JNL Fund Complex > JNL Series Trust
JNL/RAFI Multi-Factor U.S. Equity Fund
$2.11B
Avg Monthly Net Assets
$2.21B
Total Assets
$2.84M
Total Liabilities
$2.21B
Net Assets
JNL/RAFI Multi-Factor U.S. Equity Fund is an Underlying fund in JNL Series Trust
from JNL Fund Complex,
based in Michigan,
United States of America.
The fund has two share classes
and monthly net assets of $2.11B.
On August 28th, 2024 it reported 816 holdings, the largest
being Eli Lilly and Company (2.7%), Meta Platforms, Inc. (2.1%) and Berkshire Hathaway Inc. (1.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000210333 | ||
| Class I | C000210332 |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3M Company | Long | Equity-common | US | $9M | 92K | 0.42 |
| A. O. Smith Corporation | Long | Equity-common | US | $3M | 31K | 0.12 |
| AAR Corp. | Long | Equity-common | US | $608K | 8K | 0.03 |
| AbbVie Inc. | Long | Equity-common | US | $29M | 167K | 1.29 |
| Abercrombie & Fitch Co. | Long | Equity-common | US | $7M | 41K | 0.33 |
| ABM Industries Incorporated | Long | Equity-common | US | $868K | 17K | 0.04 |
| Academy Sports & Outdoors, Inc. | Long | Equity-common | US | $617K | 12K | 0.03 |
| Accenture Public Limited Company | Long | Equity-common | IE | $6M | 18K | 0.25 |
| Acuity Brands, Inc. | Long | Equity-common | US | $1M | 6K | 0.06 |
| Acushnet Holdings Corp. | Long | Equity-common | US | $347K | 5K | 0.02 |
| Adient Public Limited Company | Long | Equity-common | IE | $815K | 33K | 0.04 |
| Adobe Inc. | Long | Equity-common | US | $1M | 2K | 0.05 |
| Adtalem Global Education Inc. | Long | Equity-common | US | $839K | 12K | 0.04 |
| Advance Auto Parts, Inc. | Long | Equity-common | US | $223K | 4K | 0.01 |
| Advanced Drainage Systems, Inc. | Long | Equity-common | US | $789K | 5K | 0.04 |
| AECOM | Long | Equity-common | US | $707K | 8K | 0.03 |
| Affiliated Managers Group, Inc. | Long | Equity-common | US | $1M | 8K | 0.06 |
| AFLAC Incorporated | Long | Equity-common | US | $4M | 42K | 0.17 |
| AGCO Corporation | Long | Equity-common | US | $539K | 6K | 0.02 |
| Agilent Technologies, Inc. | Long | Equity-common | US | $978K | 8K | 0.04 |
| AGNC Investment Corp. | Long | Equity-common | US | $809K | 85K | 0.04 |
| Akamai Technologies, Inc. | Long | Equity-common | US | $781K | 9K | 0.04 |
| Albertsons Companies, Inc. | Long | Equity-common | US | $386K | 20K | 0.02 |
| Alcoa Corporation | Long | Equity-common | US | $642K | 16K | 0.03 |
| Align Technology, Inc. | Long | Equity-common | US | $303K | 1K | 0.01 |
| Allison Systems, Inc. | Long | Equity-common | US | $2M | 21K | 0.07 |
| Allstate Corporation, The | Long | Equity-common | US | $6M | 40K | 0.29 |
| Ally Financial Inc. | Long | Equity-common | US | $2M | 61K | 0.11 |
| Alphabet Inc. | Long | Equity-common | US | $24M | 133K | 1.10 |
| Altria Group, Inc. | Long | Equity-common | US | $13M | 284K | 0.59 |
| Amazon.com, Inc. | Long | Equity-common | US | $23M | 120K | 1.05 |
| Amcor Pty Ltd | Long | Equity-common | JE | $813K | 83K | 0.04 |
| Amdocs Limited | Long | Equity-common | GG | $910K | 12K | 0.04 |
| Amedisys, Inc. | Long | Equity-common | US | $329K | 4K | 0.01 |
| American Eagle Outfitters, Inc. | Long | Equity-common | US | $2M | 92K | 0.08 |
| American Express Company | Long | Equity-common | US | $3M | 13K | 0.14 |
| American Financial Group, Inc. | Long | Equity-common | US | $204K | 2K | 0.01 |
| American Homes 4 Rent | Long | Equity-common | US | $760K | 20K | 0.03 |
| American International Group, Inc. | Long | Equity-common | US | $9M | 127K | 0.43 |
| American Woodmark Corporation | Long | Equity-common | US | $262K | 3K | 0.01 |
| Americold Realty Trust, Inc. | Long | Equity-common | US | $717K | 28K | 0.03 |
| Ameriprise Financial, Inc. | Long | Equity-common | US | $2M | 5K | 0.10 |
| Amgen Inc. | Long | Equity-common | US | $26M | 83K | 1.17 |
| Amkor Technology, Inc. | Long | Equity-common | US | $759K | 19K | 0.03 |
| Amphenol Corporation | Long | Equity-common | US | $2M | 31K | 0.09 |
| Annaly Capital Management, Inc. | Long | Equity-common | US | $115K | 6K | 0.01 |
| ANSYS, Inc. | Long | Equity-common | US | $1M | 3K | 0.05 |
| Antero Resources Corporation | Long | Equity-common | US | $1M | 31K | 0.05 |
| AON Public Limited Company | Long | Equity-common | IE | $4M | 15K | 0.20 |
| APi Group Corp | Long | Equity-common | US | $826K | 22K | 0.04 |
| Apogee Enterprises, Inc. | Long | Equity-common | US | $301K | 5K | 0.01 |
| Apollo Global Management, Inc. | Long | Equity-common | US | $2M | 18K | 0.10 |
| Apple Hospitality REIT, Inc. | Long | Equity-common | US | $602K | 41K | 0.03 |
| Apple Inc. | Long | Equity-common | US | $23M | 110K | 1.05 |
| Applied Industrial Technologies, Inc. | Long | Equity-common | US | $491K | 3K | 0.02 |
| Applied Materials, Inc. | Long | Equity-common | US | $16M | 66K | 0.70 |
| AppLovin Corporation | Long | Equity-common | US | $612K | 7K | 0.03 |
| AptarGroup, Inc. | Long | Equity-common | US | $2M | 11K | 0.07 |
| Arcbest Corporation | Long | Equity-common | US | $299K | 3K | 0.01 |
| Arch Resources, Inc. | Long | Equity-common | US | $293K | 2K | 0.01 |
| Archer-Daniels-Midland Company | Long | Equity-common | US | $8M | 125K | 0.34 |
| Archrock, Inc. | Long | Equity-common | US | $822K | 41K | 0.04 |
| Arcosa, Inc. | Long | Equity-common | US | $661K | 8K | 0.03 |
| Ares Management Corporation | Long | Equity-common | US | $1M | 11K | 0.07 |
| Arista Networks, Inc. | Long | Equity-common | US | $2M | 6K | 0.10 |
| Armstrong World Industries