGAN 327,626 328,000 0 2FE
30231G-BF-8 EXXON MOBILORA 03/17/2020 CITICORP 1,939,000 1,939,000 0 1FE
31677Q-BR-9 FIFTH THIRD BANK 01/28/2020 MSDW 24,982,250 25,000,000 0 1FE
341081-FZ-5 FLORIDA POWER & LIGHT 03/24/2020 WELLS FARGO 12,701,032 12,714,000 0 1FE
34528F-AD-0 FORDO 2018-A A3 03/25/2020 BARCLAYS 6,006,120 6,043,894 6,104 1FE
34532D-AB-3 FORDO 2019-B A2A 03/25/2020 WELLS FARGO 14,345,898 14,427,050 11,301 1FE
34533F-AB-7 FORDO 03/25/2020 AMHERST 7,393,727 7,422,722 6,878 1FE
35671D-BC-8 FREEPORT-MCMORAN 01/27/2020 BARCLAYS 3,090,450 3,000,000 56,090 3FE
35671D-CE-3 FREEPORT-MCMORAN 03/17/2020 JP MORGAN 1,443,750 1,750,000 3,008 3FE
361886-BZ-6 GFORT 2019-1 A 03/13/2020 BOA ML 20,073,438 20,000,000 3,000 1FE
36250P-AC-9 GSMS 2015-GC32 A3 01/17/2020 CITICORP 2,329,766 2,200,000 4,489 1FM
36250W-AA-8 GSMS 2015-590M A 03/30/2020 BOA ML 5,125,000 5,000,000 0 1FM
36253P-AC-6 GSMS 2017-GS6 A3 03/23/2020 GOLDMAN SACHS 7,807,813 8,000,000 18,309 1FM
36254M-AD-0 GMCAR GMCAR 2017-3A A3 03/26/2020 GOLDMAN SACHS 3,444,859 3,458,911 2,650 1FE
36258Y-BL-1 GSMS 2020-GC45 01/10/2020 GOLDMAN SACHS 15,449,970 15,000,000 38,342 1FE
36259K-AB-3 GMALT 2020-1 A2A 02/10/2020 JP MORGAN 1,999,916 2,000,000 0 1FE
369550-BK-3 GENERAL DYNAMICS 03/23/2020 WELLS FARGO 19,911,000 20,000,000 0 1FE
369550-BL-1 GENERAL DYNAMICS 03/23/2020 WELLS FARGO 43,626,880 44,000,000 0 1FE
369550-BM-9 GENERAL DYNAMICS 03/23/2020 WELLS FARGO 33,641,980 34,000,000 0 1FE
369604-BQ-5 GENERAL ELECTRIC PERPETUAL 03/12/2020 Various 559,770 600,000 4,910 2FE
369622-SM-8 GENERAL ELECTRIC 03/11/2020 CITICORP 2,050,480 2,000,000 9,422 2FE
370334-CL-6 GENERAL MILLS 03/31/2020 BOA ML 11,976,000 12,000,000 0 2FE
37045V-AP-5 GENERAL MOTORS 01/29/2020 RBC 10,696,000 10,000,000 171,667 2FE
373334-KN-0 GEORGIA POWER 01/08/2020 BARCLAYS 10,190,670 10,224,000 0 1FE
38141G-WJ-9 GOLDMAN SACHS GROUP 01/16/2020 CITICORP 1,016,890 1,000,000 3,716 2FE
38141G-WL-4 GOLDMAN SACHS GROUP 01/16/2020 CITICORP 1,069,830 1,000,000 4,716 2FE
38141G-WQ-3 GOLDMAN SACHS GROUP 01/16/2020 WELLS FARGO 1,038,160 1,000,000 10,180 2FE
38141G-XH-2 GOLDMAN SACHS GROUP 03/17/2020 GOLDMAN SACHS 4,216,170 4,250,000 0 1FE
39154T-BB-3 GALC 2020-1 A2 03/13/2020 Various 7,357,667 7,390,000 478 1FE
39154T-BC-1 GALC 2020-1 A3 02/04/2020 WELLS FARGO 999,777 1,000,000 0 1FE
401378-AD-6 GUARDIAN LIFE INSUR 01/16/2020 MSDW 605,466 600,000 0 1FE
404119-CA-5 HCA 02/11/2020 JP MORGAN 1,709,000 1,709,000 0 3FE
413717-AA-7 HRPK 2020-1A A 03/06/2020 CITICORP 20,000,000 20,000,000 0 1Z
413717-AC-3 HRPK 2020-1A B1 03/06/2020 CITICORP 5,000,000 5,000,000 0 1Z
421946-AL-8 HEALTHCARE REALTY TRUST 03/04/2020 US BANCORP 9,468,175 9,500,000 0 2FE
42772B-AA-1 HERO 2020-1A A 03/10/2020 BARCLAYS 10,998,109 11,000,000 0 1FE
437076-BY-7 HOME DEPOT 01/06/2020 BOA ML 14,598,920 14,000,000 32,122 1FE
437076-CA-8 HOME DEPOT 03/27/2020 Various 22,802,948 22,900,000 0 1FE
437076-CB-6 HOME DEPOT 03/26/2020 JP MORGAN 33,809,940 34,000,000 0 1FE
E04.3
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 3
Show All Long-Term Bonds and Stock Acquired During the Current Quarter
1
CUSIP
Identification
2
Description
3
Foreign
4
Date
Acquired
5
Name of Vendor
6
Number of
Shares of
Stock
7
Actual Cost
8
Par Value
9
Paid for Accrued
Interest and
Dividends
10
NAIC
Designation
and
Admini-
strative
Symbol
437076-CC-4 HOME DEPOT 03/26/2020 JP MORGAN 876,168 884,000 0 1FE
437076-CD-2 HOME DEPOT 03/26/2020 JP MORGAN 811,624 821,000 0 1FE
44421L-AE-2 HY 2016-10HY B 03/31/2020 DEUTSCHE BANK 7,552,442 7,500,000 620 1FM
446150-AS-3 HUNTINGTON BANCSHARES 01/28/2020 MSDW 29,381,115 29,500,000 0 2FE
446413-AN-6 HUNTINGTON INGALLS 03/26/2020 JP MORGAN 19,499,220 19,500,000 0 2FE
458140-BH-2 INTEL 02/10/2020 WELLS FARGO 34,722,500 34,000,000 189,739 1FE
458140-BM-1 INTEL 03/20/2020 BOA ML 9,988,900 10,000,000 0 1FE
458140-BQ-2 INTEL 03/20/2020 Various 74,911,150 75,000,000 0 1FE
458140-BR-0 INTEL 03/20/2020 JP MORGAN 48,899,550 49,000,000 0 1FE
460146-CQ-4 INTERNATIONAL PAPER 01/30/2020 BARCLAYS 11,000,900 10,000,000 205,333 2FE
460690-BR-0 INTERPUBLIC GROUP 03/31/2020 Various 30,066,981 30,215,000 1,508 2FE
46266T-AA-6 IQVIA 03/23/2020 CITICORP 905,000 1,000,000 18,056 3FE
46433@-AA-6 FACEBOOK 02/03/2020 GOLDMAN SACHS 50,000,000 50,000,000 0 1PL
466313-AJ-2 JABIL CIRCUIT 01/08/2020 BOA ML 17,743,319 17,773,000 0 2FE
46643T-BB-7 JPMBB 2014-C26 01/24/2020 BOA ML 4,032,031 3,915,632 9,657 1FE
46647P-AL-0 JPMORGAN CHASE 01/16/2020 MARKET AXESS 862,838 750,000 5,451 1FE
46647P-AY-2 JPMORGAN CHASE 01/16/2020 MITSUBISHI 2,936,533 2,750,000 14,136 1FE
46647P-BE-5 JPMORGAN CHASE 01/16/2020 SUNTRUST 1,261,050 1,250,000 12,268 1FE
46647P-BF-2 JPMORGAN CHASE 02/24/2020 Various 23,919,490 23,500,000 241,861 1FE
46661#-AB-5 JFK FUEL INFRASTRUCTURE 01/10/2020 US BANCORP 12,000,000 12,000,000 0 2Z
47770V-BQ-2 JOBSOHIO BEVERAGE 01/24/2020 CITICORP 15,334,745 15,175,000 0 1FE
478115-AF-5 JOHNS HOPKINS 03/09/2020 GOLDMAN SACHS 377,000 377,000 0 1FE
48128B-AG-6 JP MORGAN CHASE & CO 03/12/2020 Various 3,016,750 3,064,000 3,048 2FE
48129R-AX-3 JPMDB 2019-COR6 A4 03/20/2020 BARCLAYS 14,271,094 15,000,000 29,291 1FE
48262*-AA-0 KEURIG DR PEPPER INC 02/03/2020 DIRECT 34,680,172 34,680,172 0 2Z
49271V-AF-7 KEURIG DR PEPPER 02/20/2020 GOLDMAN SACHS 11,436,700 10,000,000 113,648 2FE
494368-CA-9 KIMBERLY-CLARK 01/30/2020 MSDW 14,952,000 15,000,000 0 1FE
494368-CB-7 KIMBERLY-CLARK 03/31/2020 Various 26,378,939 25,487,000 6,012 1FE
49456B-AP-6 KINDER MORGAN 01/16/2020 HSBC 1,857,114 1,700,000 28,428 2FE
50077L-AT-3 KRAFT HEINZ FOOD 03/25/2020 BARCLAYS 1,970,000 2,000,000 14,646 3FE
50077L-AU-0 KRAFT HEINZ FOOD 01/08/2020 Various 25,690,209 25,000,000 271,937 2FE
50077L-AW-6 KRAFT HEINZ FOOD 03/05/2020 Various 3,101,960 3,000,000 57,042 3FE
501044-DN-8 KROGER 01/06/2020 BOA ML 14,950,200 15,000,000 0 2FE
501797-AL-8 L BRANDS 02/20/2020 CITICORP 1,146,750 1,100,000 23,738 4FE
50184V-AR-5 LCM 14A AR 03/31/2020 CSFB 18,900,000 20,000,000 114,665 1FE
50247@-AA-4 LV STADIUM EVENTS 01/17/2020 BOA ML 14,000,000 14,000,000 0 1PL
513075-BQ-3 LAMAR MEDIA 01/27/2020 DEUTSCHE BANK 1,464,000 1,464,000 0 3FE
513075-BS-9 LAMAR MEDIA 01/23/2020 DEUTSCHE BANK 232,000 232,000 0 3FE
53079E-BJ-2 LIBERTY MUTUAL GROUP 01/16/2020 BARCLAYS 1,069,470 1,000,000 12,512 2FE
53219L-AS-8 LIFEPOINT HOSPITALS 02/11/2020 BARCLAYS 1,250,000 1,250,000 0 4FE
548661-DT-1 LOWES 03/24/2020 JP MORGAN 19,954,200 20,000,000 0 2FE
548661-DU-8 LOWES 03/27/2020 Various 27,560,452 26,561,000 7,753 2FE
548661-DV-6 LOWES 03/24/2020 JP MORGAN 963,479 968,000 0 2FE
548661-DW-4 LOWES 03/24/2020 JP MORGAN 9,981,400 10,000,000 0 2FE
552676-AT-5 MDC HOLDINGS INC 01/06/2020 CITICORP 1,500,000 1,500,000 0 3FE
55316P-AE-7 MKT 2020-525M B 02/07/2020 BARCLAYS 5,664,780 5,500,000 10,947 1FE
573284-AV-8 MARTIN MARIETTA MATERIAL 03/05/2020 DEUTSCHE BANK 9,448,432 9,557,000 0 2FE
57629W-CQ-1 MASSMUTUAL GLOBAL FUNDING II 01/09/2020 JP MORGAN 29,435,690 29,500,000 0 1FE
57636Q-AP-9 MASTERCARD INC 03/24/2020 CITICORP 28,798,023 28,854,000 0 1FE
57636Q-AQ-7 MASTERCARD INC 03/24/2020 CITICORP 5,221,765 5,244,000 0 1FE
57636Q-AR-5 MASTERCARD INC 03/24/2020 CITICORP 19,111,530 19,165,000 0 1FE
577081-BB-7 MATTEL 03/10/2020 UBS WARBURG 823,000 800,000 10,800 4FE
58013M-FJ-8 MCDONALD'S 02/26/2020 Various 15,217,315 14,750,000 208,779 2FE
58013M-FK-5 MCDONALD'S 03/03/2020 WELLS FARGO 786,810 727,000 293 2FE
58013M-FM-1 MCDONALD'S 03/03/2020 Various 17,251,069 17,280,000 0 2FE
58013M-FN-9 MCDONALD'S 03/25/2020 BOA ML 23,706,700 23,715,000 0 2FE
58013M-FP-4 MCDONALD'S 03/25/2020 BOA ML 43,389,535 43,601,000 0 2FE
588056-AW-1 MERCER INTL 03/11/2020 MARKET AXESS 355,916 400,000 3,544 3FE
588056-AY-7 MERCER INTL 03/11/2020 WELLS FARGO 630,695 650,000 7,723 3FE
59156R-BZ-0 METLIFE 03/19/2020 GOLDMAN SACHS 38,344,075 38,500,000 0 1FE
594918-AX-2 MICROSOFT 01/16/2020 MSDW 929,110 700,000 3,413 1FE
E04.4
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 3
Show All Long-Term Bonds and Stock Acquired During the Current Quarter
1
CUSIP
Identification
2
Description
3
Foreign
4
Date
Acquired
5
Name of Vendor
6
Number of
Shares of
Stock
7
Actual Cost
8
Par Value
9
Paid for Accrued
Interest and
Dividends
10
NAIC
Designation
and
Admini-
strative
Symbol
594918-BT-0 MICROSOFT 01/16/2020 WELLS FARGO 1,545,669 1,350,000 22,616 1FE
59523U-AN-7 MID-AMERICA APARTMENTS 03/03/2020 MSDW 6,981,799 6,313,000 59,342 2FE
61690F-AL-7 MSBAM 2015-C22 A 01/22/2020 WELLS FARGO 1,086,228 1,045,000 2,034 1FE
61690Q-AD-1 MSBAM 2015-C23 A3 03/26/2020 ROBERT BAIRD 1,029,183 1,005,000 2,794 1FM
617446-8L-6 MORGAN STANLEY 01/24/2020 MSDW 28,387,149 28,375,000 579 1FE
617446-8P-7 MORGAN STANLEY 03/26/2020 MSDW 1,522,000 1,522,000 0 1FE
626717-AG-7 MURPHY OIL 01/07/2020 GOLDMAN SACHS 561,000 600,000 3,721 3FE
62912X-AF-1 NGPL PIPECO 03/04/2020 JP MORGAN 15,759,035 14,500,000 41,234 2FE
62954R-AA-4 NYU HOSPITALS CENTER 01/28/2020 GOLDMAN SACHS 666,000 666,000 0 1FE
62957H-AF-2 NABORS INDS INC 01/06/2020 CSFB 915,000 1,000,000 25,076 4FE
637432-NV-3 NATIONAL RURAL UTILITIES 01/22/2020 RBC 28,154,142 28,278,000 0 1FE
63967@-AA-5 NEBRASKA MEDICINE 02/03/2020 US BANCORP 22,000,000 22,000,000 0 1Z
64110L-AT-3 NETFLIX 03/20/2020 JP MORGAN 985,000 1,000,000 21,052 3FE
641423-CD-8 NEVADA POWER 01/28/2020 MIZUHO 1,823,247 1,828,000 0 1FE
651229-AW-6 NEWELL BRANDS 03/11/2020 JEFFERIES & COMPANY 1,870,238 1,800,000 33,907 3FE
651639-AY-2 NEWMONT MINING 03/04/2020 GOLDMAN SACHS 18,494,544 18,661,000 0 2FE
654106-AJ-2 NIKE 03/27/2020 Various 25,105,100 25,000,000 1,528 1FE
654106-AK-9 NIKE 03/25/2020 BOA ML 17,961,558 17,988,000 0 1FE
655844-BJ-6 NORFOLK SOUTHERN RAILWAY 03/11/2020 GOLDMAN SACHS 765,825 750,000 10,125 2FE
666807-BM-3 NORTHROP GRUMMAN 03/16/2020 JP MORGAN 2,158,981 2,087,000 10,701 2FE
666807-BN-1 NORTHROP GRUMMAN 03/19/2020 CANTOR FITZGERALD 18,595,600 20,000,000 117,361 2FE
666807-BS-0 NORTHROP GRUMMAN 03/20/2020 Various 37,029,637 36,916,000 2,078 2FE
66989H-AQ-1 NOVARTIS CAPITAL 02/11/2020 CITICORP 24,977,250 25,000,000 0 1FE
66989H-AR-9 NOVARTIS CAPITAL 02/11/2020 CITICORP 23,469,215 23,500,000 0 1FE
67021C-AP-2 NSTAR ELECTRIC 03/23/2020 MITSUBISHI 11,727,380 11,792,000 0 1FE
67066G-AF-1 NVIDIA CORP 03/26/2020 GOLDMAN SACHS 48,320,065 48,500,000 0 1FE
67066G-AG-9 NVIDIA CORP 03/26/2020 GOLDMAN SACHS 703,590 705,000 0 1FE
67110U-AL-3 OHALF 2016-1A AR 03/17/2020 Various 32,728,750 33,100,000 18,745 1FE
674599-CS-2 OCCIDENTAL PETROLEUM 01/27/2020 JP MORGAN 21,874,488 21,376,000 355,376 2FE
674599-CX-1 OCCIDENTAL PETROLEUM 01/16/2020 DEUTSCHE BANK 363,951 350,000 6,814 3FE
674599-CY-9 OCCIDENTAL PETROLEUM 03/06/2020 CANTOR FITZGERALD 180,692 200,000 611 3FE
67591J-AL-6 OCT29 2016-1A AR 02/14/2020 CITICORP 18,000,000 18,000,000 0 1FE
677415-CS-8 OHIO POWER 03/13/2020 RBC 562,403 563,000 0 1FE
681919-BB-1 OMNICOM GROUP 02/25/2020 Various 24,984,100 25,000,000 4,083 2FE
68233J-BS-2 ONCOR ELECTRIC DELIVERY 03/17/2020 SMBC Nikko 19,978,200 20,000,000 0 1FE
682680-BB-8 ONEOK 03/05/2020 BARCLAYS 20,853,499 20,875,000 0 2FE
688225-AH-4 OSHKOSH 02/11/2020 WELLS FARGO 9,939,486 9,977,000 0 2FE
693475-AZ-8 PNC FINANCIAL SERVICES GROUP 01/16/2020 JP MORGAN 25,795,572 25,868,000 0 1FE
69355D-AA-5 PPMC 2018-1A A 03/23/2020 ROBERT BAIRD 5,250,000 6,000,000 34,781 1FE
703481-AC-5 PATTERSON UTI-ENERGY 01/16/2020 GOLDMAN SACHS 1,140,942 1,100,000 10,386 3FE
70450Y-AC-7 PAYPAL 03/12/2020 Various 10,303,020 10,200,000 109,367 2FE
70450Y-AD-5 PAYPAL 03/17/2020 Various 27,965,632 28,120,000 356,508 2FE
70450Y-AE-3 PAYPAL 01/31/2020 JP MORGAN 10,320,600 10,000,000 101,333 2FE
713448-ER-5 PEPSICO 03/17/2020 BOA ML 13,928,180 14,000,000 0 1FE
713448-ES-3 PEPSICO 03/17/2020 BOA ML 24,865,750 25,000,000 0 1FE
713448-ET-1 PEPSICO 03/17/2020 BOA ML 1,442,833 1,454,000 0 1FE
713448-EU-8 PEPSICO 03/17/2020 BOA ML 1,461,273 1,469,000 0 1FE
717081-EW-9 PFIZER 03/25/2020 BOA ML 17,176,671 17,237,000 0 1FE
737446-AQ-7 POST HOLDINGS 02/11/2020 MSDW 556,000 556,000 0 4FE
737679-B#-6 POTOMAC ELECTRIC POWER 02/12/2020 SCOTIA 25,000,000 25,000,000 0 1Z
742718-FF-1 PROCTER & GAMBLE 03/23/2020 CITICORP 9,636,653 9,652,000 0 1FE
742718-FG-9 PROCTER & GAMBLE 03/23/2020 CITICORP 14,962,200 15,000,000 0 1FE
742718-FH-7 PROCTER & GAMBLE 03/23/2020 CITICORP 32,920,800 33,000,000 0 1FE
742718-FK-0 PROCTER & GAMBLE 03/23/2020 CITICORP 6,635,528 6,678,000 0 1FE
743315-AW-3 PROGRESSIVE 03/17/2020 CSFB 17,986,000 17,986,000 0 1FE
74340*-AL-8 PROLOGIS 02/03/2020 WELLS FARGO 39,000,000 39,000,000 0 1Z
74340X-B#-7 PROLOGIS 02/20/2020 MITSUBISHI 45,080,000 45,080,000 0 1Z
74340X-BK-6 PROLOGIS 02/10/2020 Tax Free Exchange 4,941,488 4,617,000 53,769 1FE
74340X-BL-4 PROLOGIS 02/10/2020 Tax Free Exchange 9,942,917 8,571,000 9,375 1FE
74340X-BM-2 PROLOGIS 02/03/2020 WELLS FARGO 797,628 803,000 0 1FE
74340X-BN-0 PROLOGIS 02/03/2020 JP MORGAN 2,746,406 2,751,000 0 1FE
E04.5
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 3
Show All Long-Term Bonds and Stock Acquired During the Current Quarter
1
CUSIP
Identification
2
Description
3
Foreign
4
Date
Acquired
5
Name of Vendor
6
Number of
Shares of
Stock
7
Actual Cost
8
Par Value
9
Paid for Accrued
Interest and
Dividends
10
NAIC
Designation
and
Admini-
strative
Symbol
74340X-BP-5 PROLOGIS 02/03/2020 JP MORGAN 1,831,305 1,851,000 0 1FE
74990F-AE-3 RRAM 2019-6A A1B 03/30/2020 MIZUHO 4,602,500 5,000,000 36,695 1FE
754730-AG-4 RAYMOND JAMES FINANCIAL 03/26/2020 JP MORGAN 14,451,860 14,500,000 0 2FE
75951A-AN-8 RELIANCE STAND LIFE II 01/13/2020 JP MORGAN 21,378,402 21,438,000 0 1FE
760759-AV-2 REPUBLIC SERVICES 02/27/2020 Various 19,538,851 19,500,000 3,016 2FE
78442F-ET-1 NAVIENT 03/04/2020 GOLDMAN SACHS 4,732,500 4,500,000 122,245 3FE
78466C-AC-0 SS&C TECHNOLOGIES 03/05/2020 JP MORGAN 534,660 500,000 12,146 4FE
785592-AE-6 SABINE PASS LIQUEFACTION 03/11/2020 JP MORGAN 314,393 314,000 2,061 2FE
785592-AJ-5 SABINE PASS LIQUEFACTION 01/16/2020 MSDW 4,197,979 3,750,000 39,531 2FE
785592-AV-8 SABINE PASS LIQUEFACTION 01/16/2020 DEUTSCHE BANK 520,136 450,000 1,542 2FE
80285D-AE-9 SRT 2018-A A4 03/31/2020 RBC 24,416,486 24,330,000 24,817 1FE
808513-BB-0 CHARLES SCHWAB 03/20/2020 CSFB 21,988,120 22,000,000 0 1FE
808513-BC-8 CHARLES SCHWAB 03/20/2020 CSFB 24,156,649 24,191,000 0 1FE
824348-AV-8 SHERWIN-WILLIAMS 03/12/2020 HSBC 9,403,339 9,230,000 84,128 2FE
824348-BL-9 SHERWIN-WILLIAMS 03/03/2020 Various 26,768,479 26,766,000 0 2FE
82653D-AA-7 SRFC 2018-2A A 03/12/2020 JP MORGAN 11,278,039 11,162,921 28,217 1FE
827048-AV-1 SILGAN HOLDINGS 02/19/2020 BOA ML 484,565 487,000 5,803 3FE
82894*-AV-9 JR SIMPLOT 02/11/2020 ALLISON-WILLIAMS 10,544,900 10,000,000 95,578 2
842400-GT-4 SOUTHERN CALIFORNIA EDISON 03/04/2020 BARCLAYS 719,244 682,000 4,149 1FE
842400-GU-1 SOUTHERN CALIFORNIA EDISON 03/04/2020 BARCLAYS 6,736,594 6,743,000 0 1FE
842434-CU-4 SOUTHERN CALIFORNIA GAS 01/06/2020 US BANCORP 13,183,608 13,214,000 0 1FE
85172F-AR-0 SPRINGLEAF FINANCE 03/11/2020 MARKET AXESS 747,405 750,000 14,109 3FE
852060-AD-4 SPRINT CAPITAL 02/06/2020 BOA ML 2,042,500 2,000,000 32,465 4FE
85207U-AF-2 SPRINT 03/20/2020 DEUTSCHE BANK 2,541,500 2,600,000 5,119 4FE
854502-AL-5 STANLEY BLACK & DECKER 02/03/2020 BOA ML 46,804,620 46,961,000 0 1FE
855244-AW-9 STARBUCKS 03/10/2020 BOA ML 43,501,578 43,758,000 0 2FE
855244-AX-7 STARBUCKS 03/10/2020 BOA ML 779,964 786,000 0 2FE
857477-BJ-1 STATE STREET 03/26/2020 MSDW 9,362,000 9,362,000 0 1FE
857477-BK-8 STATE STREET 03/26/2020 MSDW 7,694,000 7,694,000 0 1FE
871829-BK-2 SYSCO 02/11/2020 BOA ML 9,466,465 9,500,000 0 2FE
871829-BL-0 SYSCO 03/30/2020 GOLDMAN SACHS 484,989 486,000 0 2Z
871829-BM-8 SYSCO 03/30/2020 GOLDMAN SACHS 323,358 324,000 0 2Z
871829-BN-6 SYSCO 03/30/2020 GOLDMAN SACHS 8,334,535 8,354,000 0 2Z
87250R-AA-2 TICP 2020-15A 01/23/2020 JP MORGAN 25,000,000 25,000,000 0 1FE
872540-AR-0 TJX 03/30/2020 BOA ML 15,514,069 15,577,000 0 1FE
872540-AS-8 TJX 03/30/2020 BOA ML 69,951,700 70,000,000 0 1FE
872540-AT-6 TJX 03/30/2020 BOA ML 48,439,375 48,500,000 0 1FE
872540-AU-3 TJX 03/30/2020 BOA ML 707,806 712,000 0 1FE
87264A-AM-7 T-MOBILE USA 03/23/2020 Various 8,209,571 8,400,000 27,476 3FE
87612E-BJ-4 TARGET 01/21/2020 GOLDMAN SACHS 15,361,221 15,390,000 0 1FE
87612E-BK-1 TARGET 03/26/2020 BOA ML 10,180,396 10,222,000 0 1FE
87612E-BL-9 TARGET 03/26/2020 CITICORP 28,411,758 28,459,000 0 1Z
87901J-AC-9 TEGNA 03/05/2020 Various 1,521,480 1,500,000 32,500 3FE
88033G-CS-7 TENET HEALTHCARE 03/16/2020 BOA ML 3,113,000 3,300,000 26,452 3FE
880451-AZ-2 TENNESSEE GAS PIPELINE 02/19/2020 CITICORP 24,451,245 24,500,000 0 2FE
882508-BH-6 TEXAS INSTRUMENTS 03/03/2020 BOA ML 448,331 449,000 0 1FE
883203-CB-5 TEXTRON 03/10/2020 BOA ML 11,096,815 11,150,000 0 2FE
883556-CF-7 THERMO FISHER SCIENTIFIC 03/23/2020 JP MORGAN 18,141,000 18,141,000 0 2FE
89231P-AB-4 TAOT 2018-D A2 03/17/2020 CITICORP 4,754,712 4,754,712 1,574 1FE
89238K-AD-4 TAOT 2017-D A3 03/18/2020 BOA ML 2,991,214 3,004,830 805 1FE
89239A-AD-5 TAOT 2019-A A3 03/13/2020 DEUTSCHE BANK 1,187,529 1,174,000 190 1FE
89239J-AD-6 TAOT 2019-B A3 03/13/2020 DEUTSCHE BANK 1,420,283 1,409,000 201 1FE
907818-EQ-7 UNION PACIFIC RAILROAD 01/23/2020 US BANCORP 10,089,676 9,337,000 122,648 2FE
907818-FD-5 UNION PACIFIC RAILROAD 01/09/2020 WELLS FARGO 9,096,720 8,700,000 135,551 2FE
907818-FH-6 UNION PACIFIC RAILROAD 01/28/2020 JP MORGAN 26,525,413 26,629,000 0 2FE
907818-FJ-2 UNION PACIFIC RAILROAD 01/28/2020 CITICORP 14,989,350 15,000,000 0 2FE
907818-FK-9 UNION PACIFIC RAILROAD 02/25/2020 GOLDMAN SACHS 10,252,800 10,000,000 24,375 2FE
907818-FL-7 UNION PACIFIC RAILROAD 01/28/2020 MSDW 805,637 806,000 0 2FE
911312-BX-3 UNITED PARCEL SERVICE 03/19/2020 BOA ML 24,973,750 25,000,000 0 1FE
911312-BY-1 UNITED PARCEL SERVICE 03/19/2020 BOA ML 19,426,485 19,500,000 0 1FE
913017-CY-3 UNITED TECHNOLOGIES 01/15/2020 HSBC 6,969,242 6,150,000 42,986 2FE
E04.6
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 3
Show All Long-Term Bonds and Stock Acquired During the Current Quarter
1
CUSIP
Identification
2
Description
3
Foreign
4
Date
Acquired
5
Name of Vendor
6
Number of
Shares of
Stock
7
Actual Cost
8
Par Value
9
Paid for Accrued
Interest and
Dividends
10
NAIC
Designation
and
Admini-
strative
Symbol
91324P-DP-4 UNITEDHEALTH GROUP 01/16/2020 MSDW 834,233 750,000 2,906 1FE
91337C-AA-4 UNIVAR SOLUTIONS USA 01/06/2020 BARCLAYS 1,468,250 1,400,000 9,168 3FE
91412N-BD-1 UNIV OF CHICAGO 03/10/2020 RBC 2,452,000 2,452,000 0 1FE
914886-AE-6 UNIV OF SOUTHERN CALIFORNIA 02/04/2020 MSDW 863,000 863,000 0 1FE
92047W-AD-3 VALVOLINE 03/11/2020 Various 2,001,095 2,000,000 1,063 3FE
92343V-DD-3 VERIZON COMMUNICATIONS 03/18/2020 JP MORGAN 9,650,200 10,000,000 25,521 2FE
92343V-DS-0 VERIZON COMMUNICATIONS 01/17/2020 JP MORGAN 836,544 650,000 8,778 2FE
92343V-ES-9 VERIZON COMMUNICATIONS 01/16/2020 GOLDMAN SACHS 3,336,279 3,000,000 52,635 2FE
92343V-FD-1 VERIZON COMMUNICATIONS 03/17/2020 CITICORP 765,000 765,000 0 2FE
92343V-FF-6 VERIZON COMMUNICATIONS 03/17/2020 JP MORGAN 10,358,818 10,364,000 0 2FE
92348R-AA-6 VZOT 2017-3A A1A 03/20/2020 BOA ML 6,492,381 6,543,151 6,401 1FE
92348T-AA-2 VZOT 2020-A A1A 01/21/2020 BOA ML 3,999,532 4,000,000 0 1FE
92349F-AA-1 VZOT 2018-1A A1A 03/17/2020 BOA ML 8,413,125 8,400,000 19,082 1FE
92564R-AC-9 VICI PROPERTIES 01/22/2020 MSDW 870,000 870,000 0 3FE
92564R-AD-7 VICI PROPERTIES 01/23/2020 Various 1,070,263 1,067,000 0 3FE
92564R-AE-5 VICI PROPERTIES 01/22/2020 MSDW 143,000 143,000 0 3FE
92826C-AD-4 VISA 03/16/2020 Various 3,729,577 3,500,000 28,788 1FE
92826C-AL-6 VISA 03/31/2020 JP MORGAN 1,187,641 1,191,000 0 1FE
92826C-AM-4 VISA 03/31/2020 BOA ML 57,915,900 58,000,000 0 1FE
92914R-AY-8 VOYA 2014-4A A1RA 03/18/2020 RBC 5,005,594 5,350,000 28,814 1FE
931142-EE-9 WAL-MART 03/27/2020 JP MORGAN 10,587,662 9,492,000 92,679 1FE
931142-EP-4 WAL-MART 01/16/2020 WELLS FARGO 1,004,660 1,000,000 9,588 1FE
94988J-5X-1 WELLS FARGO BANK 01/09/2020 WELLS FARGO 20,253,600 20,000,000 74,034 1FE
94989D-AW-9 WFCM WFCM 015-C27 A5 03/26/2020 BARCLAYS 1,277,860 1,242,714 3,455 1FE
95000U-2A-0 WELLS FARGO 01/16/2020 US BANCORP 1,338,975 1,250,000 7,342 1FE
95000U-2F-9 WELLS FARGO 01/17/2020 WELLS FARGO 3,187,460 3,054,000 9,489 1FE
95000U-2G-7 WELLS FARGO 01/16/2020 US BANCORP 1,521,090 1,500,000 9,717 1FE
95000U-2H-5 WELLS FARGO 01/16/2020 MITSUBISHI 3,261,765 3,250,000 17,594 1FE
95000U-2J-1 WELLS FARGO 02/25/2020 WELLS FARGO 24,209,000 24,000,000 22,862 1FE
962166-BY-9 WEYERHAEUSER 03/26/2020 GOLDMAN SACHS 29,421,851 29,879,000 0 2FE
96221T-AF-4 WF-RBS COMMERCIAL MORTGAGE TRU 01/24/2020 CSFB 2,029,205 1,971,672 5,208 1FE
98212B-AL-7 WPX ENERGY 01/07/2020 BARCLAYS 710,000 710,000 0 3FE
98389B-AY-6 XCEL ENERGY 03/27/2020 JP MORGAN 14,950,500 15,000,000 0 2FE
984121-CL-5 XEROX 03/05/2020 SUMRIDGE 967,500 1,000,000 1,067 3FE
98919V-AA-3 FRONT RANGE BIDCO 02/20/2020 MSDW 421,000 421,000 0 4FE
98956P-AS-1 ZIMMER BIOMET HOLDINGS 03/13/2020 CITICORP 19,976,200 20,000,000 0 2FE
000000-00-0 JG WENTWORTH VFN 1ST FUNDING 01/31/2020 US BANCORP 14,788,240 14,788,240 0 3Z
000000-00-0 JG WENTWORTH VFN 2ND FUNDING 02/21/2020 US BANCORP 5,050,771 5,050,771 0 3Z
000000-00-0 JG WENTWORTH VFN 3RD FUNDING 03/06/2020 US BANCORP 16,010,695 16,010,695 0 3Z
000000-00-0 JG WENTWORTH VFN 4TH FUNDING 03/20/2020 DIRECT 6,000,454 6,000,454 0 3Z
01626P-AM-8 ALIMENTATION COUCHE-TARD 01/22/2020 WELLS FARGO 19,976,000 20,000,000 0 2FE
07317Q-AH-8 BAYTEX ENERGY CORP 01/22/2020 RBC 1,500,000 1,500,000 0 3FE
13607G-LZ-5 CANADIAN IMPERIAL BANK 01/21/2020 WELLS FARGO 2,499,775 2,500,000 0 1FE
136385-AX-9 CANADIAN NATURAL RESOURCES 03/02/2020 WELLS FARGO 8,902,419 8,359,000 83,137 2FE
13648T-AA-5 CANADIAN PACIFIC RAILROAD 03/03/2020 Various 14,250,023 14,271,000 0 2FE
552704-AE-8 MEG ENERGY 01/16/2020 BARCLAYS 1,129,000 1,129,000 0 4FE
683715-AC-0 OPEN TEXT HOLDINGS 02/03/2020 BARCLAYS 2,028,000 2,028,000 0 3FE
683720-AA-4 OPEN TEXT HOLDINGS 03/10/2020 BARCLAYS 3,155,500 3,163,000 4,125 3FE
89114Q-BZ-0 TORONTO-DOMINION BANK 03/16/2020 BOA ML 9,810,682 9,800,000 85,818 1FE
91911K-AJ-1 VALEANT PHARMACEUTICALS 03/16/2020 Various 1,775,363 1,800,000 975 3FE
94106B-AA-9 WASTE CONNECTIONS INC 01/21/2020 BOA ML 24,617,784 24,620,000 0 2FE
C5793#-AM-5 MCCAIN FOODS 02/03/2020 HSBC 15,000,000 15,000,000 0 1FE
00131L-AJ-4 AIA GROUP C 03/31/2020 MSDW 329,030 330,000 0 1FE
00973R-AE-3 AKER BP ASA C 01/08/2020 JP MORGAN 4,893,080 4,908,000 0 2FE
00973R-AF-0 AKER BP ASA C 01/08/2020 JP MORGAN 29,441,590 29,500,000 0 2FE
02154C-AF-0 ALTICE FINANCING SA C 01/08/2020 JP MORGAN 945,000 945,000 0 4FE
034863-AP-5 ANGLO AMERICAN CAPITAL C 01/16/2020 JEFFERIES & COMPANY 774,508 700,000 6,351 2FE
034863-AV-2 ANGLO AMERICAN CAPITAL C 03/30/2020 RBC 1,413,712 1,415,000 0 2Z
05401A-AH-4 AVOLON HOLDINGS FND C 01/16/2020 RBC 1,498,905 1,500,000 839 2FE
184494-A*-3 CLEANAWAY WASTE MNGT C 02/03/2020 MITSUBISHI 15,000,000 15,000,000 0 2Z
191241-AH-1 COCA-COLA FEMSA SAB CV C 01/08/2020 CITICORP 24,248,140 24,500,000 0 1FE
E04.7
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 3
Show All Long-Term Bonds and Stock Acquired During the Current Quarter
1
CUSIP
Identification
2
Description
3
Foreign
4
Date
Acquired
5
Name of Vendor
6
Number of
Shares of
Stock
7
Actual Cost
8
Par Value
9
Paid for Accrued
Interest and
Dividends
10
NAIC
Designation
and
Admini-
strative
Symbol
29446M-AC-6 EQUINOR ASA C 01/16/2020 MSDW 1,281,763 1,250,000 7,109 1FE
36164Q-NA-2 GE CAPITAL INTERNATIONAL C 02/28/2020 Various 16,983,800 15,000,000 192,551 2FE
404280-CF-4 HSBC HOLDINGS C 03/25/2020 HSBC 722,096 723,000 0 1FE
500769-FW-9 KFW INTERNATL C 01/15/2020 BMO 5,540,755 5,500,000 44,535 1FE
552081-AK-7 LYONDELLBASELL C 03/12/2020 MSDW 2,633,914 2,425,000 58,486 2FE
606822-BM-5 MITSUBISHI UFJ C 02/12/2020 JP MORGAN 761,232 721,000 1,664 1FE
606822-BN-3 MITSUBISHI UFJ C 02/18/2020 MSDW 26,221,000 26,221,000 0 1FE
62854A-AN-4 MYLAN NV C 03/17/2020 Various 58,542,760 55,184,000 365,167 2FE
62947Q-AX-6 NXP FUNDING C 01/16/2020 MILLENNIUM ADVISORS 914,624 800,000 16,644 2FE
629571-AA-8 NABORS INDUSTRIES LTD C 01/07/2020 CITICORP 750,000 750,000 0 3FE
67057@-AA-7 NUON TRANSPORT HV NETWORK TRUS C 01/02/2020 DIRECT 408,151 408,151 0 1
67058*-AA-8 NUON RANDMEREN LV NETWORK TRUS C 01/02/2020 DIRECT 537,411 537,411 0 1
82660C-AA-0 SIGMA HOLDCO C 01/22/2020 STIFEL NICOLAUS 1,571,250 1,500,000 22,641 4FE
85325W-AA-6 STANDARD CHARTERED C 02/19/2020 BOA ML 17,778,580 17,548,000 50,842 1FE
86562M-BV-1 SUMITOMO MITSUI FINANCIAL C 01/16/2020 Various 14,752,830 14,753,000 1,370 1FE
92841#-AA-4 VISTAJET C 03/12/2020 BOA ML 56,000,000 56,000,000 0 1Z
92857W-BL-3 VODAFONE GROUP C 01/16/2020 MILLENNIUM ADVISORS 886,128 750,000 5,310 2FE
961214-EL-3 WESTPAC BANKING C 01/16/2020 TD 1,005,770 1,000,000 368 1FE
98953G-AD-7 ZIGGO BOND C 02/05/2020 DEUTSCHE BANK 612,000 612,000 0 4FE
000000-00-0 DYSON FINANCE C 03/26/2020 MITSUBISHI 100,642,000 100,642,012 0 1Z
G3301*-AA-1 FIL LIMITED C 03/12/2020 BOA ML 74,163,000 74,163,000 0 2Z
G6363#-AJ-6 NAC AVIATION C 02/06/2020 CITIGROUP 20,000,000 20,000,000 0 2PL
Q3946*-AE-3 FOXTEL MANAGEMENT C 01/16/2020 IMPERIAL 15,175,800 15,000,000 10,675 2PL
Q8562*-AF-2 SONIC HEALTHCARE C 02/03/2020 MITSUBISHI 52,000,000 52,000,000 0 2Z
Q9389#-AH-3 VECTOR LIMITED C 03/03/2020 MITSUBISHI 45,000,000 45,000,000 0 2Z
3899999. Subtotal - Bonds - Industrial and Miscellaneous (Unaffiliated)
5,298,155,169 5,264,701,579 8,757,121
XXX
89364M-BQ-6 TRANSDIGM 03/13/2020 Tax Free Exchange 4,331,542 4,876,051 43,946 4FE
8299999. Subtotal - Bonds - Unaffiliated Bank Loans
4,331,542 4,876,051 43,946
XXX
8399997. Total - Bonds - Part 3
5,942,586,936 5,887,108,493 10,698,497
XXX
8399998. Total - Bonds - Part 5 XXX XXX XXX XXX
8399999. Total - Bonds
5,942,586,936 5,887,108,493 10,698,497
XXX
8999997. Total - Preferred Stocks - Part 3
0
XXX
0
XXX
8999998. Total - Preferred Stocks - Part 5 XXX XXX XXX XXX
8999999. Total - Preferred Stocks
0
XXX
0
XXX
69355A-10-3 PPM PPM CORE PLUS FIXED INCOME 03/31/2020 DIRECT 34,019.763 358,104 0
69355A-50-9 PPM PPM LONG SHORT CREDIT 03/31/2020 DIRECT 32,234.599 301,179 0
91734M-10-3 US ECOLOGY 03/02/2020 DIRECT 62,921.000 3,144,058 0
9099999. Subtotal - Common Stocks - Industrial and Miscellaneous (Unaffiliated) Publicly Traded
3,803,341
XXX
0
XXX
9799997. Total - Common Stocks - Part 3
3,803,341
XXX
0
XXX
9799998. Total - Common Stocks - Part 5 XXX XXX XXX XXX
9799999. Total - Common Stocks
3,803,341
XXX
0
XXX
9899999. Total - Preferred and Common Stocks
3,803,341
XXX
0
XXX
9999999 - Totals
5,946,390,277
XXX
10,698,497
XXX
E04.8
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22
CUSIP
Ident-
ification
Description
For-
eign
Disposal
Date
Name
of Purchaser
Number of
Shares of
Stock
Consid-
eration
Par Value
Actual
Cost
Prior Year
Book/
Adjusted
Carrying
Value
11
Unrealized
Valuation
Increase/
(Decrease)
12
Current
Year's
(Amor-
tization)/
Accretion
13
Current
Year's
Other Than
Temporary
Impairment
Recog-
nized
14
Total
Change in
Book/
Adjusted
Carrying
Value
(11 + 12 -
13)
15
Total
Foreign
Exchange
Change in
Book
/Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value at
Disposal
Date
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total Gain
(Loss) on
Disposal
Bond
Interest/
Stock
Dividends
Received
During
Year
Stated
Con-
tractual
Maturity
Date
NAIC
Desig-
nation
and
Admini-
strative
Symbol
21H032-62-1 G2SF 3.5 2/20 01/23/2020 BARCLAYS 9,946,434 9,656,000 9,954,733 0 0 0 0 0 0 9,954,733 0 17,837 02/01/2050 1
21H040-62-4 G2SF 4 2/20 02/18/2020 CITICORP 9,858,235 9,510,000 9,862,168 0 0 0 0 0 0 9,862,168 0 (3,933) (3,933) 20,077 02/01/2050 1
21H042-62-0 G2SF 4.5 2/20 02/03/2020 CITICORP 1,496,027 1,425,000 1,496,862 0 0 0 0 0 0 1,496,862 0 (835) (835) 3,384 02/01/2050 1
36179U-UK-6 GINNIE MAE MA5986 03/01/2020 Paydown 664,673 664,673 689,287 0 0 (24,614) 0 (24,614) 0 664,673 0 0 0 2,216 06/20/2049 1Z
36179U-WA-6 GINNIE MAE MA6041 03/01/2020 Paydown 246,067 246,067 258,476 0 0 (12,409) 0 (12,409) 0 246,067 0 0 0 923 07/20/2049 1Z
36179U-XT-4 GINNIE MAE MA6090 03/04/2020 CITICORP 9,315,299 8,984,001 9,261,943 0 0 (3,191) 0 (3,191) 0 9,258,753 0 56,546 56,546 30,521 08/20/2049 1Z
36179V-DN-7 GINNIE MAE MA6409 03/01/2020 Paydown 23,377 23,377 24,032 0 0 (655) 0 (655) 0 23,377 0 0 0 58 01/20/2050 1Z
36179V-DP-2 GINNIE MAE MA6410 03/01/2020 Paydown 55,572 55,572 57,716 0 0 (2,145) 0 (2,145) 0 55,572 0 0 0 255 01/20/2050 1Z
36179V-FP-0 GINNIE MAE MA6474 03/01/2020 Paydown 22,687 22,687 23,300 0 0 (613) 0 (613) 0 22,687 0 0 0 57 02/20/2050 1Z
36200K-Y9-2 GINNIE MAE I POOL 603836 03/01/2020 Paydown 14,701 14,701 15,301 15,260 0 (559) 0 (559) 0 14,701 0 0 0 126 12/15/2032 1
36200N-FE-6 GINNIE MAE II POOL 605065 03/01/2020 Paydown 3,000 3,000 3,063 3,058 0 (58) 0 (58) 0 3,000 0 0 0 27 03/20/2034 1
36201Y-C9-5 GINNIE MAE I POOL 606796 03/01/2020 Paydown 14,101 14,101 14,101 14,101 0 0 0 0 0 14,101 0 0 0 166 08/15/2033 1
36202D-MR-9 GINNIE MAE II POOL 3068 03/01/2020 Paydown 122 122 124 124 0 (2) 0 (2) 0 122 0 0 0 1 04/20/2031 1
36202D-T6-8 GINNIE MAE II POOL 3273 03/01/2020 Paydown 11,204 11,204 11,272 11,272 0 (68) 0 (68) 0 11,204 0 0 0 98 08/20/2032 1
36202D-ZE-4 GINNIE MAE II POOL 3441 03/01/2020 Paydown 69,193 69,193 67,748 68,111 0 1,082 0 1,082 0 69,193 0 0 0 520 09/20/2033 1
36202X-B7-1 GINNIE MAE I POOL 612162 03/01/2020 Paydown 22,825 22,825 23,873 23,873 0 (1,049) 0 (1,049) 0 22,825 0 0 0 209 05/15/2033 1
3620A3-FT-6 GINNIE MAE I POOL 717578 03/01/2020 Paydown 198,340 198,340 209,745 209,013 0 (10,672) 0 (10,672) 0 198,340 0 0 0 1,546 01/15/2037 1
3620A3-NC-4 GINNIE MAE I POOL 717787 03/01/2020 Paydown 538,354 538,354 540,289 539,752 0 (1,398) 0 (1,398) 0 538,354 0 0 0 5,259 06/15/2039 1
3620AG-PM-1 GINNIE MAE I POOL 729528 03/01/2020 Paydown 230,219 230,219 240,183 239,633 0 (9,414) 0 (9,414) 0 230,219 0 0 0 1,098 05/15/2040 1
3620AG-PN-9 GINNIE MAE I POOL 729529 03/01/2020 Paydown 92,016 92,016 95,942 95,829 0 (3,812) 0 (3,812) 0 92,016 0 0 0 689 05/15/2040 1
3620AK-Q9-0 GINNIE MAE I POOL 732280 03/01/2020 Paydown 1,940 1,940 2,023 2,023 0 (83) 0 (83) 0 1,940 0 0 0 15 04/15/2040 1
3620AM-D6-6 GINNIE MAE I POOL 733725 03/01/2020 Paydown 1,999 1,999 2,132 2,132 0 (133) 0 (133) 0 1,999 0 0 0 17 06/15/2040 1
3620AM-EA-6 GINNIE MAE I POOL 733729 03/01/2020 Paydown 109,959 109,959 117,175 116,751 0 (6,792) 0 (6,792) 0 109,959 0 0 0 737 06/15/2040 1
3620AP-CU-7 GINNIE MAE I POOL 735483 03/01/2020 Paydown 80,412 80,412 83,842 83,842 0 (3,430) 0 (3,430) 0 80,412 0 0 0 734 03/15/2040 1
3620AP-CV-5 GINNIE MAE I POOL 735484 03/01/2020 Paydown 3,583 3,583 3,738 3,735 0 (152) 0 (152) 0 3,583 0 0 0 27 03/15/2040 1
3620AR-DB-4 GINNIE MAE I POOL 737298 03/01/2020 Paydown 126,964 126,964 135,415 135,415 0 (8,451) 0 (8,451) 0 126,964 0 0 0 1,278 05/15/2040 1
3620AW-FJ-4 GINNIE MAE I POOL 741869 03/01/2020 Paydown 145,494 145,494 155,179 155,049 0 (9,555) 0 (9,555) 0 145,494 0 0 0 1,235 05/15/2040 1
36241K-R7-5 GINNIE MAE I POOL 782310 03/01/2020 Paydown 95,488 95,488 91,907 91,907 0 3,581 0 3,581 0 95,488 0 0 0 822 04/15/2038 1
36241K-UK-2 GINNIE MAE I POOL 782386 03/01/2020 Paydown 4,702 4,702 4,860 4,853 0 (151) 0 (151) 0 4,702 0 0 0 43 08/15/2038 1
36290R-QM-8 GINNIE MAE I POOL 615260 03/01/2020 Paydown 50,746 50,746 53,307 53,307 0 (2,561) 0 (2,561) 0 50,746 0 0 0 551 06/15/2033 1
36295D-NC-9 GINNIE MAE I POOL 667387 03/01/2020 Paydown 56,877 56,877 57,251 57,150 0 (272) 0 (272) 0 56,877 0 0 0 428 05/15/2039 1
38373M-AJ-9 GINNIE MAE 2001-16 IO 03/01/2020 Paydown 0 0 0 0 0 0 0 0 0 0 0 0 0 1 10/16/2040 1
38373M-LM-0 GINNIE MAE 2004-57 IO 03/01/2020 Paydown 0 0 0 0 0 0 0 0 0 0 0 0 0 4 07/16/2044 1
38376G-SX-9 GINNIE MAE 2010-97 D 03/01/2020 Paydown 822,402 822,402 822,402 822,402 0 0 0 0 0 822,402 0 0 0 8,101 04/16/2046 1
38376G-VR-8 GINNIE MAE 2010-123 C 01/01/2020 Paydown 474,635 474,635 480,200 475,258 0 (623) 0 (623) 0 474,635 0 0 0 1,641 08/16/2051 1
38378B-RE-1 GINNIE MAE 2012-35 C 03/01/2020 Paydown 64,908 64,908 65,740 65,093 0 (185) 0 (185) 0 64,908 0 0 0 311 11/16/2052 1
912810-PU-6 US TREASURY NOTES 02/18/2020 Various 4,437,644 3,000,000 4,330,910 0 0 (5,212) 0 (5,212) 0 4,325,698 0 111,946 111,946 37,637 05/15/2037 1
912810-SJ-8 US TREASURY NOTES 03/17/2020 Various 9,218,521 8,500,000 8,520,952 0 0 (46) 0 (46) 0 8,520,906 0 697,615 697,615 93,920 08/15/2049 1
912828-2F-6 US TREASURY NOTES 02/18/2020 Various 5,471,759 5,500,000 5,458,983 0 0 2,067 0 2,067 0 5,461,050 0 10,709 10,709 28,542 08/31/2021 1
912828-2Q-2 US TREASURY NOTES 03/13/2020 NOMURA 2,509,660 2,500,000 2,500,301 0 0 (65) 0 (65) 0 2,500,236 0 9,424 9,424 3,194 08/15/2020 1FE
912828-MP-2 US TREASURY NOTES 02/15/2020 Maturity 10,000,000 10,000,000 9,793,750 9,996,268 0 3,732 0 3,732 0 10,000,000 0 0 0 181,250 02/15/2020 1
912828-XH-8 US TREASURY NOTES 03/26/2020 Various 11,041,173 11,000,000 11,026,248 0 0 (3,375) 0 (3,375) 0 11,022,873 0 18,300 18,300 39,286 06/30/2020 1
912828-YS-3 US TREASURY NOTES 03/17/2020 Various 15,679,655 15,000,000 14,954,357 0 0 426 0 426 0 14,954,782 0 724,872 724,872 71,529 11/15/2029 1
000000-00-0 G2SF 3 2/20 02/04/2020 CITICORP 16,201,261 15,790,000 16,195,852 0 0 0 0 0 0 16,195,852 0 5,409 5,409 25,001 10/01/2048 1Z
0599999. Subtotal - Bonds - U.S. Governments
109,422,228 105,111,561 107,706,682 13,285,211 0 (100,857) 0 (100,857) 0 107,800,473 0 1,621,755 1,621,755 581,371
XXX XXX
698299-BM-5 REPUBLIC OF PANAMA C 03/27/2020 BARCLAYS 1,019,130 966,000 966,000 0 0 0 0 0 0 966,000 0 53,130 53,130 0 04/01/2056 2FE
1099999. Subtotal - Bonds - All Other Governments
1,019,130 966,000 966,000 0 0 0 0 0 0 966,000 0 53,130 53,130 0
XXX XXX
12558@-AA-7 GSA NATIONAL INSTITUTE OF HEALTH 03/10/2020 Various 213,348 213,348 213,348 213,348 0 0 0 0 0 213,348 0 0 0 1,283 09/10/2035 1
419791-YM-4 HAWAII ST 02/01/2020 Maturity 1,000,000 1,000,000 1,018,448 1,001,156 0 (1,156) 0 (1,156) 0 1,000,000 0 0 0 22,250 02/01/2020 1FE
52465#-BK-0 GSA CHELMSFORD MASSACHUSETTS 03/15/2020 Redemption 100.0000 283,358 283,358 293,145 285,015 0 (1,657) 0 (1,657) 0 283,358 0 0 0 3,434 09/15/2021 1
52467@-BQ-7 GSA FORT COLLINS COLORADO 03/01/2020 Redemption 100.0000 426,875 426,875 426,875 426,875 0 0 0 0 0 426,875 0 0 0 3,263 08/01/2022 1
64149#-AA-2 NEVADA SUPREME COURT 03/15/2020 Redemption 100.0000 41,176 41,176 41,176 41,176 0 0 0 0 0 41,176 0 0 0 270 03/31/2042 1
67112#-AA-8 OHIO STATE UNIVERSITY COLUMBUS OHIO 03/15/2020 Various 188,178 188,178 193,476 192,760 0 (4,582) 0 (4,582) 0 188,178 0 0 0 1,750 03/15/2031 1
82817*-AA-9 GSA NOAA SSMC III - SILVER SPRINGS 03/05/2020 Redemption 100.0000 248,594 248,594 248,594 248,594 0 0 0 0 0 248,594 0 0 0 1,580 01/05/2029 1
82817@-AA-7 GSA NOAA SSMC IV - SILVER SPRINGS 03/05/2020 Redemption 100.0000 110,297 110,297 110,297 110,297 0 0 0 0 0 110,297 0 0 0 716 01/05/2029 1
96928*-DC-8 GSA HENDERSON NEVADA 03/15/2020 Redemption 100.0000 119,965 119,965 121,261 120,724 0 (759) 0 (759) 0 119,965 0 0 0 1,065 09/15/2031 1
1799999. Subtotal - Bonds - U.S. States, Territories and Possessions
2,631,791 2,631,791 2,666,620 2,639,945 0 (8,154) 0 (8,154) 0 2,631,791 0 0 0 35,611
XXX XXX
E05
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22
CUSIP
Ident-
ification
Description
For-
eign
Disposal
Date
Name
of Purchaser
Number of
Shares of
Stock
Consid-
eration
Par Value
Actual
Cost
Prior Year
Book/
Adjusted
Carrying
Value
11
Unrealized
Valuation
Increase/
(Decrease)
12
Current
Year's
(Amor-
tization)/
Accretion
13
Current
Year's
Other Than
Temporary
Impairment
Recog-
nized
14
Total
Change in
Book/
Adjusted
Carrying
Value
(11 + 12 -
13)
15
Total
Foreign
Exchange
Change in
Book
/Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value at
Disposal
Date
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total Gain
(Loss) on
Disposal
Bond
Interest/
Stock
Dividends
Received
During
Year
Stated
Con-
tractual
Maturity
Date
NAIC
Desig-
nation
and
Admini-
strative
Symbol
01F040-63-6 FNCL 4 3/20 02/24/2020 CSFB 5,059,465 4,825,000 5,044,387 0 0 0 0 0 0 5,044,387 0 15,078 15,078 5,897 03/01/2050 1
3128LX-FP-0 FREDDIE MAC GOLD POOL G01974 03/01/2020 Paydown 54,610 54,610 54,610 54,610 0 0 0 0 0 54,610 0 0 0 487 12/01/2035 1
3128M4-Z4-8 FREDDIE MAC GOLD POOL G03163 03/01/2020 Paydown 14,923 14,923 14,665 14,673 0 250 0 250 0 14,923 0 0 0 162 08/01/2037 1
3128M5-PN-4 FREDDIE MAC GOLD POOL G03729 03/01/2020 Paydown 526,672 526,672 565,511 561,600 0 (34,929) 0 (34,929) 0 526,672 0 0 0 5,378 05/01/2036 1
3128M7-GY-6 FREDDIE MAC GOLD POOL G05315 03/01/2020 Paydown 24,512 24,512 25,963 25,896 0 (1,384) 0 (1,384) 0 24,512 0 0 0 209 03/01/2035 1
3128M7-MV-5 FREDDIE MAC GOLD POOL G05472 03/01/2020 Paydown 95,417 95,417 96,252 96,252 0 (835) 0 (835) 0 95,417 0 0 0 622 06/01/2039 1
3128M7-PR-1 FREDDIE MAC GOLD POOL G05532 03/01/2020 Paydown 165,492 165,492 178,265 177,118 0 (11,626) 0 (11,626) 0 165,492 0 0 0 1,683 08/01/2035 1
3128MC-MS-1 FREDDIE MAC GOLD POOL G13769 03/01/2020 Paydown 91,903 91,903 95,895 95,419 0 (3,516) 0 (3,516) 0 91,903 0 0 0 687 03/01/2025 1
3128MC-N9-2 FREDDIE MAC GOLD POOL G13816 03/01/2020 Paydown 12,802 12,802 13,721 13,453 0 (651) 0 (651) 0 12,802 0 0 0 116 07/01/2024 1
3128MF-S4-1 FG G16639 03/01/2020 Paydown 57,922 57,922 59,849 0 0 (1,928) 0 (1,928) 0 57,922 0 0 0 216 09/01/2033 1Z
3128MJ-MB-3 FREDDIE MAC GOLD POOL G08353 03/01/2020 Paydown 50,865 50,865 51,262 51,217 0 (352) 0 (352) 0 50,865 0 0 0 367 07/01/2039 1
3128MM-NH-2 FREDDIE MAC GOLD POOL G18391 03/01/2020 Paydown 13,026 13,026 13,613 13,445 0 (419) 0 (419) 0 13,026 0 0 0 87 06/01/2026 1
3128P7-ND-1 FREDDIE MAC GOLD POOL C91288 03/01/2020 Paydown 24,526 24,526 25,139 25,063 0 (537) 0 (537) 0 24,526 0 0 0 158 02/01/2030 1
3128PQ-WT-4 FREDDIE MAC GOLD POOL J11558 03/01/2020 Paydown 97,873 97,873 99,785 99,351 0 (1,478) 0 (1,478) 0 97,873 0 0 0 691 01/01/2025 1
3128PR-C3-1 FREDDIE MAC GOLD POOL J11890 03/01/2020 Paydown 16,721 16,721 17,447 17,143 0 (422) 0 (422) 0 16,721 0 0 0 116 03/01/2025 1
3128PR-X2-0 FREDDIE MAC GOLD POOL J12497 03/01/2020 Paydown 93,625 93,625 96,653 95,956 0 (2,331) 0 (2,331) 0 93,625 0 0 0 797 06/01/2025 1
3128PR-XX-2 FREDDIE MAC GOLD POOL J12494 03/01/2020 Paydown 50,448 50,448 52,071 51,748 0 (1,300) 0 (1,300) 0 50,448 0 0 0 337 06/01/2025 1
3128PX-FD-3 FREDDIE MAC GOLD POOL J17364 03/01/2020 Paydown 49,213 49,213 50,328 49,780 0 (567) 0 (567) 0 49,213 0 0 0 236 12/01/2026 1
312904-YF-6 FREDDIE MAC REMICS 1020 J 03/01/2020 Paydown 2,517 2,517 2,442 2,505 0 12 0 12 0 2,517 0 0 0 37 12/15/2020 1
312905-VN-9 FREDDIE MAC REMICS 1075 G 03/01/2020 Paydown 3,026 3,026 2,959 3,009 0 18 0 18 0 3,026 0 0 0 32 05/15/2021 1
312907-A3-2 FREDDIE MAC REMICS 1168 H 03/01/2020 Paydown 1,601 1,601 1,601 1,601 0 0 0 0 0 1,601 0 0 0 20 11/15/2021 1FE
312926-WU-8 FREDDIE MAC GOLD POOL A80659 03/01/2020 Paydown 1,909 1,909 1,802 1,802 0 107 0 107 0 1,909 0 0 0 16 02/01/2037 1
31292H-X3-3 FREDDIE MAC GOLD POOL C01598 03/01/2020 Paydown 326,147 326,147 333,632 331,261 0 (5,114) 0 (5,114) 0 326,147 0 0 0 2,653 08/01/2033 1
31292L-3W-3 FREDDIE MAC GOLD POOL C04413 03/01/2020 Paydown 145,943 145,943 152,283 151,840 0 (5,896) 0 (5,896) 0 145,943 0 0 0 655 11/01/2042 1
312933-V5-0 FREDDIE MAC GOLD POOL A86936 03/01/2020 Paydown 132,580 132,580 133,926 133,926 0 (1,347) 0 (1,347) 0 132,580 0 0 0 849 06/01/2039 1
312934-NK-4 FREDDIE MAC GOLD POOL A87594 03/01/2020 Paydown 449,514 449,514 453,026 452,171 0 (2,657) 0 (2,657) 0 449,514 0 0 0 3,094 07/01/2039 1
312939-YU-9 FREDDIE MAC GOLD POOL A91623 03/01/2020 Paydown 11,240 11,240 11,188 11,188 0 53 0 53 0 11,240 0 0 0 85 04/01/2040 1
312940-AL-3 FREDDIE MAC GOLD POOL A91811 03/01/2020 Paydown 157,413 157,413 157,560 157,557 0 (144) 0 (144) 0 157,413 0 0 0 1,641 04/01/2040 1
312941-UZ-8 FREDDIE MAC GOLD POOL A93300 03/01/2020 Paydown 13,457 13,457 14,050 14,050 0 (593) 0 (593) 0 13,457 0 0 0 83 08/01/2040 1
312944-TX-9 FREDDIE MAC GOLD POOL A95966 03/01/2020 Paydown 40,686 40,686 41,633 41,376 0 (690) 0 (690) 0 40,686 0 0 0 305 12/01/2040 1
312946-KE-5 FREDDIE MAC GOLD POOL A97493 03/01/2020 Paydown 36,472 36,472 37,024 36,974 0 (503) 0 (503) 0 36,472 0 0 0 382 03/01/2041 1
3131YB-FP-8 FREDDIE MAC ZN4674 03/01/2020 Paydown 273,927 273,927 284,884 0 0 (10,957) 0 (10,957) 0 273,927 0 0 0 799 12/01/2048 1Z
31329P-5W-9 FREDDIE MAC ZA6261 03/03/2020 Various 5,208,714 4,955,460 5,190,845 0 0 (21,526) 0 (21,526) 0 5,169,319 0 39,395 39,395 18,520 01/01/2049 1Z
3132AC-2U-3 FR ZT0787 03/01/2020 Paydown 32,098 32,098 33,657 0 0 (1,560) 0 (1,560) 0 32,098 0 0 0 107 10/01/2048 1Z
3132AE-KT-2 FR ZT2106 03/01/2020 Paydown 503,621 503,621 526,914 0 0 (23,292) 0 (23,292) 0 503,621 0 0 0 1,679 03/01/2049 1Z
3132CW-HR-8 FREDDIE MAC FR SB0240 03/01/2020 Paydown 169,500 169,500 171,830 0 0 (2,331) 0 (2,331) 0 169,500 0 0 0 536 01/01/2035 1Z
3132D5-4L-3 FR SB8027 03/04/2020 Various 5,162,582 4,969,308 5,117,221 0 0 (2,386) 0 (2,386) 0 5,114,836 0 47,746 47,746 26,373 01/01/2035 1Z
3132DV-3T-0 FREDDIE MAC POOL SD8010 03/01/2020 Paydown 1,903,730 1,903,730 1,936,376 1,934,949 0 (31,220) 0 (31,220) 0 1,903,730 0 0 0 11,489 09/01/2049 1
3132GD-M8-2 FREDDIE MAC GOLD POOL Q00383 03/01/2020 Paydown 402,753 402,753 420,531 416,243 0 (13,490) 0 (13,490) 0 402,753 0 0 0 2,441 04/01/2041 1
31335B-2M-7 FREDDIE MAC G61680 03/01/2020 Paydown 52,244 52,244 54,056 0 0 (1,812) 0 (1,812) 0 52,244 0 0 0 131 04/01/2047 1Z
31339S-F2-6 FREDDIE MAC QA2885 03/01/2020 Paydown 160,938 160,938 167,168 0 0 (6,230) 0 (6,230) 0 160,938 0 0 0 469 09/01/2049 1Z
31339Z-9D-3 FEDERAL HOUSING AUTHORITY VA 1990-4 02/01/2020 Paydown 57 57 56 56 0 0 0 0 0 57 0 0 0 1 04/01/2020 1
3133A0-EE-0 FR QA5533 03/01/2020 Paydown 16,176 16,176 16,780 0 0 (604) 0 (604) 0 16,176 0 0 0 47 12/01/2049 1Z
3133N3-VB-7 FREDDIE MAC POOL RE6010 03/01/2020 Paydown 2,562,277 2,562,277 2,588,901 2,587,430 0 (25,152) 0 (25,152) 0 2,562,277 0 0 0 15,810 09/01/2049 1
3133N3-VN-1 FREDDIE MAC POOL RE6021 03/01/2020 Paydown 1,457,916 1,457,916 1,472,039 1,471,478 0 (13,562) 0 (13,562) 0 1,457,916 0 0 0 9,207 11/01/2049 1
3133T7-J9-1 FREDDIE MAC REMICS 1865 H 03/01/2020 Paydown 6,799 6,799 6,764 6,774 0 25 0 25 0 6,799 0 0 0 92 07/15/2026 1
31358J-L9-0 FANNIE MAE REMICS 1991-139 PN 03/01/2020 Paydown 4,537 4,537 4,422 4,498 0 38 0 38 0 4,537 0 0 0 55 10/25/2021 1
31358P-AK-3 FANNIE MAE REMICS 1992-120 C 03/01/2020 Paydown 51 51 48 49 0 1 0 1 0 51 0 0 0 1 07/25/2022 1
31358Q-NL-5 FANNIE MAE REMICS 1992-169 L 03/01/2020 Paydown 2,157 2,157 2,009 2,126 0 31 0 31 0 2,157 0 0 0 25 09/25/2022 1
31359U-VL-6 FNW 1998-W6 B1 03/01/2020 Paydown 28,038 28,071 23,475 23,475 0 4,563 0 4,563 0 28,038 0 0 0 472 10/25/2028 5FE
31359U-ZQ-1 FNW 1998-W8 A5 03/01/2020 Paydown 95 95 95 95 0 0 0 0 0 95 0 0 0 1 09/25/2028 1
31359V-HB-2 FNW 1999-W1 M 03/01/2020 Paydown 22,889 22,889 22,735 22,767 0 122 0 122 0 22,889 0 0 0 325 02/25/2029 1FM
31359V-HC-0 FNW 1999-W1 B1 03/01/2020 Paydown 12,427 12,427 11,913 12,209 0 218 0 218 0 12,427 0 0 0 177 02/25/2029 1FM
31359V-HD-8 FNW 1999-W1 B2 03/01/2020 Paydown 2,552 2,102 733 0 0 2,552 0 2,552 0 2,552 0 0 0 61 02/25/2029 1FM
31359V-ML-4 FNW 1999-W3 M 03/01/2020 Paydown 70,877 70,877 71,187 70,877 0 0 0 0 0 70,877 0 0 0 979 03/25/2029 3FE
31359V-MM-2 FNW 1999-W3 B1 03/01/2020 Paydown 32,756 32,756 21,182 20,553 0 12,202 0 12,202 0 32,756 0 0 0 453 03/25/2029 6FE
3136A9-GZ-5 FANNIE MAE REMICS 2012-111 MN 03/01/2020 Paydown 81,838 81,838 82,170 82,170 0 (332) 0 (332) 0 81,838 0 0 0 179 10/25/2042 1
3136AD-YK-9 FANNIE MAE REMICS 2013-27 UL 03/01/2020 Paydown 237,582 237,582 236,617 236,904 0 678 0 678 0 237,582 0 0 0 1,189 03/25/2042 1
E05.1
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22
CUSIP
Ident-
ification
Description
For-
eign
Disposal
Date
Name
of Purchaser
Number of
Shares of
Stock
Consid-
eration
Par Value
Actual
Cost
Prior Year
Book/
Adjusted
Carrying
Value
11
Unrealized
Valuation
Increase/
(Decrease)
12
Current
Year's
(Amor-
tization)/
Accretion
13
Current
Year's
Other Than
Temporary
Impairment
Recog-
nized
14
Total
Change in
Book/
Adjusted
Carrying
Value
(11 + 12 -
13)
15
Total
Foreign
Exchange
Change in
Book
/Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value at
Disposal
Date
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total Gain
(Loss) on
Disposal
Bond
Interest/
Stock
Dividends
Received
During
Year
Stated
Con-
tractual
Maturity
Date
NAIC
Desig-
nation
and
Admini-
strative
Symbol
3136AF-F4-1 FANNIE MAE REMICS 2013-81 DT 03/01/2020 Paydown 70,713 70,713 71,995 71,949 0 (1,236) 0 (1,236) 0 70,713 0 0 0 348 08/25/2043 1
31371L-CD-9 FANNIE MAE POOL 254868 03/01/2020 Paydown 224,261 224,261 228,540 227,183 0 (2,922) 0 (2,922) 0 224,261 0 0 0 1,874 09/01/2033 1
3137A3-R8-4 FREDDIE MAC REMICS 3762 WP 03/01/2020 Paydown 760,654 760,654 732,994 752,164 0 8,490 0 8,490 0 760,654 0 0 0 5,268 12/15/2039 1
3137GA-WY-9 FREDDIE MAC REMICS 3738 BP 03/01/2020 Paydown 1,162,622 1,162,622 1,165,103 1,162,853 0 (231) 0 (231) 0 1,162,622 0 0 0 6,960 12/15/2038 1
31384W-7G-9 FANNIE MAE POOL 536495 03/01/2020 Paydown 88 88 90 90 0 (1) 0 (1) 0 88 0 0 0 1 04/01/2030 1
3138AB-MF-3 FANNIE MAE POOL AH9357 03/01/2020 Paydown 122,599 122,599 128,174 127,894 0 (5,295) 0 (5,295) 0 122,599 0 0 0 709 04/01/2041 1
3138WG-R9-7 FANNIE MAE AS6811 03/01/2020 Paydown 53,992 53,992 55,848 0 0 (1,856) 0 (1,856) 0 53,992 0 0 0 135 03/01/2046 1Z
31392C-T6-1 FANNIE MAE WHOLE LOAN 2002-W3 A4 03/01/2020 Paydown 10,446 10,446 10,457 10,450 0 (4) 0 (4) 0 10,446 0 0 0 120 11/25/2041 1
31392D-7E-6 FANNIE MAE GRANTOR TRUST 2002-T12 A1 03/01/2020 Paydown 3,250 3,250 3,393 3,393 0 (143) 0 (143) 0 3,250 0 0 0 35 05/25/2042 1
31393E-LQ-0 FANNIE MAE WHOLE LOAN 2003-W12 2A6 03/01/2020 Paydown 273,173 273,173 265,298 273,173 0 0 0 0 0 273,173 0 0 0 2,133 06/25/2043 1
31394E-HY-7 FANNIE MAE REMICS 2005-55 LY 03/01/2020 Paydown 211,989 211,989 206,458 210,071 0 1,919 0 1,919 0 211,989 0 0 0 1,922 07/25/2025 1
31394F-CP-8 FANNIE MAE REMICS 2005-81 ZA 03/01/2020 Paydown 142,572 142,572 141,547 141,579 0 993 0 993 0 142,572 0 0 0 1,227 09/25/2035 1
31395T-5P-5 FREDDIE MAC REMICS 2956 LW 03/01/2020 Paydown 432 432 435 432 0 0 0 0 0 432 0 0 0 3 04/15/2020 1
31395U-VG-3 FREDDIE MAC REMICS 2987 KH 03/01/2020 Paydown 89,461 89,461 89,461 89,461 0 0 0 0 0 89,461 0 0 0 768 12/15/2034 1
31395X-WR-2 FREDDIE MAC REMICS 3019 ZP 03/01/2020 Paydown 200,489 200,489 190,892 197,271 0 3,217 0 3,217 0 200,489 0 0 0 1,483 03/15/2035 1
31396A-RF-3 FREDDIE MAC REMICS 3037 NE 03/01/2020 Paydown 139,197 139,197 136,630 138,270 0 927 0 927 0 139,197 0 0 0 962 09/15/2035 1
31396P-PR-6 FANNIE MAE REMICS 2007-5 PD 03/01/2020 Paydown 292,101 292,101 294,931 292,101 0 0 0 0 0 292,101 0 0 0 2,741 02/25/2037 1
31397Q-GZ-5 FANNIE MAE REMICS 2011-2 PD 03/01/2020 Paydown 131,807 131,807 134,757 131,876 0 (69) 0 (69) 0 131,807 0 0 0 769 12/25/2039 1
31398M-4A-1 FANNIE MAE REMICS 2010-32 LB 03/01/2020 Paydown 715,952 715,952 672,548 706,614 0 9,339 0 9,339 0 715,952 0 0 0 4,880 04/25/2025 1
31398N-QW-7 FANNIE MAE REMICS 2010-116 BD 03/01/2020 Paydown 228,284 228,284 232,992 230,667 0 (2,383) 0 (2,383) 0 228,284 0 0 0 2,073 10/25/2040 1
31398R-6G-5 FANNIE MAE REMICS 2010-72 DB 03/01/2020 Paydown 337,473 337,473 335,364 335,611 0 1,862 0 1,862 0 337,473 0 0 0 1,543 07/25/2040 1
31400J-GG-8 FANNIE MAE POOL 688799 03/01/2020 Paydown 54,418 54,418 55,386 55,110 0 (692) 0 (692) 0 54,418 0 0 0 293 03/01/2033 1
31400Q-TN-3 FANNIE MAE POOL 694557 03/01/2020 Paydown 4,551 4,551 4,638 4,625 0 (75) 0 (75) 0 4,551 0 0 0 26 04/01/2033 1
31400R-KT-7 FANNIE MAE POOL 695206 03/01/2020 Paydown 3,270 3,270 3,350 3,350 0 (79) 0 (79) 0 3,270 0 0 0 32 03/01/2033 1
31402C-4H-2 FANNIE MAE POOL 725424 03/01/2020 Paydown 125,413 125,413 135,349 134,762 0 (9,348) 0 (9,348) 0 125,413 0 0 0 1,106 04/01/2034 1
31402G-R4-7 FANNIE MAE POOL 728707 03/01/2020 Paydown 103,086 103,086 105,385 104,570 0 (1,484) 0 (1,484) 0 103,086 0 0 0 854 07/01/2033 1
31402G-UP-6 FANNIE MAE POOL 728790 03/01/2020 Paydown 15,461 15,461 15,729 15,690 0 (229) 0 (229) 0 15,461 0 0 0 142 08/01/2033 1
31402J-YP-6 FANNIE MAE POOL 730718 03/01/2020 Paydown 152,368 152,368 155,767 154,857 0 (2,489) 0 (2,489) 0 152,368 0 0 0 945 08/01/2033 1
31402M-XU-9 FANNIE MAE POOL 733391 03/01/2020 Paydown 25,596 25,596 26,173 26,019 0 (423) 0 (423) 0 25,596 0 0 0 213 08/01/2033 1
31402N-F9-4 FANNIE MAE POOL 733792 03/01/2020 Paydown 94,053 94,053 96,172 95,429 0 (1,376) 0 (1,376) 0 94,053 0 0 0 1,010 09/01/2033 1
31402R-F8-7 FANNIE MAE POOL 735591 03/01/2020 Paydown 54,531 54,531 54,531 54,531 0 0 0 0 0 54,531 0 0 0 442 06/01/2035 1
31402R-ZU-6 FANNIE MAE POOL 736155 03/01/2020 Paydown 115,585 115,585 118,163 117,125 0 (1,540) 0 (1,540) 0 115,585 0 0 0 1,271 08/01/2033 1
31402T-T4-7 FANNIE MAE POOL 737771 03/01/2020 Paydown 127,355 127,355 130,196 128,906 0 (1,551) 0 (1,551) 0 127,355 0 0 0 1,402 08/01/2033 1
31402T-WB-7 FANNIE MAE POOL 737842 03/01/2020 Paydown 14,629 14,629 14,858 14,802 0 (172) 0 (172) 0 14,629 0 0 0 123 09/01/2033 1
31402U-MC-3 FANNIE MAE POOL 738455 03/01/2020 Paydown 516 516 524 520 0 (4) 0 (4) 0 516 0 0 0 4 09/01/2033 1
31402V-FT-2 FANNIE MAE POOL 739178 03/01/2020 Paydown 148 148 153 153 0 (5) 0 (5) 0 148 0 0 0 2 09/01/2033 1
31402W-LC-0 FANNIE MAE POOL 740223 03/01/2020 Paydown 43 43 44 44 0 0 0 0 0 43 0 0 0 0 09/01/2033 1
31402Y-DF-8 FANNIE MAE POOL 741802 03/01/2020 Paydown 158,877 158,877 161,343 160,206 0 (1,329) 0 (1,329) 0 158,877 0 0 0 1,811 09/01/2033 1
31403D-BD-0 FANNIE MAE POOL 745336 03/01/2020 Paydown 39,895 39,895 42,413 42,244 0 (2,349) 0 (2,349) 0 39,895 0 0 0 322 03/01/2036 1
31405A-TF-0 FANNIE MAE POOL 783650 03/01/2020 Paydown 887 887 865 870 0 18 0 18 0 887 0 0 0 7 06/01/2034 1
31405M-HY-6 FANNIE MAE POOL 793247 03/01/2020 Paydown 13,726 13,726 13,475 13,543 0 183 0 183 0 13,726 0 0 0 162 11/01/2034 1
31407N-QM-8 FANNIE MAE POOL 835760 03/01/2020 Paydown 3,825 3,825 3,549 3,568 0 257 0 257 0 3,825 0 0 0 29 09/01/2035 1
3140HJ-HS-3 FANNIE MAE BK4740 03/01/2020 Paydown 165,849 165,849 174,657 0 0 (8,809) 0 (8,809) 0 165,849 0 0 0 553 08/01/2048 1Z
3140JM-2M-3 FN BN5279 03/01/2020 Paydown 41,489 41,489 43,317 0 0 (1,828) 0 (1,828) 0 41,489 0 0 0 210 02/01/2049 1Z
3140K0-SF-6 FANNIE MAE BO5017 03/10/2020 Various 9,376,290 9,000,129 9,347,477 0 0 (6,768) 0 (6,768) 0 9,340,709 0 35,581 35,581 32,181 12/01/2049 1Z
3140K5-AN-7 FANNIE MAE BO9012 03/10/2020 Various 10,010,736 9,685,000 9,922,585 0 0 (4,343) 0 (4,343) 0 9,918,242 0 92,494 92,494 29,929 02/01/2050 1Z
3140QA-2K-5 FN CA3477 03/01/2020 Paydown 139,445 139,445 144,369 0 0 (4,924) 0 (4,924) 0 139,445 0 0 0 760 05/01/2049 1Z
3140X4-EZ-5 FANNIE MAE FM1051 03/01/2020 Paydown 176,733 176,733 188,828 0 0 (12,095) 0 (12,095) 0 176,733 0 0 0 663 05/01/2049 1Z
3140X4-RK-4 FANNIE MAE FM1389 03/09/2020 Various 4,892,165 4,577,572 4,832,557 0 0 (21,941) 0 (21,941) 0 4,810,616 0 81,549 81,549 21,872 06/01/2049 1Z
3140X5-KH-5 FANNIE MAE FM2095 03/01/2020 Paydown 31,784 31,784 32,467 0 0 (683) 0 (683) 0 31,784 0 0 0 79 01/01/2050 1Z
3140X5-LL-5 FANNIE MAE FM2130 03/01/2020 Paydown 6,547 6,547 6,760 0 0 (214) 0 (214) 0 6,547 0 0 0 16 01/01/2035 1Z
31410F-2G-9 FANNIE MAE POOL 888275 03/01/2020 Paydown 173,330 173,330 173,493 173,438 0 (108) 0 (108) 0 173,330 0 0 0 1,402 01/01/2035 1
31410K-4Q-4 FANNIE MAE POOL 890131 03/01/2020 Paydown 98,327 98,327 106,938 106,484 0 (8,157) 0 (8,157) 0 98,327 0 0 0 1,169 12/01/2038 1
31410K-7F-5 FANNIE MAE POOL 890194 03/01/2020 Paydown 186,853 186,853 195,130 193,566 0 (6,713) 0 (6,713) 0 186,853 0 0 0 1,400 01/01/2025 1
31410K-J3-9 FANNIE MAE POOL 889582 03/01/2020 Paydown 77,758 77,758 77,758 77,758 0 0 0 0 0 77,758 0 0 0 677 12/01/2036 1
31410K-LY-8 FANNIE MAE POOL 889643 03/01/2020 Paydown 1,371 1,371 1,472 1,466 0 (94) 0 (94) 0 1,371 0 0 0 17 03/01/2038 1
31411W-VB-0 FANNIE MAE POOL 916910 03/01/2020 Paydown 1,660 1,660 1,607 1,613 0 47 0 47 0 1,660 0 0 0 15 05/01/2037 1
31411Y-RN-5 FANNIE MAE POOL 918593 03/01/2020 Paydown 218 218 236 232 0 (14) 0 (14) 0 218 0 0 0 2 06/01/2037 1
E05.2
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22
CUSIP
Ident-
ification
Description
For-
eign
Disposal
Date
Name
of Purchaser
Number of
Shares of
Stock
Consid-
eration
Par Value
Actual
Cost
Prior Year
Book/
Adjusted
Carrying
Value
11
Unrealized
Valuation
Increase/
(Decrease)
12
Current
Year's
(Amor-
tization)/
Accretion
13
Current
Year's
Other Than
Temporary
Impairment
Recog-
nized
14
Total
Change in
Book/
Adjusted
Carrying
Value
(11 + 12 -
13)
15
Total
Foreign
Exchange
Change in
Book
/Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value at
Disposal
Date
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total Gain
(Loss) on
Disposal
Bond
Interest/
Stock
Dividends
Received
During
Year
Stated
Con-
tractual
Maturity
Date
NAIC
Desig-
nation
and
Admini-
strative
Symbol
31412L-CL-2 FANNIE MAE POOL 928075 03/01/2020 Paydown 12,604 12,604 13,525 13,427 0 (823) 0 (823) 0 12,604 0 0 0 116 02/01/2037 1
31412L-NS-5 FANNIE MAE POOL 928401 03/01/2020 Paydown 1,158 1,158 1,253 1,235 0 (78) 0 (78) 0 1,158 0 0 0 12 05/01/2037 1
31412Q-7L-7 FANNIE MAE POOL 932499 03/01/2020 Paydown 102,218 102,218 105,404 105,180 0 (2,961) 0 (2,961) 0 102,218 0 0 0 763 02/01/2040 1
31412T-7F-4 FANNIE MAE POOL 934794 03/01/2020 Paydown 2,120 2,120 2,250 2,250 0 (131) 0 (131) 0 2,120 0 0 0 18 02/01/2024 1
31412W-2Z-8 FANNIE MAE POOL 937392 03/01/2020 Paydown 5,242 5,242 5,281 5,281 0 (39) 0 (39) 0 5,242 0 0 0 36 06/01/2037 1
31412Y-TT-9 FANNIE MAE POOL 938962 03/01/2020 Paydown 1,171 1,171 1,166 1,166 0 5 0 5 0 1,171 0 0 0 8 08/01/2037 1
31413J-4V-3 FANNIE MAE POOL 947336 03/01/2020 Paydown 2,364 2,364 2,560 2,553 0 (189) 0 (189) 0 2,364 0 0 0 24 10/01/2037 1
31413U-Y9-4 FANNIE MAE POOL 956236 03/01/2020 Paydown 65,625 65,625 71,054 70,100 0 (4,476) 0 (4,476) 0 65,625 0 0 0 976 11/01/2037 1
31414S-XM-0 FANNIE MAE POOL 975084 03/01/2020 Paydown 10,668 10,668 11,326 11,132 0 (464) 0 (464) 0 10,668 0 0 0 90 05/01/2023 1
31415M-M5-1 FANNIE MAE POOL 984280 03/01/2020 Paydown 57,717 57,717 58,222 58,143 0 (426) 0 (426) 0 57,717 0 0 0 504 06/01/2038 1
31415R-L9-3 FANNIE MAE POOL 986952 03/01/2020 Paydown 1,884 1,884 2,021 2,021 0 (138) 0 (138) 0 1,884 0 0 0 19 07/01/2038 1
31416A-F4-7 FANNIE MAE POOL 993987 03/01/2020 Paydown 16,406 16,406 17,418 17,179 0 (772) 0 (772) 0 16,406 0 0 0 173 07/01/2024 1
31416B-MS-4 FANNIE MAE POOL 995069 03/01/2020 Paydown 4,144 4,144 4,447 4,428 0 (284) 0 (284) 0 4,144 0 0 0 49 10/01/2038 1
31416C-LT-1 FANNIE MAE POOL 995938 03/01/2020 Paydown 2,160 2,160 2,338 2,328 0 (168) 0 (168) 0 2,160 0 0 0 23 01/01/2039 1
31416H-FG-5 FANNIE MAE POOL AA0166 03/01/2020 Paydown 1,710 1,710 1,835 1,807 0 (96) 0 (96) 0 1,710 0 0 0 17 12/01/2038 1
31416N-C7-5 FANNIE MAE POOL AA4593 03/01/2020 Paydown 75,444 75,444 75,844 75,772 0 (328) 0 (328) 0 75,444 0 0 0 350 04/01/2039 1
31416R-NM-1 FANNIE MAE POOL AA7595 03/01/2020 Paydown 5,261 5,261 5,526 5,511 0 (250) 0 (250) 0 5,261 0 0 0 39 07/01/2039 1
31416R-UG-6 FANNIE MAE POOL AA7782 03/01/2020 Paydown 196,649 196,649 198,231 198,121 0 (1,473) 0 (1,473) 0 196,649 0 0 0 1,210 06/01/2039 1
31416S-LU-3 FANNIE MAE POOL AA8438 03/01/2020 Paydown 32,678 32,678 33,137 33,107 0 (429) 0 (429) 0 32,678 0 0 0 292 06/01/2039 1
31416S-YP-0 FANNIE MAE POOL AA8817 03/01/2020 Paydown 17,196 17,196 18,256 17,924 0 (729) 0 (729) 0 17,196 0 0 0 141 06/01/2024 1
31417D-TE-3 FANNIE MAE POOL AB6848 03/01/2020 Paydown 137,208 137,208 141,753 140,956 0 (3,748) 0 (3,748) 0 137,208 0 0 0 638 11/01/2042 1
31417Q-NN-0 FANNIE MAE POOL AC4896 03/01/2020 Paydown 3,268 3,268 3,469 3,425 0 (158) 0 (158) 0 3,268 0 0 0 27 10/01/2024 1
31417Y-JN-8 FANNIE MAE POOL MA0268 03/01/2020 Paydown 16,218 16,218 16,890 16,800 0 (582) 0 (582) 0 16,218 0 0 0 137 12/01/2029 1
31417Y-M9-5 FANNIE MAE POOL MA0383 03/01/2020 Paydown 26,102 26,102 26,708 26,633 0 (531) 0 (531) 0 26,102 0 0 0 188 04/01/2030 1
31418A-VA-3 FANNIE MAE POOL MA1508 03/01/2020 Paydown 166,376 166,376 165,622 165,714 0 662 0 662 0 166,376 0 0 0 925 07/01/2043 1
31418D-FQ-0 FANNIE MAE POOL MA3774 03/01/2020 Paydown 1,836,767 1,836,767 1,872,103 1,870,571 0 (33,804) 0 (33,804) 0 1,836,767 0 0 0 10,976 09/01/2049 1
31418D-GV-8 FANNIE MAE POOL MA3811 03/01/2020 Paydown 800,784 800,784 809,042 808,527 0 (7,743) 0 (7,743) 0 800,784 0 0 0 5,436 10/01/2049 1
31418M-P2-2 FANNIE MAE POOL AD0440 03/01/2020 Paydown 2,221 2,221 2,384 2,374 0 (153) 0 (153) 0 2,221 0 0 0 25 10/01/2039 1
31418N-ES-5 FANNIE MAE POOL AD1044 03/01/2020 Paydown 498,318 498,318 498,669 498,318 0 0 0 0 0 498,318 0 0 0 2,991 02/01/2040 1
31418P-P3-3 FANNIE MAE POOL AD2241 03/01/2020 Paydown 9,967 9,967 10,386 10,283 0 (315) 0 (315) 0 9,967 0 0 0 64 03/01/2025 1
31418Q-N4-1 FANNIE MAE POOL AD3110 03/01/2020 Paydown 637,461 637,461 675,708 675,500 0 (38,039) 0 (38,039) 0 637,461 0 0 0 4,074 04/01/2040 1
31418V-7H-9 FANNIE MAE POOL AD8095 03/01/2020 Paydown 19,392 19,392 20,108 19,853 0 (462) 0 (462) 0 19,392 0 0 0 152 04/01/2041 1
31419A-4N-4 FANNIE MAE POOL AE0828 03/01/2020 Paydown 41,873 41,873 43,286 43,174 0 (1,301) 0 (1,301) 0 41,873 0 0 0 237 02/01/2041 1
31419F-FW-1 FANNIE MAE POOL AE4680 03/01/2020 Paydown 21,731 21,731 22,546 22,385 0 (654) 0 (654) 0 21,731 0 0 0 154 11/01/2040 1
649081-AA-4 NEW VALLEY GENERATION 01/15/2020 Redemption 100.0000 273,584 273,584 279,319 277,078 0 (3,494) 0 (3,494) 0 273,584 0 0 0 6,411 01/15/2022 1FE
000000-00-0 FNCI 2.5 2/20 01/22/2020 CITICORP 10,982,234 10,850,000 10,979,691 0 0 0 0 0 0 10,979,691 0 2,543 2,543 12,809 08/01/2034 1
000000-00-0 FNCI 3 2/20 01/28/2020 BARCLAYS 8,218,966 8,000,000 8,210,625 0 0 0 0 0 0 8,210,625 0 8,341 8,341 11,333 12/01/2033 1
000000-00-0 FNCI 3 2/20 01/30/2020 Various 14,278,650 14,013,000 14,260,418 0 0 0 0 0 0 14,260,418 0 18,232 18,232 12,845 07/01/2049 1
000000-00-0 FNCI 3 2/20 02/04/2020 BOA ML 14,914,402 14,607,000 14,864,906 0 0 0 0 0 0 14,864,906 0 49,496 49,496 13,390 07/01/2049 1Z
000000-00-0 FNCL 3.5 2/20 01/28/2020 BOA ML 12,842,202 12,450,000 12,824,472 0 0 0 0 0 0 12,824,472 0 17,729 17,729 13,315 08/01/2048 1
000000-00-0 FNCL 3.5 2/20 02/10/2020 BOA ML 27,590,305 26,740,000 27,544,288 0 0 0 0 0 0 27,544,288 0 46,017 46,017 28,597 08/01/2048 1Z
000000-00-0 FNCL 4 2/20 01/30/2020 CSFB 12,462,516 11,950,000 12,454,141 0 0 0 0 0 0 12,454,141 0 8,375 8,375 14,606 09/01/2048 1
000000-00-0 FNCL 4 2/20 02/07/2020 CSFB 20,557,540 19,670,000 20,499,828 0 0 0 0 0 0 20,499,828 0 57,712 57,712 24,041 09/01/2048 1Z
000000-00-0 FNCL 4.5 2/20 01/27/2020 CSFB 4,444,125 4,200,000 4,433,953 0 0 0 0 0 0 4,433,953 0 10,172 10,172 5,775 09/01/2048 1
000000-00-0 FNCL 4.5 2/20 02/10/2020 CSFB 8,730,665 8,270,000 8,730,665 0 0 0 0 0 0 8,730,665 0 0 0 11,371 09/01/2048 1Z
3199999. Subtotal - Bonds - U.S. Special Revenues
198,019,288 192,049,783 197,870,845 21,673,476 0 (404,098) 0 (404,098) 0 197,488,827 0 530,460 530,460 442,188
XXX XXX
000780-PR-1 AMAC 2003-13 A7 03/01/2020 Paydown 3,517 3,517 3,498 3,502 0 15 0 15 0 3,517 0 0 0 32 01/25/2034 1FM
00165C-AB-0 AMC ENTERTAINMENT HOLDINGS 02/28/2020 GOLDMAN SACHS 813,750 1,000,000 966,250 966,716 0 640 0 640 0 967,356 0 (153,606) (153,606) 17,625 11/15/2026 5FE
00182@-AA-6 AMAZON 03/31/2020 Redemption 100.0000 226,976 226,976 226,976 226,976 0 0 0 0 0 226,976 0 0 0 1,324 10/31/2038 1
00184*-AA-6 AMAZON RANDALL OH 03/31/2020 Redemption 100.0000 232,955 232,955 232,955 232,955 0 0 0 0 0 232,955 0 0 0 1,403 03/31/2039 1
00184@-AA-4 AMAZON 03/31/2020 Redemption 100.0000 52,777 52,777 52,777 52,777 0 0 0 0 0 52,777 0 0 0 361 06/30/2039 1
00191#-AA-3 AMAZON 03/31/2020 Redemption 100.0000 58,198 58,198 58,198 58,198 0 0 0 0 0 58,198 0 0 0 398 08/31/2039 1
00225#-AA-3 AMAZON 03/31/2020 Redemption 100.0000 54,430 54,430 54,430 54,430 0 0 0 0 0 54,430 0 0 0 372 09/30/2039 1
00436M-AA-3 AALLC 2018-1 A 03/02/2020 Paydown 778,578 778,578 778,382 778,403 0 175 0 175 0 778,578 0 0 0 5,046 12/02/2033 1FE
00436M-AB-1 AALLC 2018-1 B 03/02/2020 Paydown 245,872 245,872 245,820 245,826 0 46 0 46 0 245,872 0 0 0 1,857 12/02/2033 2FE
00436M-AC-9 AALLC 2018-1 C 03/02/2020 Paydown 245,873 245,873 245,824 245,831 0 42 0 42 0 245,873 0 0 0 2,738 12/02/2033 3FE
007034-AF-8 ARMT 2006-2 2A2 03/01/2020 Paydown 27,567 27,788 25,718 10,833 0 16,734 0 16,734 0 27,567 0 0 0 196 05/25/2036 1FM
E05.3
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22
CUSIP
Ident-
ification
Description
For-
eign
Disposal
Date
Name
of Purchaser
Number of
Shares of
Stock
Consid-
eration
Par Value
Actual
Cost
Prior Year
Book/
Adjusted
Carrying
Value
11
Unrealized
Valuation
Increase/
(Decrease)
12
Current
Year's
(Amor-
tization)/
Accretion
13
Current
Year's
Other Than
Temporary
Impairment
Recog-
nized
14
Total
Change in
Book/
Adjusted
Carrying
Value
(11 + 12 -
13)
15
Total
Foreign
Exchange
Change in
Book
/Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value at
Disposal
Date
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total Gain
(Loss) on
Disposal
Bond
Interest/
Stock
Dividends
Received
During
Year
Stated
Con-
tractual
Maturity
Date
NAIC
Desig-
nation
and
Admini-
strative
Symbol
00724F-AB-7 ADOBE SYSTEMS 02/01/2020 Maturity 42,000,000 42,000,000 41,680,710 41,993,275 0 6,725 0 6,725 0 42,000,000 0 0 0 997,500 02/01/2020 1FE
008686-AA-5 AHOLD LEASE 2001-A-1 PASS THROUGH TRUST 01/02/2020 Maturity 40,457 40,457 42,073 40,457 0 (1) 0 (1) 0 40,457 0 0 0 1,582 01/02/2020 2FE
009098-A*-5 AMAZON 03/10/2020 Redemption 100.0000 405,211 405,211 405,211 405,211 0 0 0 0 0 405,211 0 0 0 3,033 11/10/2039 1
01126#-AA-1 ALAMO 03/31/2020 Redemption 100.0000 232,883 232,883 232,883 232,883 0 0 0 0 0 232,883 0 0 0 4,856 03/31/2042 2
013092-AE-1 ALBERTSONS COS 03/02/2020 RBC 346,115 341,000 341,000 0 0 0 0 0 0 341,000 0 5,115 5,115 1,339 02/15/2030 4FE
02147Y-AJ-4 CWALT 2006-27CB A9 03/01/2020 Paydown 86,689 76,905 60,754 38,947 0 47,742 0 47,742 0 86,689 0 0 0 1,219 11/25/2036 1FM
02147Y-AK-1 CWALT 2006-27CB A10 03/01/2020 Paydown 206,051 182,876 144,534 92,708 0 113,343 0 113,343 0 206,051 0 0 0 2,897 11/25/2036 1FM
02150J-AC-6 CWALT 2007-9T1 1A3 03/01/2020 Paydown 259,813 338,686 246,809 133,902 0 125,911 0 125,911 0 259,813 0 0 0 2,478 05/25/2037 1FM
02377B-AB-2 AM AIRLN 15-2 AA 03/22/2020 Redemption 100.0000 185,949 185,949 179,653 180,346 0 5,604 0 5,604 0 185,949 0 0 0 3,347 09/22/2027 1FE
024836-AC-2 AMERICAN CAMPUS COMMUNITIES 01/31/2020 DIRECT 7,000,000 7,000,000 6,986,770 6,997,642 0 259 0 259 0 6,997,902 0 2,098 2,098 146,506 10/01/2020 2FE
024836-AD-0 AMERICAN CAMPUS COMMUNITIES 01/08/2020 WELLS FARGO 7,409,430 7,000,000 6,629,350 6,675,743 0 836 0 836 0 6,676,579 0 732,851 732,851 38,767 11/15/2027 2FE
029912-BE-1 AMERICAN TOWER 01/15/2020 Various 9,640,000 9,640,000 9,659,299 9,651,221 0 (329) 0 (329) 0 9,650,891 0 (10,891) (10,891) 763,659 11/01/2021 2FE
03040W-AR-6 AMERICAN WATER CAPITAL 02/12/2020 CITICORP 8,843,040 8,000,000 6,939,520 6,959,518 0 2,487 0 2,487 0 6,962,005 0 1,881,035 1,881,035 135,833 09/01/2047 2FE
03072S-QQ-1 AMSI 2004-FR1 A7 03/01/2020 Paydown 1,849 1,849 1,849 1,849 0 0 0 0 0 1,849 0 0 0 12 05/25/2034 1FM
03076C-AE-6 AMERIPRISE FINANCIAL 03/15/2020 Maturity 10,591,000 10,591,000 10,565,688 10,588,541 0 2,459 0 2,459 0 10,591,000 0 0 0 280,662 03/15/2020 1FE
031162-BB-5 AMGEN 03/15/2020 Maturity 28,000,000 28,000,000 28,154,356 28,000,571 0 (571) 0 (571) 0 28,000,000 0 0 0 630,000 03/15/2020 2FE
031162-BD-1 AMGEN 03/23/2020 Various 27,700,000 27,700,000 25,908,641 27,533,780 0 50,593 0 50,593 0 27,584,373 0 115,627 115,627 704,619 10/01/2020 2FE
03674P-AL-7 ANTERO RESOURCES 03/18/2020 BARCLAYS 2,420,000 3,500,000 3,262,500 3,278,883 0 23,627 0 23,627 0 3,302,510 0 (882,510) (882,510) 70,995 11/01/2021 3FE
03674X-AC-0 ANTERO RESOURCES 03/05/2020 BARCLAYS 493,125 750,000 646,875 648,404 0 5,631 0 5,631 0 654,035 0 (160,910) (160,910) 10,464 12/01/2022 3FE
03690A-AD-8 ANTERO MIDSTREAM 03/05/2020 JP MORGAN 2,033,532 2,750,000 2,780,937 2,777,317 0 (504) 0 (504) 0 2,776,813 0 (743,281) (743,281) 76,052 03/01/2027 4FE
037411-AW-5 APACHE 03/25/2020 JP MORGAN 5,307,500 11,000,000 10,344,694 10,362,719 0 4,359 0 4,359 0 10,367,078 0 (5,059,578) (5,059,578) 321,017 09/01/2040 2FE
037411-BE-4 APACHE 03/24/2020 Various 20,236,250 34,500,000 33,444,280 33,539,689 0 21,517 0 21,517 0 33,561,206 0 (13,324,956) (13,324,956) 665,304 10/15/2028 2FE
037411-BF-1 APACHE 03/18/2020 MSDW 8,775,000 15,000,000 14,972,850 14,974,155 0 (8) 0 (8) 0 14,974,146 0 (6,199,146) (6,199,146) 479,896 01/15/2030 2FE
037833-DN-7 APPLE 03/16/2020 BOA ML 676,038 667,000 664,119 0 0 70 0 70 0 664,188 0 11,849 11,849 7,103 09/11/2026 1FE
038522-AK-4 ARAMARK SERVICES 01/15/2020 Call 102.5630 1,548,701 1,510,000 1,508,113 1,508,554 0 48 0 48 0 1,508,602 0 1,398 1,398 77,395 01/15/2024 3FE
038522-AN-8 ARAMARK SERVICES 03/17/2020 Various 6,255,440 7,000,000 6,950,000 6,955,627 0 (103) 0 (103) 0 6,955,525 0 (700,085) (700,085) 96,913 06/01/2026 3FE
04249@-AD-3 ARMY & AIR FORCE EXCHANGE SERVICES 03/15/2020 Redemption 100.0000 187,004 187,004 187,004 187,004 0 0 0 0 0 187,004 0 0 0 1,545 10/15/2024 1
043436-AS-3 ASBURY AUTOMOTIVE 03/30/2020 Call 100.0000 494,000 494,000 497,243 0 0 (37) 0 (37) 0 497,206 0 (3,206) (3,206) 0 03/01/2028 4FE
04364U-AD-7 ACER 2016-2A B 02/10/2020 Paydown 1,888,063 1,888,063 1,887,775 1,888,034 0 29 0 29 0 1,888,063 0 0 0 5,336 09/12/2022 1FE
04364U-AE-5 ACER 2016-2A C 03/10/2020 Paydown 2,500,000 2,500,000 2,499,438 2,499,781 0 219 0 219 0 2,500,000 0 0 0 19,831 09/12/2022 1FE
04364V-AG-8 ASCENT RESOURCES 02/11/2020 Various 469,560 685,000 679,767 680,335 0 51 0 51 0 680,386 0 (210,826) (210,826) 13,566 11/01/2026 4FE
04542B-MS-8 ABFC 2005-AQ1 A4 03/01/2020 Paydown 248,467 248,467 248,403 248,403 0 63 0 63 0 248,467 0 0 0 2,141 01/25/2034 1FM
04542B-MV-1 ABFC 2005-AQ1 M1 03/01/2020 Paydown 0 24,380 9,554 9,554 0 0 0 0 0 9,554 0 (9,554) (9,554) 219 06/25/2035 1FM
05348E-AP-4 AVALONBAY COMMUNITIES 03/11/2020 DIRECT 750,000 750,000 751,341 750,571 0 (153) 0 (153) 0 750,418 0 (418) (418) 33,433 01/15/2021 1FE
05369D-AA-3 AVID 2019-1 A 03/15/2020 Paydown 1,897,144 1,897,144 1,897,094 1,897,094 0 49 0 49 0 1,897,144 0 0 0 8,574 02/15/2024 1FE
05526D-BF-1 BAT CAPITAL 01/23/2020 JP MORGAN 8,333,840 8,000,000 6,693,520 6,714,211 0 1,646 0 1,646 0 6,715,856 0 1,617,984 1,617,984 163,440 08/15/2047 2FE
05541N-AC-8 BCCFC 2016-1 B 01/20/2020 Paydown 731,995 731,995 731,924 731,992 0 3 0 3 0 731,995 0 0 0 1,665 04/20/2022 1FE
05565E-AY-1 BMW US CAPITAL 02/04/2020 SG AMERICAS 11,039,100 10,000,000 9,949,300 9,955,629 0 461 0 461 0 9,956,090 0 1,083,010 1,083,010 118,750 04/12/2028 1FE
05584A-AA-8 HGVGI 2017-1A A 03/25/2020 Paydown 243,554 243,554 243,492 243,505 0 49 0 49 0 243,554 0 0 0 1,173 05/25/2029 1FE
05584A-AB-6 HGVGI 2017-1A B 03/25/2020 Paydown 89,390 89,390 89,378 89,380 0 10 0 10 0 89,390 0 0 0 475 05/25/2029 2FE
05588U-AA-0 HGVGI 2019-A A 03/25/2020 Paydown 578,348 578,348 578,201 578,201 0 147 0 147 0 578,348 0 0 0 3,024 09/26/2033 1FE
05588U-AB-8 HGVGI 2019-A B 03/25/2020 Paydown 137,239 137,239 137,234 137,234 0 5 0 5 0 137,239 0 0 0 827 09/26/2033 2FE
05590#-AA-9 BP NORTH AMERICA 03/15/2020 Redemption 100.0000 93,519 93,519 93,519 93,519 0 0 0 0 0 93,519 0 0 0 552 11/15/2032 1
056054-AE-9 BX 2019-XL B 02/15/2020 Paydown 445,995 445,995 445,995 445,995 0 0 0 0 0 445,995 0 0 0 2,142 10/15/2036 1FM
05606U-AA-8 BXGNT 2012-A A 03/02/2020 Paydown 64,331 64,331 64,331 64,331 0 0 0 0 0 64,331 0 0 0 286 12/02/2027 1FE
05606U-AB-6 BXGNT 2012-A B 03/02/2020 Paydown 140,882 140,882 140,843 140,868 0 15 0 15 0 140,882 0 0 0 940 12/02/2027 2FE
05606V-AA-6 BXGNT 2013-A A 03/02/2020 Paydown 171,701 171,701 171,665 171,665 0 36 0 36 0 171,701 0 0 0 888 12/04/2028 1FE
05607B-AB-7 BXGNT 2017-A B 03/02/2020 Paydown 895,894 895,894 892,858 893,208 0 2,686 0 2,686 0 895,894 0 0 0 5,552 10/04/2032 2FE
05607U-AB-5 BXGNT 2018-A B 03/02/2020 Paydown 314,339 314,339 314,288 314,295 0 45 0 45 0 314,339 0 0 0 2,121 02/02/2034 1FE
05607U-AC-3 BXGNT 2018-A C 03/02/2020 Paydown 293,315 293,315 293,256 293,263 0 52 0 52 0 293,315 0 0 0 2,225 02/02/2034 2FE
058933-AQ-5 BAFC 2006-D 5A3 03/01/2020 Paydown 451,007 451,040 399,503 411,877 0 39,130 0 39,130 0 451,007 0 0 0 3,724 05/20/2036 1FM
05946X-NN-9 BAFC 2004-5 1A1 03/01/2020 Paydown 625,539 625,539 625,539 625,539 0 0 0 0 0 625,539 0 0 0 5,836 12/20/2034 1FM
05948K-N2-1 BOAA 2005-9 1CB4 03/01/2020 Paydown 91,518 100,748 88,891 78,474 0 13,044 0 13,044 0 91,518 0 0 0 959 10/25/2035 1FM
05948K-R4-3 BOAA 2005-10 1CB5 03/01/2020 Paydown 48,742 51,438 45,630 47,692 0 1,050 0 1,050 0 48,742 0 0 0 480 11/25/2035 1FM
05949A-3H-1 BOAMS 2005-3 1A30 03/01/2020 Paydown 6,346 6,346 6,354 6,346 0 0 0 0 0 6,346 0 0 0 71 04/25/2035 1FM
05949C-MV-5 BOAMS 2005-K 4A1 03/01/2020 Paydown 2,651 2,663 2,441 2,159 0 492 0 492 0 2,651 0 0 0 17 12/25/2035 1FM
05950A-AQ-9 BOAA 2006-4 3CB3 03/01/2020 Paydown 88,625 101,241 81,538 77,899 0 10,726 0 10,726 0 88,625 0 0 0 822 05/25/2046 1FM
05950L-AE-2 BOAMS 2006-3 1A5 03/01/2020 Paydown 301,052 318,134 276,493 260,418 0 40,633 0 40,633 0 301,052 0 0 0 4,358 10/25/2036 1FM
E05.4
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22
CUSIP
Ident-
ification
Description
For-
eign
Disposal
Date
Name
of Purchaser
Number of
Shares of
Stock
Consid-
eration
Par Value
Actual
Cost
Prior Year
Book/
Adjusted
Carrying
Value
11
Unrealized
Valuation
Increase/
(Decrease)
12
Current
Year's
(Amor-
tization)/
Accretion
13
Current
Year's
Other Than
Temporary
Impairment
Recog-
nized
14
Total
Change in
Book/
Adjusted
Carrying
Value
(11 + 12 -
13)
15
Total
Foreign
Exchange
Change in
Book
/Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value at
Disposal
Date
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total Gain
(Loss) on
Disposal
Bond
Interest/
Stock
Dividends
Received
During
Year
Stated
Con-
tractual
Maturity
Date
NAIC
Desig-
nation
and
Admini-
strative
Symbol
059522-BC-5 BAFC 2007-C 4A1 03/01/2020 Paydown 184,932 274,861 234,583 234,583 0 0 0 0 0 234,583 0 (49,651) (49,651) 2,124 05/20/2036 1FM
06051G-BU-2 BANK OF AMERICA 2004-2 3A1 03/01/2020 Paydown 1,286 1,286 1,286 1,286 0 0 0 0 0 1,286 0 0 0 12 09/20/2034 1FM
06051G-HL-6 BANK OF AMERICA 03/27/2020 BOA ML 3,350,620 3,250,000 3,418,845 0 0 (8,344) 0 (8,344) 0 3,410,501 0 (59,881) (59,881) 76,851 07/23/2024 1FE
06051G-JA-8 BANK OF AMERICA 03/31/2020 BOA ML 991,659 900,000 900,000 0 0 0 0 0 0 900,000 0 91,659 91,659 1,168 03/20/2051 1FE
071813-BW-8 BAXTER INTERNATIONAL 03/26/2020 JP MORGAN 172,394 166,000 165,387 0 0 68 0 68 0 165,456 0 6,939 6,939 73 04/01/2030 1FE
07384Y-NA-0 BSABS 2003-AC5 A5 03/01/2020 Paydown 4,928 4,928 4,873 4,928 0 0 0 0 0 4,928 0 0 0 50 10/25/2033 1FM
073914-WC-3 BSMSI 1997-6 3A 03/01/2020 Paydown 293 293 297 296 0 (3) 0 (3) 0 293 0 0 0 2 06/25/2030 1FM
08863*-AA-7 LOWES WHEELING WEST VIRGINIA 03/25/2020 Redemption 100.0000 105,678 105,678 106,693 106,051 0 (373) 0 (373) 0 105,678 0 0 0 1,057 09/25/2025 1
08866*-AA-4 SYSCO DANVILLE ILLINOIS 03/15/2020 Redemption 100.0000 277,003 277,003 277,003 277,003 0 0 0 0 0 277,003 0 0 0 2,855 04/15/2023 2
08881@-AA-3 ABBOTT LABORATORIES 03/15/2020 Redemption 100.0000 128,735 128,735 128,735 128,735 0 0 0 0 0 128,735 0 0 0 1,005 06/15/2032 2
097023-AZ-8 BOEING 02/15/2020 Maturity 10,474,000 10,474,000 11,182,900 10,484,438 0 (10,438) 0 (10,438) 0 10,474,000 0 0 0 255,304 02/15/2020 1FE
097023-CM-5 BOEING 01/29/2020 RBC 355,856 350,000 351,971 0 0 (31) 0 (31) 0 351,940 0 3,916 3,916 4,751 02/01/2027 1FE
103304-BR-1 BOYD GAMING 01/13/2020 BOA ML 1,569,375 1,500,000 1,500,000 1,500,000 0 0 0 0 0 1,500,000 0 69,375 69,375 8,313 12/01/2027 4FE
11042A-AA-2 BRITISH AIRWAYS 03/20/2020 Redemption 100.0000 167,204 167,204 170,897 170,080 0 (2,876) 0 (2,876) 0 167,204 0 0 0 1,933 06/20/2024 1FE
11043X-AA-1 BRITISH AIR 19-1 AA PTT 03/15/2020 Redemption 100.0000 1,005 1,005 1,005 1,005 0 0 0 0 0 1,005 0 0 0 8 12/15/2032 1FE
124857-AQ-6 VIACOMCBS 01/23/2020 Various 16,262,947 15,000,000 14,806,265 14,872,245 0 1,087 0 1,087 0 14,873,332 0 1,389,615 1,389,615 308,889 01/15/2026 2FE
1248MB-AL-9 CBASS 2007-CB2 A2E 03/01/2020 Paydown 111,916 111,916 80,200 68,636 0 43,280 0 43,280 0 111,916 0 0 0 490 02/25/2037 1FM
12498N-AC-7 CBASS 2006-CB2 AF3 03/01/2020 Paydown 39,168 39,168 26,584 24,825 0 14,343 0 14,343 0 39,168 0 0 0 270 12/25/2036 1FM
12532*-AA-0 BURLINGTON NORTHERN SANTA FE 01/15/2020 Redemption 100.0000 465,123 465,123 489,872 467,710 0 (2,587) 0 (2,587) 0 465,123 0 0 0 13,163 01/15/2023 1
12532@-AA-8 BURLINGTON NORTHERN SANTA FE 01/15/2020 Redemption 100.0000 465,123 465,123 489,872 467,710 0 (2,587) 0 (2,587) 0 465,123 0 0 0 13,163 01/15/2023 1
12533#-AA-5 BURLINGTON NORTHERN SANTA FE 01/15/2020 Redemption 100.0000 711,923 711,923 749,805 715,883 0 (3,959) 0 (3,959) 0 711,923 0 0 0 20,147 01/15/2023 1
12545C-AU-4 CWHL 2007-10 A19 03/01/2020 Paydown 248,336 273,318 193,422 193,432 0 0 0 0 0 193,432 0 54,904 54,904 3,221 07/25/2037 1FM
125523-AL-4 CIGNA 03/31/2020 DIRECT 9,000,000 9,000,000 9,221,637 9,180,077 0 (47,231) 0 (47,231) 0 9,132,846 0 (132,846) (132,846) 792,040 03/15/2021 2FE
125523-AN-0 CIGNA 03/19/2020 Call 102.0340 4,081,360 4,000,000 4,140,439 4,125,763 0 (14,326) 0 (14,326) 0 4,111,436 0 (111,436) (111,436) 296,471 02/15/2022 2FE
125523-BL-3 CIGNA 03/31/2020 DIRECT 5,000,000 5,000,000 5,066,816 5,055,370 0 (13,178) 0 (13,178) 0 5,042,192 0 (42,192) (42,192) 210,055 02/25/2021 2FE
125523-BN-9 CIGNA 03/31/2020 Various 17,209,000 17,209,000 18,083,332 17,996,816 0 (103,354) 0 (103,354) 0 17,893,462 0 (684,462) (684,462) 976,028 11/15/2021 2FE
12592K-AZ-7 COMM MORTGAGE TRUST 2014-UBS5 A2 03/01/2020 Paydown 837 837 832 832 0 5 0 5 0 837 0 0 0 4 09/10/2047 1FM
12592R-BF-5 COMM 2014-CR21 A3 01/01/2020 Paydown 36,652 36,652 38,152 37,484 0 (832) 0 (832) 0 36,652 0 0 0 108 12/10/2047 1FM
12622D-AC-8 COMM 2010-C1 A3 03/01/2020 Paydown 8,373,917 8,373,917 8,625,057 8,380,000 0 (6,084) 0 (6,084) 0 8,373,917 0 0 0 79,842 07/10/2046 1FM
12644@-AU-9 HOME DEPOT HERNDON VIRGINIA 03/15/2020 Redemption 100.0000 122,632 122,632 122,632 122,632 0 0 0 0 0 122,632 0 0 0 1,530 01/15/2033 1
12652C-AC-3 CSMC 2017-HL2 A3 03/01/2020 Paydown 1,276,394 1,276,394 1,278,588 1,276,881 0 (487) 0 (487) 0 1,276,394 0 0 0 6,892 10/25/2047 1FM
126650-AQ-3 CVS 03/10/2020 Redemption 100.0000 378,639 378,639 377,936 378,049 0 591 0 591 0 378,639 0 0 0 3,655 01/10/2026 2FE
126650-AW-0 CVS 03/10/2020 Redemption 100.0000 245,133 245,133 240,178 240,895 0 4,238 0 4,238 0 245,133 0 0 0 2,168 01/11/2027 2FE
126650-BP-4 CVS 03/10/2020 Redemption 100.0000 227,673 227,673 220,066 223,786 0 3,887 0 3,887 0 227,673 0 0 0 2,294 12/10/2028 2FE
126650-BQ-2 CVS 03/10/2020 Redemption 100.0000 147,115 147,115 147,304 147,217 0 (102) 0 (102) 0 147,115 0 0 0 1,706 01/10/2030 2FE
126650-BS-8 CVS 03/10/2020 Redemption 100.0000 115,515 115,515 115,515 115,515 0 0 0 0 0 115,515 0 0 0 1,448 01/10/2032 2FE
126650-CX-6 CVS 03/09/2020 WELLS FARGO 22,659,600 20,000,000 19,718,800 19,759,923 0 5,539 0 5,539 0 19,765,462 0 2,894,138 2,894,138 396,556 03/25/2028 2FE
12665V-AA-0 CVS 03/10/2020 Redemption 100.0000 52,316 52,316 52,608 52,560 0 (244) 0 (244) 0 52,316 0 0 0 363 08/11/2036 2FE
12666P-AD-6 CWL 2006-10 1AF4 03/01/2020 Paydown 0 1,917 1,272 1,408 0 (1,408) 0 (1,408) 0 0 0 0 0 18 09/25/2046 1FM
12666U-AD-5 CWL 2006-15 A4 03/01/2020 Paydown 0 101,294 75,751 86,273 0 (86,273) 0 (86,273) 0 0 0 0 0 719 10/25/2046 1FM
126670-AD-0 CWL 2005-10 AF4 01/01/2020 Paydown 108,462 108,462 108,461 108,462 0 0 0 0 0 108,462 0 0 0 399 02/25/2036 1FM
126673-P5-5 CWL 2005-4 MF4 03/01/2020 Paydown 0 90,747 0 0 0 0 0 0 0 0 0 0 0 553 10/25/2035 1FM
126673-QW-5 CWL 2004-13 AF5A 03/01/2020 Paydown 163,173 163,173 163,163 163,163 0 10 0 10 0 163,173 0 0 0 1,121 05/25/2035 1FM
126673-XN-7 CWL 2005-1 AF5B 03/01/2020 Paydown 708,166 708,166 698,097 700,710 0 7,456 0 7,456 0 708,166 0 0 0 6,348 07/25/2035 1FM
126673-ZT-2 CWL 2005-3 AF5A 03/01/2020 Paydown 335,667 335,667 335,653 335,667 0 0 0 0 0 335,667 0 0 0 2,810 08/25/2035 1FM
12667@-AA-5 CVS PASS THRU TRUST 03/10/2020 Redemption 100.0000 220,328 220,328 220,328 220,328 0 0 0 0 0 220,328 0 0 0 2,705 07/10/2030 2
12667F-ET-8 CWALT 2004-J2 4A1 03/01/2020 Paydown 548 548 569 569 0 (21) 0 (21) 0 548 0 0 0 3 04/25/2034 1FM
12667F-HW-8 CWALT 2004-9T1 A13 03/01/2020 Paydown 18,953 18,953 18,666 18,794 0 159 0 159 0 18,953 0 0 0 128 07/25/2034 1FM
12667F-W5-0 CWALT 2005-5R A4 03/01/2020 Paydown 1,993 1,993 1,987 1,993 0 0 0 0 0 1,993 0 0 0 16 06/25/2020 1FM
12667G-5G-4 CWALT 2005-40CB A1 03/01/2020 Paydown 311,977 407,610 340,351 272,530 0 39,447 0 39,447 0 311,977 0 0 0 3,103 10/25/2035 1FM
12667G-AH-6 CWALT 2005-13CB A8 03/01/2020 Paydown 232,399 270,482 255,632 208,258 0 24,141 0 24,141 0 232,399 0 0 0 2,367 05/25/2035 1FM
12667G-KB-8 CWALT 2005-21CB A2 03/01/2020 Paydown 209,894 291,153 281,564 260,067 0 (50,173) 0 (50,173) 0 209,894 0 0 0 2,537 06/25/2035 1FM
12667G-MY-6 CWALT 2005-23CB A15 03/01/2020 Paydown 89,471 88,192 78,723 50,484 0 38,987 0 38,987 0 89,471 0 0 0 837 07/25/2035 1FM
12669A-TQ-7 CWALT 1998-4 B1 03/01/2020 Paydown 22,631 22,631 22,220 21,029 0 1,602 0 1,602 0 22,631 0 0 0 254 08/25/2028 1FM
12669A-TR-5 CWALT 1998-4 B2 03/01/2020 Paydown 11,505 11,525 8,279 6,405 0 5,100 0 5,100 0 11,505 0 0 0 129 08/25/2028 1FM
12669F-VZ-3 CWHL 2004-5 2A5 03/01/2020 Paydown 39,615 39,615 37,003 38,589 0 1,025 0 1,025 0 39,615 0 0 0 419 05/25/2034 1FM
12669F-ZL-0 CWHL 2004-8 1A4 03/01/2020 Paydown 518,796 518,796 493,768 505,270 0 13,526 0 13,526 0 518,796 0 0 0 3,996 07/25/2034 1FM
12669F-ZZ-9 CWHL 2004-8 M 03/01/2020 Paydown 574,352 574,352 538,393 520,215 0 54,137 0 54,137 0 574,352 0 0 0 4,679 07/25/2034 1FM
E05.5
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22
CUSIP
Ident-
ification
Description
For-
eign
Disposal
Date
Name
of Purchaser
Number of
Shares of
Stock
Consid-
eration
Par Value
Actual
Cost
Prior Year
Book/
Adjusted
Carrying
Value
11
Unrealized
Valuation
Increase/
(Decrease)
12
Current
Year's
(Amor-
tization)/
Accretion
13
Current
Year's
Other Than
Temporary
Impairment
Recog-
nized
14
Total
Change in
Book/
Adjusted
Carrying
Value
(11 + 12 -
13)
15
Total
Foreign
Exchange
Change in
Book
/Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value at
Disposal
Date
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total Gain
(Loss) on
Disposal
Bond
Interest/
Stock
Dividends
Received
During
Year
Stated
Con-
tractual
Maturity
Date
NAIC
Desig-
nation
and
Admini-
strative
Symbol
12669G-YN-5 CWHL 2005-10 A3 03/01/2020 Paydown 72,280 72,280 71,537 68,466 0 3,814 0 3,814 0 72,280 0 0 0 399 05/25/2035 1FM
12695*-AA-3 CVS PASS-THROUGH 03/10/2020 Redemption 100.0000 170,691 170,691 170,691 170,691 0 0 0 0 0 170,691 0 0 0 973 10/10/2038 2
12806*-AH-4 CAITHNESS LONG ISLAND 01/15/2020 Redemption 100.0000 139,396 139,396 139,396 139,396 0 0 0 0 0 139,396 0 0 0 3,980 01/15/2032 2PL
13057V-AD-8 CRART 2015-4 A4 03/15/2020 Paydown 454,012 454,012 453,968 454,010 0 2 0 2 0 454,012 0 0 0 1,681 06/15/2021 1FE
134429-BE-8 CAMPBELL SOUP 01/24/2020 Call 102.1990 10,949,601 10,714,000 10,582,669 10,609,874 0 2,016 0 2,016 0 10,611,889 0 102,111 102,111 697,151 03/15/2023 2FE
14040H-BW-4 CAPITAL ONE FINANCIAL 01/23/2020 WELLS FARGO 17,628,170 16,265,000 15,871,455 15,927,652 0 2,885 0 2,885 0 15,930,537 0 1,697,633 1,697,633 303,884 01/31/2028 2FE
15200N-AC-9 CENTERPOINT ENERGY TRANSITION 2009-1 A3 02/15/2020 Paydown 168,210 168,210 171,571 170,385 0 (2,175) 0 (2,175) 0 168,210 0 0 0 3,310 08/15/2023 1FE
152314-MC-1 CXHE 2005-A AF5 03/01/2020 Paydown 168,391 168,391 168,307 168,389 0 2 0 2 0 168,391 0 0 0 1,345 01/25/2035 1FM
15722#-AA-9 NATIONAL OILWELL VARCO HOUSTON TEXAS 03/10/2020 Redemption 100.0000 5,479 5,479 5,479 5,479 0 0 0 0 0 5,479 0 0 0 41 01/10/2041 2
15722*-AA-3 NATIONAL OILWELL VARCO HOUSTON TEXAS 03/10/2020 Various 92,226 92,226 92,226 92,226 0 0 0 0 0 92,226 0 0 0 744 01/10/2041 2
15725#-AA-6 BP NORTH AMERICA 03/10/2020 Various 20,293 20,293 20,293 20,293 0 0 0 0 0 20,293 0 0 0 116 12/10/2031 1
16121#-AA-4 CVS 5 CVS PROPERTIES 03/25/2020 Redemption 100.0000 177,679 177,679 177,679 177,679 0 0 0 0 0 177,679 0 0 0 2,455 01/25/2026 2
16159G-AC-3 CHASE 2019-ATR2 A3 03/01/2020 Paydown 5,430,610 5,430,610 5,491,705 5,491,705 0 (61,094) 0 (61,094) 0 5,430,610 0 0 0 30,775 07/25/2049 1FM
16163B-AZ-7 CHASE 2006-S2 2A4 03/01/2020 Paydown 33,252 32,327 22,113 20,870 0 12,382 0 12,382 0 33,252 0 0 0 296 10/25/2036 1FM
16411Q-AE-1 CHENIERE ENERGY 03/02/2020 JP MORGAN 1,935,000 2,000,000 2,002,070 2,002,043 0 (33) 0 (33) 0 2,002,010 0 (67,010) (67,010) 43,000 10/01/2029 3FE
165167-CN-5 CHESAPEAKE ENERGY 02/06/2020 JP MORGAN 727,600 1,000,000 840,000 857,770 0 5,902 0 5,902 0 863,672 0 (136,072) (136,072) 15,573 04/15/2022 5FE
171484-AE-8 CHURCHILL DOWNS 03/23/2020 Various 2,956,500 3,000,000 3,113,750 3,111,415 0 (3,141) 0 (3,141) 0 3,108,274 0 (151,774) (151,774) 92,190 01/15/2028 4FE
17275R-AH-5 CISCO SYSTEMS 01/15/2020 Maturity 10,400,000 10,400,000 11,005,428 10,402,759 0 (2,759) 0 (2,759) 0 10,400,000 0 0 0 231,400 01/15/2020 1FE
172967-KG-5 CITIGROUP 02/04/2020 Various 21,682,000 20,000,000 19,973,400 19,982,608 0 51 0 51 0 19,982,660 0 1,699,340 1,699,340 419,333 01/12/2026 1FE
172967-MF-5 CITIGROUP 03/16/2020 CITICORP 10,212,600 10,000,000 10,000,000 10,000,000 0 0 0 0 0 10,000,000 0 212,600 212,600 134,080 04/24/2025 1FE
172967-MP-3 CITIGROUP 03/26/2020 CITICORP 1,531,767 1,462,000 1,462,000 0 0 0 0 0 0 1,462,000 0 69,767 69,767 0 03/31/2031 1FE
172973-2R-9 CMSI 2005-6 1A5 03/01/2020 Paydown 70,905 70,905 65,786 68,615 0 2,289 0 2,289 0 70,905 0 0 0 423 09/25/2035 1FM
172973-XA-2 CMSI 2004-3 A6 03/01/2020 Paydown 23,440 23,440 21,763 22,726 0 715 0 715 0 23,440 0 0 0 221 05/25/2034 1FM
17310N-AF-5 CRMSI 2006-3 A6 03/01/2020 Paydown 45,903 45,903 42,460 44,803 0 1,100 0 1,100 0 45,903 0 0 0 396 11/25/2036 1FM
17312H-AD-1 CRMSI 2007-2 A4 03/01/2020 Paydown 543,976 543,976 543,955 543,955 0 22 0 22 0 543,976 0 0 0 4,526 06/25/2037 1FM
17322N-AA-2 CMLTI 2014-J1 A1 03/01/2020 Paydown 49,626 49,626 50,231 50,116 0 (490) 0 (490) 0 49,626 0 0 0 258 06/25/2044 1FM
184692-C#-6 CLEARBRIDGE ENERGY 03/27/2020 DIRECT 3,727,941 3,727,941 3,727,941 3,727,941 0 0 0 0 0 3,727,941 0 0 0 103,639 06/11/2025 1FE
184692-D*-9 CLEARBRIDGE ENERGY 03/27/2020 DIRECT 3,727,941 3,727,941 3,727,941 3,727,941 0 0 0 0 0 3,727,941 0 0 0 104,707 06/11/2027 1FE
19687X-AA-5 COLT 2019-A A1 03/01/2020 Paydown 3,028,749 3,028,749 3,028,710 3,028,710 0 39 0 39 0 3,028,749 0 0 0 17,766 03/25/2049 1FM
21036P-BE-7 CONSTELLATION BRANDS 02/20/2020 Various 10,426,617 10,000,000 9,995,700 9,995,693 0 93 0 93 0 9,995,786 0 430,830 430,830 179,375 08/01/2029 2FE
212168-AA-6 CONTINENTAL WIND 02/29/2020 Various 589,088 589,088 589,088 589,088 0 0 0 0 0 589,088 0 0 0 17,673 02/28/2033 2FE
22161#-AA-3 COSTCO WHOLESALE PORT CHESTER NEW YORK 03/15/2020 Redemption 100.0000 285,372 285,372 289,342 287,198 0 (1,826) 0 (1,826) 0 285,372 0 0 0 2,912 08/15/2027 1
22161@-AA-5 COSTCO WHOLESALE SANTA MARIA CALIFORNIA 03/15/2020 Various 84,517 84,517 85,332 85,269 0 (752) 0 (752) 0 84,517 0 0 0 462 12/15/2041 1
22162*-AB-4 COSTCO WHOLESALE 03/25/2020 Redemption 100.0000 70,967 70,967 70,967 70,967 0 0 0 0 0 70,967 0 0 0 375 08/25/2044 1Z
22357@-AA-9 COX COMMUNICATIONS ATLANTA GEORGIA 03/01/2020 Redemption 100.0000 108,587 108,587 108,587 108,587 0 0 0 0 0 108,587 0 0 0 980 01/02/2040 2
22536#-AA-1 KINDER MORGAN ENERGY PARTNERS 03/10/2020 Redemption 100.0000 228,751 228,751 228,751 228,751 0 0 0 0 0 228,751 0 0 0 1,514 12/10/2035 2
22541S-Z3-5 CSFB 2004-8 CB1 01/01/2020 Paydown 457 457 446 395 0 63 0 63 0 457 0 0 0 2 12/25/2034 1FM
22546@-AA-1 ASCENSION HEALTH 03/10/2020 Redemption 100.0000 123,184 123,184 123,184 123,184 0 0 0 0 0 123,184 0 0 0 237 12/10/2029 1Z
225470-P3-1 CSFB 2006-3 2A12 03/01/2020 Paydown 16,055 16,055 13,837 9,153 0 6,902 0 6,902 0 16,055 0 0 0 154 04/25/2036 1FM
22822V-AH-4 CROWN CASTLE INTERNATIONAL 03/13/2020 BARCLAYS 5,299,800 5,000,000 4,681,100 4,718,683 0 6,664 0 6,664 0 4,725,346 0 574,454 574,454 99,361 09/01/2027 2FE
22964*-AC-2 CSOLAR 03/31/2020 Redemption 100.0000 202,389 202,389 202,389 202,389 0 0 0 0 0 202,389 0 0 0 1,948 03/31/2041 2PL
23242W-AE-9 CWALT 2006-J4 1A5 02/01/2020 Paydown 11,847 11,868 7,824 1,799 0 10,048 0 10,048 0 11,847 0 0 0 124 07/25/2036 1FM
23291J-AC-2 DLL 2018-ST2 A3 03/20/2020 Paydown 254,104 254,104 256,625 0 0 (2,522) 0 (2,522) 0 254,104 0 0 0 1,353 01/20/2022 1FE
233050-AC-7 DBUBS 2011-LC1A A3 03/01/2020 Paydown 74,714 74,714 75,456 74,716 0 (2) 0 (2) 0 74,714 0 0 0 641 11/10/2046 1FM
233293-AP-4 DPL 03/04/2020 Various 14,748,750 15,000,000 14,933,904 14,935,859 0 1,258 0 1,258 0 14,937,117 0 (188,367) (188,367) 255,563 04/15/2029 3FE
23372@-AA-8 WALGREENS 6 WALGREENS PROPERTIES 03/15/2020 Redemption 100.0000 315,787 315,787 315,787 315,787 0 0 0 0 0 315,787 0 0 0 4,119 11/15/2021 2
233851-BW-3 DAIMLER FINANCE NORTH AMERICA 01/08/2020 Various 36,352,400 35,000,000 34,934,999 34,958,034 0 59 0 59 0 34,958,094 0 1,394,306 1,394,306 163,625 05/19/2025 1FE
24703F-AE-6 DEFT 2017-1 C 03/22/2020 Paydown 14,059,825 14,059,825 14,059,534 14,059,802 0 23 0 23 0 14,059,825 0 0 0 59,862 04/22/2022 1FE
24736X-AA-6 DELTA AIR LINES 01/30/2020 Redemption 100.0000 175,324 175,324 172,077 172,451 0 2,873 0 2,873 0 175,324 0 0 0 3,178 07/30/2027 1FE
25277L-AA-4 DIAMOND SPORTS 03/13/2020 RBC 2,379,335 3,031,000 3,079,750 3,077,606 0 (1,891) 0 (1,891) 0 3,075,715 0 (696,380) (696,380) 101,823 08/15/2026 3FE
25277L-AC-0 DIAMOND SPORTS 03/13/2020 MSDW 174,840 282,000 292,575 292,250 0 (404) 0 (404) 0 291,846 0 (117,006) (117,006) 11,677 08/15/2027 4FE
25468P-DK-9 TWDC ENTERPRISES 18 02/19/2020 STIFEL NICOLAUS 534,710 500,000 498,000 498,715 0 34 0 34 0 498,749 0 35,961 35,961 7,833 02/13/2026 1FE
254709-AM-0 DISCOVER FINANCIAL SERVICES 02/07/2020 MSDW 14,725,020 13,500,000 13,487,985 13,490,506 0 466 0 466 0 13,490,972 0 1,234,048 1,234,048 267,867 02/09/2027 2FE
25470D-BE-8 DISCOVERY COMMUNICATIONS 02/19/2020 Various 36,781,590 34,000,000 33,742,250 33,795,222 0 3,323 0 3,323 0 33,798,545 0 2,983,045 2,983,045 231,953 06/15/2025 2FE
256746-AH-1 DOLLAR TREE 02/20/2020 JP MORGAN 16,526,550 15,000,000 14,960,400 14,965,802 0 304 0 304 0 14,966,106 0 1,560,444 1,560,444 173,250 05/15/2028 2FE
26884L-AB-5 EQT 03/04/2020 Call 99.0000 762,300 770,000 794,217 786,063 0 (1,466) 0 (1,466) 0 784,596 0 0 0 12,169 11/15/2021 3FE
26884L-AF-6 EQT 03/02/2020 JP MORGAN 6,992,500 10,500,000 9,586,395 9,674,996 0 15,056 0 15,056 0 9,690,052 0 (2,697,552) (2,697,552) 171,329 10/01/2027 3FE
26885B-AD-2 EQT MIDSTREAM PARTNERS 01/06/2020 BARCLAYS 3,525,970 3,500,000 3,491,635 3,493,953 0 64 0 64 0 3,494,017 0 31,953 31,953 79,892 07/15/2023 2FE
E05.6
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22
CUSIP
Ident-
ification
Description
For-
eign
Disposal
Date
Name
of Purchaser
Number of
Shares of
Stock
Consid-
eration
Par Value
Actual
Cost
Prior Year
Book/
Adjusted
Carrying
Value
11
Unrealized
Valuation
Increase/
(Decrease)
12
Current
Year's
(Amor-
tization)/
Accretion
13
Current
Year's
Other Than
Temporary
Impairment
Recog-
nized
14
Total
Change in
Book/
Adjusted
Carrying
Value
(11 + 12 -
13)
15
Total
Foreign
Exchange
Change in
Book
/Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value at
Disposal
Date
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total Gain
(Loss) on
Disposal
Bond
Interest/
Stock
Dividends
Received
During
Year
Stated
Con-
tractual
Maturity
Date
NAIC
Desig-
nation
and
Admini-
strative
Symbol
269330-AA-4 E3 2019-1 A 03/20/2020 Redemption 100.0000 923,834 923,834 923,806 923,752 0 82 0 82 0 923,834 0 0 0 3,134 09/20/2055 1FE
278865-AR-1 ECOLAB 01/12/2020 Maturity 15,000,000 15,000,000 14,994,621 14,999,845 0 155 0 155 0 15,000,000 0 0 0 168,750 01/12/2020 1FE
28415P-AA-2 EHGVT 2016-A A 03/25/2020 Paydown 496,372 496,372 496,368 496,368 0 4 0 4 0 496,372 0 0 0 2,204 04/25/2028 1FE
28416D-AC-4 EHGVT 2017-A C 03/25/2020 Paydown 329,888 329,888 329,837 329,864 0 24 0 24 0 329,888 0 0 0 1,811 03/25/2030 2FE
28416T-AA-3 EHGVT 2019-A A 03/25/2020 Paydown 1,396,021 1,396,021 1,395,644 1,395,644 0 378 0 378 0 1,396,021 0 0 0 6,172 01/25/2034 1FE
28416T-AB-1 EHGVT 2019-A B 03/25/2020 Paydown 242,786 242,786 242,747 242,747 0 39 0 39 0 242,786 0 0 0 1,197 01/25/2034 1FE
28416T-AC-9 EHGVT 2019-A C 03/25/2020 Paydown 394,528 394,528 394,431 394,431 0 97 0 97 0 394,528 0 0 0 2,306 01/25/2034 2FE
28655#-AA-3 ELI LILLY GREENFIELD INDIANA 03/15/2020 Redemption 100.0000 197,379 197,379 199,353 198,434 0 (1,055) 0 (1,055) 0 197,379 0 0 0 1,037 06/15/2026 1
28660#-AA-6 WAL-MART SAN BERNADINO CALIFORNIA 03/15/2020 Redemption 100.0000 62,278 62,278 62,278 62,278 0 0 0 0 0 62,278 0 0 0 636 09/15/2028 1
28932M-AA-3 ELM ROAD GENERATING STATION SUPERCRITICAL 02/11/2020 Various 219,212 219,212 224,838 223,967 0 (4,755) 0 (4,755) 0 219,212 0 0 0 5,709 02/11/2030 1FE
28932M-AG-0 ELM ROAD GENERATING STATION SUPERCRITICAL 01/19/2020 Redemption 100.0000 117,268 117,268 117,268 117,268 0 0 0 0 0 117,268 0 0 0 2,740 01/19/2031 1FE
29278N-AR-4 ENERGY TRANSFER PARTNERS 02/20/2020 BARCLAYS 376,432 350,000 362,079 0 0 (31) 0 (31) 0 362,047 0 14,385 14,385 1,556 05/15/2050 2FE
30161M-AP-8 EXELON GENERATION 01/15/2020 Maturity 5,918,000 5,918,000 5,974,826 5,917,984 0 16 0 16 0 5,918,000 0 0 0 87,291 01/15/2020 2FE
30161N-AY-7 EXELON 03/31/2020 JEFFERIES & COMPANY 337,240 328,000 327,626 0 0 0 0 0 0 327,626 0 9,614 9,614 43 04/15/2050 2FE
30231G-BF-8 EXXON MOBILORA 03/31/2020 Various 1,709,057 1,686,000 1,686,000 0 0 0 0 0 0 1,686,000 0 23,057 23,057 1,109 03/19/2040 1FE
30288*-AA-8 FLNG LIQUEFACTION 03/31/2020 Redemption 100.0000 354,000 354,000 354,000 354,000 0 0 0 0 0 354,000 0 0 0 8,036 03/31/2038 2FE
31428X-BC-9 FEDEX 02/20/2020 Various 13,766,425 13,061,000 12,745,954 12,873,120 0 5,031 0 5,031 0 12,878,151 0 888,274 888,274 235,678 02/01/2025 2FE
31620M-BJ-4 FIDELITY NATIONAL 01/10/2020 BARCLAYS 11,660,041 10,633,000 10,761,999 10,755,283 0 (475) 0 (475) 0 10,754,808 0 905,233 905,233 58,703 05/21/2029 2FE
32051G-L7-8 FHAMS 2005-FA11 1A4A 03/01/2020 Paydown 120,128 140,014 111,109 89,366 0 30,762 0 30,762 0 120,128 0 0 0 1,307 02/25/2036 1FM
32051G-WU-5 FHAMS 2005-6 1A5 03/01/2020 Paydown 89,804 89,839 82,215 77,901 0 11,903 0 11,903 0 89,804 0 0 0 1,162 11/25/2035 1FM
32051G-YJ-8 FHAMS 2005-FA8 1A4 03/01/2020 Paydown 225,714 233,776 198,620 173,148 0 52,566 0 52,566 0 225,714 0 0 0 1,746 11/25/2035 1FM
32055W-AC-0 FHASI 2007-3 A3 03/01/2020 Paydown 77,843 126,123 108,284 87,320 0 (9,476) 0 (9,476) 0 77,843 0 0 0 1,415 06/25/2037 1FM
32057L-AD-0 FIAOT 2016-1A C 03/15/2020 Paydown 1,518,401 1,518,401 1,518,013 1,518,377 0 23 0 23 0 1,518,401 0 0 0 8,592 04/18/2022 1FE
32058M-AG-0 FIAOT 2015-2A C 02/15/2020 Paydown 670,638 670,638 670,501 670,635 0 3 0 3 0 670,638 0 0 0 2,602 09/15/2021 1FE
33632*-TW-7 CVS 46 CVS PROPERTIES 03/10/2020 Redemption 100.0000 309,782 309,782 309,782 309,782 0 0 0 0 0 309,782 0 0 0 3,958 01/10/2023 2
33632*-UJ-4 CONOCOPHILLIPS ANCHORAGE ALASKA 03/10/2020 Redemption 100.0000 635,611 635,611 700,078 641,558 0 (5,948) 0 (5,948) 0 635,611 0 0 0 8,440 12/10/2020 1
337355-AA-9 FUCRA 1997-1 B1 03/01/2020 Paydown 0 5,611 4,258 4,258 0 (4,258) 0 (4,258) 0 0 0 0 0 0 11/15/2028 1FM
33766Q-AC-1 FIRSTENERGY OHIO PIRB SPECIAL 2013-1 A3 01/15/2020 Paydown 78,570 78,570 77,059 77,266 0 1,304 0 1,304 0 78,570 0 0 0 1,355 01/15/2036 1FE
33840*-AA-3 INTL FLAVORS & FRAGRANCES 03/15/2020 Redemption 100.0000 228,118 228,118 228,118 228,118 0 0 0 0 0 228,118 0 0 0 1,816 11/15/2030 2
33972P-AA-7 FLNG LIQUEFACTION 2 03/31/2020 Various 310,000 310,000 309,761 309,801 0 199 0 199 0 310,000 0 0 0 6,394 03/31/2038 2FE
341081-FZ-5 FLORIDA POWER & LIGHT 03/24/2020 BOA ML 371,850 370,000 369,623 0 0 0 0 0 0 369,623 0 2,227 2,227 0 04/01/2025 1FE
35041J-AA-3 FFIN 2019-1A A 03/15/2020 Paydown 999,860 999,860 999,705 999,724 0 136 0 136 0 999,860 0 0 0 6,122 11/15/2034 1FE
35671D-CC-7 FREEPORT-MCMORAN 03/02/2020 Various 7,692,188 7,500,000 7,506,250 7,506,069 0 (86) 0 (86) 0 7,505,983 0 186,205 186,205 192,188 09/01/2027 3FE
35671D-CD-5 FREEPORT-MCMORAN 03/17/2020 JP MORGAN 1,535,625 1,750,000 1,776,250 1,775,764 0 (496) 0 (496) 0 1,775,267 0 (239,642) (239,642) 54,615 09/01/2029 3FE
361841-AG-4 GLP CAPITAL/GLP FINANCING II 03/09/2020 DIRECT 375,000 375,000 375,000 375,000 0 0 0 0 0 375,000 0 0 0 16,552 04/15/2021 2FE
361841-AH-2 GLP CAPITAL/GLP FINANCING II 03/27/2020 CANTOR FITZGERALD 2,104,145 2,351,000 2,446,509 2,427,037 0 (2,590) 0 (2,590) 0 2,424,447 0 (320,302) (320,302) 58,269 04/15/2026 2FE
361841-AJ-8 GLP CAPITAL/GLP FINANCING II 03/27/2020 CANTOR FITZGERALD 2,910,050 3,146,000 3,146,000 3,146,000 0 0 0 0 0 3,146,000 0 (235,950) (235,950) 55,055 06/01/2025 2FE
361841-AK-5 GLP CAPITAL/GLP FINANCING II 03/25/2020 CANTOR FITZGERALD 9,234,788 11,454,000 12,057,305 11,991,405 0 (13,182) 0 (13,182) 0 11,978,222 0 (2,743,435) (2,743,435) 212,217 06/01/2028 2FE
361841-AL-3 GLP CAPITAL/GLP FINANCING II 03/23/2020 CANTOR FITZGERALD 8,700,450 10,546,000 10,544,418 10,543,528 0 (560) 0 (560) 0 10,542,968 0 (1,842,518) (1,842,518) 388,151 01/15/2029 2FE
361841-AN-9 GLP CAPITAL/GLP FINANCING II 01/23/2020 GOLDMAN SACHS 7,233,590 7,000,000 6,992,930 6,993,157 0 165 0 165 0 6,993,323 0 240,267 240,267 96,406 09/01/2024 2FE
36185M-EG-3 GMACM 2006-J1 A6 03/01/2020 Paydown 322,709 335,699 319,951 309,872 0 12,837 0 12,837 0 322,709 0 0 0 2,753 04/25/2036 1FM
36228F-XX-9 GSR 2003-10 1A1 03/01/2020 Paydown 37,086 37,086 37,086 37,086 0 0 0 0 0 37,086 0 0 0 191 10/25/2033 1FM
36248F-AG-7 GSMS 2011-GC3 A4 03/01/2020 Paydown 186,468 186,468 188,327 186,505 0 (38) 0 (38) 0 186,468 0 0 0 1,517 03/10/2044 1FM
364725-BC-4 TEGNA 01/07/2020 Various 2,641,231 2,555,000 2,552,517 2,553,043 0 (21) 0 (21) 0 2,553,021 0 88,210 88,210 21,079 09/15/2024 3FE
36804P-AF-3 GATX 2005-1 PASS THROUGH TRUST 01/02/2020 Redemption 100.0000 278,213 278,213 278,213 278,213 0 0 0 0 0 278,213 0 0 0 7,925 01/02/2025 2FE
369604-BQ-5 GENERAL ELECTRIC PERPETUAL 01/27/2020 Various 79,000 80,000 79,376 0 0 0 0 0 0 79,376 0 (376) (376) 489 01/01/9999 2FE
36962G-4J-0 GENERAL ELECTRIC 01/08/2020 Maturity 9,085,000 9,085,000 9,054,431 9,084,662 0 338 0 338 0 9,085,000 0 0 0 249,838 01/08/2020 2FE
375558-AY-9 GILEAD SCIENCES 02/01/2020 Maturity 1,000,000 1,000,000 991,024 999,397 0 603 0 603 0 1,000,000 0 0 0 11,750 02/01/2020 1FE
375558-BD-4 GILEAD SCIENCES 01/22/2020 BARCLAYS 12,336,500 10,000,000 10,030,700 10,027,695 0 127 0 127 0 10,027,822 0 2,308,678 2,308,678 188,681 03/01/2046 1FE
38081E-AA-9 GLDN 2016-1A A 03/20/2020 Paydown 467,034 467,034 467,034 467,034 0 0 0 0 0 467,034 0 0 0 8,757 09/20/2047 1FE
38082J-AA-7 GLDN 2016-2A A 03/20/2020 Paydown 487,889 487,889 483,496 483,768 0 4,121 0 4,121 0 487,889 0 0 0 7,709 09/20/2047 1FE
38141E-A5-8 GOLDMAN SACHS GROUP 03/15/2020 Maturity 28,000,000 28,000,000 28,320,270 28,004,454 0 (4,454) 0 (4,454) 0 28,000,000 0 0 0 752,500 03/15/2020 1FE
38141G-WL-4 GOLDMAN SACHS GROUP 02/10/2020 CITICORP 1,085,470 1,000,000 1,069,830 0 0 (507) 0 (507) 0 1,069,323 0 16,147 16,147 6,869 06/05/2028 1FE
38217K-AA-2 GOODG 2016-1A A 03/15/2020 Various 538,047 538,047 532,288 532,732 0 5,315 0 5,315 0 538,047 0 0 0 0 10/15/2052 1FE
38217V-AA-8 GOODG 2017-1A A 03/15/2020 Redemption 100.0000 338,043 338,043 337,886 337,883 0 160 0 160 0 338,043 0 0 0 10,137 10/15/2052 1FE
38218D-AA-7 GOODG 2019-1A 03/16/2020 Redemption 100.0000 444,445 444,445 444,310 444,310 0 135 0 135 0 444,445 0 0 0 0 10/15/2054 1FE
38218G-AA-0 GOODG 2018-1A A 03/15/2020 Redemption 100.0000 947,401 947,401 947,303 947,256 0 145 0 145 0 947,401 0 0 0 0 10/15/2053 1FE
38218Q-AA-8 GOODG 2017-2A A 03/15/2020 Redemption 100.0000 640,627 640,627 640,559 640,533 0 94 0 94 0 640,627 0 0 0 0 10/15/2053 1FE
E05.7
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22
CUSIP
Ident-
ification
Description
For-
eign
Disposal
Date
Name
of Purchaser
Number of
Shares of
Stock
Consid-
eration
Par Value
Actual
Cost
Prior Year
Book/
Adjusted
Carrying
Value
11
Unrealized
Valuation
Increase/
(Decrease)
12
Current
Year's
(Amor-
tization)/
Accretion
13
Current
Year's
Other Than
Temporary
Impairment
Recog-
nized
14
Total
Change in
Book/
Adjusted
Carrying
Value
(11 + 12 -
13)
15
Total
Foreign
Exchange
Change in
Book
/Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value at
Disposal
Date
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total Gain
(Loss) on
Disposal
Bond
Interest/
Stock
Dividends
Received
During
Year
Stated
Con-
tractual
Maturity
Date
NAIC
Desig-
nation
and
Admini-
strative
Symbol
39234#-AB-8 GREATER SANDHILL I LLC SER B 03/30/2020 Redemption 100.0000 158,435 158,435 173,938 172,490 0 (14,055) 0 (14,055) 0 158,435 0 0 0 2,784 12/30/2030 2
39234#-AC-6 GREATER SANDHILL I LLC SER B 03/28/2020 Redemption 100.0000 139,977 139,977 159,438 157,560 0 (17,583) 0 (17,583) 0 139,977 0 0 0 2,405 09/30/2030 2
40412C-AC-5 HCA HEALTHCARE 03/13/2020 DIRECT 2,230,000 2,230,000 2,230,000 2,230,000 0 0 0 0 0 2,230,000 0 0 0 185,169 02/15/2021 3FE
40417Q-AA-3 HERO 2016-4A A1 03/20/2020 Redemption 100.0000 195,739 195,739 195,660 195,682 0 56 0 56 0 195,739 0 0 0 1,127 09/20/2047 1FE
40443R-AG-6 HPLY 2019-HIT B 03/16/2020 Paydown 860,218 860,218 860,218 860,218 0 0 0 0 0 860,218 0 0 0 6,116 11/15/2036 1FM
406216-BG-5 HALLIBURTON 03/05/2020 Call 110.3360 7,851,510 7,116,000 7,143,026 7,141,424 0 (794) 0 (794) 0 7,140,630 0 (24,630) (24,630) 1,031,614 11/15/2025 2FE
416515-AZ-7 HARTFORD FINANCIAL SERVICES 03/30/2020 Maturity 15,000,000 15,000,000 15,141,800 15,002,154 0 (2,154) 0 (2,154) 0 15,000,000 0 0 0 412,500 03/30/2020 2FE
42770U-AA-1 HERO 2015-2A A 03/20/2020 Paydown 150,645 150,645 150,628 150,632 0 13 0 13 0 150,645 0 0 0 373 09/20/2040 1FE
42770V-AA-9 HERO 2016-1A A 03/20/2020 Paydown 256,079 256,079 256,056 256,057 0 22 0 22 0 256,079 0 0 0 1,546 09/20/2041 1FE
42770W-AA-7 HERO 2016-2A A 03/20/2020 Paydown 272,656 272,656 272,563 272,557 0 99 0 99 0 272,656 0 0 0 1,635 09/20/2041 1FE
42770X-AA-5 HERO 2016-3A A1 03/23/2020 Various 214,708 214,708 214,316 214,385 0 323 0 323 0 214,708 0 0 0 1,150 09/20/2042 1FE
42770X-AC-1 HERO 2016-3A A2 03/20/2020 Redemption 100.0000 120,940 120,940 122,908 122,620 0 (1,680) 0 (1,680) 0 120,940 0 0 0 823 09/20/2042 1FE
42771L-AB-8 HERO 2017-2A A1 03/20/2020 Paydown 184,208 184,208 184,184 184,176 0 32 0 32 0 184,208 0 0 0 1,107 09/20/2048 1FE
42771L-AC-6 HERO 2017-2A A2 03/20/2020 Paydown 283,397 283,397 290,446 289,907 0 (6,510) 0 (6,510) 0 283,397 0 0 0 2,113 09/20/2048 1FE
42771T-AA-3 HERO 2015-3A A 03/20/2020 Paydown 219,843 219,843 219,822 219,810 0 34 0 34 0 219,843 0 0 0 1,562 09/20/2041 1FE
42771X-AA-4 HERO 2017-1A A1 03/23/2020 Redemption 100.0000 892,537 892,537 892,178 892,146 0 390 0 390 0 892,537 0 0 0 5,390 09/20/2047 1FE
42772G-AB-8 HERO 2018-1A A2 03/20/2020 Redemption 100.0000 1,071,348 1,071,348 1,097,957 1,095,779 0 (24,431) 0 (24,431) 0 1,071,348 0 0 0 6,727 09/20/2048 1FE
428040-CT-4 HERTZ 03/26/2020 UBS WARBURG 596,946 702,000 700,245 700,830 0 60 0 60 0 700,890 0 (103,944) (103,944) 17,694 06/01/2022 4FE
428040-CY-3 HERTZ 02/27/2020 RBC 1,754,375 1,750,000 1,828,035 1,825,640 0 (2,473) 0 (2,473) 0 1,823,167 0 (68,792) (68,792) 73,081 08/01/2026 4FE
428040-CZ-0 HERTZ 03/26/2020 Various 844,950 1,500,000 1,500,000 1,500,000 0 0 0 0 0 1,500,000 0 (655,050) (655,050) 31,250 01/15/2028 4FE
42809H-AG-2 HESS 03/18/2020 BARCLAYS 18,130,000 24,500,000 25,659,730 25,617,766 0 (30,121) 0 (30,121) 0 25,587,645 0 (7,457,645) (7,457,645) 494,560 04/01/2027 3FE
428104-AA-1 HESS MIDSTREAM PARTNERS 03/17/2020 Various 1,814,415 2,148,000 2,148,000 2,148,000 0 0 0 0 0 2,148,000 0 (333,585) (333,585) 28,915 06/15/2028 3FE
431571-AB-4 HILLENBRAND 02/06/2020 MESIROW 4,079,050 3,834,000 3,828,134 3,828,088 0 99 0 99 0 3,828,187 0 250,863 250,863 60,304 09/15/2026 2FE
43283A-AB-1 HGVT 2017-AA B 03/25/2020 Paydown 530,421 530,421 530,396 530,401 0 19 0 19 0 530,421 0 0 0 2,538 12/26/2028 2FE
43284A-AB-0 HGVT 2014-AA B 03/25/2020 Paydown 130,779 130,779 130,769 130,777 0 2 0 2 0 130,779 0 0 0 441 11/25/2026 1FE
432891-AK-5 HILTON WORLDWIDE FINANCE 02/27/2020 GOLDMAN SACHS 2,587,500 2,500,000 2,500,000 2,500,000 0 0 0 0 0 2,500,000 0 87,500 87,500 51,120 04/01/2027 3FE
43457@-AA-4 WALGREENS LOUISVILLE KENTUCKY 03/15/2020 Redemption 100.0000 27,105 27,105 27,105 27,105 0 0 0 0 0 27,105 0 0 0 244 06/15/2030 2
437609-AP-5 HSMS 1998-1 B1 03/01/2020 Paydown 2,068 2,068 2,021 2,039 0 29 0 29 0 2,068 0 0 0 23 02/25/2028 1FM
44106M-AR-3 HOSPITALITY PROPERTIES TRUST 03/27/2020 MSDW 5,223,750 7,000,000 6,995,574 6,996,760 0 (75) 0 (75) 0 6,996,685 0 (1,772,935) (1,772,935) 92,750 06/15/2023 2FE
44106M-AS-1 HOSPITALITY PROPERTIES TRUST 03/25/2020 MSDW 19,107,360 25,000,000 24,920,750 24,960,606 0 3,184 0 3,184 0 24,963,789 0 (5,856,429) (5,856,429) 614,795 03/15/2024 2FE
44106M-AT-9 HOSPITALITY PROPERTIES TRUST 03/25/2020 Various 8,026,070 11,128,000 11,012,995 11,051,917 0 3,598 0 3,598 0 11,055,515 0 (3,029,445) (3,029,445) 267,072 03/15/2025 2FE
44106M-AZ-5 HOSPITALITY PROPERTIES TRUST 03/23/2020 MSDW 14,858,553 18,898,000 18,875,700 18,875,730 0 2,193 0 2,193 0 18,877,923 0 (4,019,371) (4,019,371) 427,016 10/01/2024 2FE
459200-HA-2 IBM 03/06/2020 DIRECT 2,000,000 2,000,000 1,990,207 1,996,093 0 373 0 373 0 1,996,466 0 3,534 3,534 73,145 11/01/2021 1FE
460690-BP-4 INTERPUBLIC GROUP 03/31/2020 STIFEL NICOLAUS 6,610,453 6,460,000 6,438,424 6,440,303 0 880 0 880 0 6,441,182 0 169,271 169,271 834 10/01/2028 2FE
466159-AA-8 HENDR 2010-2A A 03/15/2020 Paydown 147,394 147,394 147,335 147,375 0 19 0 19 0 147,394 0 0 0 923 01/15/2048 1FE
466159-AB-6 HENDR 2010-2A B 03/15/2020 Paydown 26,990 26,990 26,981 26,990 0 0 0 0 0 26,990 0 0 0 309 01/15/2050 1FE
46616M-AA-8 HENDR 2010-3A A 03/15/2020 Paydown 56,358 56,358 56,347 56,352 0 6 0 6 0 56,358 0 0 0 337 12/15/2048 1FE
46616M-AB-6 HENDR 2010-3A B 03/15/2020 Paydown 29,007 29,007 29,006 29,006 0 0 0 0 0 29,007 0 0 0 311 12/15/2050 1FE
46616P-AA-1 HENDR 2011-1A A 03/15/2020 Paydown 167,315 167,315 167,272 167,282 0 34 0 34 0 167,315 0 0 0 1,317 10/15/2056 1FE
46616Y-AA-2 HENDR 2012-2A A 03/15/2020 Paydown 155,851 155,851 155,798 155,808 0 42 0 42 0 155,851 0 0 0 1,029 10/15/2059 1FE
46616Y-AC-8 HENDR 2012-2A B 03/15/2020 Paydown 57,006 57,006 56,966 56,978 0 28 0 28 0 57,006 0 0 0 664 10/17/2061 2FE
46617A-AA-3 HENDR 2012-3A A 03/16/2020 Paydown 52,320 52,320 52,285 52,310 0 10 0 10 0 52,320 0 0 0 262 09/15/2065 1FE
46617A-AB-1 HENDR 2012-3A B 03/16/2020 Paydown 48,685 48,685 48,684 48,685 0 0 0 0 0 48,685 0 0 0 466 09/15/2067 1FE
46617F-AA-2 HENDR 2013-1A A 03/16/2020 Paydown 148,882 148,882 148,779 148,798 0 84 0 84 0 148,882 0 0 0 741 04/15/2067 1FE
46617J-AA-4 HENDR 2013-2A A 03/16/2020 Paydown 119,463 119,463 119,463 119,463 0 0 0 0 0 119,463 0 0 0 750 03/15/2062 1FE
46617J-AB-2 HENDR 2013-2A B 03/15/2020 Paydown 77,864 77,864 77,864 77,864 0 0 0 0 0 77,864 0 0 0 660 03/17/2064 2FE
46617L-AA-9 HENDR 2013-3A A 03/16/2020 Paydown 134,334 134,334 134,249 134,331 0 3 0 3 0 134,334 0 0 0 906 01/17/2073 1FE
46617T-AA-2 HENDR 2014-1A A 03/15/2020 Paydown 64,187 64,187 64,151 64,187 0 0 0 0 0 64,187 0 0 0 399 03/15/2063 1FE
46617T-AB-0 HENDR 2014-1A B 03/15/2020 Paydown 41,411 41,411 41,379 41,411 0 0 0 0 0 41,411 0 0 0 321 03/16/2065 2FE
46618A-AA-2 HENDR 2014-2A A 03/15/2020 Paydown 90,466 90,466 90,408 90,408 0 59 0 59 0 90,466 0 0 0 530 01/17/2073 1FE
46618A-AB-0 HENDR 2014-2A B 03/15/2020 Paydown 30,661 30,661 30,646 30,647 0 14 0 14 0 30,661 0 0 0 223 01/15/2075 2FE
466247-AG-8 JPMMT 2003-A1 4A4 03/01/2020 Paydown 10,851 10,851 10,851 10,851 0 0 0 0 0 10,851 0 0 0 69 10/25/2033 1FM
466247-LX-9 JPMMT 2005-A1 5A2 03/01/2020 Paydown 37,919 37,919 36,557 36,773 0 1,147 0 1,147 0 37,919 0 0 0 273 02/25/2035 1FM
466247-NV-1 JPMMT 2005-A2 5A2 03/01/2020 Paydown 66,725 66,725 63,144 64,552 0 2,173 0 2,173 0 66,725 0 0 0 469 04/25/2035 1FM
466247-UW-1 JPMMT 2005-S2 2A4 03/01/2020 Paydown 182,669 182,669 170,318 159,476 0 23,194 0 23,194 0 182,669 0 0 0 1,159 09/25/2035 1FM
46625H-JX-9 JPMORGAN CHASE 02/24/2020 Various 23,143,890 21,500,000 21,394,650 21,448,549 0 1,466 0 1,466 0 21,450,015 0 1,693,875 1,693,875 222,988 05/13/2024 1FE
46630K-AC-0 JPMAC 2007-HE1 AF3 03/01/2020 Paydown 60,941 60,941 45,652 40,538 0 20,403 0 20,403 0 60,941 0 0 0 365 05/25/2035 1FM
46630L-AE-4 JPMAC 2007-CH1 AF4 03/01/2020 Paydown 909,229 909,229 909,224 909,224 0 5 0 5 0 909,229 0 0 0 7,494 11/25/2036 1FM
E05.8
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22
CUSIP
Ident-
ification
Description
For-
eign
Disposal
Date
Name
of Purchaser
Number of
Shares of
Stock
Consid-
eration
Par Value
Actual
Cost
Prior Year
Book/
Adjusted
Carrying
Value
11
Unrealized
Valuation
Increase/
(Decrease)
12
Current
Year's
(Amor-
tization)/
Accretion
13
Current
Year's
Other Than
Temporary
Impairment
Recog-
nized
14
Total
Change in
Book/
Adjusted
Carrying
Value
(11 + 12 -
13)
15
Total
Foreign
Exchange
Change in
Book
/Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value at
Disposal
Date
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total Gain
(Loss) on
Disposal
Bond
Interest/
Stock
Dividends
Received
During
Year
Stated
Con-
tractual
Maturity
Date
NAIC
Desig-
nation
and
Admini-
strative
Symbol
46635G-AE-0 JPMCC 2010-C2 A3 03/01/2020 Paydown 8,714,868 8,714,868 8,659,393 8,701,187 0 13,682 0 13,682 0 8,714,868 0 0 0 72,433 11/15/2043 1FM
46640J-AR-8 JPMCC 2013-C13 A4 01/01/2020 Paydown 671,878 671,878 677,131 672,543 0 (665) 0 (665) 0 671,878 0 0 0 2,236 01/15/2046 1FM
46643T-BB-7 JPMBB 2014-C26 03/01/2020 Paydown 134,583 134,583 138,584 0 0 (4,001) 0 (4,001) 0 134,583 0 0 0 567 01/15/2048 1FE
46645J-AC-6 JPMBB 2015-C33 A3 03/01/2020 Paydown 26,094 26,094 26,355 26,172 0 (77) 0 (77) 0 26,094 0 0 0 229 12/15/2048 1FM
46647P-AY-2 JPMORGAN CHASE 02/20/2020 Various 1,431,325 1,330,000 1,420,214 0 0 (1,951) 0 (1,951) 0 1,418,263 0 13,062 13,062 11,487 12/05/2024 1FE
46647P-BF-2 JPMORGAN CHASE 02/07/2020 JP MORGAN 2,025,900 2,000,000 2,005,400 0 0 (53) 0 (53) 0 2,005,347 0 20,553 20,553 19,047 10/15/2025 1FE
46649Y-AC-9 JPMMT 2018-9 A3 03/01/2020 Paydown 632,685 632,685 635,551 634,972 0 (2,287) 0 (2,287) 0 632,685 0 0 0 4,116 02/25/2049 1FM
46650H-AD-0 JPMMT 2019-1 A4 03/01/2020 Paydown 5,551,314 5,551,314 5,592,082 5,568,193 0 (16,879) 0 (16,879) 0 5,551,314 0 0 0 37,581 05/25/2049 1FM
46650P-AC-4 JPMMT 2019-LTV1 A3 03/01/2020 Paydown 978,156 978,156 981,671 980,064 0 (1,908) 0 (1,908) 0 978,156 0 0 0 6,399 06/25/2049 1FM
46650X-AA-1 HENDR 2019-1A A 03/15/2020 Paydown 130,677 130,677 130,584 130,584 0 92 0 92 0 130,677 0 0 0 767 08/17/2071 1FE
46655*-AA-9 WALGREENS 5 WALGREENS PROPERTIES 03/15/2020 Redemption 100.0000 44,419 44,419 44,419 44,419 0 0 0 0 0 44,419 0 0 0 570 05/15/2020 2
46657*-AA-7 UNITED HEALTHCARE ELK RIVER MINNESOTA 03/16/2020 Redemption 100.0000 1,759,131 1,759,131 1,759,131 1,759,131 0 0 0 0 0 1,759,131 0 0 0 59,107 03/16/2027 1
46661#-AA-7 JFK FUEL INFRASTRUCTURE 03/13/2020 Redemption 100.0000 344,184 344,184 344,184 344,184 0 0 0 0 0 344,184 0 0 0 1,975 04/13/2027 2
47715*-AA-5 JETBLUE AIRWAYS PASS THROUGH T 03/05/2020 Redemption 100.0000 246,953 246,953 241,800 243,176 0 3,777 0 3,777 0 246,953 0 0 0 5,458 03/05/2023 1FE
478045-AA-5 JOHN SEVIER COMBINED CYCLE 01/15/2020 Redemption 100.0000 128,328 128,328 133,451 133,212 0 (4,885) 0 (4,885) 0 128,328 0 0 0 2,968 01/15/2042 1FE
48128B-AG-6 JP MORGAN CHASE & CO 02/10/2020 JP MORGAN 639,051 614,000 614,000 0 0 0 0 0 0 614,000 0 25,051 25,051 1,491 01/01/9999 2FE
48250N-AC-9 KFC/PIZZA HUT/TACO BELL 03/02/2020 Various 5,116,250 5,000,000 4,964,047 4,965,327 0 378 0 378 0 4,965,705 0 150,545 150,545 61,090 06/01/2027 3FE
48262*-AA-0 KEURIG DR PEPPER INC 03/15/2020 Redemption 100.0000 315,099 315,099 315,099 169,397 0 0 0 0 0 315,099 0 0 0 1,410 12/31/2034 2Z
486606-H@-8 KAYNE ANDERSON MLP INVESTMENT 03/25/2020 DIRECT 1,801,802 1,801,802 1,801,802 1,801,802 0 0 0 0 0 1,801,802 0 0 0 138,451 05/03/2022 1FE
48730P-AB-6 KEENAN DEV ASSOC OF TENN 01/15/2020 Redemption 100.0000 257,690 257,690 296,781 291,661 0 (33,971) 0 (33,971) 0 257,690 0 0 0 10,308 07/15/2028 1FE
49327M-2G-8 KEY BANK 03/16/2020 Maturity 3,500,000 3,500,000 3,456,106 3,493,379 0 6,621 0 6,621 0 3,500,000 0 0 0 39,375 03/16/2020 1FE
49456B-AF-8 KINDER MORGAN 03/04/2020 MSDW 11,130,000 10,000,000 10,431,800 10,304,185 0 (9,908) 0 (9,908) 0 10,294,277 0 835,723 835,723 113,472 06/01/2025 2FE
49725V-AB-8 KIOWA POWER 03/30/2020 Redemption 100.0000 78,053 78,053 78,445 78,285 0 (232) 0 (232) 0 78,053 0 0 0 1,119 03/30/2021 2FE
49727@-AB-3 KIRBY 03/15/2020 Redemption 100.0000 59,717 59,717 59,717 59,717 0 0 0 0 0 59,717 0 0 0 439 03/15/2042 2
500255-AU-8 KOHL'S 03/30/2020 JP MORGAN 11,735,675 12,300,000 12,297,048 12,297,988 0 (180) 0 (180) 0 12,297,808 0 (562,133) (562,133) 319,836 07/17/2025 2FE
50076Q-AE-6 KRAFT HEINZ FOODS 02/27/2020 Various 14,437,600 14,000,000 13,886,070 13,889,392 0 (137) 0 (137) 0 13,889,254 0 548,346 548,346 153,056 06/04/2042 3FE
50077L-AK-2 KRAFT HEINZ FOODS 02/14/2020 STIFEL NICOLAUS 206,492 200,000 199,734 199,839 0 0 0 0 0 199,840 0 6,652 6,652 4,696 07/15/2025 3FE
50077L-AU-0 KRAFT HEINZ FOOD 02/19/2020 Various 41,072,286 40,000,000 40,916,259 15,221,291 0 (8,294) 0 (8,294) 0 40,903,206 0 169,080 169,080 598,958 04/01/2030 2FE
50077L-AW-6 KRAFT HEINZ FOOD 03/20/2020 Various 921,030 1,000,000 1,061,960 0 0 (239) 0 (239) 0 1,061,721 0 (140,691) (140,691) 20,877 10/01/2039 3FE
50077L-AY-2 KRAFT HEINZ FOOD 02/13/2020 BOA ML 10,613,200 10,000,000 10,470,900 10,470,409 0 (777) 0 (777) 0 10,469,632 0 143,568 143,568 193,646 10/01/2049 3FE
501044-CH-2 KROGER 01/15/2020 Maturity 29,000,000 29,000,000 28,927,210 28,997,692 0 2,308 0 2,308 0 29,000,000 0 0 0 891,750 01/15/2020 2FE
501797-AR-5 L BRANDS 01/13/2020 UBS WARBURG 1,035,000 1,000,000 1,015,620 1,014,444 0 (142) 0 (142) 0 1,014,303 0 20,697 20,697 6,159 06/15/2029 3FE
517834-AG-2 LAS VEGAS SANDS 01/23/2020 SIG 3,093,240 3,000,000 2,997,630 2,997,760 0 77 0 77 0 2,997,837 0 95,403 95,403 47,200 08/08/2024 2FE
51802@-AA-9 BANK OF AMERICA BATAVIA ILLINOIS 03/15/2020 Redemption 100.0000 52,384 52,384 52,384 52,384 0 0 0 0 0 52,384 0 0 0 480 08/15/2025 1
521615-AA-2 LEA POWER PARTNERS LLC 03/15/2020 Redemption 100.0000 119,092 119,092 120,531 120,454 0 (1,362) 0 (1,362) 0 119,092 0 0 0 2,899 06/15/2033 3FE
52465#-BC-8 HOME DEPOT NORTH HAMPTON NEW HAMPSHIRE 03/15/2020 Redemption 100.0000 71,103 71,103 79,865 75,448 0 (4,345) 0 (4,345) 0 71,103 0 0 0 879 01/15/2032 1
52465#-BD-6 HOME DEPOT MARLBOROUGH MASSACHUSETTS 03/15/2020 Redemption 100.0000 71,703 71,703 76,446 74,097 0 (2,394) 0 (2,394) 0 71,703 0 0 0 886 12/15/2031 1
52467@-AT-2 WAL-MART SAN ANTONIO TEXAS 03/15/2020 Redemption 100.0000 58,325 58,325 58,325 58,325 0 0 0 0 0 58,325 0 0 0 577 11/15/2022 1
52467@-BF-1 WAL-MART FARMINGTON HILLS MICHIGAN 03/15/2020 Redemption 100.0000 129,288 129,288 134,504 130,863 0 (1,575) 0 (1,575) 0 129,288 0 0 0 1,344 11/15/2023 1
52467@-BK-0 WAL-MART SEATTLE & MURRAY UTAH 02/10/2020 Redemption 100.0000 636,188 636,188 633,033 635,686 0 502 0 502 0 636,188 0 0 0 16,970 08/10/2021 1
52467@-BR-5 LOWES MONROEVILLE PENNSYLVANIA 03/25/2020 Redemption 100.0000 217,510 217,510 228,240 222,156 0 (4,646) 0 (4,646) 0 217,510 0 0 0 2,295 06/25/2029 1
52467@-BT-1 LOWES LAKE PARK FLORIDA 03/25/2020 Redemption 100.0000 111,755 111,755 111,468 111,671 0 83 0 83 0 111,755 0 0 0 1,093 08/25/2023 1
52467@-BV-6 TARGET MT KISCO NEW YORK 03/15/2020 Redemption 100.0000 145,493 145,493 151,786 149,158 0 (3,666) 0 (3,666) 0 145,493 0 0 0 1,550 11/15/2034 1
52467@-BZ-7 FIDELITY INVESTMENTS BOSTON MASSACHUSETTS 03/05/2020 Various 970,461 970,461 970,461 970,461 0 0 0 0 0 970,461 0 0 0 8,146 08/05/2020 1
52468#-AB-8 HOME DEPOT FLEMINGTON NEW JERSEY 03/15/2020 Redemption 100.0000 104,657 104,657 112,466 106,476 0 (1,819) 0 (1,819) 0 104,657 0 0 0 1,280 01/15/2023 1
52523K-AH-7 LXS 2006-17 WF42 03/01/2020 Paydown 379,448 400,472 327,086 347,936 0 31,513 0 31,513 0 379,448 0 0 0 3,026 11/25/2036 1FM
53079E-BJ-2 LIBERTY MUTUAL GROUP 02/18/2020 JEFFERIES & COMPANY 440,388 400,000 427,788 0 0 (37) 0 (37) 0 427,751 0 12,637 12,637 6,278 10/15/2050 2FE
53117C-AP-7 LIBERTY PROPERTY 03/05/2020 Various 18,231,000 18,231,000 18,216,941 18,224,305 0 (113) 0 (113) 0 18,224,192 0 6,808 6,808 1,075,908 06/15/2023 1FE
53117C-AQ-5 LIBERTY PROPERTY 03/05/2020 DIRECT 16,985,000 16,985,000 16,933,875 16,960,798 0 1,281 0 1,281 0 16,962,078 0 22,922 22,922 2,116,270 02/15/2024 1FE
53117C-AR-3 LIBERTY PROPERTY 02/19/2020 Various 10,000,000 10,000,000 9,968,275 9,979,284 0 592 0 592 0 9,979,876 0 20,124 20,124 1,061,671 04/01/2025 1FE
53117C-AS-1 LIBERTY PROPERTY 02/10/2020 Various 4,941,488 4,617,000 4,578,310 4,589,448 0 422 0 422 0 4,589,870 0 351,619 351,619 58,386 10/01/2026 1FE
53117C-AT-9 LIBERTY PROPERTY 02/10/2020 Tax Free Exchange 9,942,917 8,571,000 8,548,887 8,550,343 0 386 0 386 0 8,550,730 0 1,392,187 1,392,187 205,436 02/01/2029 1FE
53378@-AA-9 CVS 4 CVS PROPERTIES 01/25/2020 Maturity 0 21,062 0 21,062 0 (21,062) 0 (21,062) 0 0 0 0 0 0 01/25/2020 2YE
538034-AK-5 LIVE NATION ENTERTAINMENT 03/10/2020 BOA ML 2,753,830 2,839,000 2,839,000 2,839,000 0 0 0 0 0 2,839,000 0 (85,170) (85,170) 50,363 11/01/2024 4FE
538034-AN-9 LIVE NATION ENTERTAINMENT 03/02/2020 MSDW 1,174,241 1,147,000 1,147,000 1,147,000 0 0 0 0 0 1,147,000 0 27,241 27,241 30,288 03/15/2026 4FE
538034-AR-0 LIVE NATION ENTERTAINMENT 03/02/2020 BOA ML 1,535,830 1,532,000 1,532,000 1,532,000 0 0 0 0 0 1,532,000 0 3,830 3,830 27,693 10/15/2027 4FE
54627R-AD-2 LCDA 2010-ELL A4 02/04/2020 Paydown 440,339 440,339 444,538 442,641 0 (2,303) 0 (2,303) 0 440,339 0 0 0 8,864 08/01/2024 1FE
54627R-AK-6 LCDA 2014-ELL A2 02/04/2020 Paydown 367,030 367,030 366,774 366,882 0 148 0 148 0 367,030 0 0 0 5,961 08/01/2028 1FE
E05.9
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22
CUSIP
Ident-
ification
Description
For-
eign
Disposal
Date
Name
of Purchaser
Number of
Shares of
Stock
Consid-
eration
Par Value
Actual
Cost
Prior Year
Book/
Adjusted
Carrying
Value
11
Unrealized
Valuation
Increase/
(Decrease)
12
Current
Year's
(Amor-
tization)/
Accretion
13
Current
Year's
Other Than
Temporary
Impairment
Recog-
nized
14
Total
Change in
Book/
Adjusted
Carrying
Value
(11 + 12 -
13)
15
Total
Foreign
Exchange
Change in
Book
/Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value at
Disposal
Date
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total Gain
(Loss) on
Disposal
Bond
Interest/
Stock
Dividends
Received
During
Year
Stated
Con-
tractual
Maturity
Date
NAIC
Desig-
nation
and
Admini-
strative
Symbol
54864@-AA-8 LOWES BROOKLYN NEW YORK 03/15/2020 Redemption 100.0000 308,730 308,730 316,217 311,751 0 (3,021) 0 (3,021) 0 308,730 0 0 0 3,170 05/15/2029 1
548661-DV-6 LOWES 03/26/2020 MSDW 395,272 368,000 366,281 0 0 194 0 194 0 366,475 0 28,797 28,797 204 04/15/2040 2FE
54868#-AA-2 LOWES SANTA MARIA CALIFORNIA 03/15/2020 Redemption 100.0000 79,048 79,048 79,833 79,747 0 (700) 0 (700) 0 79,048 0 0 0 459 06/15/2042 1
55056*-AA-5 LUTHER VILLAGE 03/15/2020 Redemption 100.0000 49,043 49,043 49,043 49,043 0 0 0 0 0 49,043 0 0 0 374 11/15/2049 1PL
55056*-AB-3 LUTHER VILLAGE 03/15/2020 Redemption 100.0000 34,526 34,526 34,526 34,526 0 0 0 0 0 34,526 0 0 0 191 11/15/2049 1Z
552953-CF-6 MGM RESORTS INTERNATIONAL 03/04/2020 Call 110.0000 1,049,400 954,000 1,018,395 1,015,669 0 (1,295) 0 (1,295) 0 1,014,374 0 (60,374) (60,374) 144,279 04/15/2027 3FE
55303X-AF-2 MGM GROWTH/MGM FINANCE 02/28/2020 Various 3,100,000 3,000,000 3,000,000 3,000,000 0 0 0 0 0 3,000,000 0 100,000 100,000 85,250 01/15/2028 3FE
55388P-AB-6 MVWOT 2015-1A B 03/20/2020 Paydown 41,248 41,248 41,239 41,243 0 5 0 5 0 41,248 0 0 0 190 12/20/2032 2FE
553891-AA-0 MVWOT 2014-1A A 03/20/2020 Paydown 53,832 53,832 53,817 53,826 0 6 0 6 0 53,832 0 0 0 202 09/22/2031 1FE
553891-AB-8 MVWOT 2014-1A B 03/20/2020 Paydown 98,692 98,692 98,678 98,686 0 5 0 5 0 98,692 0 0 0 444 09/22/2031 2FE
553893-AA-6 MVWOT 2013-1A A 03/20/2020 Paydown 54,782 54,782 54,780 54,780 0 2 0 2 0 54,782 0 0 0 198 04/22/2030 1FE
553896-AC-5 MVWOT 2017-1A C 03/20/2020 Paydown 374,877 374,877 374,779 374,785 0 93 0 93 0 374,877 0 0 0 1,817 12/20/2034 2FE
55400D-AC-5 MVWOT 2019-2A C 03/20/2020 Paydown 246,462 246,462 246,381 246,381 0 80 0 80 0 246,462 0 0 0 1,065 10/20/2038 2FE
56081#-AL-4 MAJOR LEAGUE BASEBALL TRUST 01/10/2020 DIRECT 260,054 260,054 260,054 260,054 0 0 0 0 0 260,054 0 0 0 797 12/10/2021 1FE
57165P-AB-1 MARRIOTT OWNERSHIP 03/11/2020 BOA ML 6,222,720 6,482,000 6,597,625 6,572,921 0 (3,898) 0 (3,898) 0 6,569,023 0 (346,303) (346,303) 208,324 09/15/2026 3FE
571903-AP-8 MARRIOTT INTERNATIONAL 03/31/2020 DEUTSCHE BANK 9,312,500 10,000,000 9,887,600 9,930,082 0 3,183 0 3,183 0 9,933,265 0 (620,765) (620,765) 1,042 10/01/2025 2FE
57636Q-AQ-7 MASTERCARD INC 03/31/2020 GOLDMAN SACHS 774,853 660,000 657,202 0 0 (3) 0 (3) 0 657,199 0 117,655 117,655 424 03/26/2050 1FE
576434-YS-7 MALT 2004-12 6A4 03/01/2020 Paydown 32,840 32,840 33,147 33,147 0 (307) 0 (307) 0 32,840 0 0 0 301 12/25/2034 2FM
57643L-LC-8 MABS 2005-AB1 A4 03/01/2020 Paydown 409,341 409,341 409,317 409,341 0 0 0 0 0 409,341 0 0 0 1,985 11/25/2035 1FM
57643M-JF-2 MASTR 2004-11 4A4 03/01/2020 Paydown 10,188 10,188 10,264 10,253 0 (66) 0 (66) 0 10,188 0 0 0 93 12/25/2034 1FM
57643M-JV-7 MASTR 2004-11 B1 03/01/2020 Paydown 0 361,257 145,672 145,672 0 (145,672) 0 (145,672) 0 0 0 0 0 2,700 12/25/2034 1FM
58502B-AC-0 MEDNAX 02/20/2020 Various 1,870,620 1,900,000 1,888,223 1,889,353 0 129 0 129 0 1,889,481 0 (18,861) (18,861) 72,240 01/15/2027 3FE
589929-5V-6 MLCC 2003-G A1 03/25/2020 Paydown 24,017 24,017 24,118 24,017 0 0 0 0 0 24,017 0 0 0 94 01/25/2029 1FM
59020U-NZ-4 MLCC 2004-G A1 03/25/2020 Paydown 6,380 6,380 6,392 6,380 0 0 0 0 0 6,380 0 0 0 32 01/25/2030 1FM
59020U-SM-8 MLCC 2005-A2 A5 03/01/2020 Paydown 261,933 261,933 262,261 262,261 0 (327) 0 (327) 0 261,933 0 0 0 1,705 02/25/2035 1FM
594918-BJ-2 MICROSOFT 02/19/2020 BOA ML 1,073,500 1,000,000 999,740 999,812 0 1 0 1 0 999,813 0 73,687 73,687 9,375 11/03/2025 1FE
59523U-AQ-0 MID-AMERICA APARTMENTS 03/03/2020 MSDW 5,764,050 5,000,000 5,391,350 5,376,710 0 (6,409) 0 (6,409) 0 5,370,301 0 393,749 393,749 93,264 03/15/2029 2FE
59549W-AC-7 MDST 11 M2 03/15/2020 Paydown 23,979 23,979 23,979 23,979 0 0 0 0 0 23,979 0 0 0 255 07/15/2038 3FE
59982V-AA-7 MCSLT 2019-2GS A 03/20/2020 Paydown 432,284 432,284 432,255 432,255 0 30 0 30 0 432,284 0 0 0 2,659 07/20/2043 1FE
617445-CJ-8 MSC 1996-1 B3 03/01/2020 Paydown 1,047 1,047 1,015 1,033 0 14 0 14 0 1,047 0 0 0 13 01/25/2027 5FM
617446-8L-6 MORGAN STANLEY 02/28/2020 CITICORP 636,604 620,000 620,000 0 0 0 0 0 0 620,000 0 16,604 16,604 1,906 01/22/2031 1FE
617446-8P-7 MORGAN STANLEY 03/31/2020 MSDW 1,309,225 1,250,000 1,250,000 0 0 0 0 0 0 1,250,000 0 59,225 59,225 252 04/01/2031 1FE
61744Y-AP-3 MORGAN STANLEY 01/24/2020 MSDW 1,406,742 1,287,000 1,358,480 1,356,352 0 (555) 0 (555) 0 1,355,797 0 50,945 50,945 24,812 01/24/2029 1FE
617458-AG-9 MSC 2011-C1 A4 03/01/2020 Paydown 14,898,414 14,898,414 15,407,665 14,914,463 0 (16,049) 0 (16,049) 0 14,898,414 0 0 0 186,412 09/15/2047 1FM
61747Y-CM-5 MORGAN STANLEY 01/26/2020 Maturity 19,550,000 19,550,000 19,568,799 19,552,210 0 (2,210) 0 (2,210) 0 19,550,000 0 0 0 537,625 01/26/2020 1FE
61945L-AA-1 MSAIC 2019-2A A 03/20/2020 Paydown 1,299,476 1,299,476 1,299,032 1,299,032 0 444 0 444 0 1,299,476 0 0 0 6,695 09/20/2040 1FE
61946C-AA-0 MSAIC 2019-1A 03/20/2020 Paydown 1,933,925 1,933,925 1,933,281 1,933,281 0 643 0 643 0 1,933,925 0 0 0 14,137 12/21/2043 1FE
61946E-AA-6 MSAIC 2017-1A A 03/20/2020 Paydown 63,562 63,562 63,544 63,549 0 13 0 13 0 63,562 0 0 0 461 06/20/2042 1FE
61946F-AA-3 MSAIC 2018-1A A 03/20/2020 Paydown 1,026,417 1,026,417 1,026,364 1,026,366 0 51 0 51 0 1,026,417 0 0 0 6,610 06/22/2043 1FE
61946G-AA-1 MSAIC 2017-2A A 03/20/2020 Paydown 224,246 224,246 224,217 224,217 0 29 0 29 0 224,246 0 0 0 1,433 06/22/2043 1FE
61946L-AA-0 MSAIC 2018-2GS A 03/20/2020 Paydown 654,976 654,976 654,869 654,869 0 106 0 106 0 654,976 0 0 0 4,289 02/22/2044 1FE
61980A-AC-7 MOTIVA ENTERPRISES 01/15/2020 Maturity 8,749,000 8,749,000 8,970,291 8,750,927 0 (1,927) 0 (1,927) 0 8,749,000 0 0 0 251,534 01/15/2020 2FE
62848B-AC-5 MVWOT 2018-1A C 03/20/2020 Paydown 680,741 680,741 680,733 680,735 0 6 0 6 0 680,741 0 0 0 4,284 01/21/2036 2FE
62957H-AF-2 NABORS INDS INC 03/23/2020 Various 615,000 1,000,000 915,000 0 0 2,460 0 2,460 0 917,460 0 (302,460) (302,460) 35,458 02/01/2025 4FE
637417-AE-6 NATIONAL RETAIL PROPERTIES 03/20/2020 DIRECT 5,000,000 5,000,000 4,923,250 4,975,707 0 1,915 0 1,915 0 4,977,622 0 22,378 22,378 338,410 10/15/2022 2FE
63946B-AE-0 NBC UNIVERSAL MEDIA 03/06/2020 Various 19,847,000 19,847,000 21,141,610 20,079,096 0 (32,776) 0 (32,776) 0 20,046,321 0 (199,321) (199,321) 1,059,171 04/01/2021 1FE
63967@-AA-5 NEBRASKA MEDICINE 03/15/2020 Redemption 100.0000 44,407 44,407 44,407 0 0 0 0 0 0 44,407 0 0 0 206 01/15/2049 1Z
64352V-GW-5 NCHET 2004-A AII9 03/01/2020 Paydown 1,911 1,911 120 120 0 0 0 0 0 120 0 1,791 1,791 14 08/25/2034 1FM
64352V-MN-8 NCHET 2005-A A4W 03/01/2020 Paydown 356,477 356,477 356,476 356,476 0 1 0 1 0 356,477 0 0 0 2,600 08/25/2035 1FM
65444#-AA-1 MARSH & MCLENNAN WESTLAKE OHIO 03/11/2020 Redemption 100.0000 192,687 192,687 192,687 192,687 0 0 0 0 0 192,687 0 0 0 1,120 07/11/2024 1
67066G-AG-9 NVIDIA CORP 03/26/2020 STIFEL NICOLAUS 734,258 705,000 703,590 0 0 0 0 0 0 703,590 0 30,668 30,668 0 04/01/2040 1FE
67090U-AB-9 THOR 2018 A 03/09/2020 Paydown 757,286 757,286 757,109 757,117 0 169 0 169 0 757,286 0 0 0 5,051 02/09/2030 1PL
67090U-AC-7 THOR 2018 B 03/09/2020 Paydown 626,186 626,186 626,175 626,178 0 8 0 8 0 626,186 0 0 0 4,628 02/09/2030 2PL
67090U-AD-5 THOR 2018 C 03/09/2020 Paydown 433,172 433,172 405,509 406,387 0 26,785 0 26,785 0 433,172 0 0 0 2,951 02/09/2030 1PL
674599-BY-0 OCCIDENTAL PETROLEUM 03/19/2020 Various 44,493,750 56,500,000 56,489,744 56,497,683 0 (634) 0 (634) 0 56,497,048 0 (12,003,298) (12,003,298) 1,492,856 02/01/2021 2FE
674599-CP-8 OCCIDENTAL PETROLEUM 03/23/2020 BOA ML 4,500,000 7,500,000 7,550,850 7,549,906 0 (4,305) 0 (4,305) 0 7,545,601 0 (3,045,601) (3,045,601) 127,688 08/15/2022 2FE
674599-CR-4 OCCIDENTAL PETROLEUM 01/27/2020 JP MORGAN 21,988,422 21,376,000 21,493,988 21,490,572 0 (950) 0 (950) 0 21,489,622 0 498,800 498,800 324,915 08/15/2026 2FE
674599-CS-2 OCCIDENTAL PETROLEUM 03/18/2020 JP MORGAN 24,305,940 45,011,000 45,578,597 23,701,303 0 (7,717) 0 (7,717) 0 45,568,075 0 (21,262,135) (21,262,135) 971,487 08/15/2029 2FE
E05.10
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22
CUSIP
Ident-
ification
Description
For-
eign
Disposal
Date
Name
of Purchaser
Number of
Shares of
Stock
Consid-
eration
Par Value
Actual
Cost
Prior Year
Book/
Adjusted
Carrying
Value
11
Unrealized
Valuation
Increase/
(Decrease)
12
Current
Year's
(Amor-
tization)/
Accretion
13
Current
Year's
Other Than
Temporary
Impairment
Recog-
nized
14
Total
Change in
Book/
Adjusted
Carrying
Value
(11 + 12 -
13)
15
Total
Foreign
Exchange
Change in
Book
/Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value at
Disposal
Date
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total Gain
(Loss) on
Disposal
Bond
Interest/
Stock
Dividends
Received
During
Year
Stated
Con-
tractual
Maturity
Date
NAIC
Desig-
nation
and
Admini-
strative
Symbol
674599-CW-3 OCCIDENTAL PETROLEUM 03/23/2020 BOA ML 8,437,500 15,000,000 14,980,500 14,981,678 0 901 0 901 0 14,982,579 0 (6,545,079) (6,545,079) 274,292 08/15/2024 2FE
674599-DR-3 OCCIDENTAL PETROLEUM 03/31/2020 GOLDMAN SACHS 2,475,000 5,000,000 6,079,791 6,049,947 0 (26,690) 0 (26,690) 0 6,023,256 0 (3,548,256) (3,548,256) 136,049 05/15/2028 3FE
674599-DU-6 OCCIDENTAL PETROLEUM 03/31/2020 GOLDMAN SACHS 4,500,000 10,000,000 12,846,828 12,776,965 0 (61,251) 0 (61,251) 0 12,715,713 0 (8,215,713) (8,215,713) 368,792 04/15/2029 3FE
682134-AC-5 OMNICOM GROUP 03/23/2020 Various 16,728,000 16,728,000 16,745,160 16,742,766 0 (6,188) 0 (6,188) 0 16,736,578 0 (8,578) (8,578) 715,912 08/15/2020 2FE
68268G-AA-6 OMFIT 2016-1A A 03/18/2020 Paydown 1,270,873 1,270,873 1,270,545 1,270,747 0 126 0 126 0 1,270,873 0 0 0 7,475 02/20/2029 1FE
68504L-AA-9 ONGLT 2016-A A 03/08/2020 Paydown 288,896 288,896 288,871 288,882 0 14 0 14 0 288,896 0 0 0 1,214 03/08/2029 1FE
68504L-AB-7 ONGLT 2016-A B 03/08/2020 Paydown 313,933 313,933 313,305 313,547 0 386 0 386 0 313,933 0 0 0 1,471 03/08/2029 2FE
68504R-AA-6 ONGLT 2014-AA A 03/09/2020 Paydown 154,561 154,561 154,534 154,555 0 6 0 6 0 154,561 0 0 0 591 07/09/2029 1FE
68504R-AB-4 ONGLT 2014-AA B 03/09/2020 Paydown 73,213 73,213 73,197 73,213 0 0 0 0 0 73,213 0 0 0 370 07/09/2029 2FE
68504T-AA-2 ONGLT 2015-AA A 03/08/2020 Paydown 125,715 125,715 125,695 125,708 0 7 0 7 0 125,715 0 0 0 589 09/08/2027 1FE
68504T-AB-0 ONGLT 2015-AA B 03/08/2020 Paydown 108,644 108,644 108,629 108,638 0 6 0 6 0 108,644 0 0 0 614 09/08/2027 2FE
68504U-AB-7 ONGLT 2019-A B 03/09/2020 Paydown 942,734 942,734 942,608 942,608 0 127 0 127 0 942,734 0 0 0 5,001 04/09/2038 1FE
68504U-AC-5 ONGLT 2019-A C 03/09/2020 Paydown 1,010,230 1,010,230 1,010,209 1,010,209 0 22 0 22 0 1,010,230 0 0 0 5,758 04/09/2038 2FE
68504W-AC-1 ONGLT 2018-A C 03/08/2020 Paydown 718,804 718,804 718,704 718,706 0 98 0 98 0 718,804 0 0 0 4,424 11/08/2030 2FE
68651*-AA-7 ORLANDO FUEL FACILITIES 03/01/2020 Redemption 100.0000 70,759 70,759 70,759 70,759 0 0 0 0 0 70,759 0 0 0 540 07/01/2037 2
693475-AZ-8 PNC FINANCIAL SERVICES GROUP 02/21/2020 WELLS FARGO 811,657 795,000 792,774 0 0 7 0 7 0 792,781 0 18,876 18,876 1,656 01/22/2030 1FE
693680-AA-8 PSMC 2018-2 A1 03/01/2020 Paydown 145,439 145,439 147,348 147,205 0 (1,765) 0 (1,765) 0 145,439 0 0 0 895 06/25/2048 1FM
693680-AC-4 PSMC 2018-2 A3 03/01/2020 Paydown 2,181,588 2,181,588 2,145,796 2,163,247 0 18,340 0 18,340 0 2,181,588 0 0 0 13,428 06/25/2048 1FM
69379@-AA-4 PT EDISON DC 03/15/2020 Redemption 100.0000 531,763 531,763 579,152 573,456 0 (41,693) 0 (41,693) 0 531,763 0 0 0 5,977 12/15/2028 2
703481-AB-7 PATTERSON UTI-ENERGY 02/21/2020 Various 2,525,570 2,533,000 2,367,418 2,345,397 0 2,727 0 2,727 0 2,348,124 0 177,446 177,446 56,024 02/01/2028 2FE
70450Y-AE-3 PAYPAL 03/13/2020 WELLS FARGO 1,855,565 1,815,000 1,873,189 0 0 (634) 0 (634) 0 1,872,555 0 (16,989) (16,989) 24,571 10/01/2029 2FE
70556@-AA-7 DUKE ENERGY FLORIDA 03/07/2020 Redemption 100.0000 95,774 95,774 95,774 95,774 0 0 0 0 0 95,774 0 0 0 958 01/07/2025 1
70556@-AB-5 DUKE ENERGY FLORIDA 03/26/2020 Redemption 100.0000 105,483 105,483 105,483 105,483 0 0 0 0 0 105,483 0 0 0 1,055 12/26/2024 1
713448-EU-8 PEPSICO 03/18/2020 MSDW 1,415,822 1,469,000 1,461,273 0 0 (1) 0 (1) 0 1,461,272 0 (45,450) (45,450) 148 03/19/2050 1FE
718172-AH-2 PHILIP MORRIS INTERNATIONAL 03/26/2020 Maturity 43,100,000 43,100,000 42,525,247 43,077,438 0 22,562 0 22,562 0 43,100,000 0 0 0 969,750 03/26/2020 1FE
73019#-AA-0 UNION PACIFIC RAILROAD 03/13/2020 Redemption 100.0000 104,950 104,950 104,950 104,950 0 0 0 0 0 104,950 0 0 0 1,574 09/13/2027 1
73019#-AB-8 UNION PACIFIC RAILROAD 03/13/2020 Redemption 100.0000 108,900 108,900 108,900 108,900 0 0 0 0 0 108,900 0 0 0 1,634 09/13/2027 1
73019#-AC-6 UNION PACIFIC RAILROAD 03/13/2020 Redemption 100.0000 99,477 99,477 99,477 99,477 0 0 0 0 0 99,477 0 0 0 1,492 09/13/2027 1
73316P-JE-1 POPLR 2005-6 A4 03/01/2020 Paydown 754,575 754,575 754,575 754,575 0 0 0 0 0 754,575 0 0 0 2,504 01/25/2036 1FM
73557*-AA-2 WISCONSIN ELECTRIC POWER 03/15/2020 Redemption 100.0000 93,513 93,513 93,513 93,513 0 0 0 0 0 93,513 0 0 0 766 07/15/2030 1
74080@-AA-4 KROGER MCKINNEY TEXAS 03/15/2020 Redemption 100.0000 100,342 100,342 100,342 100,342 0 0 0 0 0 100,342 0 0 0 1,173 04/15/2021 2
74113F-AL-9 PART 2016-1A C 03/15/2020 Paydown 472,053 472,053 471,989 472,049 0 4 0 4 0 472,053 0 0 0 2,726 11/15/2021 1FE
74113M-AE-0 PART 2016-2A C 03/15/2020 Paydown 2,266,256 2,266,256 2,265,935 2,266,198 0 57 0 57 0 2,266,256 0 0 0 10,717 11/15/2022 1FE
74434U-CH-5 PHMS 1994-A 2B 03/01/2020 Paydown 7 7 7 7 0 0 0 0 0 7 0 0 0 0 04/28/2024 1FM
747262-AU-7 QVC 02/20/2020 SEAPORT 5,160,669 5,000,000 4,993,000 4,995,970 0 269 0 269 0 4,996,239 0 164,430 164,430 108,645 02/15/2025 3FE
74733V-AC-4 QEP RESOURCES 03/23/2020 MSDW 936,000 2,600,000 2,476,500 2,484,670 0 7,322 0 7,322 0 2,491,992 0 (1,555,992) (1,555,992) 54,600 05/01/2023 3FE
74834L-AP-5 QUEST DIAGNOSTICS 01/15/2020 DIRECT 5,500,000 5,500,000 5,417,005 5,498,731 0 591 0 591 0 5,499,321 0 679 679 126,587 01/30/2020 2FE
74958E-AJ-5 RFMSI 2006-S12 3A1 03/01/2020 Paydown 185,288 185,288 175,869 175,869 0 0 0 0 0 175,869 0 9,420 9,420 2,014 12/25/2036 1FM
74979U-AA-3 SMBC RAIL 03/20/2020 Redemption 100.0000 531,250 531,250 531,250 531,250 0 0 0 0 0 531,250 0 0 0 5,366 06/20/2026 1PL
75281A-AU-3 RANGE RESOURCES 02/27/2020 Various 2,548,443 2,684,000 2,623,610 2,627,013 0 1,582 0 1,582 0 2,628,595 0 (62,761) (62,761) 183,827 07/01/2022 3FE
755111-BR-1 RAYTHEON 02/15/2020 Maturity 20,000,000 20,000,000 19,951,000 19,997,498 0 2,502 0 2,502 0 20,000,000 0 0 0 440,000 02/15/2020 1FE
758202-AK-1 RELX CAPITAL 01/30/2020 Various 9,060,000 9,060,000 9,004,696 9,040,302 0 538 0 538 0 9,040,840 0 19,160 19,160 432,113 10/15/2022 2FE
75973L-AA-6 RENEW 2017-1A A 03/20/2020 Redemption 100.0000 436,176 436,176 436,061 436,035 0 140 0 140 0 436,176 0 0 0 1,821 09/20/2052 1FE
759950-ES-3 RAMC 2004-4 MF4 03/01/2020 Paydown 0 (33,670) (1,674) 0 0 0 0 0 0 0 0 0 0 113 02/25/2035 1FM
760759-AH-3 REPUBLIC SERVICES 03/01/2020 Maturity 29,000,000 29,000,000 28,994,850 28,995,898 0 4,102 0 4,102 0 29,000,000 0 0 0 725,000 03/01/2020 2FE
761118-GV-4 RALI 2005-QS13 1A4 03/01/2020 Paydown 431,774 464,718 397,427 365,624 0 66,150 0 66,150 0 431,774 0 0 0 4,272 09/25/2035 1FM
76111X-ZR-7 RFMSI 2005-S7 A1 03/01/2020 Paydown 35,879 52,525 48,691 30,123 0 5,757 0 5,757 0 35,879 0 0 0 327 11/25/2035 1FM
76111X-ZY-2 RFMSI 2005-S7 A8 03/01/2020 Paydown 198,560 290,679 253,668 244,186 0 (45,626) 0 (45,626) 0 198,560 0 0 0 1,810 11/25/2035 1FM
76112B-DV-9 RAMP 2004-RS10 MI1 03/01/2020 Paydown 11,204 11,204 1,168 1,168 0 0 0 0 0 1,168 0 10,036 10,036 110 10/25/2034 1FM
76202#-AA-0 CVS MARIETTA GEORGIA 02/11/2020 DIRECT 1,106,210 1,106,210 1,106,210 1,106,210 0 0 0 0 0 1,106,210 0 0 0 308,892 01/15/2031 2
773903-AF-6 ROCKWELL AUTOMATION 03/01/2020 Maturity 2,119,000 2,119,000 2,086,511 2,114,974 0 4,026 0 4,026 0 2,119,000 0 0 0 21,720 03/01/2020 1FE
78454L-AK-6 SM ENERGY 01/28/2020 RBC 1,000,000 1,000,000 920,000 927,976 0 1,742 0 1,742 0 929,718 0 70,282 70,282 12,760 11/15/2022 4FE
78466L-AD-8 SSF SETTLEMENT FINANCE 2005-1 B 03/15/2020 Paydown 330,853 330,853 330,853 330,853 0 0 0 0 0 330,853 0 0 0 3,039 01/15/2042 1PL
78473N-AC-7 STARM 2007-1 2A1 03/01/2020 Paydown 391,858 466,402 344,869 290,582 0 101,276 0 101,276 0 391,858 0 0 0 3,335 02/25/2037 1FM
78476Y-AA-4 STF FIRST MORTGAGE BOND 2006-A NOTE 01/10/2020 Paydown 3,454 3,454 2,030 0 0 3,454 0 3,454 0 3,454 0 0 0 111 07/10/2037 6*
79548K-H8-4 SBM7 1999-2 B1 03/01/2020 Paydown 3,831 3,831 3,373 2,328 0 1,503 0 1,503 0 3,831 0 0 0 41 02/25/2029 1FM
79548K-H9-2 SBM7 1999-2 B2 03/01/2020 Paydown 1,853 1,853 1,602 977 0 876 0 876 0 1,853 0 0 0 20 02/25/2029 1FM
79548K-XP-8 SBM7 1997-HUD2 AWAC 02/01/2020 Paydown 6,362 6,362 10 10 0 0 0 0 0 10 0 6,352 6,352 0 07/25/2024 1FM
E05.11
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22
CUSIP
Ident-
ification
Description
For-
eign
Disposal
Date
Name
of Purchaser
Number of
Shares of
Stock
Consid-
eration
Par Value
Actual
Cost
Prior Year
Book/
Adjusted
Carrying
Value
11
Unrealized
Valuation
Increase/
(Decrease)
12
Current
Year's
(Amor-
tization)/
Accretion
13
Current
Year's
Other Than
Temporary
Impairment
Recog-
nized
14
Total
Change in
Book/
Adjusted
Carrying
Value
(11 + 12 -
13)
15
Total
Foreign
Exchange
Change in
Book
/Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value at
Disposal
Date
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total Gain
(Loss) on
Disposal
Bond
Interest/
Stock
Dividends
Received
During
Year
Stated
Con-
tractual
Maturity
Date
NAIC
Desig-
nation
and
Admini-
strative
Symbol
806851-AH-4 SCHLUMBERGER HOLDINGS 01/06/2020 CSFB 20,993,480 19,000,000 18,987,080 18,986,047 0 (28) 0 (28) 0 18,986,019 0 2,007,461 2,007,461 152,053 05/01/2029 2FE
80874Y-AW-0 SCIENTIFIC GAMES INTERNATIONAL 02/27/2020 BOA ML 3,015,000 3,000,000 3,006,665 3,004,333 0 (156) 0 (156) 0 3,004,177 0 10,823 10,823 57,083 10/15/2025 4FE
80874Y-BC-3 SCIENTIFIC GAMES 02/27/2020 BARCLAYS 964,260 974,000 974,000 974,000 0 0 0 0 0 974,000 0 (9,740) (9,740) 18,181 05/15/2028 5FE
80874Y-BE-9 SCIENTIFIC GAMES 02/27/2020 CSFB 1,014,000 1,014,000 1,014,000 1,014,000 0 0 0 0 0 1,014,000 0 0 0 19,604 11/15/2029 5FE
81744F-DJ-3 SEMT 2004-8 A1 03/20/2020 Paydown 67,850 67,850 68,079 67,850 0 0 0 0 0 67,850 0 0 0 312 09/20/2034 1FM
81744F-GY-7 SEMT 2005-2 A1 03/20/2020 Paydown 25,834 25,834 25,834 25,834 0 0 0 0 0 25,834 0 0 0 108 03/20/2035 1FM
81745D-AE-1 SEMT 2013-9 A1 03/01/2020 Paydown 923,905 923,905 940,001 939,698 0 (15,793) 0 (15,793) 0 923,905 0 0 0 4,896 07/25/2043 1FM
81746C-BN-1 SEMT 2014-3 A9 03/01/2020 Paydown 399,829 399,829 392,707 393,452 0 6,377 0 6,377 0 399,829 0 0 0 3,197 10/25/2044 1FM
81747A-AG-0 SEMT 2019-1 A4 03/01/2020 Paydown 1,090,459 1,090,459 1,100,362 1,094,725 0 (4,266) 0 (4,266) 0 1,090,459 0 0 0 7,378 02/25/2049 1FM
81747W-AA-5 SEMT 2018-7 A1 03/01/2020 Paydown 851,154 851,154 854,345 854,057 0 (2,903) 0 (2,903) 0 851,154 0 0 0 6,410 09/25/2048 1FM
82085@-AA-2 SHAWS/SAINSBURY MANCHESTER NH 03/15/2020 Redemption 100.0000 175,276 175,276 187,338 186,488 0 (11,212) 0 (11,212) 0 175,276 0 0 0 1,983 02/15/2029 3
82652K-AB-0 SRFC 2017-1A B 03/20/2020 Paydown 157,882 157,882 157,931 157,926 0 (44) 0 (44) 0 157,882 0 0 0 776 03/20/2034 2FE
82652W-AB-4 SRFC 2016-2A B 03/20/2020 Paydown 56,119 56,119 56,116 56,117 0 1 0 1 0 56,119 0 0 0 246 07/20/2033 2FE
82652X-AA-4 SRFC 2016-1A A 03/20/2020 Paydown 160,955 160,955 160,926 160,946 0 9 0 9 0 160,955 0 0 0 820 03/21/2033 1FE
82652X-AB-2 SRFC 2016-1A B 03/20/2020 Paydown 91,583 91,583 91,563 91,577 0 6 0 6 0 91,583 0 0 0 556 03/21/2033 2FE
82652Y-AA-2 SRFC 2016-3A A 03/20/2020 Paydown 113,788 113,788 113,772 113,780 0 8 0 8 0 113,788 0 0 0 449 10/20/2033 1FE
82652Y-AB-0 SRFC 2016-3A B 03/20/2020 Paydown 211,321 211,321 211,302 211,311 0 9 0 9 0 211,321 0 0 0 903 10/20/2033 2FE
82653D-AA-7 SRFC 2018-2A A 03/20/2020 Paydown 358,261 358,261 361,955 0 0 (3,695) 0 (3,695) 0 358,261 0 0 0 1,045 06/20/2035 1FE
82653D-AC-3 SRFC 2018-2A C 03/20/2020 Paydown 766,634 766,634 766,421 766,421 0 213 0 213 0 766,634 0 0 0 4,847 06/20/2035 2FE
82653E-AB-3 SRFC 2019-1A B 03/20/2020 Paydown 475,809 475,809 475,704 475,714 0 94 0 94 0 475,809 0 0 0 2,612 01/20/2036 1FE
82653E-AC-1 SRFC 2019-1A C 03/20/2020 Paydown 1,546,378 1,546,378 1,546,277 1,546,294 0 84 0 84 0 1,546,378 0 0 0 9,359 01/20/2036 2FE
82653G-AC-6 SRFC 2018-3A C 03/20/2020 Paydown 331,317 331,317 331,311 331,311 0 6 0 6 0 331,317 0 0 0 2,244 09/20/2035 2FE
83301#-AC-2 SNAFUEL 03/01/2020 Redemption 100.0000 114,754 114,754 114,754 114,754 0 0 0 0 0 114,754 0 0 0 659 09/01/2042 2
83416N-AA-1 SOLARCITY LMC SERIES LLC 2016-A A 03/20/2020 Paydown 107,394 107,394 108,337 108,009 0 (615) 0 (615) 0 107,394 0 0 0 2,577 09/20/2048 2FE
835898-AH-0 SOTHEBY'S 03/19/2020 GOLDMAN SACHS 555,000 750,000 755,570 755,288 0 (129) 0 (129) 0 755,160 0 (200,160) (200,160) 26,273 10/15/2027 4FE
84474Y-AA-4 SOUTHWEST AIRLINES 2007-1 PASSTHRU TRUST 02/01/2020 Redemption 100.0000 119,175 119,175 119,175 119,175 0 0 0 0 0 119,175 0 0 0 3,665 08/01/2022 1FE
845467-AL-3 SOUTHWESTERN ENERGY 03/19/2020 RBC 565,000 1,000,000 915,000 921,192 0 2,833 0 2,833 0 924,025 0 (359,025) (359,025) 41,333 01/23/2025 3FE
84860*-AB-9 NBA - SPIRITS OF ST LOUIS BASKETBALL CLUB 03/31/2020 Redemption 100.0000 96,823 96,823 96,823 96,823 0 0 0 0 0 96,823 0 0 0 932 06/30/2036 2PL
848609-AA-1 NBA - SPIRITS OF ST LOUIS BASKETBALL CLUB 03/31/2020 Various 59,341 59,341 59,341 59,341 0 0 0 0 0 59,341 0 0 0 786 06/30/2036 2PL
852060-AD-4 SPRINT CAPITAL 01/30/2020 Various 2,542,730 2,500,000 1,905,000 1,905,000 0 0 0 0 0 1,905,000 0 637,730 637,730 37,240 11/15/2028 4FE
85236#-AA-1 SUNNOVA RAYS 1 ISSUER 01/31/2020 Redemption 100.0000 55,493 55,493 55,493 55,493 0 0 0 0 0 55,493 0 0 0 687 04/30/2031 1PL
855244-AX-7 STARBUCKS 03/31/2020 Various 740,651 786,000 779,964 0 0 (5) 0 (5) 0 779,959 0 (39,308) (39,308) 1,416 03/12/2050 2FE
858119-BC-3 STEEL DYNAMICS 01/10/2020 Call 100.0000 4,495,000 4,495,000 4,495,000 4,495,000 0 0 0 0 0 4,495,000 0 0 0 63,351 10/01/2021 2FE
86175E-AA-5 SSCRF 2015-1A A 03/15/2020 Paydown 614,494 614,494 614,196 614,243 0 252 0 252 0 614,494 0 0 0 3,097 12/15/2054 1FE
86359K-AB-7 SFS 2005-A B 03/15/2020 Paydown 99,566 99,566 99,566 99,566 0 0 0 0 0 99,566 0 0 0 1,042 05/15/2025 1FE
86360F-AA-7 SFS 2006-A A 03/15/2020 Paydown 119,944 119,944 119,944 119,944 0 0 0 0 0 119,944 0 0 0 1,075 01/15/2030 1FE
86360F-AB-5 SFS 2006-A B 03/15/2020 Paydown 28,440 28,440 28,440 28,440 0 0 0 0 0 28,440 0 0 0 313 01/15/2030 1FE
86361Y-AB-3 SFS 2006-B B 03/15/2020 Paydown 33,617 33,617 33,617 33,617 0 0 0 0 0 33,617 0 0 0 344 03/15/2038 1FE
86365F-AA-2 SFS 2010-A A 03/15/2020 Paydown 136,744 136,744 136,744 136,744 0 0 0 0 0 136,744 0 0 0 1,074 01/16/2046 1FE
86365L-AA-9 SFS 2010-B A 03/15/2020 Paydown 120,922 120,922 120,629 120,761 0 161 0 161 0 120,922 0 0 0 793 08/15/2036 1FE
86365L-AB-7 SFS 2010-B B 03/15/2020 Paydown 40,645 40,645 40,634 40,638 0 6 0 6 0 40,645 0 0 0 570 08/15/2036 1FE
86765B-AG-4 SUNOCO LOGISTICS PARTNERS 02/15/2020 Maturity 921,000 921,000 943,178 922,953 0 (1,953) 0 (1,953) 0 921,000 0 0 0 25,328 02/15/2020 2FE
869504-AA-8 SPSS 2011-1A A 03/15/2020 Paydown 271,598 271,598 271,274 271,387 0 212 0 212 0 271,598 0 0 0 2,136 11/15/2058 1FE
869507-AA-1 SPSS 2017-1A A 03/15/2020 Paydown 74,475 74,475 74,447 74,451 0 24 0 24 0 74,475 0 0 0 503 01/15/2071 1FE
872540-AS-8 TJX 03/31/2020 Various 30,762,200 30,000,000 29,979,300 0 0 (22) 0 (22) 0 29,979,278 0 782,922 782,922 3,125 04/15/2027 1FE
872540-AT-6 TJX 03/31/2020 Various 20,577,200 20,000,000 19,975,000 0 0 (15) 0 (15) 0 19,974,985 0 602,215 602,215 2,153 04/15/2030 1FE
87285#-AA-7 COSTCO WHOLESALE SAN JUAN PUERTO RICO 03/15/2020 Redemption 100.0000 108,835 108,835 112,151 110,093 0 (1,258) 0 (1,258) 0 108,835 0 0 0 1,365 06/15/2027 1
87612E-AV-8 TARGET 01/28/2020 DIRECT 20,000,000 20,000,000 19,906,000 19,993,496 0 626 0 626 0 19,994,122 0 5,878 5,878 615,782 07/15/2020 1FE
87612E-BD-7 TARGET 01/14/2020 Various 8,252,193 7,707,000 7,840,002 7,786,161 0 (769) 0 (769) 0 7,785,392 0 466,801 466,801 146,112 07/01/2024 1FE
88031J-AB-2 TENASKA GEORGIA PARTNERS 02/01/2020 Various 853,750 853,750 995,895 980,869 0 (127,119) 0 (127,119) 0 853,750 0 0 0 40,553 02/01/2030 2FE
88031Q-AA-8 TENASKA VIRGINIA 03/30/2020 Redemption 100.0000 436,661 436,661 457,395 453,004 0 (16,343) 0 (16,343) 0 436,661 0 0 0 6,680 03/30/2024 2FE
88031R-AA-6 TENASKA ALABAMA 03/30/2020 Redemption 100.0000 185,332 185,332 191,750 190,141 0 (4,810) 0 (4,810) 0 185,332 0 0 0 2,838 03/30/2023 2FE
883203-CA-7 TEXTRON 03/10/2020 US BANCORP 9,976,388 9,200,000 9,354,647 9,346,719 0 (2,244) 0 (2,244) 0 9,344,475 0 631,913 631,913 174,417 09/17/2029 2FE
88576N-AB-4 HENDR 2006-1A A2 03/15/2020 Paydown 236,359 236,359 236,238 236,310 0 49 0 49 0 236,359 0 0 0 1,955 03/15/2047 1FE
88576N-AM-0 HENDR 2007-2A A2 03/15/2020 Paydown 58,417 58,417 58,371 58,386 0 31 0 31 0 58,417 0 0 0 456 06/15/2048 1FE
88576P-AD-5 HENDR 2004-A A2 03/15/2020 Paydown 99,483 99,483 99,476 99,481 0 2 0 2 0 99,483 0 0 0 733 09/15/2045 1FE
88576U-AA-0 HENDR 2008-2A A 03/15/2020 Paydown 237,478 237,478 237,378 237,417 0 61 0 61 0 237,478 0 0 0 2,584 11/15/2037 1FE
88576X-AA-4 HENDR 2010-1A A 03/15/2020 Paydown 133,585 133,585 133,549 133,566 0 19 0 19 0 133,585 0 0 0 1,213 07/15/2059 1FE
E05.12
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22
CUSIP
Ident-
ification
Description
For-
eign
Disposal
Date
Name
of Purchaser
Number of
Shares of
Stock
Consid-
eration
Par Value
Actual
Cost
Prior Year
Book/
Adjusted
Carrying
Value
11
Unrealized
Valuation
Increase/
(Decrease)
12
Current
Year's
(Amor-
tization)/
Accretion
13
Current
Year's
Other Than
Temporary
Impairment
Recog-
nized
14
Total
Change in
Book/
Adjusted
Carrying
Value
(11 + 12 -
13)
15
Total
Foreign
Exchange
Change in
Book
/Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value at
Disposal
Date
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total Gain
(Loss) on
Disposal
Bond
Interest/
Stock
Dividends
Received
During
Year
Stated
Con-
tractual
Maturity
Date
NAIC
Desig-
nation
and
Admini-
strative
Symbol
88632A-AK-4 TBMLT 2018-3 A10 03/01/2020 Paydown 3,983,686 3,983,686 3,984,931 3,983,686 0 0 0 0 0 3,983,686 0 0 0 23,997 11/25/2048 1FM
887367-AA-8 TIMES SQUARE HOTEL TRUST 03/01/2020 Redemption 100.0000 86,041 86,041 95,685 94,177 0 (8,136) 0 (8,136) 0 86,041 0 0 0 1,226 08/01/2026 2FE
88947E-AU-4 TOLL BROTHERS FINANCE 02/27/2020 BOA ML 2,544,250 2,500,000 2,500,000 2,500,000 0 0 0 0 0 2,500,000 0 44,250 44,250 44,861 11/01/2029 3FE
89054X-AA-3 TOPAZ SOLAR FARMS 03/30/2020 Various 307,518 307,518 321,746 321,369 0 (13,851) 0 (13,851) 0 307,518 0 0 0 8,841 09/30/2039 5FE
89054X-AB-1 TOPAZ SOLAR FARMS 03/30/2020 Various 86,114 86,114 87,090 87,016 0 (902) 0 (902) 0 86,114 0 0 0 2,083 09/30/2039 5FE
89307#-AA-7 TRANS BAY CABLE 03/30/2020 Redemption 100.0000 191,400 191,400 191,400 191,400 0 0 0 0 0 191,400 0 0 0 1,402 06/30/2047 1PL
89566E-AB-4 TRI-STATE 01/31/2020 Redemption 100.0000 1,706,954 1,706,954 1,973,268 1,952,488 0 (245,534) 0 (245,534) 0 1,706,954 0 0 0 60,972 07/31/2033 1FE
901857-AB-8 TWO BROADWAY 03/15/2020 Redemption 100.0000 734,330 734,330 734,330 734,330 0 0 0 0 0 734,330 0 0 0 30,511 09/15/2029 1
90273@-AA-7 UNIVERSITY OF IOWA CORALVILLE IOWA 03/15/2020 Redemption 100.0000 129,072 129,072 129,072 129,072 0 0 0 0 0 129,072 0 0 0 687 03/15/2036 1
90363@-AA-8 USTA NATIONAL TENNIS CENTER 01/08/2020 Redemption 100.0000 148,260 148,260 148,260 148,260 0 0 0 0 0 148,260 0 0 0 2,305 09/08/2024 1PL
90363@-AB-6 USTA NATIONAL TENNIS CENTER 01/08/2020 Various 280,434 280,434 280,434 280,434 0 0 0 0 0 280,434 0 0 0 5,721 09/08/2039 1PL
907818-FB-9 UNION PACIFIC RAILROAD 03/25/2020 BOA ML 10,376,300 10,000,000 9,995,700 9,995,745 0 254 0 254 0 9,995,998 0 380,302 380,302 211,722 03/01/2029 2FE
90783V-AA-3 UNION PACIFIC RAILROAD 2005 PASS THRU 01/02/2020 Various 2,081,614 2,081,614 2,114,033 2,108,511 0 (26,897) 0 (26,897) 0 2,081,614 0 0 0 52,894 01/02/2029 1FE
90783W-AA-1 UNION PACIFIC RAILROAD 2006 PASS THRU 01/02/2020 Redemption 100.0000 1,365,002 1,365,002 1,365,002 1,365,002 0 0 0 0 0 1,365,002 0 0 0 40,036 07/02/2030 1FE
90783X-AA-9 UNION PACIFIC RR 01/02/2020 Redemption 100.0000 965,022 965,022 1,053,255 1,053,536 0 (88,514) 0 (88,514) 0 965,022 0 0 0 29,800 01/02/2031 1FE
90932N-AA-1 UNITED AIR 2018-1 B PTT 03/01/2020 Redemption 100.0000 354,391 354,391 354,391 354,391 0 0 0 0 0 354,391 0 0 0 8,151 03/01/2026 2FE
912920-AC-9 QWEST 01/15/2020 Call 100.3900 14,930,001 14,872,000 14,491,643 14,592,422 0 646 0 646 0 14,593,068 0 278,932 278,932 398,817 09/15/2033 3FE
913017-BR-9 UNITED TECHNOLOGIES 02/28/2020 Call 97.3490 25,797,485 26,500,000 26,367,765 26,492,086 0 3,194 0 3,194 0 26,495,280 0 0 0 537,768 04/15/2020 2FE
913017-BV-0 UNITED TECHNOLOGIES 02/28/2020 Various 44,215,138 43,783,000 43,749,470 43,773,150 0 (4) 0 (4) 0 43,773,146 0 9,854 9,854 2,073,636 06/01/2022 2FE
913017-CX-5 UNITED TECHNOLOGIES 01/15/2020 HSBC 7,833,440 6,150,000 6,130,505 6,130,226 0 (45) 0 (45) 0 6,130,181 0 1,703,259 1,703,259 48,196 11/16/2048 2FE
918204-AV-0 VF CORP 03/04/2020 DIRECT 24,000,000 24,000,000 23,925,600 23,984,953 0 2,214 0 2,214 0 23,987,167 0 12,833 12,833 1,240,600 09/01/2021 1FE
918286-AC-9 VSTNA 2018-A C 03/20/2020 Paydown 626,323 626,323 626,242 626,242 0 82 0 82 0 626,323 0 0 0 4,152 02/20/2036 2FE
918288-AC-5 VSTNA 2017-A C 03/20/2020 Paydown 561,413 561,413 561,412 561,412 0 1 0 1 0 561,413 0 0 0 2,629 03/20/2035 2FE
918290-AA-5 VSTNA 2016-A A 03/01/2020 Paydown 403,458 403,458 403,437 403,437 0 21 0 21 0 403,458 0 0 0 1,583 07/20/2033 1FE
918290-AB-3 VSTNA 2016-A B 03/01/2020 Paydown 214,764 214,764 214,448 214,538 0 226 0 226 0 214,764 0 0 0 909 07/20/2033 2FE
91845#-AA-2 VERIZON COMMUNICATIONS 03/15/2020 Redemption 100.0000 151,116 151,116 151,116 151,116 0 0 0 0 0 151,116 0 0 0 961 05/15/2035 2
91854*-AA-4 VERIZON HIDDEN RIDGE TEXAS 03/15/2020 Various 282,700 282,700 282,700 282,700 0 0 0 0 0 282,700 0 0 0 1,707 08/15/2036 2
92343V-FD-1 VERIZON COMMUNICATIONS 03/18/2020 CITICORP 770,026 765,000 765,000 0 0 0 0 0 0 765,000 0 5,026 5,026 0 03/22/2050 2FE
92348R-AA-6 VZOT 2017-3A A1A 03/20/2020 Paydown 480,929 480,929 480,140 0 0 789 0 789 0 480,929 0 0 0 826 04/20/2022 1FE
92564R-AC-9 VICI PROPERTIES 01/23/2020 BOA ML 879,788 870,000 870,000 0 0 0 0 0 0 870,000 0 9,788 9,788 0 02/15/2025 3FE
92783#-AA-4 VIRGINIA INTERNATIONAL GATEWAY 03/31/2020 Various 169,159 169,159 169,159 169,159 0 0 0 0 0 169,159 0 0 0 1,662 06/30/2030 1FE
92840V-AF-9 VISTRA OPERATIONS 01/30/2020 DEUTSCHE BANK 2,065,000 2,000,000 2,082,500 2,080,439 0 (1,332) 0 (1,332) 0 2,079,107 0 (14,107) (14,107) 61,944 07/31/2027 3FE
928668-AU-6 VOLKSWAGEN 02/21/2020 Various 28,555,216 25,000,000 24,720,000 24,743,967 0 1,037 0 1,037 0 24,745,004 0 3,810,212 3,810,212 222,730 11/13/2028 2FE
929227-3N-4 WAMU 2003-S5 CB1 03/01/2020 Paydown 70,152 70,152 68,922 65,327 0 4,825 0 4,825 0 70,152 0 0 0 868 06/25/2033 1FM
92922F-GV-4 WAMU 2003-S11 2A7 03/01/2020 Paydown 68,782 68,782 66,224 67,451 0 1,331 0 1,331 0 68,782 0 0 0 631 11/25/2033 1FM
92922F-MG-0 WAMU 2004-S1 B1 02/01/2020 Paydown 111,502 111,502 111,815 111,502 0 0 0 0 0 111,502 0 0 0 680 03/25/2034 1FM
92922F-MQ-8 WAMU 2004-RS1 A5 03/25/2020 Paydown 23,957 23,957 23,755 23,904 0 53 0 53 0 23,957 0 0 0 220 11/25/2033 1FM
92922F-VK-1 WAMU 2004-S3 B1 03/01/2020 Paydown 40,353 40,353 40,010 40,079 0 274 0 274 0 40,353 0 0 0 366 07/25/2034 1FM
92922F-XJ-2 WAMU 2004-AR10 A1A 03/25/2020 Paydown 77,807 77,807 78,099 77,807 0 0 0 0 0 77,807 0 0 0 331 07/25/2044 1FM
92935V-AG-3 WFRBS 2011-C3 A4 03/01/2020 Paydown 1,859,302 1,859,302 1,868,254 1,857,955 0 1,347 0 1,347 0 1,859,302 0 0 0 9,691 03/15/2044 1FM
92940P-AD-6 WESTROCK 02/11/2020 BOA ML 22,150,580 19,000,000 18,990,690 18,988,842 0 639 0 639 0 18,989,481 0 3,161,099 3,161,099 382,744 03/15/2029 2FE
92968#-AA-1 WAL-MART RIO GRANDE NJ 03/15/2020 Redemption 100.0000 130,952 130,952 132,253 132,117 0 (1,165) 0 (1,165) 0 130,952 0 0 0 786 07/15/2037 1
93118@-AA-0 WAL-MART NORTH BRIDGE MASSACHUSETTS 03/15/2020 Redemption 100.0000 56,109 56,109 57,479 56,833 0 (724) 0 (724) 0 56,109 0 0 0 534 11/15/2031 1
93141#-AA-9 WALGREENS 5 WALGREENS PROPERTIES 03/15/2020 Redemption 100.0000 98,436 98,436 98,436 98,436 0 0 0 0 0 98,436 0 0 0 1,037 02/15/2028 2
93267*-AA-1 WAL-MART 3 WAL-MART PROPERTIES 03/15/2020 Redemption 100.0000 261,100 261,100 261,100 261,100 0 0 0 0 0 261,100 0 0 0 1,446 07/15/2035 1
939336-3P-6 WMALT 2005-2 2A1 03/01/2020 Paydown 9,552 21,139 18,104 15,675 0 (6,123) 0 (6,123) 0 9,552 0 0 0 193 04/25/2035 1FM
939336-5E-9 WMALT 2005-3 2A1 03/01/2020 Paydown 71,596 76,909 70,099 65,939 0 5,657 0 5,657 0 71,596 0 0 0 996 05/25/2035 1FM
93934F-CS-9 WMALT 2005-8 2CB5 03/01/2020 Paydown 74,252 76,316 64,478 49,398 0 24,853 0 24,853 0 74,252 0 0 0 781 10/25/2035 1FM
93934F-EW-8 WMALT 2005-9 4A1 03/01/2020 Paydown 191,601 201,101 173,966 128,920 0 62,682 0 62,682 0 191,601 0 0 0 1,564 11/25/2035 1FM
93934N-AW-5 WMALT 2006-5 2CB7 03/01/2020 Paydown 123,984 170,050 126,075 123,562 0 422 0 422 0 123,984 0 0 0 1,675 07/25/2036 1FM
93936H-AE-6 WMALT 2007-2 1A5 03/01/2020 Paydown 92,028 121,115 92,811 88,501 0 3,527 0 3,527 0 92,028 0 0 0 1,164 04/25/2037 1FM
941848-B@-1 WATERS 02/01/2020 Maturity 14,000,000 14,000,000 14,000,000 14,000,000 0 0 0 0 0 14,000,000 0 0 0 353,889 02/01/2020 2
949456-AA-5 WLKRG 2013-AA A 03/15/2020 Paydown 218,663 218,663 218,633 218,661 0 1 0 1 0 218,663 0 0 0 1,095 03/15/2029 1FE
949458-AA-1 WLKRG 2015-AA A 03/15/2020 Paydown 148,676 148,676 148,664 148,671 0 5 0 5 0 148,676 0 0 0 668 06/16/2031 1FE
949458-AB-9 WLKRG 2015-AA B 03/15/2020 Paydown 99,270 99,270 99,251 99,263 0 7 0 7 0 99,270 0 0 0 525 06/16/2031 2FE
94945P-AB-1 WLKRG 2017-AA B 03/15/2020 Paydown 359,499 359,499 359,438 359,455 0 44 0 44 0 359,499 0 0 0 1,897 06/15/2033 2FE
94946D-AB-7 WLKRG 2019-AA B 03/15/2020 Paydown 562,009 562,009 561,845 561,845 0 163 0 163 0 562,009 0 0 0 2,655 06/15/2038 1FE
94946D-AC-5 WLKRG 2019-AA C 03/15/2020 Paydown 596,821 596,821 596,734 596,734 0 86 0 86 0 596,821 0 0 0 3,149 06/15/2038 2FE
E05.13
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22
CUSIP
Ident-
ification
Description
For-
eign
Disposal
Date
Name
of Purchaser
Number of
Shares of
Stock
Consid-
eration
Par Value
Actual
Cost
Prior Year
Book/
Adjusted
Carrying
Value
11
Unrealized
Valuation
Increase/
(Decrease)
12
Current
Year's
(Amor-
tization)/
Accretion
13
Current
Year's
Other Than
Temporary
Impairment
Recog-
nized
14
Total
Change in
Book/
Adjusted
Carrying
Value
(11 + 12 -
13)
15
Total
Foreign
Exchange
Change in
Book
/Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value at
Disposal
Date
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total Gain
(Loss) on
Disposal
Bond
Interest/
Stock
Dividends
Received
During
Year
Stated
Con-
tractual
Maturity
Date
NAIC
Desig-
nation
and
Admini-
strative
Symbol
94946T-AC-0 WELLCARE HEALTH PLANS 01/23/2020 Various 5,821,155 5,604,000 5,604,000 5,604,000 0 0 0 0 0 5,604,000 0 217,155 217,155 105,542 04/01/2025 3FE
94946T-AD-8 WELLCARE HEALTH PLANS 01/23/2020 Tax Free Exchange 3,206,500 3,025,000 3,072,500 3,062,815 0 (398) 0 (398) 0 3,062,418 0 144,082 144,082 78,923 08/15/2026 3FE
94974B-EV-8 WELLS FARGO & COMPANY 01/09/2020 Various 20,642,200 20,000,000 19,996,518 19,998,194 0 35 0 35 0 19,998,229 0 643,971 643,971 260,667 04/01/2021 1FE
94978#-AR-8 INTL FLAVORS & FRAGRANCES 03/10/2020 Redemption 100.0000 278,640 278,640 278,640 278,640 0 0 0 0 0 278,640 0 0 0 3,374 07/10/2024 2
94978#-AX-5 CVS 16 CVS PROPERTIES 03/10/2020 Redemption 100.0000 142,208 142,208 142,674 142,581 0 (373) 0 (373) 0 142,208 0 0 0 1,577 10/10/2024 2
94978#-AY-3 SCHLUMBERGER HOLDINGS 03/09/2020 Redemption 100.0000 186,229 186,229 186,229 186,229 0 0 0 0 0 186,229 0 0 0 1,890 11/09/2024 1
94978#-ED-5 DOW CHEMICAL LEVERAGED LEASE 5 01/03/2020 Redemption 100.0000 138,713 138,713 138,713 138,713 0 0 0 0 0 138,713 0 0 0 3,933 01/03/2029 2
94978#-EF-0 DOW CHEMICAL LEVERAGED LEASE C-1 01/03/2020 Redemption 100.0000 344,456 344,456 344,456 344,456 0 0 0 0 0 344,456 0 0 0 9,765 01/03/2025 2
94978#-EH-6 DOW CHEMICAL LEVERAGED LEASE B-3 01/03/2020 Redemption 100.0000 168,781 168,781 168,781 168,781 0 0 0 0 0 168,781 0 0 0 4,785 09/29/2029 2
94978#-EJ-2 DOW CHEMICAL LEVERAGED LEASE B-4 01/03/2020 Redemption 100.0000 61,602 61,602 61,602 61,602 0 0 0 0 0 61,602 0 0 0 1,746 01/03/2025 2
94978#-FB-8 DOW CHEMICAL LEVERAGED LEASE 4 01/03/2020 Redemption 100.0000 25,811 25,811 25,811 25,811 0 0 0 0 0 25,811 0 0 0 732 01/03/2029 2
94978#-GQ-4 DOW CHEMICAL LEVERAGED LEASE 01/03/2020 Redemption 100.0000 74,694 74,694 74,694 74,694 0 0 0 0 0 74,694 0 0 0 2,118 07/03/2029 2
94988H-AC-5 WFCM 2012-LC5 A3 01/01/2020 Paydown 517,001 517,001 493,291 508,639 0 8,362 0 8,362 0 517,001 0 0 0 2,008 10/15/2045 1FM
95000L-AX-1 WELLS FARGO COMMERCIAL MORTGAG 2016-C33 A2 03/01/2020 Paydown 527,857 527,857 520,317 524,034 0 3,823 0 3,823 0 527,857 0 0 0 12,437 03/15/2059 1FM
95000U-2A-0 WELLS FARGO 01/17/2020 WELLS FARGO 3,270,254 3,054,000 3,188,992 2,525,618 0 (644) 0 (644) 0 3,183,750 0 86,504 86,504 18,243 05/22/2028 1FE
95001T-AA-3 WFMBS 2019-1 A1 03/01/2020 Paydown 6,055,635 6,055,635 6,075,463 6,074,843 0 (19,208) 0 (19,208) 0 6,055,635 0 0 0 36,806 11/25/2048 1FM
95002J-AA-4 WFMBS 2019-2 A1 03/01/2020 Paydown 1,567,948 1,567,948 1,595,877 1,595,877 0 (27,929) 0 (27,929) 0 1,567,948 0 0 0 10,770 04/25/2049 1FM
960413-AT-9 WESTLAKE CHEMICAL 01/14/2020 JP MORGAN 4,929,898 4,720,000 4,696,400 4,703,370 0 130 0 130 0 4,703,500 0 226,399 226,399 71,272 08/15/2026 2FE
96221T-AB-3 WF-RBS COMMERCIAL MORTGAGE TRU 2014-LC14 A2 01/01/2020 Paydown 55,567 55,567 49,804 55,567 0 0 0 0 0 55,567 0 0 0 133 03/15/2047 1FM
96221T-AF-4 WF-RBS COMMERCIAL MORTGAGE TRU 03/01/2020 Paydown 84,540 84,540 87,007 0 0 (2,467) 0 (2,467) 0 84,540 0 0 0 383 03/15/2047 1FE
96925@-AA-6 BEAUMONT HOSPITAL 03/15/2020 Redemption 100.0000 171,834 171,834 177,708 173,886 0 (2,052) 0 (2,052) 0 171,834 0 0 0 2,102 10/15/2027 1
96925@-AB-4 BEAUMONT HOSPITAL 03/15/2020 Redemption 100.0000 68,340 68,340 76,205 71,340 0 (3,000) 0 (3,000) 0 68,340 0 0 0 836 10/15/2027 1
96928*-AB-3 WALGREENS 4 WALGREENS PROPERTIES 03/15/2020 Redemption 100.0000 145,051 145,051 145,051 145,051 0 0 0 0 0 145,051 0 0 0 1,539 11/15/2029 2
96928*-AS-6 SPECTRUM HEALTH HOSPITAL 03/15/2020 Redemption 100.0000 92,095 92,095 92,936 92,550 0 (455) 0 (455) 0 92,095 0 0 0 878 10/15/2033 1
96928*-BF-3 LOWES FERN PARK FLORIDA 03/25/2020 Redemption 100.0000 73,667 73,667 73,667 73,667 0 0 0 0 0 73,667 0 0 0 742 01/25/2028 1
96928*-DN-4 COSTCO WHOLESALE MARLBORO NEW JERSEY 03/15/2020 Redemption 100.0000 90,544 90,544 91,423 91,159 0 (615) 0 (615) 0 90,544 0 0 0 762 11/15/2035 1
96928*-DZ-7 BANK OF AMERICA 03/15/2020 Redemption 100.0000 358,901 358,901 362,208 360,743 0 (1,841) 0 (1,841) 0 358,901 0 0 0 3,355 10/15/2029 1
96928*-EP-8 CUMMINS COLUMBUS INDIANA 03/15/2020 Redemption 100.0000 304,706 304,706 304,706 304,706 0 0 0 0 0 304,706 0 0 0 1,932 12/15/2030 1
96928*-ER-4 CVS ALLENTOWN PENNSYLVANIA 03/15/2020 Redemption 100.0000 14,942 14,942 14,942 14,942 0 0 0 0 0 14,942 0 0 0 153 01/15/2039 2
96928*-FB-8 FEDEX WOODBRIDGE NJ 03/15/2020 Various 162,324 162,324 162,324 162,324 0 0 0 0 0 162,324 0 0 0 1,056 07/15/2030 2
96928*-FE-2 CUMMINS COLUMBUS INDIANA 03/15/2020 Redemption 100.0000 9,223 9,223 9,223 9,223 0 0 0 0 0 9,223 0 0 0 58 12/15/2030 1
96928*-FT-9 WAL-MART HOLLYWOOD FLORIDA 03/15/2020 Various 70,516 70,516 71,192 71,050 0 (534) 0 (534) 0 70,516 0 0 0 457 06/15/2035 1
96928*-FU-6 WAL-MART TAMARAC FLORIDA 03/15/2020 Various 24,568 24,568 24,804 24,753 0 (185) 0 (185) 0 24,568 0 0 0 159 03/15/2035 1
96928*-FZ-5 CUMMINS COLUMBUS INDIANA 03/15/2020 Redemption 100.0000 75,681 75,681 75,681 75,681 0 0 0 0 0 75,681 0 0 0 420 12/15/2030 1
97181#-KV-4 UNION PACIFIC RAILROAD LEVERAGED LEASE 4 02/15/2020 Various 556,846 556,846 556,846 556,846 0 0 0 0 0 556,846 0 0 0 33,996 11/30/2028 1
97181#-KW-2 UNION PACIFIC RAILROAD LEVERAGED LEASE 7 01/02/2020 Redemption 100.0000 78,079 78,079 78,079 78,079 0 0 0 0 0 78,079 0 0 0 0 07/02/2028 1
97181#-KX-0 UNION PACIFIC RAILROAD LEVERAGED LEASE 6 01/02/2020 Redemption 100.0000 106,105 106,105 106,105 106,105 0 0 0 0 0 106,105 0 0 0 2,610 01/02/2026 1
97181#-KY-8 UNION PACIFIC RAILROAD LEVERAGED LEASE 5A 01/02/2020 Various 340,251 340,251 340,241 340,251 0 0 0 0 0 340,251 0 0 0 9,119 12/29/2028 1
97181#-KZ-5 UNION PACIFIC RAILROAD LEVERAGED LEASE 5B 01/02/2020 Various 266,703 266,703 266,703 266,703 0 0 0 0 0 266,703 0 0 0 7,148 07/02/2028 1
97181#-LA-9 UNION PACIFIC RAILROAD LEVERAGED LEASE 5C 01/02/2020 Various 160,959 160,959 160,956 160,960 0 (1) 0 (1) 0 160,959 0 0 0 4,330 07/02/2028 1
97181#-LD-3 UNION PACIFIC RAILROAD LEVERAGED LEASE 8 01/02/2020 Redemption 100.0000 86,503 86,503 86,503 86,503 0 0 0 0 0 86,503 0 0 0 1,877 07/02/2028 1
97181#-LE-1 UNION PACIFIC RAILROAD LEVERAGED LEASE 9 01/02/2020 Redemption 100.0000 83,670 83,670 83,670 83,670 0 0 0 0 0 83,670 0 0 0 2,058 01/02/2026 1
97181#-LK-7 UNION PACIFIC RAILROAD LEVERAGED LEASE 10 01/02/2020 Redemption 100.0000 47,666 47,666 47,666 47,666 0 0 0 0 0 47,666 0 0 0 3,662 07/02/2028 1
97181#-LL-5 UNION PACIFIC RAILROAD LEVERAGED LEASE 11 01/02/2020 Redemption 100.0000 154,407 154,407 154,407 154,407 0 0 0 0 0 154,407 0 0 0 3,798 01/02/2026 1
97314@-AA-3 WIND ENERGY TRANSMISSION TEXAS 03/30/2020 Redemption 100.0000 144,444 144,444 139,108 139,364 0 5,080 0 5,080 0 144,444 0 0 0 1,325 12/18/2034 1
97750*-AA-6 WAL-MART ADDISON ILLINOIS 03/25/2020 Redemption 100.0000 145,635 145,635 145,635 145,635 0 0 0 0 0 145,635 0 0 0 928 11/25/2031 1
98310W-AM-0 WYNDHAM DESTINATIONS 03/03/2020 Various 4,933,750 4,500,000 4,674,660 4,627,071 0 (3,237) 0 (3,237) 0 4,623,834 0 309,916 309,916 121,179 10/01/2025 3FE
983130-AX-3 WYNN LAS VEGAS 03/23/2020 CSFB 1,425,000 2,000,000 2,030,000 2,028,814 0 (798) 0 (798) 0 2,028,016 0 (603,016) (603,016) 37,917 05/15/2027 4FE
983133-AA-7 WYNN RESORTS FINANCE 03/23/2020 CSFB 410,400 540,000 540,000 540,000 0 0 0 0 0 540,000 0 (129,600) (129,600) 14,222 10/01/2029 4FE
98877D-AC-9 ZF NORTH AMERICA CAPITAL 02/19/2020 SEAPORT 14,566,960 13,600,000 13,599,996 13,590,500 0 106 0 106 0 13,590,606 0 976,354 976,354 200,978 04/29/2025 2FE
989194-AP-0 ZAYO GROUP 03/09/2020 Call 99.0000 1,548,360 1,564,000 1,564,000 1,564,000 0 0 0 0 0 1,564,000 0 0 0 89,735 01/15/2027 4FE
G9027*-AA-1 TRANSOCEAN CONQUEROR 03/31/2020 Redemption 100.0000 1,855,215 1,855,215 1,855,215 1,855,215 0 0 0 0 0 1,855,215 0 0 0 25,602 05/31/2022 2PL
009090-AA-9 AIR CAN 2015-1A 03/15/2020 Redemption 100.0000 197,966 197,966 190,347 191,240 0 6,725 0 6,725 0 197,966 0 0 0 3,563 03/15/2027 1FE
067901-AL-2 BARRICK GOLD 01/31/2020 DIRECT 1,842,000 1,842,000 1,850,350 1,847,409 0 (186) 0 (186) 0 1,847,222 0 (5,222) (5,222) 104,669 04/01/2022 2FE
07317Q-AH-8 BAYTEX ENERGY CORP 02/11/2020 MARKET AXESS 486,375 500,000 500,000 0 0 0 0 0 0 500,000 0 (13,625) (13,625) 972 04/01/2027 3FE
097751-BR-1 BOMBARDIER 03/25/2020 Various 3,100,625 3,750,000 3,895,313 3,856,285 0 (3,680) 0 (3,680) 0 3,852,605 0 (751,980) (751,980) 64,375 12/01/2024 4FE
22576C-A#-8 CRESCENT POINT ENERGY 03/24/2020 Maturity 22,500,000 22,500,000 23,018,067 22,539,470 0 (39,470) 0 (39,470) 0 22,500,000 0 0 0 678,375 03/24/2020 2
30218#-AA-9 EXPRESS HOLDINGS 01/15/2020 Maturity 8,000,000 8,000,000 8,000,000 8,000,000 0 0 0 0 0 8,000,000 0 0 0 243,600 01/15/2020 2FE
E05.14
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22
CUSIP
Ident-
ification
Description
For-
eign
Disposal
Date
Name
of Purchaser
Number of
Shares of
Stock
Consid-
eration
Par Value
Actual
Cost
Prior Year
Book/
Adjusted
Carrying
Value
11
Unrealized
Valuation
Increase/
(Decrease)
12
Current
Year's
(Amor-
tization)/
Accretion
13
Current
Year's
Other Than
Temporary
Impairment
Recog-
nized
14
Total
Change in
Book/
Adjusted
Carrying
Value
(11 + 12 -
13)
15
Total
Foreign
Exchange
Change in
Book
/Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value at
Disposal
Date
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total Gain
(Loss) on
Disposal
Bond
Interest/
Stock
Dividends
Received
During
Year
Stated
Con-
tractual
Maturity
Date
NAIC
Desig-
nation
and
Admini-
strative
Symbol
67077M-AB-4 NUTRIEN 03/30/2020 Maturity 10,000,000 10,000,000 10,303,440 10,038,268 0 (38,268) 0 (38,268) 0 10,000,000 0 0 0 243,750 03/30/2020 2FE
740212-AK-1 PRECISION DRILLING 01/30/2020 JP MORGAN 1,108,380 1,131,000 1,131,000 1,131,000 0 0 0 0 0 1,131,000 0 (22,620) (22,620) 11,687 12/15/2023 3FE
740212-AL-9 PRECISION DRILLING 01/30/2020 JP MORGAN 540,550 569,000 533,578 534,733 0 383 0 383 0 535,116 0 5,434 5,434 22,298 01/15/2026 3FE
74819R-AP-1 QUEBECOR MEDIA 01/07/2020 Various 5,840,963 5,371,000 5,407,000 5,385,684 0 (147) 0 (147) 0 5,385,537 0 455,425 455,425 20,589 01/15/2023 3FE
89114Q-BZ-0 TORONTO-DOMINION BANK 03/30/2020 TD 304,977 300,000 300,327 0 0 (9) 0 (9) 0 300,318 0 4,659 4,659 2,979 06/11/2021 1FE
00131L-AJ-4 AIA GROUP C 03/31/2020 CANTOR FITZGERALD 332,577 330,000 329,030 0 0 0 0 0 0 329,030 0 3,548 3,548 0 04/07/2030 1FE
00774M-AG-0 AERCAP IRELAND CAPITAL C 02/20/2020 JP MORGAN 6,310,998 5,758,000 5,751,378 5,752,449 0 239 0 239 0 5,752,689 0 558,310 558,310 101,781 10/01/2025 2FE
00774M-AK-1 AERCAP IRELAND CAPITAL C 02/20/2020 WELLS FARGO 7,897,719 7,218,000 7,205,946 7,207,872 0 139 0 139 0 7,208,010 0 689,709 689,709 213,081 01/16/2024 2FE
143658-BA-9 CARNIVAL C 03/13/2020 WELLS FARGO 6,752,500 7,000,000 7,023,019 7,011,852 0 (3,082) 0 (3,082) 0 7,008,770 0 (256,270) (256,270) 116,744 10/15/2020 1FE
268317-AD-6 ELECTRICITE DE FRANCE C 01/27/2020 Maturity 25,000,000 25,000,000 24,891,000 24,997,362 0 2,638 0 2,638 0 25,000,000 0 0 0 575,000 01/27/2020 1FE
29446M-AC-6 EQUINOR ASA C 03/27/2020 GOLDMAN SACHS 243,895 250,000 256,353 0 0 (25) 0 (25) 0 256,328 0 (12,433) (12,433) 3,002 11/18/2049 1FE
378961-AF-3 GMSL 2004-A B1 C 03/01/2020 Paydown 25,544 25,544 11,687 11,687 0 13,857 0 13,857 0 25,544 0 0 0 246 11/25/2032 1FM
404280-AW-9 HSBC HOLDINGS C 01/31/2020 GOLDMAN SACHS 22,191,200 20,000,000 20,540,900 20,370,698 0 (4,567) 0 (4,567) 0 20,366,131 0 1,825,069 1,825,069 348,778 03/08/2026 1FE
404280-CF-4 HSBC HOLDINGS C 03/26/2020 HSBC 769,706 723,000 722,096 0 0 0 0 0 0 722,096 0 47,610 47,610 0 03/31/2030 1FE
45763P-AE-6 INMARSAT FINANCE C 02/12/2020 Various 5,985,079 5,913,000 5,927,615 5,910,862 0 (696) 0 (696) 0 5,910,166 0 2,834 2,834 141,742 05/15/2022 3FE
460599-AD-5 INTERNATIONAL GAME TECH C 03/04/2020 WELLS FARGO 2,700,000 2,500,000 2,803,825 2,797,618 0 (7,296) 0 (7,296) 0 2,790,322 0 (90,322) (90,322) 100,260 01/15/2027 3FE
478375-AD-0 JOHNSON CONTROLS C 03/30/2020 Maturity 8,045,000 8,045,000 8,022,948 8,041,980 0 3,020 0 3,020 0 8,045,000 0 0 0 201,125 03/30/2020 2FE
51817T-AB-8 LATAM AIRLINES C 02/15/2020 Redemption 100.0000 104,718 104,718 100,830 101,209 0 3,509 0 3,509 0 104,718 0 0 0 1,100 11/15/2027 2FE
52465#-AV-7 TYCO INTERNATIONAL AURORA COLORADO C 03/10/2020 Redemption 100.0000 656,397 656,397 656,397 656,397 0 0 0 0 0 656,397 0 0 0 8,716 06/10/2022 2
52465#-BA-2 TYCO INTERNATIONAL ROCHESTER NEW YORK C 03/10/2020 Redemption 100.0000 373,494 373,494 373,494 373,494 0 0 0 0 0 373,494 0 0 0 4,423 01/10/2023 2
59982W-AA-5 MCSLT 2019-1A A C 03/20/2020 Paydown 633,934 633,934 633,689 633,697 0 237 0 237 0 633,934 0 0 0 4,357 03/20/2043 1FE
606822-BN-3 MITSUBISHI UFJ C 02/28/2020 CSFB 726,912 721,000 721,000 0 0 0 0 0 0 721,000 0 5,912 5,912 351 02/25/2025 1FE
607120-EZ-1 AIRBUS GROUP C 02/09/2020 Various 337,667 337,667 337,667 337,667 0 0 0 0 0 337,667 0 0 0 3,216 11/09/2032 1
629571-AA-8 NABORS INDUSTRIES LTD C 03/23/2020 TD 228,525 750,000 750,000 0 0 0 0 0 0 750,000 0 (521,475) (521,475) 11,328 01/15/2026 3FE
65410C-AC-4 NIELSEN COMPANY C 03/10/2020 CSFB 1,443,750 1,500,000 1,477,876 1,479,035 0 690 0 690 0 1,479,725 0 (35,975) (35,975) 46,042 02/01/2025 4FE
68209*-AB-2 ROLLS ROYCE PLC C 01/12/2020 Redemption 100.0000 235,806 235,806 235,806 235,806 0 0 0 0 0 235,806 0 0 0 1,698 10/12/2022 2
75405T-AA-7 RAS LAFFAN LIQUEFIED NATURAL GAS II C 03/31/2020 Redemption 100.0000 1,278,800 1,278,800 1,281,285 1,278,869 0 (69) 0 (69) 0 1,278,800 0 0 0 33,875 09/30/2020 1FE
822582-AM-4 SHELL INTERNATIONAL FINANCE BV C 03/25/2020 Maturity 25,000,000 25,000,000 24,887,406 24,993,610 0 6,390 0 6,390 0 25,000,000 0 0 0 546,875 03/25/2020 1FE
853254-BP-4 STANDARD CHARTERED C 02/19/2020 BOA ML 19,659,003 17,548,000 17,541,900 17,542,029 0 (28) 0 (28) 0 17,541,980 0 2,117,020 2,117,020 188,860 05/21/2030 1FE
85572N-AA-6 STARS GROUP C 03/25/2020 CITICORP 1,519,581 1,705,000 1,705,000 1,705,000 0 0 0 0 0 1,705,000 0 (185,419) (185,419) 83,545 07/15/2026 4FE
87020P-AE-7 SWEDBANK AB C 03/04/2020 Maturity 2,302,000 2,302,000 2,267,438 2,297,555 0 4,445 0 4,445 0 2,302,000 0 0 0 25,322 03/04/2020 1FE
89382P-AA-3 TRANSOCEAN PONTUS LTD C 02/01/2020 Redemption 100.0000 32,120 32,120 31,799 31,859 0 261 0 261 0 32,120 0 0 0 984 08/01/2025 4FE
893830-BE-8 TRANSOCEAN C 02/16/2020 Various 368,000 368,000 359,383 362,346 0 142 0 142 0 362,487 0 5,513 5,513 46,284 07/15/2023 5FE
91832V-AA-2 VOC ESCROW C 02/28/2020 Various 3,204,700 3,483,000 3,498,000 3,497,220 0 (317) 0 (317) 0 3,496,903 0 (292,203) (292,203) 95,505 02/15/2028 3FE
961214-EL-3 WESTPAC BANKING C 03/27/2020 Various 1,006,040 1,000,000 1,005,770 0 0 (84) 0 (84) 0 1,005,686 0 354 354 4,012 01/16/2030 1FE
98954N-AA-7 ZIGGO SECURED FINANCE BV C 02/14/2020 Call 103.0000 154,500 150,000 150,000 150,000 0 0 0 0 0 150,000 0 0 0 9,290 01/15/2027 4FE
98954U-AA-1 ZIGGO BOND FINANCE BV C 02/18/2020 Call 102.9380 2,892,558 2,810,000 2,810,000 2,810,000 0 0 0 0 0 2,810,000 0 0 0 179,317 01/15/2025 4FE
G1910#-AP-1 COBHAM C 03/17/2020 DIRECT 6,600,000 6,600,000 6,600,000 6,600,000 0 0 0 0 0 6,600,000 0 0 0 416,372 10/28/2021 3
G1910#-AQ-9 COBHAM C 03/17/2020 DIRECT 8,250,000 8,250,000 8,116,350 8,157,498 0 3,646 0 3,646 0 8,161,144 0 88,856 88,856 1,324,368 10/28/2024 3
G6764#-AA-0 ROLLS ROYCE PLC C 01/12/2020 Redemption 100.0000 263,158 263,158 263,158 263,158 0 0 0 0 0 263,158 0 0 0 1,579 10/12/2026 2
G6764@-AA-2 ROLLS ROYCE PLC C 01/12/2020 Redemption 100.0000 649,063 649,063 649,063 649,063 0 0 0 0 0 649,063 0 0 0 4,803 04/12/2027 2
N2962#-AN-3 ENECO HOLDING N.V. C 01/15/2020 Redemption 100.0000 626,832 626,832 716,098 679,903 0 (53,071) 0 (53,071) 0 626,832 0 0 0 0 01/15/2022 1
N2962#-AP-8 ENECO HOLDING N.V. C 01/15/2020 Redemption 100.0000 1,713,389 1,713,389 1,787,741 1,758,787 0 (45,397) 0 (45,397) 0 1,713,389 0 0 0 0 01/15/2022 1
N2962#-AQ-6 ENECO HOLDING N.V. C 01/15/2020 Redemption 100.0000 169,730 169,730 194,568 184,463 0 (14,733) 0 (14,733) 0 169,730 0 0 0 0 01/15/2022 1
Q0458*-AF-6 AQUASURE FINANCE C 01/12/2020 Redemption 100.0000 165,230 165,230 165,230 165,230 0 0 0 0 0 165,230 0 0 0 3,569 01/12/2034 2FE
3899999. Subtotal - Bonds - Industrial and Miscellaneous (Unaffiliated)
2,161,006,618 2,225,284,393 2,228,214,750 2,093,654,997 0 (388,815) 0 (388,815) 0 2,225,821,662 0 (65,897,770) (65,897,770) 54,127,602
XXX XXX
03765V-AJ-9 PRIME SECURITY SERVICES TERM LOAN B-1 03/31/2020 Redemption 100.0000 10,713 10,713 10,712 10,715 0 (2) 0 (2) 0 10,713 0 0 0 144 09/23/2026 3FE
10330J-AU-2 BOYD GAMING TERM LOAN B 01/16/2020 Redemption 100.0000 36,871 36,871 36,871 36,871 0 0 0 0 0 36,871 0 0 0 55 09/15/2023 3FE
13134M-BE-2 CALPINE TERM LOAN B5 03/31/2020 Redemption 100.0000 12,755 12,755 12,760 12,759 0 (3) 0 (3) 0 12,755 0 0 0 145 01/15/2024 3FE
20341U-AD-1 UNITI GROUP 02/10/2020 Redemption 100.0000 1,949,749 1,949,749 1,953,818 1,952,157 0 (2,408) 0 (2,408) 0 1,949,749 0 0 0 15,015 10/24/2022 5FE
365556-AM-1 GARDNER DENVER TERM LOAN B 02/05/2020 CITIGROUP 3,598,691 3,598,691 3,599,859 3,599,523 0 (44) 0 (44) 0 3,599,479 0 (788) (788) 22,787 07/30/2024 3FE
51508P-AG-9 GOLDEN NUGGET TERM LOAN B 03/31/2020 Redemption 100.0000 11,584 11,584 11,559 11,568 0 15 0 15 0 11,584 0 0 0 198 10/04/2023 4FE
55303K-AC-7 MGM GROWTH PROPERTIES TERM LOAN B 02/14/2020 Redemption 100.0000 3,570,647 3,570,647 3,567,754 3,568,719 0 1,916 0 1,916 0 3,570,647 0 0 0 16,850 03/24/2025 3FE
64072U-AE-2 CSC HOLDINGS 01/15/2020 Redemption 100.0000 12,500 12,500 12,461 12,471 0 29 0 29 0 12,500 0 0 0 42 07/15/2025 3FE
78404X-AH-8 SBA COMMUNICATIONS TERM LOAN B 03/31/2020 Redemption 100.0000 12,636 12,636 12,666 12,659 0 (23) 0 (23) 0 12,636 0 0 0 112 04/11/2025 3FE
80875A-AP-6 SCIENTIFIC GAMES 03/31/2020 Redemption 100.0000 5,888 5,888 5,860 5,867 0 21 0 21 0 5,888 0 0 0 133 08/14/2024 4FE
89364M-BN-3 TRANSDIGM 03/13/2020 Tax Free Exchange 4,331,542 4,876,051 4,866,169 4,871,913 0 94 0 94 0 4,872,007 0 (540,465) (540,465) 77,037 05/30/2025 3FE
E05.15
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE D - PART 4
Show All Long-Term Bonds and Stock Sold, Redeemed or Otherwise Disposed of During the Current Quarter
1 2 3 4 5 6 7 8 9 10 Change In Book/Adjusted Carrying Value 16 17 18 19 20 21 22
CUSIP
Ident-
ification
Description
For-
eign
Disposal
Date
Name
of Purchaser
Number of
Shares of
Stock
Consid-
eration
Par Value
Actual
Cost
Prior Year
Book/
Adjusted
Carrying
Value
11
Unrealized
Valuation
Increase/
(Decrease)
12
Current
Year's
(Amor-
tization)/
Accretion
13
Current
Year's
Other Than
Temporary
Impairment
Recog-
nized
14
Total
Change in
Book/
Adjusted
Carrying
Value
(11 + 12 -
13)
15
Total
Foreign
Exchange
Change in
Book
/Adjusted
Carrying
Value
Book/
Adjusted
Carrying
Value at
Disposal
Date
Foreign
Exchange
Gain
(Loss) on
Disposal
Realized
Gain
(Loss) on
Disposal
Total Gain
(Loss) on
Disposal
Bond
Interest/
Stock
Dividends
Received
During
Year
Stated
Con-
tractual
Maturity
Date
NAIC
Desig-
nation
and
Admini-
strative
Symbol
89364M-BQ-6 TRANSDIGM 03/31/2020 Redemption 100.0000 12,376 12,376 10,994 0 0 1,382 0 1,382 0 12,376 0 0 0 27 05/30/2025 4FE
89705D-AD-4 TRONOX FINANCE TERM LOAN B 03/31/2020 Redemption 100.0000 4,857 4,857 4,844 4,848 0 9 0 9 0 4,857 0 0 0 41 09/23/2024 3FE
8299999. Subtotal - Bonds - Unaffiliated Bank Loans
13,570,809 14,115,318 14,106,327 14,100,070 0 986 0 986 0 14,112,062 0 (541,253) (541,253) 132,586
XXX XXX
8399997. Total - Bonds - Part 4
2,485,669,864 2,540,158,846 2,551,531,224 2,145,353,699 0 (900,938) 0 (900,938) 0 2,548,820,815 0 (64,233,678) (64,233,678) 55,319,358
XXX XXX
8399998. Total - Bonds - Part 5 XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX
8399999. Total - Bonds
2,485,669,864 2,540,158,846 2,551,531,224 2,145,353,699 0 (900,938) 0 (900,938) 0 2,548,820,815 0 (64,233,678) (64,233,678) 55,319,358
XXX XXX
8999997. Total - Preferred Stocks - Part 4
0
XXX
0 0 0 0 0 0 0 0 0 0 0 0
XXX XXX
8999998. Total - Preferred Stocks - Part 5 XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX
8999999. Total - Preferred Stocks
0
XXX
0 0 0 0 0 0 0 0 0 0 0 0
XXX XXX
91734M-10-3 US ECOLOGY 03/05/2020 Various 62,921.000 2,971,769 3,144,058 0 0 0 0 0 0 3,144,058 0 (172,289) (172,289) 0
26908M-10-9 ESI ENERGY 01/17/2020 ITG 52,520.000 4,202 0 4,081 (4,081) 0 0 (4,081) 0 0 0 4,202 4,202 0
9099999. Subtotal - Common Stocks - Industrial and Miscellaneous (Unaffiliated) Publicly Traded
2,975,971
XXX
3,144,058 4,081 (4,081) 0 0 (4,081) 0 3,144,058 0 (168,087) (168,087) 0
XXX XXX
9799997. Total - Common Stocks - Part 4
2,975,971
XXX
3,144,058 4,081 (4,081) 0 0 (4,081) 0 3,144,058 0 (168,087) (168,087) 0
XXX XXX
9799998. Total - Common Stocks - Part 5 XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX XXX
9799999. Total - Common Stocks
2,975,971
XXX
3,144,058 4,081 (4,081) 0 0 (4,081) 0 3,144,058 0 (168,087) (168,087) 0
XXX XXX
9899999. Total - Preferred and Common Stocks
2,975,971
XXX
3,144,058 4,081 (4,081) 0 0 (4,081) 0 3,144,058 0 (168,087) (168,087) 0
XXX XXX
9999999 - Totals
2,488,645,835
XXX
2,554,675,282 2,145,357,780 (4,081) (900,938) 0 (905,019) 0 2,551,964,873 0 (64,401,765) (64,401,765) 55,319,358
XXX XXX
E05.16
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE DB - PART A - SECTION 1
Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23
Description
Description
of Item(s)
Hedged,
Used for
Income
Generation
or Replicated
Schedule/
Exhibit
Identifier
Type(s)
of
Risk(s)
(a)
Exchange, Counterparty
or Central Clearinghouse
Trade
Date
Date of
Maturity
or
Expiration
Number
of
Contracts
Notional
Amount
Strike
Price,
Rate or
Index
Received
(Paid)
Cumulative
Prior
Year(s)
Initial Cost
of Un-
discounted
Premium
(Received)
Paid
Current
Year Initial
Cost of
Un-
discounted
Premium
(Received)
Paid
Current
Year
Income
Book/
Adjusted
Carrying
Value
Code Fair Value
Unrealized
Valuation
Increase/
(Decrease)
Total
Foreign
Exchange
Change in
B./A.C.V.
Current
Year’s
(Amorti-
zation)/
Accretion
Adjustment
to Carrying
Value of
Hedged
Item
Potential
Exposure
Credit
Quality
of
Refer-
ence
Entity
Hedge
Effectiveness
at Inception
and at
Quarter-end
(b)
0079999999. Subtotal - Purchased Options - Hedging Effective Excluding Variable Annuity Guarantees Under SSAP No.108
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
0149999999. Subtotal - Purchased Options - Hedging Effective Variable Annuity Guarantees Under SSAP No.108
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index CREDIT SUISSE E58DKGMJYYYJLN8C3868 11/04/2019 05/01/2020 324,530 1,000,000,000 3,235 14,950,000 0 0 287,851 287,851 (31,953,714) 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index UBS BFM8T61CT2L1QCEMIK50 12/20/2019 04/01/2020 310,147 1,000,000,000 3,289 15,740,000 0 0 6 6 (16,054,658) 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 12/20/2019 04/08/2020 310,379 1,000,000,000 3,286 17,399,999 0 0 48,397 48,397 (17,554,609) 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 12/20/2019 05/06/2020 310,379 1,000,000,000 3,302 19,399,999 0 0 236,923 236,923 (19,375,422) 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index
MORGAN STANLEY
INTERNATIONAL
4PQUHN3JPFGFNF3BB653 12/26/2019 04/15/2020 309,081 1,000,000,000 3,300 17,390,013 0 0 74,522 74,522 (16,428,232) 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index
MORGAN STANLEY
INTERNATIONAL
4PQUHN3JPFGFNF3BB653 12/26/2019 05/13/2020 309,081 1,000,000,000 3,316 19,129,985 0 0 288,721 288,721 (17,983,426) 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index CITIBANK E57ODZWZ7FF32TWEFA76 01/03/2020 04/01/2020 308,289 1,000,000,000 3,341 0 9,900,000 0 4 4 (9,899,997) 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index CITIBANK E57ODZWZ7FF32TWEFA76 01/03/2020 05/29/2020 308,289 1,000,000,000 3,406 0 10,030,000 0 271,397 271,397 (9,758,603) 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index CITIBANK E57ODZWZ7FF32TWEFA76 02/05/2020 05/01/2020 601,025 2,000,000,000 3,361 0 38,780,000 0 325,820 325,820 (38,454,180) 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index
GOLDMAN SACHS
INTERNATIONAL
W22LROWP2IHZNBB6K528 02/11/2020 04/22/2020 296,445 1,000,000,000 3,407 0 15,760,000 0 53,456 53,456 (15,706,544) 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index
GOLDMAN SACHS
INTERNATIONAL
W22LROWP2IHZNBB6K528 02/11/2020 04/29/2020 296,445 1,000,000,000 3,407 0 17,130,001 0 113,136 113,136 (17,016,865) 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index JPMORGAN CHASE 7H6GLXDRUGQFU57RNE97 03/06/2020 05/01/2020 336,718 1,000,000,000 3,267 0 9,000,000 0 263,234 263,234 (8,736,766) 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index JPMORGAN CHASE 7H6GLXDRUGQFU57RNE97 03/06/2020 06/03/2020 336,718 1,000,000,000 3,341 0 7,850,000 0 397,234 397,234 (7,452,766) 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index BANK OF AMERICA B4TYDEB6GKMZO031MB27 03/18/2020 04/17/2020 410,474 1,000,000,000
2558.019/(2923.
451)
0 47,691,000 0 47,884,540 47,884,540 193,540 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index BANK OF AMERICA B4TYDEB6GKMZO031MB27 03/18/2020 04/17/2020 415,809 1,000,000,000
2525.201/(2885.
944)
0 50,567,000 0 56,794,866 56,794,866 6,227,866 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index JPMORGAN CHASE 7H6GLXDRUGQFU57RNE97 03/19/2020 04/17/2020 411,304 1,000,000,000
2552.85/(2917.5
5)
0 43,699,999 0 49,258,055 49,258,055 5,558,056 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index BARCLAYS BANK G5GSEF7VJP5I7OUK5573 03/20/2020 05/15/2020 416,366 1,000,000,000
2521.82/(2882.0
8)
0 49,200,000 0 70,421,123 70,421,123 21,221,123 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index
GOLDMAN SACHS
INTERNATIONAL
W22LROWP2IHZNBB6K528 03/25/2020 05/15/2020 205,075 500,000,000
1978.68/(2925.7
6)
0 20,939,999 0 31,437,138 31,437,138 10,497,139 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index
GOLDMAN SACHS
INTERNATIONAL
W22LROWP2IHZNBB6K528 03/25/2020 06/19/2020 205,075 500,000,000
2560.04/(3047.6
6)
0 15,783,500 0 24,488,848 24,488,848 8,705,348 0 0 0 0 Note 0001
0159999999. Subtotal - Purchased Options - Hedging Other - Call Options and Warrants
104,009,996 336,331,499 0 282,645,271
XXX
282,645,271 (173,972,710) 0 0 0 0
XXX XXX
2 YR OPTION, 10 YR
SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration
GOLDMAN SACHS & CO
KD3XUN7C6T14HNAYLU02 11/30/2018 11/30/2020 0 500,000,000 4.12%/2.12% 175,000 0 0 68,624,377 68,624,377 52,826,986 0 0 0 0 Note 0001
3 YR OPTION, 10 YR
SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 DURATION BNP R0MUWSFPU8MPRO8K5P83 11/30/2018 11/30/2021 0 500,000,000 4.15%/2.15% 100,000 0 0 67,344,444 67,344,444 48,694,526 0 0 0 0 0 Note 0001
2 YR OPTION, 10 YR
SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 DURATION SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 12/06/2018 12/07/2020 0 500,000,000 3.95%/1.95% 300,000 0 0 60,539,754 60,539,754 49,037,328 0 0 0 0 0 Note 0001
3 YR OPTION, 10 YR
SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 DURATION SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 12/06/2018 12/06/2021 0 500,000,000 3.99%/1.99% 50,000 0 0 60,299,593 60,299,593 45,422,002 0 0 0 0 0 Note 0001
2 YR OPTION, 10 YR
SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 DURATION BNP R0MUWSFPU8MPRO8K5P83 12/17/2018 12/17/2020 0 500,000,000 3.94%/1.94% 162,500 0 0 60,058,792 60,058,792 48,662,889 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
CITIBANK E57ODZWZ7FF32TWEFA76 10/16/2019 10/14/2020 167,018 500,000,000 2,694 17,605,000 0 0 52,198,602 52,198,602 43,581,732 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
BANK OF AMERICA B4TYDEB6GKMZO031MB27 10/21/2019 10/21/2020 166,688 500,000,000 2,700 18,250,000 0 0 53,009,185 53,009,185 44,002,085 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
JPMORGAN CHASE 7H6GLXDRUGQFU57RNE97 10/23/2019 10/07/2020 166,916 500,000,000 2,696 17,400,000 0 0 51,783,048 51,783,048 43,398,379 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
BANK OF AMERICA B4TYDEB6GKMZO031MB27 10/25/2019 10/01/2020 165,437 500,000,000 2,720 16,385,000 0 0 52,784,604 52,784,604 44,180,771 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX MORGAN STANLEY
INTERNATIONAL
4PQUHN3JPFGFNF3BB653 10/29/2019 04/08/2020 164,359 500,000,000 2,738 7,730,000 0 0 28,052,020 28,052,020 25,958,696 0 0 0 0 0 Note 0001
E06
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE DB - PART A - SECTION 1
Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23
Description
Description
of Item(s)
Hedged,
Used for
Income
Generation
or Replicated
Schedule/
Exhibit
Identifier
Type(s)
of
Risk(s)
(a)
Exchange, Counterparty
or Central Clearinghouse
Trade
Date
Date of
Maturity
or
Expiration
Number
of
Contracts
Notional
Amount
Strike
Price,
Rate or
Index
Received
(Paid)
Cumulative
Prior
Year(s)
Initial Cost
of Un-
discounted
Premium
(Received)
Paid
Current
Year Initial
Cost of
Un-
discounted
Premium
(Received)
Paid
Current
Year
Income
Book/
Adjusted
Carrying
Value
Code Fair Value
Unrealized
Valuation
Increase/
(Decrease)
Total
Foreign
Exchange
Change in
B./A.C.V.
Current
Year’s
(Amorti-
zation)/
Accretion
Adjustment
to Carrying
Value of
Hedged
Item
Potential
Exposure
Credit
Quality
of
Refer-
ence
Entity
Hedge
Effectiveness
at Inception
and at
Quarter-end
(b)
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX MORGAN STANLEY
INTERNATIONAL
4PQUHN3JPFGFNF3BB653 10/29/2019 04/15/2020 164,359 500,000,000 2,738 8,075,000 0 0 30,213,472 30,213,472 27,858,424 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX MORGAN STANLEY
INTERNATIONAL
4PQUHN3JPFGFNF3BB653 10/29/2019 04/22/2020 164,359 500,000,000 2,738 8,470,001 0 0 32,478,361 32,478,361 29,854,102 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX MORGAN STANLEY
INTERNATIONAL
4PQUHN3JPFGFNF3BB653 10/29/2019 04/29/2020 164,359 500,000,000 2,738 8,840,000 0 0 34,473,736 34,473,736 31,573,703 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
BANK OF AMERICA B4TYDEB6GKMZO031MB27 11/06/2019 05/01/2020 162,441 500,000,000 2,770 8,618,001 0 0 38,044,788 38,044,788 34,730,867 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
BANK OF AMERICA B4TYDEB6GKMZO031MB27 11/06/2019 05/08/2020 162,441 500,000,000 2,770 9,018,512 0 0 39,745,245 39,745,245 36,145,010 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
BANK OF AMERICA B4TYDEB6GKMZO031MB27 11/14/2019 05/20/2020 162,072 500,000,000 2,777 9,580,000 0 0 42,595,178 42,595,178 38,420,556 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
BANK OF AMERICA B4TYDEB6GKMZO031MB27 11/14/2019 05/27/2020 162,072 500,000,000 2,777 9,500,000 0 0 43,741,223 43,741,223 39,268,654 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX GOLDMAN SACHS
INTERNATIONAL
W22LROWP2IHZNBB6K528 11/15/2019 06/10/2020 160,577 500,000,000 2,802 9,909,999 0 0 47,561,014 47,561,014 42,122,713 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX GOLDMAN SACHS
INTERNATIONAL
W22LROWP2IHZNBB6K528 11/15/2019 06/17/2020 160,577 500,000,000 2,802 10,295,000 0 0 48,361,942 48,361,942 42,614,418 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
JPMORGAN CHASE 7H6GLXDRUGQFU57RNE97 11/20/2019 07/08/2020 160,903 500,000,000 2,797 11,475,001 0 0 50,389,404 50,389,404 43,784,014 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
JPMORGAN CHASE 7H6GLXDRUGQFU57RNE97 11/20/2019 07/15/2020 160,903 500,000,000 2,797 11,725,000 0 0 51,235,578 51,235,578 44,316,140 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX GOLDMAN SACHS
INTERNATIONAL
W22LROWP2IHZNBB6K528 11/27/2019 08/05/2020 158,591 500,000,000 2,837 11,900,000 0 0 56,286,242 56,286,242 47,693,339 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX GOLDMAN SACHS
INTERNATIONAL
W22LROWP2IHZNBB6K528 11/27/2019 08/12/2020 158,591 500,000,000 2,837 12,265,000 0 0 56,772,646 56,772,646 47,855,774 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX GOLDMAN SACHS
INTERNATIONAL
W22LROWP2IHZNBB6K528 11/27/2019 08/19/2020 158,591 500,000,000 2,837 12,650,000 0 0 57,257,397 57,257,397 48,024,951 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX GOLDMAN SACHS
INTERNATIONAL
W22LROWP2IHZNBB6K528 11/27/2019 08/26/2020 158,591 500,000,000 2,837 12,885,000 0 0 57,896,531 57,896,531 48,358,329 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 12/06/2019 09/02/2020 158,776 500,000,000 2,834 13,285,002 0 0 58,248,884 58,248,884 48,480,561 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 12/06/2019 09/09/2020 158,776 500,000,000 2,834 13,549,998 0 0 58,614,087 58,614,087 48,554,710 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 12/06/2019 09/16/2020 159,006 500,000,000 2,830 14,024,996 0 0 58,685,823 58,685,823 48,431,389 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
BNP R0MUWSFPU8MPRO8K5P83 01/10/2020 04/01/2020 306,233 1,000,000,000 2,939 0 5,300,000 0 108,856,264 108,856,264 103,556,264 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
BNP R0MUWSFPU8MPRO8K5P83 01/10/2020 04/08/2020 306,233 1,000,000,000 2,939 0 5,950,000 0 109,610,785 109,610,785 103,660,785 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 01/15/2020 10/28/2020 303,322 1,000,000,000 2,967 0 23,730,001 0 143,296,706 143,296,706 119,566,704 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 01/24/2020 07/01/2020 303,699 1,000,000,000 2,963 0 14,249,999 0 127,191,067 127,191,067 112,941,068 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 01/24/2020 11/04/2020 303,699 1,000,000,000 2,799 0 17,650,001 0 113,613,981 113,613,981 95,963,980 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX MORGAN STANLEY
INTERNATIONAL
4PQUHN3JPFGFNF3BB653 01/24/2020 04/03/2020 304,230 1,000,000,000 3,123 0 11,590,000 0 164,410,003 164,410,003 152,820,003 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
CREDIT SUISSE E58DKGMJYYYJLN8C3868 02/07/2020 10/02/2020 300,636 1,000,000,000 2,994 0 21,000,000 0 144,216,270 144,216,270 123,216,270 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
CREDIT SUISSE E58DKGMJYYYJLN8C3868 02/14/2020 05/13/2020 296,245 1,000,000,000 3,207 0 11,870,000 0 186,655,912 186,655,912 174,785,912 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
BNP R0MUWSFPU8MPRO8K5P83 02/14/2020 09/23/2020 296,213 1,000,000,000 3,038 0 18,307,999 0 150,711,740 150,711,740 132,403,740 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
BARCLAYS BANK G5GSEF7VJP5I7OUK5573 02/20/2020 05/06/2020 297,232 1,000,000,000 3,196 0 11,420,000 0 183,650,197 183,650,197 172,230,197 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
BARCLAYS BANK G5GSEF7VJP5I7OUK5573 02/21/2020 05/01/2020 298,887 1,000,000,000 3,178 0 12,270,000 0 179,137,109 179,137,109 166,867,109 0 0 0 0 0 Note 0001
E06.1
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE DB - PART A - SECTION 1
Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23
Description
Description
of Item(s)
Hedged,
Used for
Income
Generation
or Replicated
Schedule/
Exhibit
Identifier
Type(s)
of
Risk(s)
(a)
Exchange, Counterparty
or Central Clearinghouse
Trade
Date
Date of
Maturity
or
Expiration
Number
of
Contracts
Notional
Amount
Strike
Price,
Rate or
Index
Received
(Paid)
Cumulative
Prior
Year(s)
Initial Cost
of Un-
discounted
Premium
(Received)
Paid
Current
Year Initial
Cost of
Un-
discounted
Premium
(Received)
Paid
Current
Year
Income
Book/
Adjusted
Carrying
Value
Code Fair Value
Unrealized
Valuation
Increase/
(Decrease)
Total
Foreign
Exchange
Change in
B./A.C.V.
Current
Year’s
(Amorti-
zation)/
Accretion
Adjustment
to Carrying
Value of
Hedged
Item
Potential
Exposure
Credit
Quality
of
Refer-
ence
Entity
Hedge
Effectiveness
at Inception
and at
Quarter-end
(b)
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
CITIBANK E57ODZWZ7FF32TWEFA76 10/16/2019 10/14/2020 167,018 500,000,000
2694.321/(1945.
8985)
15,135,000 0 0 38,286,595 38,286,595 30,640,458 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
BANK OF AMERICA B4TYDEB6GKMZO031MB27 10/21/2019 10/21/2020 166,688 500,000,000
2699.6508/(1949
.7478)
15,590,000 0 0 38,729,486 38,729,486 30,749,443 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
JPMORGAN CHASE 7H6GLXDRUGQFU57RNE97 10/23/2019 10/07/2020 166,916 500,000,000
2695.96/(1947.0
8)
14,925,001 0 0 38,124,170 38,124,170 30,678,283 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
BANK OF AMERICA B4TYDEB6GKMZO031MB27 10/25/2019 10/01/2020 165,437 500,000,000
2720.07/(1964.4
95)
14,185,000 0 0 38,990,950 38,990,950 31,337,437 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX MORGAN STANLEY
INTERNATIONAL
4PQUHN3JPFGFNF3BB653 10/29/2019 04/29/2020 164,359 500,000,000
2737.9055/(1977
.38)
7,990,000 0 0 31,261,226 31,261,226 28,591,200 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX MORGAN STANLEY
INTERNATIONAL
4PQUHN3JPFGFNF3BB653 10/29/2019 04/08/2020 164,359 500,000,000
2737.9055/(1977
.38)
7,265,000 0 0 27,338,143 27,338,143 25,411,175 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX MORGAN STANLEY
INTERNATIONAL
4PQUHN3JPFGFNF3BB653 10/29/2019 04/15/2020 164,359 500,000,000
2737.9055/(1977
.38)
7,515,000 0 0 28,844,997 28,844,997 26,676,784 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX MORGAN STANLEY
INTERNATIONAL
4PQUHN3JPFGFNF3BB653 10/29/2019 04/22/2020 164,359 500,000,000
2737.9055/(1977
.38)
7,840,000 0 0 30,202,810 30,202,810 27,786,603 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
BANK OF AMERICA B4TYDEB6GKMZO031MB27 11/06/2019 05/13/2020 162,441 500,000,000
2770.2396/(2000
.7286)
8,588,416 0 0 35,484,732 35,484,732 31,970,590 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
BANK OF AMERICA B4TYDEB6GKMZO031MB27 11/14/2019 06/03/2020 162,072 500,000,000
2776.545/(2005.
283)
9,375,000 0 0 37,317,357 37,317,357 32,922,331 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX GOLDMAN SACHS
INTERNATIONAL
W22LROWP2IHZNBB6K528 11/15/2019 06/24/2020 160,577 500,000,000
2802.39/(2023.9
5)
9,820,000 0 0 39,862,983 39,862,983 34,280,574 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX GOLDMAN SACHS
INTERNATIONAL
W22LROWP2IHZNBB6K528 11/15/2019 07/01/2020 160,577 500,000,000
2802.393/(2023.
95)
10,050,000 0 0 40,123,085 40,123,085 34,254,462 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
JPMORGAN CHASE 7H6GLXDRUGQFU57RNE97 11/20/2019 07/22/2020 160,903 500,000,000
2796.72/(2019.8
6)
10,995,001 0 0 40,614,599 40,614,599 34,011,263 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
JPMORGAN CHASE 7H6GLXDRUGQFU57RNE97 11/20/2019 07/29/2020 160,903 500,000,000
2796.72/(2019.8
6)
11,239,999 0 0 40,750,535 40,750,535 33,887,960 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
CITIBANK E57ODZWZ7FF32TWEFA76 02/25/2020 10/01/2020 314,275 1,000,000,000
2863.737/(2068.
2545)
0 25,050,000 0 91,925,511 91,925,511 66,875,511 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
BARCLAYS BANK G5GSEF7VJP5I7OUK5573 02/26/2020 11/11/2020 320,588 1,000,000,000
2807.34/(2027.5
2)
0 29,790,000 0 88,285,320 88,285,320 58,495,320 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
JPMORGAN CHASE 7H6GLXDRUGQFU57RNE97 03/04/2020 05/08/2020 323,063 1,000,000,000
2476.3/(1857.22
)
0 5,700,000 0 31,279,030 31,279,030 25,579,030 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
JPMORGAN CHASE 7H6GLXDRUGQFU57RNE97 03/04/2020 05/08/2020 323,063 1,000,000,000
2631.06/(2011.9
9)
0 9,390,002 0 45,881,753 45,881,753 36,491,751 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
UBS BFM8T61CT2L1QCEMIK50 03/05/2020 06/03/2020 325,014 1,000,000,000
2461.43/(1846.0
7)
0 9,000,000 0 36,319,238 36,319,238 27,319,239 0 0 0 0 0 Note 0001
E06.2
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE DB - PART A - SECTION 1
Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23
Description
Description
of Item(s)
Hedged,
Used for
Income
Generation
or Replicated
Schedule/
Exhibit
Identifier
Type(s)
of
Risk(s)
(a)
Exchange, Counterparty
or Central Clearinghouse
Trade
Date
Date of
Maturity
or
Expiration
Number
of
Contracts
Notional
Amount
Strike
Price,
Rate or
Index
Received
(Paid)
Cumulative
Prior
Year(s)
Initial Cost
of Un-
discounted
Premium
(Received)
Paid
Current
Year Initial
Cost of
Un-
discounted
Premium
(Received)
Paid
Current
Year
Income
Book/
Adjusted
Carrying
Value
Code Fair Value
Unrealized
Valuation
Increase/
(Decrease)
Total
Foreign
Exchange
Change in
B./A.C.V.
Current
Year’s
(Amorti-
zation)/
Accretion
Adjustment
to Carrying
Value of
Hedged
Item
Potential
Exposure
Credit
Quality
of
Refer-
ence
Entity
Hedge
Effectiveness
at Inception
and at
Quarter-end
(b)
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
UBS BFM8T61CT2L1QCEMIK50 03/05/2020 06/03/2020 325,014 1,000,000,000
2615.27/(1999.9
1)
0 13,810,000 0 49,309,697 49,309,697 35,499,697 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
JPMORGAN CHASE 7H6GLXDRUGQFU57RNE97 03/05/2020 07/01/2020 331,118 1,000,000,000
2416.06/(1812.0
4)
0 13,800,001 0 37,372,936 37,372,936 23,572,935 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
JPMORGAN CHASE 7H6GLXDRUGQFU57RNE97 03/05/2020 07/01/2020 331,118 1,000,000,000
2567.06/(1963.0
5)
0 19,870,000 0 48,669,974 48,669,974 28,799,975 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX GOLDMAN SACHS
INTERNATIONAL
W22LROWP2IHZNBB6K528 03/06/2020 08/05/2020 340,616 1,000,000,000
2348.69/(1761.5
2)
0 22,699,999 0 37,126,353 37,126,353 14,426,353 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX GOLDMAN SACHS
INTERNATIONAL
W22LROWP2IHZNBB6K528 03/06/2020 08/05/2020 340,616 1,000,000,000
2495.48/(1908.3
1)
0 29,500,000 0 46,665,414 46,665,414 17,165,414 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX GOLDMAN SACHS
INTERNATIONAL
W22LROWP2IHZNBB6K528 03/06/2020 09/02/2020 342,030 1,000,000,000
2338.98/(1754.2
3)
0 24,644,000 0 38,397,455 38,397,455 13,753,454 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX GOLDMAN SACHS
INTERNATIONAL
W22LROWP2IHZNBB6K528 03/06/2020 09/02/2020 342,030 1,000,000,000
2485.16/(1900.4
2)
0 31,700,000 0 47,776,989 47,776,989 16,076,989 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
BARCLAYS BANK G5GSEF7VJP5I7OUK5573 03/10/2020 06/08/2020 359,562 1,000,000,000
2224.93/(1668.7
)
0 19,980,000 0 24,135,736 24,135,736 4,155,736 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
CREDIT SUISSE E58DKGMJYYYJLN8C3868 03/10/2020 06/17/2020 354,235 1,000,000,000
2258.39/(1693.7
9)
0 21,180,000 0 26,937,654 26,937,654 5,757,654 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
CREDIT SUISSE E58DKGMJYYYJLN8C3868 03/11/2020 06/24/2020 359,891 1,000,000,000
2222.9/(1667.17
)
0 23,470,000 0 26,177,264 26,177,264 2,707,264 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
CITIBANK E57ODZWZ7FF32TWEFA76 03/13/2020 05/13/2020 198,360 500,000,000
2016.53/(1512.4
)
0 15,000,003 0 5,608,211 5,608,211 (9,391,792) 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
CITIBANK E57ODZWZ7FF32TWEFA76 03/13/2020 05/13/2020 198,360 500,000,000
2142.57/(1638.4
3)
0 18,000,004 0 8,063,714 8,063,714 (9,936,290) 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
CITIBANK E57ODZWZ7FF32TWEFA76 03/13/2020 06/12/2020 198,360 500,000,000
2016.53/(1512.4
)
0 16,875,004 0 7,893,598 7,893,598 (8,981,405) 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
CITIBANK E57ODZWZ7FF32TWEFA76 03/13/2020 06/12/2020 198,360 500,000,000
2142.57/(1638.4
3)
0 20,825,004 0 10,759,702 10,759,702 (10,065,302) 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
CITIBANK E57ODZWZ7FF32TWEFA76 03/13/2020 07/13/2020 198,360 500,000,000
2016.53/(1512.4
)
0 18,910,004 0 9,751,589 9,751,589 (9,158,415) 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
CITIBANK E57ODZWZ7FF32TWEFA76 03/13/2020 07/13/2020 198,360 500,000,000
2142.57/(1638.4
3)
0 22,290,005 0 12,742,586 12,742,586 (9,547,419) 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
UBS BFM8T61CT2L1QCEMIK50 03/16/2020 07/01/2020 404,040 1,000,000,000 2178/(1782) 0 42,890,020 0 22,983,852 22,983,852 (19,906,168) 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
EQUITY/INDEX
MORGAN STANLEY I7331LVCZKQKX5T7XV54 03/16/2020 10/02/2020 397,502 1,000,000,000
2213.8266/(1811
.3126)
0 44,590,001 0 30,404,954 30,404,954 (14,185,047) 0 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index UBS BFM8T61CT2L1QCEMIK50 03/16/2020 12/30/2020 403,644 1,000,000,000
2180.14/(1783.7
5)
0 46,399,978 0 32,367,917 32,367,917 (14,032,061) 0 0 0 0 Note 0001
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5 Equity/Index BARCLAYS BANK G5GSEF7VJP5I7OUK5573 03/23/2020 04/17/2020 909,699 2,000,000,000
1978.68/(1648.9
)
0 49,600,000 0 6,519,700 6,519,700 (43,080,300) 0 0 0 0 Note 0001
E06.3
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE DB - PART A - SECTION 1
Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23
Description
Description
of Item(s)
Hedged,
Used for
Income
Generation
or Replicated
Schedule/
Exhibit
Identifier
Type(s)
of
Risk(s)
(a)
Exchange, Counterparty
or Central Clearinghouse
Trade
Date
Date of
Maturity
or
Expiration
Number
of
Contracts
Notional
Amount
Strike
Price,
Rate or
Index
Received
(Paid)
Cumulative
Prior
Year(s)
Initial Cost
of Un-
discounted
Premium
(Received)
Paid
Current
Year Initial
Cost of
Un-
discounted
Premium
(Received)
Paid
Current
Year
Income
Book/
Adjusted
Carrying
Value
Code Fair Value
Unrealized
Valuation
Increase/
(Decrease)
Total
Foreign
Exchange
Change in
B./A.C.V.
Current
Year’s
(Amorti-
zation)/
Accretion
Adjustment
to Carrying
Value of
Hedged
Item
Potential
Exposure
Credit
Quality
of
Refer-
ence
Entity
Hedge
Effectiveness
at Inception
and at
Quarter-end
(b)
S&P 500 < 1 YEAR VAGLBS/VAGDBS HEDGE Ex 5
GOLDMAN SACHS
INTERNATIONAL
W22LROWP2IHZNBB6K528 02/25/2020 05/26/2020 317,450 1,000,000,000
3087.1/(2772.09
)/(2457.08)
0 13,890,000 0 36,298,277 36,298,277 22,408,277 0 0 0 0 Note 0001
0169999999. Subtotal - Purchased Options - Hedging Other - Put Options
424,737,427 762,192,025 0 4,394,232,096
XXX
4,394,232,096 3,335,864,043 0 0 0 0
XXX XXX
0219999999. Subtotal - Purchased Options - Hedging Other
528,747,423 1,098,523,524 0 4,676,877,367
XXX
4,676,877,367 3,161,891,333 0 0 0 0
XXX XXX
0289999999. Subtotal - Purchased Options - Replications
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
0359999999. Subtotal - Purchased Options - Income Generation
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
0429999999. Subtotal - Purchased Options - Other
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
0439999999. Total Purchased Options - Call Options and Warrants
104,009,996 336,331,499 0 282,645,271
XXX
282,645,271 (173,972,710) 0 0 0 0
XXX XXX
0449999999. Total Purchased Options - Put Options
424,737,427 762,192,025 0 4,394,232,096
XXX
4,394,232,096 3,335,864,043 0 0 0 0
XXX XXX
0459999999. Total Purchased Options - Caps
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
0469999999. Total Purchased Options - Floors
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
0479999999. Total Purchased Options - Collars
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
0489999999. Total Purchased Options - Other
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
0499999999. Total Purchased Options
528,747,423 1,098,523,524 0 4,676,877,367
XXX
4,676,877,367 3,161,891,333 0 0 0 0
XXX XXX
0569999999. Subtotal - Written Options - Hedging Effective Excluding Variable Annuity Guarantees Under SSAP No.108
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
0639999999. Subtotal - Written Options - Hedging Effective Variable Annuity Guarantees Under SSAP No.108
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
2 YR OPTION, 10 YR
SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration BANK OF AMERICA B4TYDEB6GKMZO031MB27 12/20/2018 12/21/2020 0 500,000,000
3.55%/(2.00%)/2
.50%
(487,500) 0 0 23,821,111 23,821,111 8,456,693 0 0 0 0 Note 0001
0659999999. Subtotal - Written Options - Hedging Other - Put Options
(487,500) 0 0 23,821,111
XXX
23,821,111 8,456,693 0 0 0 0
XXX XXX
0709999999. Subtotal - Written Options - Hedging Other
(487,500) 0 0 23,821,111
XXX
23,821,111 8,456,693 0 0 0 0
XXX XXX
0779999999. Subtotal - Written Options - Replications
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
0849999999. Subtotal - Written Options - Income Generation
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
0919999999. Subtotal - Written Options - Other
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
0929999999. Total Written Options - Call Options and Warrants
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
0939999999. Total Written Options - Put Options
(487,500) 0 0 23,821,111
XXX
23,821,111 8,456,693 0 0 0 0
XXX XXX
0949999999. Total Written Options - Caps
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
0959999999. Total Written Options - Floors
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
0969999999. Total Written Options - Collars
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
0979999999. Total Written Options - Other
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
0989999999. Total Written Options
(487,500) 0 0 23,821,111
XXX
23,821,111 8,456,693 0 0 0 0
XXX XXX
1049999999. Subtotal - Swaps - Hedging Effective Excluding Variable Annuity Guarantees Under SSAP No.108
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
1109999999. Subtotal - Swaps - Hedging Effective Variable Annuity Guarantees Under SSAP No.108
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration UBS BFM8T61CT2L1QCEMIK50 01/27/2010 07/29/2020 0 500,000,000 3.768%/(3ML) 0 0 2,406,859 4,186,949 4,186,949 (1,437,386) 0 0 0 1,433,455 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration CREDIT SUISSE E58DKGMJYYYJLN8C3868 10/19/2010 10/21/2020 0 500,000,000 2.516%/(3ML) 0 0 805,370 4,487,221 4,487,221 1,617,478 0 0 0 1,868,997 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration CREDIT SUISSE E58DKGMJYYYJLN8C3868 07/21/2011 07/25/2021 0 250,000,000 3.124%/(3ML) 0 0 792,282 8,416,198 8,416,198 2,936,099 0 0 0 1,434,948 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration CITIBANK E57ODZWZ7FF32TWEFA76 08/02/2011 08/04/2031 0 250,000,000 3.455%/(3ML) 0 0 1,016,296 74,944,041 74,944,041 35,101,449 0 0 0 4,211,347 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration BANK OF AMERICA B4TYDEB6GKMZO031MB27 08/03/2011 08/05/2041 0 250,000,000 3.535%/(3ML) 0 0 1,072,823 134,881,009 134,881,009 69,453,411 0 0 0 5,777,332 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration HSBC 1IE8VN30JCEQV1H4R804 08/08/2011 08/10/2031 0 250,000,000 3.255%/(3ML) 0 0 892,251 69,521,134 69,521,134 34,870,915 0 0 0 4,214,396 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration CREDIT SUISSE E58DKGMJYYYJLN8C3868 08/08/2011 08/10/2031 0 250,000,000 3.263%/(3ML) 0 0 896,939 69,729,659 69,729,659 34,881,635 0 0 0 4,214,396 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration BARCLAYS BANK G5GSEF7VJP5I7OUK5573 08/10/2011 08/12/2026 0 250,000,000 2.875%/(3ML) 0 0 659,585 36,111,041 36,111,041 19,003,816 0 0 0 3,154,823 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration
GOLDMAN SACHS & CO
KD3XUN7C6T14HNAYLU02 08/10/2011 08/12/2026 0 250,000,000 2.850%/(3ML) 0 0 643,960 35,716,170 35,716,170 19,000,876 0 0 0 3,154,823 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration CREDIT SUISSE E58DKGMJYYYJLN8C3868 08/31/2011 09/02/2026 0 250,000,000 2.836%/(3ML) 0 0 644,620 35,783,051 35,783,051 19,193,155 0 0 0 3,169,039 Note 0001
E06.4
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE DB - PART A - SECTION 1
Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23
Description
Description
of Item(s)
Hedged,
Used for
Income
Generation
or Replicated
Schedule/
Exhibit
Identifier
Type(s)
of
Risk(s)
(a)
Exchange, Counterparty
or Central Clearinghouse
Trade
Date
Date of
Maturity
or
Expiration
Number
of
Contracts
Notional
Amount
Strike
Price,
Rate or
Index
Received
(Paid)
Cumulative
Prior
Year(s)
Initial Cost
of Un-
discounted
Premium
(Received)
Paid
Current
Year Initial
Cost of
Un-
discounted
Premium
(Received)
Paid
Current
Year
Income
Book/
Adjusted
Carrying
Value
Code Fair Value
Unrealized
Valuation
Increase/
(Decrease)
Total
Foreign
Exchange
Change in
B./A.C.V.
Current
Year’s
(Amorti-
zation)/
Accretion
Adjustment
to Carrying
Value of
Hedged
Item
Potential
Exposure
Credit
Quality
of
Refer-
ence
Entity
Hedge
Effectiveness
at Inception
and at
Quarter-end
(b)
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration DEUTSCHE BANK 7LTWFZYICNSX8D621K86 08/31/2011 09/02/2026 0 250,000,000 2.833%/(3ML) 0 0 642,589 35,731,275 35,731,275 19,192,736 0 0 0 3,169,039 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration DEUTSCHE BANK 7LTWFZYICNSX8D621K86 08/31/2011 09/02/2020 0 250,000,000 (2.198%)/3ML 0 0 (245,402) (1,202,636) (1,202,636) (557,559) 0 0 0 814,572 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration DEUTSCHE BANK 7LTWFZYICNSX8D621K86 10/24/2011 10/26/2026 0 250,000,000 2.818%/(3ML) 0 0 601,911 36,203,163 36,203,163 19,635,587 0 0 0 3,205,304 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration BARCLAYS BANK G5GSEF7VJP5I7OUK5573 11/30/2011 12/02/2026 0 250,000,000 2.546%/(3ML) 0 0 463,214 32,180,772 32,180,772 19,891,298 0 0 0 3,229,917 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration HSBC 1IE8VN30JCEQV1H4R804 12/05/2011 12/07/2026 0 500,000,000 2.528%/(3ML) 0 0 1,077,462 64,407,872 64,407,872 40,380,840 0 0 0 6,466,457 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration BARCLAYS BANK G5GSEF7VJP5I7OUK5573 12/05/2011 12/07/2031 0 500,000,000 2.631%/(3ML) 0 0 1,206,212 107,376,809 107,376,809 70,514,960 0 0 0 8,548,812 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration DEUTSCHE BANK 7LTWFZYICNSX8D621K86 01/23/2012 01/25/2027 0 250,000,000 2.589%/(3ML) 0 0 458,064 33,492,299 33,492,299 20,330,520 0 0 0 3,265,506 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration HSBC 1IE8VN30JCEQV1H4R804 01/23/2012 01/25/2027 0 250,000,000 2.593%/(3ML) 0 0 460,251 33,551,453 33,551,453 20,331,258 0 0 0 3,265,506 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration CITIBANK E57ODZWZ7FF32TWEFA76 01/23/2012 01/25/2027 0 250,000,000 2.594%/(3ML) 0 0 461,032 33,572,580 33,572,580 20,331,522 0 0 0 3,265,506 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration CITIBANK E57ODZWZ7FF32TWEFA76 01/23/2012 01/25/2021 0 250,000,000 (2.060%)/3ML 0 0 (127,439) (2,689,504) (2,689,504) (1,903,978) 0 0 0 1,133,246 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration BARCLAYS BANK G5GSEF7VJP5I7OUK5573 02/21/2012 02/23/2032 0 250,000,000 2.755%/(3ML) 0 0 553,141 57,776,974 57,776,974 35,789,196 0 0 0 4,313,288 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration BARCLAYS BANK G5GSEF7VJP5I7OUK5573 02/21/2012 02/23/2021 0 250,000,000 (2.020%)/3ML 0 0 (93,766) (2,910,744) (2,910,744) (2,160,220) 0 0 0 1,186,756 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration BANK OF AMERICA B4TYDEB6GKMZO031MB27 03/09/2012 03/13/2032 0 250,000,000 2.741%/(3ML) 0 0 671,095 58,079,518 58,079,518 36,377,310 0 0 0 4,322,706 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration HSBC 1IE8VN30JCEQV1H4R804 03/14/2012 03/16/2032 0 250,000,000 2.915%/(3ML) 0 0 751,193 63,187,466 63,187,466 36,692,315 0 0 0 4,324,191 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration DEUTSCHE BANK 7LTWFZYICNSX8D621K86 03/15/2012 03/19/2032 0 250,000,000 2.958%/(3ML) 0 0 740,432 64,323,126 64,323,126 36,633,676 0 0 0 4,325,676 Note 0001
INTEREST RATE SWAP
INSURANCE LIABILITY
HEDGE
Ex 5 Duration HSBC 1IE8VN30JCEQV1H4R804 03/22/2012 03/26/2027 0 250,000,000 2.758%/(3ML) 0 0 534,520 37,362,177 37,362,177 21,100,658 0 0 0 3,304,599 Note 0001
1119999999. Subtotal - Swaps - Hedging Other - Interest Rate
0 0 17,985,494 1,124,219,073
XXX
1,124,219,073 627,201,567 0 0 0 90,774,637
XXX XXX
CROSS CURRENCY SWAP FA HEDGE Ex 7 Currency DEUTSCHE BANK 7LTWFZYICNSX8D621K86 01/12/2016 01/15/2031 0 145,985,401
3.05% NOK
RATE/(3ML +
1.46%)
0 0 0 (16,682,587) (16,682,587) 6,774,576 (23,167,589) 0 0 2,398,785 Note 0002
CROSS CURRENCY SWAP FA HEDGE Ex 7 Currency DEUTSCHE BANK 7LTWFZYICNSX8D621K86 03/18/2016 03/30/2028 0 120,481,928
2.72% NOK
RATE/(3ML +
1.56%)
0 0 0 (25,480,439) (25,480,439) 4,406,071 (17,698,617) 0 0 1,704,163 Note 0002
CROSS CURRENCY SWAP FA HEDGE Ex 7 Currency
GOLDMAN SACHS INTL.
W22LROWP2IHZNBB6K528 10/11/2016 10/26/2026 0 55,300,000
0.91% EUR
RATE/(3ML +
1.25%)
0 0 0 291,266 291,266 752,973 (925,252) 0 0 709,013 Note 0002
CROSS CURRENCY SWAP FA HEDGE Ex 7 Currency CREDIT SUISSE E58DKGMJYYYJLN8C3868 07/11/2017 07/18/2025 0 283,856,317
0.39% CHF
RATE/(3ML +
.948%)
0 0 0 5,501,740 5,501,740 2,888,745 1,546,762 0 0 3,267,854 Note 0002
CROSS CURRENCY SWAP FA HEDGE Ex 7 Currency
GOLDMAN SACHS INTL.
W22LROWP2IHZNBB6K528 06/29/2018 07/09/2030 0 122,511,485
3.74% NOK
RATE/(3ML +
.99%)
0 0 0 (17,668,947) (17,668,947) 8,289,918 (17,809,552) 0 0 1,963,956 Note 0002
CROSS CURRENCY SWAP FA HEDGE Ex 7 Currency CREDIT SUISSE E58DKGMJYYYJLN8C3868 07/18/2018 12/18/2023 0 202,531,646
0.3% CHF
RATE/(3ML +
.82%)
0 0 0 8,739,694 8,739,694 1,564,455 1,118,160 0 0 1,952,569 Note 0002
CROSS CURRENCY SWAP FA HEDGE Ex 7 Currency CREDIT SUISSE E58DKGMJYYYJLN8C3868 01/06/2020 07/14/2028 0 309,182,967
0.125% CHF
RATE/2.4718%)
0 0 0 (23,001,541) (23,001,541) (25,878,371) 2,876,831 0 0 4,451,899 Note 0002
CROSS CURRENCY SWAP
C5793#AK9, MCCAIN
FOODS
Schedule D Currency HSBC 1IE8VN30JCEQV1H4R804 10/23/2018 10/23/2030 0 8,036,001
3.74%
USD/(3.68% CAD)
0 0 14,085 1,524,892 1,524,892 275,596 605,025 0 0 130,631 Note 0002
CROSS CURRENCY SWAP
G8056#AH2, SEVERN
TRENT WATER
Schedule D Currency JPM CHASE 7H6GLXDRUGQFU57RNE97 11/07/2018 11/07/2028 0 15,530,400
4.19%
USD/(2.72% GBP)
0 0 65,771 2,516,039 2,516,039 1,214,948 1,035,600 0 0 227,865 Note 0002
E06.5
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE DB - PART A - SECTION 1
Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23
Description
Description
of Item(s)
Hedged,
Used for
Income
Generation
or Replicated
Schedule/
Exhibit
Identifier
Type(s)
of
Risk(s)
(a)
Exchange, Counterparty
or Central Clearinghouse
Trade
Date
Date of
Maturity
or
Expiration
Number
of
Contracts
Notional
Amount
Strike
Price,
Rate or
Index
Received
(Paid)
Cumulative
Prior
Year(s)
Initial Cost
of Un-
discounted
Premium
(Received)
Paid
Current
Year Initial
Cost of
Un-
discounted
Premium
(Received)
Paid
Current
Year
Income
Book/
Adjusted
Carrying
Value
Code Fair Value
Unrealized
Valuation
Increase/
(Decrease)
Total
Foreign
Exchange
Change in
B./A.C.V.
Current
Year’s
(Amorti-
zation)/
Accretion
Adjustment
to Carrying
Value of
Hedged
Item
Potential
Exposure
Credit
Quality
of
Refer-
ence
Entity
Hedge
Effectiveness
at Inception
and at
Quarter-end
(b)
CROSS CURRENCY SWAP
G6750*AE2, 1887 CO LTD
Schedule D Currency BANK OF AMERICA B4TYDEB6GKMZO031MB27 01/10/2019 01/10/2029 0 26,420,000
4.4088%
USD/(2.96% GBP)
0 0 129,048 4,866,849 4,866,849 1,978,342 1,726,000 0 0 391,567 Note 0002
CROSS CURRENCY SWAP
G6655@AB2, NORTHERN
GAS NETWORKS
Schedule D Currency JPM CHASE 7H6GLXDRUGQFU57RNE97 01/10/2019 01/10/2031 0 23,778,000
4.38%
USD/(2.97% GBP)
0 0 113,938 4,802,798 4,802,798 2,167,096 1,553,400 0 0 390,465 Note 0002
CROSS CURRENCY SWAP
756109A*5, REALTY
INCOME
Schedule D Currency CITIBANK E57ODZWZ7FF32TWEFA76 05/20/2019 05/20/2034 0 29,883,900
3.948%
USD/(2.73% GBP)
0 0 106,571 5,607,141 5,607,141 3,614,008 1,984,900 0 0 561,968 Note 0002
CROSS CURRENCY SWAP
74726MA*0, QANTAS
AIRWAYS
Schedule D Currency HSBC 1IE8VN30JCEQV1H4R804 06/25/2019 06/25/2031 0 34,405,000
3.8275%
USD/(3.64% AUD)
0 0 53,172 7,298,405 7,298,405 3,392,550 4,445,000 0 0 576,761 Note 0002
CROSS CURRENCY SWAP
B1401#AC1, BRUSSELS
AIRPORT
Schedule D Currency JPM CHASE 7H6GLXDRUGQFU57RNE97 06/05/2019 06/05/2034 0 11,160,000
3.76%
USD/(1.64% EUR)
0 0 59,824 1,919,390 1,919,390 1,593,327 184,000 0 0 210,189 Note 0002
CROSS CURRENCY SWAP
N3167#AA2, FERRARI NV
Schedule D Currency HSBC 1IE8VN30JCEQV1H4R804 08/01/2019 08/01/2029 0 39,294,500
3.4875%
USD/(1.12% EUR)
0 0 233,639 5,553,084 5,553,084 3,448,676 644,000 0 0 600,527 Note 0002
CROSS CURRENCY SWAP
G1737@AE9, BROOKFIELD
UTILITIES
Schedule D Currency HSBC 1IE8VN30JCEQV1H4R804 08/01/2019 08/01/2029 0 40,973,400
3.09% USD/(2.2%
GBP)
0 0 39,551 1,139,928 1,139,928 (1,094,531) 2,934,200 0 0 644,465 Note 0002
CROSS CURRENCY SWAP
99B00$031, MCCAIN
FOODS
Schedule D Currency HSBC 1IE8VN30JCEQV1H4R804 10/17/2019 01/17/2028 0 15,224,176
2.79%
USD/(3.08% CAD)
0 0 (2,489) 1,167,376 1,167,376 22,839 1,210,049 0 0 212,631 Note 0002
CROSS CURRENCY SWAP J3891#AA0, ELI LILLY Schedule D Currency HSBC 1IE8VN30JCEQV1H4R804 11/25/2019 11/15/2029 0 34,967,963
2.87%
USD/(0.42% JPY)
0 0 213,827 2,868,182 2,868,182 3,266,631 (300,493) 0 0 542,648 Note 0002
CROSS CURRENCY SWAP 74340XB#7, PROLOGIS Schedule D Currency JPM CHASE 7H6GLXDRUGQFU57RNE97 02/20/2020 02/28/2035 0 45,080,000
2.69725%
USD/(2.2% GBP)
0 0 37,405 5,230,965 5,230,965 3,529,965 1,701,000 0 0 870,655 Note 0002
CROSS CURRENCY SWAP
G3301*AA1, FIL LIMITED
Schedule D Currency JPM CHASE 7H6GLXDRUGQFU57RNE97 03/26/2020 03/26/2025 0 74,163,000
2.725%
USD/(2.55% GBP)
0 0 2,170 1,212,401 1,212,401 174,001 1,038,400 0 0 828,258 Note 0002
CROSS CURRENCY SWAP
99B00$050, DYSON
FINANCE
Schedule D Currency BARCLAYS BANK G5GSEF7VJP5I7OUK5573 03/26/2020 02/12/2030 0 100,642,012
4.1445
USD/(2.62% JPY)
0 0 0 (2,194,755) (2,194,755) 515,448 (2,710,203) 0 0 1,581,450 Note 0002
1139999999. Subtotal - Swaps - Hedging Other - Foreign Exchange
0 0 1,066,512 (24,788,119)
XXX
(24,788,119) 22,897,263 (38,008,379) 0 0 24,218,319
XXX XXX
1169999999. Subtotal - Swaps - Hedging Other
0 0 19,052,006 1,099,430,954
XXX
1,099,430,954 650,098,830 (38,008,379) 0 0 114,992,956
XXX XXX
1229999999. Subtotal - Swaps - Replication
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
1289999999. Subtotal - Swaps - Income Generation
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
1349999999. Subtotal - Swaps - Other
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
1359999999. Total Swaps - Interest Rate
0 0 17,985,494 1,124,219,073
XXX
1,124,219,073 627,201,567 0 0 0 90,774,637
XXX XXX
1369999999. Total Swaps - Credit Default
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
1379999999. Total Swaps - Foreign Exchange
0 0 1,066,512 (24,788,119)
XXX
(24,788,119) 22,897,263 (38,008,379) 0 0 24,218,319
XXX XXX
1389999999. Total Swaps - Total Return
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
1399999999. Total Swaps - Other
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
1409999999. Total Swaps
0 0 19,052,006 1,099,430,954
XXX
1,099,430,954 650,098,830 (38,008,379) 0 0 114,992,956
XXX XXX
1479999999. Subtotal - Forwards
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
1509999999. Subtotal - SSAP No. 108 Adjustments
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
1689999999. Subtotal - Hedging Effective Excluding Variable Annuity Guarantees Under SSAP No.108
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
1699999999. Subtotal - Hedging Effective Variable Annuity Guarantees Under SSAP No.108
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
1709999999. Subtotal - Hedging Other
528,259,923 1,098,523,524 19,052,006 5,800,129,432
XXX
5,800,129,432 3,820,446,856 (38,008,379) 0 0 114,992,956
XXX XXX
1719999999. Subtotal - Replication
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
1729999999. Subtotal - Income Generation
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
1739999999. Subtotal - Other
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
1749999999. Subtotal - Adjustments for SSAP No. 108 Derivatives
0 0 0 0
XXX
0 0 0 0 0 0
XXX XXX
1759999999 - Totals
528,259,923 1,098,523,524 19,052,006 5,800,129,432
XXX
5,800,129,432 3,820,446,856 (38,008,379) 0 0 114,992,956
XXX XXX
(a)
Code Description of Hedged Risk(s)
(b)
Code Financial or Economic Impact of the Hedge at the End of the Reporting Period
0001 Jackson hedges on a macroeconomic basis and, as a result, does not calculate hedge effectiveness at the detailed level. See the Notes to the Financial Statements for additional details.
E06.6
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
(b)
Code Financial or Economic Impact of the Hedge at the End of the Reporting Period
0001 Jackson hedges on a macroeconomic basis and, as a result, does not calculate hedge effectiveness at the detailed level. See the Notes to the Financial Statements for additional details.
0002 Jackson hedges it's foreign currency denominated obligations but does not apply hedge accounting and therefore, does not calculate hedge effectiveness. See the Notes to the Financial Statements for additional details.
E06.7
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE DB - PART B - SECTION 1
Futures Contracts Open as of the Current Statement Date
1 2 3 4 5 6 7 8 9 10 11 12 13 14 Highly Effective Hedges 18 19 20 21 22
Ticker
Symbol
Number
of
Contracts
Notional
Amount
Description
Description
of Item(s)
Hedged,
Used for
Income
Generation
or Replicated
Schedule/
Exhibit
Identifier
Type(s)
of
Risk(s)
(a)
Date of
Maturity
or
Expira-
tion
Exchange
Trade
Date
Transac-
tion
Price
Reporting
Date
Price
Fair Value
Book/
Adjusted
Carrying
Value
15
Cumulative
Variation
Margin
16
Deferred
Variation
Margin
17
Change in
Variation
Margin
Gain
(Loss) Used
to Adjust
Basis of
Hedged
Item
Cumulative
Variation
Margin for
All Other
Hedges
Change in
Variation
Margin
Gain
(Loss)
Recognized
in Current
Year
Potential
Exposure
Hedge
Effectiveness
at
Inception
and at
Quarter-end
(b)
Value of
One (1)
Point
USM0 35,000 35,000,000
30-YEAR TREASURY BOND
FUTURE JUN 2020 -
BANK OF AMERICA
MERRILL LYNCH
INSURANCE LIABILITY
HEDGE
Ex 5 Duration 06/15/2020
CHICAGO BOARD OF
TRADE
549300EX04Q2QBFQTQ27 03/15/2020 167.3334 179.0625 0 0 0 0 0 410,519,591 410,519,591 227,500,000 Note 0001 1,000
USM0 24,000 24,000,000
30-YEAR TREASURY BOND
FUTURE JUN 2020 -
HSBC SECURITIES USA
INSURANCE LIABILITY
HEDGE
Ex 5 Duration 06/15/2020
CHICAGO BOARD OF
TRADE
549300EX04Q2QBFQTQ27 03/15/2020 169.1203 179.0625 0 0 0 0 0 238,612,421 238,612,421 156,000,000 Note 0001 1,000
USM0 20,000 20,000,000
30-YEAR TREASURY BOND
FUTURE JUN 2020 -
J.P. MORGAN
SECURITIES
INSURANCE LIABILITY
HEDGE
Ex 5 Duration 06/15/2020
CHICAGO BOARD OF
TRADE
549300EX04Q2QBFQTQ27 03/15/2020 174.0313 179.0625 0 0 0 0 0 100,624,850 100,624,850 130,000,000 Note 0001 1,000
WNM0 1,236 1,236,000
ULTRA GOVT TREASURY
BOND FUTURE JUN 2020
- J.P. MORGAN
SECURITIES
INSURANCE LIABILITY
HEDGE
Ex 5 Duration 06/15/2020
CHICAGO BOARD OF
TRADE
549300EX04Q2QBFQTQ27 03/15/2020 210.6999 221.8750 0 0 0 0 0 13,812,436 13,812,436 17,304,000 Note 0001 1,000
USM0 5,000 5,000,000
30-YEAR TREASURY BOND
FUTURE JUN 2020 -
WELLS FARGO
SECURITIES
INSURANCE LIABILITY
HEDGE
Ex 5 Duration 06/15/2020
CHICAGO BOARD OF
TRADE
549300EX04Q2QBFQTQ27 03/15/2020 166.4599 179.0625 0 0 0 0 0 63,013,000 63,013,000 32,500,000 Note 0001 1,000
1539999999. Subtotal - Long Futures - Hedging Other
0 0 0 0 0 826,582,298 826,582,298 563,304,000
XXX XXX
1579999999. Subtotal - Long Futures
0 0 0 0 0 826,582,298 826,582,298 563,304,000
XXX XXX
ESH0 69,555 8,542,859,866
S&P 500 EMINI FUTURE
JUN 2020 - BANK OF
AMERICA MERRILL LYNCH
VAGLB HEDGE Ex 5 Equity/Index 06/15/2020
CHICAGO MERCANTILE
EXCHANGE
SNZ2OJLFK8MNNCLQOF39 03/15/2020 2,456.4330 2,569.7000 0 0 0 0 0 (393,914,309) (393,914,309) 834,660,000 Note 0001 50
ESH0 45,000 5,528,642,263
S&P 500 EMINI FUTURE
JUN 2020 - HSBC
SECURITIES
VAGLB HEDGE Ex 5 Equity/Index 06/15/2020
CHICAGO MERCANTILE
EXCHANGE
SNZ2OJLFK8MNNCLQOF39 03/15/2020 2,457.1743 2,569.7000 0 0 0 0 0 (253,182,737) (253,182,737) 540,000,000 Note 0001 50
ESH0 37,500 4,657,254,745
S&P 500 EMINI FUTURE
JUN 2020 - J.P.
MORGAN SECURITIES LLC
VAGLB HEDGE Ex 5 Equity/Index 06/15/2020
CHICAGO MERCANTILE
EXCHANGE
SNZ2OJLFK8MNNCLQOF39 03/15/2020 2,483.8692 2,569.7000 0 0 0 0 0 (160,932,755) (160,932,755) 450,000,000 Note 0001 50
ESH0 67,500 8,744,431,881
S&P 500 EMINI FUTURE
JUN 2020 - WELLS
FARGO SECURITIES LLC
VAGLB HEDGE Ex 5 Equity/Index 06/15/2020
CHICAGO MERCANTILE
EXCHANGE
SNZ2OJLFK8MNNCLQOF39 03/15/2020 2,590.9428 2,569.7000 0 0 0 0 0 71,694,381 71,694,381 911,250,000 Note 0001 50
MESH0 1,015 43,388,600
MSCI EMERGING MARKETS
MINI FUTURE JUN 2020
- BANK OF AMERICA
MERRILL LYNCH
VAGLB HEDGE Ex 5 Equity/Index 06/15/2020
INTERCONTINENTAL
EXCHANGE
5493000F4ZO33MV32P92 03/15/2020 854.9478 842.9000 0 0 0 0 0 611,425 611,425 5,582,500 Note 0001 50
MESH0 5,350 228,139,455
MSCI EMERGING MARKETS
MINI FUTURE JUN 2020
- J.P. MORGAN
SECURITIES LLC
VAGLB HEDGE Ex 5 Equity/Index 06/15/2020
INTERCONTINENTAL
EXCHANGE
5493000F4ZO33MV32P92 03/15/2020 852.8578 842.9000 0 0 0 0 0 2,663,705 2,663,705 29,425,000 Note 0001 50
MFSH0 2,250 167,182,705
MSCI EAFE MINI FUTURE
JUN 2020 - BANK OF
AMERICA MERRILL LYNCH
VAGLB HEDGE Ex 5 Equity/Index 06/15/2020
INTERCONTINENTAL
EXCHANGE
5493000F4ZO33MV32P92 03/15/2020 1,486.0685 1,559.3000 0 0 0 0 0 (8,238,545) (8,238,545) 21,150,000 Note 0001 50
MFSH0 12,828 942,004,825
MSCI EAFE MINI FUTURE
JUN 2020 - J.P.
MORGAN SECURITIES LLC
VAGLB HEDGE Ex 5 Equity/Index 06/15/2020
INTERCONTINENTAL
EXCHANGE
5493000F4ZO33MV32P92 03/15/2020 1,468.6698 1,559.3000 0 0 0 0 0 (58,130,195) (58,130,195) 120,583,200 Note 0001 50
1609999999. Subtotal - Short Futures - Hedging Other
0 0 0 0 0 (799,429,030) (799,429,030) 2,912,650,700
XXX XXX
1649999999. Subtotal - Short Futures
0 0 0 0 0 (799,429,030) (799,429,030) 2,912,650,700
XXX XXX
1679999999. Subtotal - SSAP No. 108 Adjustments
0 0 0 0 0 0 0 0
XXX XXX
1689999999. Subtotal - Hedging Effective Excluding Variable Annuity Guarantees Under SSAP No.108
0 0 0 0 0 0 0 0
XXX XXX
E07
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE DB - PART B - SECTION 1
Futures Contracts Open as of the Current Statement Date
1 2 3 4 5 6 7 8 9 10 11 12 13 14 Highly Effective Hedges 18 19 20 21 22
Ticker
Symbol
Number
of
Contracts
Notional
Amount
Description
Description
of Item(s)
Hedged,
Used for
Income
Generation
or Replicated
Schedule/
Exhibit
Identifier
Type(s)
of
Risk(s)
(a)
Date of
Maturity
or
Expira-
tion
Exchange
Trade
Date
Transac-
tion
Price
Reporting
Date
Price
Fair Value
Book/
Adjusted
Carrying
Value
15
Cumulative
Variation
Margin
16
Deferred
Variation
Margin
17
Change in
Variation
Margin
Gain
(Loss) Used
to Adjust
Basis of
Hedged
Item
Cumulative
Variation
Margin for
All Other
Hedges
Change in
Variation
Margin
Gain
(Loss)
Recognized
in Current
Year
Potential
Exposure
Hedge
Effectiveness
at
Inception
and at
Quarter-end
(b)
Value of
One (1)
Point
1699999999. Subtotal - Hedging Effective Variable Annuity Guarantees Under SSAP No.108
0 0 0 0 0 0 0 0
XXX XXX
1709999999. Subtotal - Hedging Other
0 0 0 0 0 27,153,268 27,153,268 3,475,954,700
XXX XXX
1719999999. Subtotal - Replication
0 0 0 0 0 0 0 0
XXX XXX
1729999999. Subtotal - Income Generation
0 0 0 0 0 0 0 0
XXX XXX
1739999999. Subtotal - Other
0 0 0 0 0 0 0 0
XXX XXX
1749999999. Subtotal - Adjustments for SSAP No. 108 Derivatives
0 0 0 0 0 0 0 0
XXX XXX
1759999999 - Totals
0 0 0 0 0 27,153,268 27,153,268 3,475,954,700
XXX XXX
Broker Name
Beginning
Cash Balance
Cumulative
Cash Change
Ending
Cash Balance
Total Net Cash Deposits
0 0 0
(a)
Code Description of Hedged Risk(s)
(b)
Code Financial or Economic Impact of the Hedge at the End of the Reporting Period
0001 Jackson hedges on a macroeconomic basis, and as a result, does not calculate hedge effectiveness at the detailed level. See the Notes to the Financial Statements for additional details.
E07.1
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE DB - PART D - SECTION 1
Counterparty Exposure for Derivative Instruments Open as of Current Statement Date
1 2 3 4 Book/Adjusted Carrying Value Fair Value 11 12
Description of Exchange,
Counterparty or Central Clearinghouse
Master
Agreement
(Y or N)
Credit
Support
Annex
(Y or N)
Fair Value of
Acceptable
Collateral
5
Contracts With
Book/Adjusted
Carrying Value >0
6
Contracts With
Book/Adjusted
Carrying Value <0
7
Exposure Net of
Collateral
8
Contracts With
Fair Value >0
9
Contracts With
Fair Value <0
10
Exposure
Net of Collateral
Potential
Exposure
Off-Balance
Sheet Exposure
0199999999 - Aggregate Sum of Exchange Traded Derivatives XXX XXX XXX
0 0 0 0 0 0 3,475,954,700 3,475,954,700
BANK OF AMERICA B4TYDEB6GKMZO031MB27 Y Y 830,616,318 746,770,641 0 0 746,770,641 0 0 10,491,605 0
BARCLAYS G5GSEF7VJP5I7OUK5573 Y Y 775,237,000 785,594,781 (5,105,499) 5,252,282 785,594,781 (5,105,499) 5,252,282 22,015,047 22,015,047
BNP R0MUWSFPU8MPRO8K5P83 Y Y 473,676,000 496,582,024 0 22,906,024 496,582,024 0 22,906,024 0 0
CITIBANK E57ODZWZ7FF32TWEFA76 Y Y 406,476,280 351,951,091 (2,689,504) 0 351,951,091 (2,689,504) 0 9,172,067 0
CREDIT SUISSE E58DKGMJYYYJLN8C3868 Y Y 486,914,000 516,932,514 (23,001,541) 7,016,973 516,932,514 (23,001,541) 7,016,973 20,359,702 20,359,702
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Y Y 152,498,422 169,749,863 (43,365,662) 0 169,749,863 (43,365,662) 0 18,883,045 0
GOLDMAN SACHS & CO KD3XUN7C6T14HNAYLU02 Y Y 88,437,000 104,631,813 (17,668,945) 0 104,631,813 (17,668,945) 0 5,827,793 4,353,659
GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Y 645,429,000 666,478,906 0 21,049,906 666,478,906 0 21,049,906 0 0
HSBC 1IE8VN30JCEQV1H4R804 Y Y 311,756,229 287,581,969 0 0 287,581,969 0 0 24,282,812 108,553
JPM CHASE 7H6GLXDRUGQFU57RNE97 Y Y 510,865,240 501,701,143 0 0 501,701,143 0 0 2,527,433 0
MORGAN STANLEY INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y Y 405,279,000 438,042,964 0 32,763,964 438,042,964 0 32,763,964 0 0
SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Y Y 663,820,000 680,775,214 0 16,955,214 680,775,214 0 16,955,214 0 0
UBS BFM8T61CT2L1QCEMIK50 Y Y 145,340,586 145,167,660 0 0 145,167,660 0 0 1,433,452 1,260,530
0299999999. Total NAIC 1 Designation
5,896,345,075 5,891,960,583 (91,831,151) 105,944,363 5,891,960,583 (91,831,151) 105,944,363 114,992,956 48,097,491
0899999999. Aggregate Sum of Central Clearinghouses (Excluding Exchange Traded)
0 0 0 0 0 0 0 0 0
0999999999 - Gross Totals
5,896,345,075 5,891,960,583 (91,831,151) 105,944,363 5,891,960,583 (91,831,151) 105,944,363 3,590,947,656 3,524,052,191
1. Offset per SSAP No. 64
115,652,262 (115,652,262)
2. Net after right of offset per SSAP No. 64
5,776,308,321 23,821,111
E08
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE DB - PART D - SECTION 2
Collateral for Derivative Instruments Open as of Current Statement Date
Collateral Pledged by Reporting Entity
1
Exchange, Counterparty
or Central Clearinghouse
2
Type of Asset Pledged
3
CUSIP
Identification
4
Description
5
Fair Value
6
Par Value
7
Book/Adjusted
Carrying
Value
8
Maturity
Date
9
Type of
Margin
(I, V or IV)
CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Treasury 912810-RN-0 US TREASURY N/B 1,218,361,783 911,475,802 935,619,727 08/15/2045 I
CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Treasury 912810-PX-0 US TREASURY N/B 227,967,389 143,647,655 176,461,462 05/15/2038 I
CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Treasury 912810-RS-9 US TREASURY N/B 458,496,491 362,975,769 346,119,133 05/15/2046 I
CHICAGO MERCANTILE EXCHANGE 5493000F4ZO33MV32P92 Treasury 912810-QA-9 US TREASURY N/B 222,628,889 160,259,981 155,448,116 02/15/2039 I
CHICAGO MERCANTILE EXCHANGE 5493000F4ZO33MV32P92 Treasury 912810-RK-6 US TREASURY N/B 274,036,102 221,438,903 232,459,412 05/15/2040 I
CHICAGO MERCANTILE EXCHANGE 5493000F4ZO33MV32P92 Treasury 912810-RZ-3 US TREASURY N/B 654,898,771 500,677,027 492,576,029 02/15/2039 I
CHICAGO MERCANTILE EXCHANGE 5493000F4ZO33MV32P92 Treasury 912810-QH-4 US TREASURY N/B 130,108,735 81,754,618 81,102,381 05/15/2040 I
INTERCONTINENTAL EXCHANGE 549300EX04Q2QBFQTQ27 Treasury 912810-RN-0 US TREASURY N/B 38,349,829 28,581,918 29,339,019 08/15/2045 I
INTERCONTINENTAL EXCHANGE 549300EX04Q2QBFQTQ27 Treasury 912810-PX-0 US TREASURY N/B 22,723,546 14,198,422 17,441,804 05/15/2038 I
INTERCONTINENTAL EXCHANGE SNZ2OJLFK8MNNCLQOF39 Treasury 912810-RS-9 US TREASURY N/B 48,790,038 38,420,431 36,636,182 05/15/2046 I
INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Treasury 912810-QA-9 US TREASURY N/B 6,365,912 4,462,320 4,328,338 08/15/2045 I
INTERCONTINENTAL EXCHANGE 549300EX04Q2QBFQTQ27 Treasury 912810-RK-6 US TREASURY N/B 36,143,508 28,838,747 30,273,985 05/15/2038 I
INTERCONTINENTAL EXCHANGE SNZ2OJLFK8MNNCLQOF39 Treasury 912810-RZ-3 US TREASURY N/B 10,290,109 7,718,777 7,593,886 05/15/2046 I
INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Treasury 912810-QH-4 US TREASURY N/B 35,474,682 22,080,333 21,904,176 08/15/2045 I
CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Treasury 912810-RN-0 US TREASURY N/B 209,623,945 156,542,280 160,688,901 08/15/2045 I
CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Treasury 912810-PX-0 US TREASURY N/B 60,633,503 38,153,923 46,869,523 05/15/2038 I
CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Treasury 912810-RS-9 US TREASURY N/B 120,887,545 95,603,800 91,163,949 05/15/2038 I
CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Treasury 912810-QA-9 US TREASURY N/B 62,863,335 45,277,698 43,918,219 08/15/2045 I
CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Treasury 912810-RK-6 US TREASURY N/B 61,433,740 49,722,350 52,196,918 05/15/2038 I
CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Treasury 912810-RZ-3 US TREASURY N/B 99,360,303 76,604,196 75,364,734 05/15/2038 I
CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Treasury 912810-QH-4 US TREASURY N/B 41,679,103 26,165,049 25,956,304 05/15/2038 I
0199999999 - Total
4,041,117,256 3,014,600,000 3,063,462,199
XXX XXX
Collateral Pledged to Reporting Entity
1
Exchange, Counterparty
or Central Clearinghouse
2
Type of Asset Pledged
3
CUSIP
Identification
4
Description
5
Fair Value
6
Par Value
7
Book/Adjusted
Carrying
Value
8
Maturity
Date
9
Type of
Margin
(I, V or IV)
BANK OF AMERICA B4TYDEB6GKMZO031MB27 Loan-backed and Structured 3136AJ-EM-4 FNR 2014-8 AQ 1,179,055 3,999,000
XXX
11/25/2031 IV
BANK OF AMERICA B4TYDEB6GKMZO031MB27 Loan-backed and Structured 3136AV-YL-7 FNA 2017-M3 A2 5,212,341 4,927,000
XXX
12/25/2026 IV
BANK OF AMERICA B4TYDEB6GKMZO031MB27 Loan-backed and Structured 3138LL-NE-1 FN AN7588 4,193,585 3,885,000
XXX
03/01/2028 IV
BANK OF AMERICA B4TYDEB6GKMZO031MB27 Loan-backed and Structured 31416Q-XT-7 FN AA6989 329,221 1,039,000
XXX
05/01/2039 IV
BANK OF AMERICA B4TYDEB6GKMZO031MB27 Loan-backed and Structured 31418C-YM-0 FN MA3415 1,659,591 2,402,000
XXX
07/01/2048 IV
BANK OF AMERICA B4TYDEB6GKMZO031MB27 Loan-backed and Structured 36179U-4B-5 G2 MA6218 621,322,622 592,953,000
XXX
10/20/2049 IV
BANK OF AMERICA B4TYDEB6GKMZO031MB27 Loan-backed and Structured 36179U-6U-1 G2 MA6283 119,634,210 113,799,000
XXX
11/20/2049 IV
BANK OF AMERICA B4TYDEB6GKMZO031MB27 Loan-backed and Structured 36198V-KR-7 GN AI8404 1,148,045 1,537,000
XXX
05/15/2030 IV
BANK OF AMERICA B4TYDEB6GKMZO031MB27 Treasury 912828-F9-6 US TREASURY N/B 7,317,717 7,052,000
XXX
10/31/2021 IV
BANK OF AMERICA B4TYDEB6GKMZO031MB27 Treasury 912828-K7-4 US TREASURY N/B 68,619,930 63,150,000
XXX
08/15/2025 IV
BARCLAYS G5GSEF7VJP5I7OUK5573 Cash CASH 775,237,000 775,237,000
XXX
IV
BNP R0MUWSFPU8MPRO8K5P83 Cash CASH 473,676,000 473,676,000
XXX
IV
CITIBANK E57ODZWZ7FF32TWEFA76 Loan-backed and Structured 3128ME-UL-3 FG G15787 8,720,339 15,540,000
XXX
05/01/2031 IV
CITIBANK E57ODZWZ7FF32TWEFA77 Loan-backed and Structured 3128MF-K9-8 FG G16420 14,904,069 22,500,000
XXX
01/01/2028 IV
CITIBANK E57ODZWZ7FF32TWEFA78 Loan-backed and Structured 3128MJ-SN-1 FG G08524 8,338,489 15,874,000
XXX
03/01/2043 IV
CITIBANK E57ODZWZ7FF32TWEFA76 Loan-backed and Structured 3128MM-W8-2 FG G18670 10,121,854 14,000,000
XXX
12/01/2032 IV
CITIBANK E57ODZWZ7FF32TWEFA77 Loan-backed and Structured 3138WK-K2-0 FN AS9312 38,461,733 54,614,663
XXX
03/01/2047 IV
CITIBANK E57ODZWZ7FF32TWEFA78 Loan-backed and Structured 3140J6-GJ-0 FN BM2000 96,639,237 134,747,370
XXX
05/01/2047 IV
CITIBANK E57ODZWZ7FF32TWEFA78 Loan-backed and Structured 36179T-V6-9 G2 MA5137 104,545,142 168,628,000
XXX
04/20/2048 IV
CITIBANK E57ODZWZ7FF32TWEFA76 Loan-backed and Structured 36179U-6U-1 G2 MA6283 42,051,058 40,000,000
XXX
11/20/2049 IV
CITIBANK E57ODZWZ7FF32TWEFA77 Treasury 912810-SK-5 US TREASURY N/B 15,132,554 12,020,000
XXX
11/15/2049 IV
E09
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
Collateral Pledged to Reporting Entity
1
Exchange, Counterparty
or Central Clearinghouse
2
Type of Asset Pledged
3
CUSIP
Identification
4
Description
5
Fair Value
6
Par Value
7
Book/Adjusted
Carrying
Value
8
Maturity
Date
9
Type of
Margin
(I, V or IV)
CITIBANK E57ODZWZ7FF32TWEFA78 Treasury 912828-5C-0 US TREASURY N/B 18,957,147 16,629,000
XXX
09/30/2025 IV
CITIBANK E57ODZWZ7FF32TWEFA78 Treasury 912828-L2-4 US TREASURY N/B 6,147,216 5,900,000
XXX
08/31/2022 IV
CITIBANK E57ODZWZ7FF32TWEFA78 Treasury 912828-QN-3 US TREASURY N/B 11,308,609 10,804,000
XXX
05/15/2021 IV
CITIBANK E57ODZWZ7FF32TWEFA76 Treasury 912828-QV-5 TSY INFL IX N/B 5,177,806 4,559,000
XXX
07/15/2021 IV
CITIBANK E57ODZWZ7FF32TWEFA77 Treasury 912828-RC-6 US TREASURY N/B 732,705 711,000
XXX
08/15/2021 IV
CITIBANK E57ODZWZ7FF32TWEFA78 Treasury 912828-S7-6 US TREASURY N/B 21,213,828 20,882,000
XXX
07/31/2021 IV
CITIBANK E57ODZWZ7FF32TWEFA77 Treasury 912828-TY-6 US TREASURY N/B 3,127,542 3,001,000
XXX
11/15/2022 IV
CITIBANK E57ODZWZ7FF32TWEFA78 Treasury 912828-XD-7 US TREASURY N/B 896,953 860,000
XXX
05/31/2022 IV
CREDIT SUISSE E58DKGMJYYYJLN8C3868 Cash CASH 486,914,000 486,914,000
XXX
IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3132DV-3R-4 FR SD8008 93,666 112,000
XXX
07/01/2049 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3132MA-TV-3 FG Q29864 175,589 273,000
XXX
11/01/2044 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3132WN-UG-5 FG Q48682 3,200,786 3,558,000
XXX
06/01/2047 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3132XC-SA-4 FG G67713 752,480 887,000
XXX
06/01/2048 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3132XS-6K-1 FG Q50873 307,315 383,000
XXX
09/01/2047 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3132Y1-DS-4 FG Q57312 874,600 1,000,000
XXX
05/01/2048 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3132Y1-UJ-5 FG Q57784 1,944,738 2,230,000
XXX
08/01/2048 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 31334X-L7-2 FR QA1250 1,033,979 983,000
XXX
07/01/2049 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 31335B-HE-9 FG G61129 2,034,142 3,155,000
XXX
08/01/2047 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 31335B-XY-7 FG G61595 3,110,787 3,420,000
XXX
07/01/2048 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3133A0-V9-2 FR QA6040 2,498,679 2,355,000
XXX
01/01/2050 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3133A0-WC-4 FR QA6043 2,416,724 2,270,000
XXX
01/01/2050 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 31346Y-D7-5 FR QA4626 3,839,372 3,610,000
XXX
11/01/2049 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 31346Y-YJ-6 FR QA5213 3,061,370 2,867,000
XXX
12/01/2049 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3138EL-5M-1 FN AL4451 4,626,390 10,168,085
XXX
11/01/2043 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3138ER-NP-1 FN AL9397 1,129,557 1,465,000
XXX
10/01/2046 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3138ES-BU-1 FN AL9950 2,535,510 3,230,000
XXX
02/01/2047 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3140EU-4X-4 FN BC0837 1,252,378 1,805,000
XXX
04/01/2046 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3140FN-AS-3 FN BE2716 715,483 989,000
XXX
07/01/2047 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3140FP-A6-6 FN BE3628 2,155,297 2,880,000
XXX
05/01/2047 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3140H6-ZR-3 FN BJ5251 2,174,857 2,510,000
XXX
12/01/2047 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3140HA-ZU-7 FN BJ8854 440,125 551,000
XXX
07/01/2048 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3140HP-U3-9 FN BK9601 1,636,360 1,786,000
XXX
06/01/2048 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3140J5-GT-0 FN BM1109 5,505,797 7,760,000
XXX
10/01/2044 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3140J8-LL-5 FN BM3930 5,407,681 6,566,000
XXX
09/01/2046 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3140J9-B6-7 FN BM4560 303,231 314,000
XXX
10/01/2048 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3140J9-EJ-6 FN BM4636 2,598,048 2,820,000
XXX
11/01/2047 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3140JA-BF-4 FN BM5437 7,190,711 8,230,000
XXX
05/01/2044 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3140QB-BJ-6 FN CA3640 2,329,240 2,461,000
XXX
06/01/2049 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3140QC-Q6-6 FN CA4976 24,622,320 23,528,000
XXX
01/01/2050 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3140QC-QC-3 FN CA4950 4,715,590 4,473,000
XXX
01/01/2050 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 3140X4-ZR-0 FN FM1651 26,071,393 25,242,000
XXX
10/01/2049 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Loan-backed and Structured 31410L-VC-3 FN 890811 7,571,000 8,238,000
XXX
01/01/2047 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Treasury 912828-P3-8 US TREASURY N/B 10,241,786 9,792,000
XXX
01/31/2023 IV
DEUTSCHE BANK 7LTWFZYICNSX8D621K86 Treasury 912828-P4-6 US TREASURY N/B 13,931,439 13,029,000
XXX
02/15/2026 IV
GOLDMAN SACHS & CO KD3XUN7C6T14HNAYLU02 Cash CASH 88,437,000 88,437,000
XXX
IV
GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Cash CASH 645,429,000 645,429,000
XXX
IV
HSBC O2RNE8IBXP4R0TD8PU41 Loan-backed and Structured 3128MJ-UZ-1 FG G08599 16,133,233 40,526,000
XXX
08/01/2044 IV
HSBC O2RNE8IBXP4R0TD8PU41 Loan-backed and Structured 36179N-NA-2 G2 MA1285 1,967,299 5,657,055
XXX
09/20/2043 IV
HSBC O2RNE8IBXP4R0TD8PU41 Loan-backed and Structured 36179Q-6N-6 G2 MA2677 176,227 397,000
XXX
03/20/2045 IV
HSBC O2RNE8IBXP4R0TD8PU41 Loan-backed and Structured 36179T-AK-1 G2 MA4510 134,996,090 195,355,000
XXX
06/20/2047 IV
HSBC O2RNE8IBXP4R0TD8PU41 Loan-backed and Structured 36179T-CX-1 G2 MA4586 37,866,914 52,958,000
XXX
07/20/2047 IV
HSBC O2RNE8IBXP4R0TD8PU41 Treasury 912828-5V-8 US TREASURY N/B 1,151,601 1,100,000
XXX
01/15/2022 IV
HSBC O2RNE8IBXP4R0TD8PU41 Treasury 912828-J2-7 US TREASURY N/B 29,346,590 27,138,000
XXX
02/15/2025 IV
HSBC O2RNE8IBXP4R0TD8PU41 Treasury 912828-M5-6 US TREASURY N/B 210,713 190,000
XXX
11/15/2025 IV
HSBC O2RNE8IBXP4R0TD8PU41 Treasury 912828-R3-6 US TREASURY N/B 34,202,877 31,808,000
XXX
05/15/2026 IV
HSBC O2RNE8IBXP4R0TD8PU41 Treasury 912828-T2-6 US TREASURY N/B 24,207,635 23,316,000
XXX
09/30/2023 IV
E09.1
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
Collateral Pledged to Reporting Entity
1
Exchange, Counterparty
or Central Clearinghouse
2
Type of Asset Pledged
3
CUSIP
Identification
4
Description
5
Fair Value
6
Par Value
7
Book/Adjusted
Carrying
Value
8
Maturity
Date
9
Type of
Margin
(I, V or IV)
HSBC O2RNE8IBXP4R0TD8PU41 Treasury 912828-YU-8 US TREASURY N/B 1,502,587 1,394,000
XXX
11/30/2026 IV
HSBC O2RNE8IBXP4R0TD8PU41 Treasury 912828-YX-2 US TREASURY N/B 10,614,462 9,775,000
XXX
12/31/2026 IV
HSBC O2RNE8IBXP4R0TD8PU41 Cash CASH 19,380,000 19,380,000
XXX
IV
JPM CHASE 7H6GLXDRUGQFU57RNE97 Treasury 912803-FJ-7 STRIP PRINC 51,203,011 77,000,000
XXX
05/15/2049 IV
JPM CHASE 7H6GLXDRUGQFU57RNE97 Treasury 912810-RC-4 US TREASURY N/B 42,673,350 28,680,000
XXX
08/15/2043 IV
JPM CHASE 7H6GLXDRUGQFU57RNE97 Treasury 912810-RD-2 US TREASURY N/B 2,131,736 1,396,000
XXX
11/15/2043 IV
JPM CHASE 7H6GLXDRUGQFU57RNE97 Treasury 912810-RG-5 US TREASURY N/B 6,494,204 4,475,000
XXX
05/15/2044 IV
JPM CHASE 7H6GLXDRUGQFU57RNE97 Treasury 912810-RN-0 US TREASURY N/B 2,086,811 1,550,000
XXX
08/15/2045 IV
JPM CHASE 7H6GLXDRUGQFU57RNE97 Treasury 912810-RQ-3 US TREASURY N/B 2,506,665 1,979,000
XXX
02/15/2046 IV
JPM CHASE 7H6GLXDRUGQFU57RNE97 Treasury 912810-SE-9 US TREASURY N/B 804,239 535,000
XXX
11/15/2048 IV
JPM CHASE 7H6GLXDRUGQFU57RNE97 Treasury 912828-2U-3 US TREASURY N/B 9,396,140 8,787,000
XXX
08/31/2024 IV
JPM CHASE 7H6GLXDRUGQFU57RNE97 Treasury 912828-4N-7 US TREASURY N/B 399,306 335,000
XXX
05/15/2028 IV
JPM CHASE 7H6GLXDRUGQFU57RNE97 Treasury 912828-5R-7 US TREASURY N/B 62,116,645 59,175,000
XXX
12/15/2021 IV
JPM CHASE 7H6GLXDRUGQFU57RNE97 Treasury 912828-6Z-8 US TREASURY N/B 17,270,403 16,222,000
XXX
06/30/2024 IV
JPM CHASE 7H6GLXDRUGQFU57RNE97 Treasury 912828-7A-2 US TREASURY N/B 79,030,399 77,199,000
XXX
06/30/2021 IV
JPM CHASE 7H6GLXDRUGQFU57RNE97 Treasury 912828-C5-7 US TREASURY N/B 29,288,967 28,669,000
XXX
03/31/2021 IV
JPM CHASE 7H6GLXDRUGQFU57RNE97 Treasury 912828-Q3-7 US TREASURY N/B 119,548,835 118,119,000
XXX
03/31/2021 IV
JPM CHASE 7H6GLXDRUGQFU57RNE97 Treasury 912828-RR-3 US TREASURY N/B 43,757,764 42,144,000
XXX
11/15/2021 IV
JPM CHASE 7H6GLXDRUGQFU57RNE97 Treasury 912828-V9-8 US TREASURY N/B 4,013,744 3,583,000
XXX
02/15/2027 IV
JPM CHASE 7H6GLXDRUGQFU57RNE97 Treasury 912828-XB-1 US TREASURY N/B 34,966,055 31,900,000
XXX
05/15/2025 IV
JPM CHASE 7H6GLXDRUGQFU57RNE97 Treasury 912828-XT-2 US TREASURY N/B 3,176,967 2,952,000
XXX
05/31/2024 IV
MORGAN STANLEY INTERNATIONAL O2RNE8IBXP4R0TD8PU41 Cash CASH 405,279,000 405,279,000
XXX
IV
SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Cash CASH 663,820,000 663,820,000
XXX
IV
UBS BFM8T61CT2L1QCEMIK50 Treasury 912828-J2-7 US TREASURY N/B 321,171 297,000
XXX
02/15/2025 IV
UBS BFM8T61CT2L1QCEMIK50 Treasury 912828-ND-8 US TREASURY N/B 4,500,918 4,418,000
XXX
05/15/2020 IV
UBS BFM8T61CT2L1QCEMIK50 Treasury 912828-YQ-7 US TREASURY N/B 307,497 285,000
XXX
10/31/2026 IV
UBS BFM8T61CT2L1QCEMIK50 Cash CASH 140,211,000 140,211,000
XXX
IV
0299999999 - Total
5,896,345,073 6,098,650,173
XXX XXX XXX
E09.2
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE DB - PART E
Derivatives Hedging Variable Annuity Guarantees as of Current Statement Date
This schedule is specific for the derivatives and the hedging programs captured in SSAP No. 108
CDHS Hedged Item Hedging Instruments
1
Identifier
2
Description
3
Prior Fair
Value in Full
Contract
Cash Flows
Attributed to
Interest
Rates
4
Ending Fair
Value in Full
Contract
Cash Flows
Attributed to
Interest
Rates
5
Fair Value
Gain (Loss)
in Full
Contract
Cash Flows
Attributed to
Interest
Rates
(4-3)
6
Fair Value
Gain (Loss)
in Hedged
Item
Attributed to
Hedged
Risk
7
Current Year
Increase
(Decrease)
in VM-21
Liability
8
Current Year
Increase
(Decrease)
in VM-21
Liability
Attributed to
Interest
Rates
9
Change in
the Hedged
Item
Attributed to
Hedged Risk
Percentage
(6/5)
10
Current Year
Increase
(Decrease)
in VM-21
Liability
Attributed to
Hedged
Risk
(8*9)
11
Prior
Deferred
Balance
12
Current Year
Fair Value
Fluctuation
of the
Hedge
Instruments
13
Current Year
Natural
Offset to
VM-21
Liability
14
Hedging
Instruments'
Current Fair
Value
Fluctuation
Not
Attributed to
Hedged
Risk
15
Hedge Gain
(Loss) in
Current Year
Deferred
Adjustment
[12-(13+14)]
16
Current Year
Prescribed
Deferred
Amortization
17
Current Year
Additional
Deferred
Amortization
18
Current Year
Total
Deferred
Amortization
(16+17)
19
Ending
Deferred
Balance
(11+15+18)
Total XXX
NONE
E10
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE DL - PART 1
SECURITIES LENDING COLLATERAL ASSETS
Reinvested Collateral Assets Owned Current Statement Date
(Securities lending collateral assets reported in aggregate on Line 10 of the Assets page and not included on Schedules A, B, BA, D, DB and E)
1
CUSIP
Identification
2
Description
3
Code
4
NAIC
Designation and
Administrative
Symbol
5
Fair Value
6
Book/Adjusted
Carrying Value
7
Maturity Date
0599999. Total - U.S. Government Bonds
0 0
XXX
1099999. Total - All Other Government Bonds
0 0
XXX
1799999. Total - U.S. States, Territories and Possessions Bonds
0 0
XXX
2499999. Total - U.S. Political Subdivisions Bonds
0 0
XXX
3199999. Total - U.S. Special Revenues Bonds
0 0
XXX
3899999. Total - Industrial and Miscellaneous (Unaffiliated) Bonds
0 0
XXX
4899999. Total - Hybrid Securities
0 0
XXX
5599999. Total - Parent, Subsidiaries and Affiliates Bonds
0 0
XXX
5999999. Subtotal - SVO Identified Funds
0 0
XXX
6299999. Subtotal - Unaffiliated Bank Loans
0 0
XXX
6399999. Total - Issuer Obligations
0 0
XXX
6499999. Total - Residential Mortgage-Backed Securities
0 0
XXX
6599999. Total - Commercial Mortgage-Backed Securities
0 0
XXX
6699999. Total - Other Loan-Backed and Structured Securities
0 0
XXX
6799999. Total - SVO Identified Funds
0 0
XXX
6899999. Total - Affiliated Bank Loans
0 0
XXX
6999999. Total - Unaffiliated Bank Loans
0 0
XXX
7099999. Total Bonds
0 0
XXX
7399999. Total - Preferred Stocks (Schedule D, Part 2, Section 1 type)
0 0
XXX
7999999. Total - Common Stocks (Schedule D, Part 2, Section 2 type)
0 0
XXX
8099999. Total - Preferred and Common Stocks
0 0
XXX
996086-60-9 Dreyfus Government Cash Management Fund 10,165,464 10,165,464
38141W-27-3 Goldman Sachs Financial Square Government Fund 16,485,028 16,485,028
9199999. Total - Cash Equivalents (Schedule E Part 2 type)
26,650,492 26,650,492
XXX
9999999 - Totals
26,650,492 26,650,492
XXX
General Interrogatories:
1. Total activity for the year Fair Value $
(21,412,655)
Book/Adjusted Carrying Value $
(21,412,655)
2. Average balance for the year Fair Value $
45,556,224
Book/Adjusted Carrying Value $
45,556,224
3. Reinvested securities lending collateral assets book/adjusted carrying value included in this schedule by NAIC designation:
NAIC 1 $
26,650,492
NAIC 2 $
0
NAIC 3 $
0
NAIC 4 $
0
NAIC 5 $
0
NAIC 6 $
0
E11
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE DL - PART 2
SECURITIES LENDING COLLATERAL ASSETS
Reinvested Collateral Assets Owned Current Statement Date
(Securities lending collateral assets included on Schedules A, B, BA, D, DB and E and not reported in aggregate on Line 10 of the Assets page)
1
CUSIP
Identification
2
Description
3
Code
4
NAIC
Designation and
Administrative
Symbol
5
Fair Value
6
Book/Adjusted
Carrying Value
7
Maturity Date
9999999 - Totals XXX
General Interrogatories:
1. Total activity for the year Fair Value $
Book/Adjusted Carrying Value $
2. Average balance for the year Fair Value $ Book/Adjusted Carrying Value $
NONE
E12
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE E - PART 1 - CASH
Month End Depository Balances
1 2 3 4 5 Book Balance at End of Each Month
During Current Quarter
9
Depository Code
Rate of
Interest
Amount of
Interest Received
During Current
Quarter
Amount of
Interest Accrued
at Current
Statement Date
6
First Month
7
Second Month
8
Third Month
*
Citibank Guam SD 0.320 0 0 100,376 100,376 100,376
XXX
Citibank Tampa,FL 0.050 0 26,211 35,117,813 100,283,694 43,549,644
XXX
Fifth Third Grand Rapids, MI 0.000 0 0 375,116 172,121 75,510
XXX
Citizens Guam SD 0.240 0 0 66,611 66,611 66,611
XXX
Bank of Hawaii Agana, Guam SD 0.050 0 0 50,057 50,057 50,057
XXX
Northern Trust Chicago, IL 0.000 0 0 (394,353,365) (220,428,316) (258,132,305)
XXX
FHLBI CMS Indianapolis, IN 0.000 0 0 2,993 3,552 1,500,004,529
XXX
The Bank of New York Mellon New York, NY 0.000 0 0 103,052,958 74,444,802 12,947,105
XXX
The Bank of New York Mellon New York, NY 0.010 191,985 825,456 4,519,445 468,716,800 1,792,248,256
XXX
The Bank of New York Mellon New York, NY 0.110 17 7,496 164,942,592 170,007,331 228,034,150
XXX
Bank of America Troy, MI 0.000 0 0 (4,160,571) (5,876,731) (7,821,842)
XXX
JP Morgan Chase Detroit, MI 0.000 0 0 (31,861,858) (32,807,455) (36,664,366)
XXX
Wells Fargo Sioux Falls, SD 0.000 0 0 40,225,715 36,773,670 29,990,848
XXX
Royal Bank of Canada Toronto, Ontario 0.000 0 0 634,784 1,232,880 1,130,628
XXX
Hancock Whitney Gulfport, Mississippi 0.000 0 0 0 0 176
XXX
0199998. Deposits in ... 0 depositories that do not
exceed the allowable limit in any one depository (See
instructions) - Open Depositories
XXX XXX
0 0 0 0 0
XXX
0199999. Totals - Open Depositories XXX XXX
192,002 859,163 (81,287,334) 592,739,392 3,305,579,377
XXX
0299998. Deposits in ... 0 depositories that do not
exceed the allowable limit in any one depository (See
instructions) - Suspended Depositories
XXX XXX
0 0 0 0 0
XXX
0299999. Totals - Suspended Depositories XXX XXX
0 0 0 0 0
XXX
0399999. Total Cash on Deposit XXX XXX
192,002 859,163 (81,287,334) 592,739,392 3,305,579,377
XXX
0499999. Cash in Company's Office XXX XXX XXX XXX
0 0 0
XXX
0599999. Total - Cash XXX XXX
192,002 859,163 (81,287,334) 592,739,392 3,305,579,377
XXX
E13
STATEMENT AS OF MARCH 31, 2020 OF THE JACKSON NATIONAL LIFE INSURANCE COMPANY
SCHEDULE E - PART 2 - CASH EQUIVALENTS
Show Investments Owned End of Current Quarter
1
CUSIP
2
Description
3
Code
4
Date Acquired
5
Rate of Interest
6
Maturity Date
7
Book/Adjusted
Carrying Value
8
Amount of Interest
Due and Accrued
9
Amount Received
During Year
0599999. Total - U.S. Government Bonds
0 0 0
1099999. Total - All Other Government Bonds
0 0 0
1799999. Total - U.S. States, Territories and Possessions Bonds
0 0 0
2499999. Total - U.S. Political Subdivisions Bonds
0 0 0
3199999. Total - U.S. Special Revenues Bonds
0 0 0
3899999. Total - Industrial and Miscellaneous (Unaffiliated) Bonds
0 0 0
4899999. Total - Hybrid Securities
0 0 0
5599999. Total - Parent, Subsidiaries and Affiliates Bonds
0 0 0
6099999. Subtotal - SVO Identified Funds
0 0 0
6599999. Subtotal - Unaffiliated Bank Loans
0 0 0
7699999. Total - Issuer Obligations
0 0 0
7799999. Total - Residential Mortgage-Backed Securities
0 0 0
7899999. Total - Commercial Mortgage-Backed Securities
0 0 0
7999999. Total - Other Loan-Backed and Structured Securities
0 0 0
8099999. Total - SVO Identified Funds
0 0 0
8199999. Total - Affiliated Bank Loans
0 0 0
8299999. Total - Unaffiliated Bank Loans
0 0 0
8399999. Total Bonds
0 0 0
09248U-61-9 BLACKROCK LIQUIDITY FUNDS TEMPFUND IN 12/31/2017 0.740 351,284 331 1,483
09248U-70-0 BLACKROCK LIQUIDITY FUNDS US GOVERNMENT 03/30/2020 0.330 878,366,000 295,772 4,062
09248U-71-8 BLACKROCK LIQUIDITY FUNDS US GOVERNMENT 03/30/2020 0.210 840,370,000 739,127 0
38141W-27-3 GOLDMAN SACHS US GOVERNMENT 03/31/2020 0.340 1,014,440,796 79,428 628,359
46628D-43-7 JACKSON NATL ASSET MANAGEMENT US GOVERNMENT 03/10/2020 0.230 100,000,000 0 0
4812C2-68-4 JP MORGAN US GOVERNMENT 03/31/2020 0.310 3,307,925 737,149 7,784
608919-80-9 FEDERATED GOVT OBL-CAP 03/31/2020 0.210 265,784 89,508 902
60934N-10-4 FEDERATED GOVERNMENT US GOVERNMENT 03/30/2020 0.340 951,193,000 533,406 59,766
61747C-70-7 MORGAN STANLEY LIQUIDITY 03/30/2020 0.250 878,066,000 552,325 0
857492-64-9 STATE STREET US GOVERNMENT 03/30/2020 0.240 781,972,000 0 0
94975P-40-5 WELLS FARGO US GOVERNMENT 03/31/2020 0.290 1,117,480,248 0 0
262006-20-8 DREYFUS CASH MANAGEMENT INSTITUTIONAL CASH ADVANTAGE 03/20/2020 0.290 993,376,000 0 0
8699999. Subtotal - All Other Money Market Mutual Funds
7,559,189,037 3,027,046 702,356
8899999 - Total Cash Equivalents
7,559,189,037 3,027,046 702,356
E14
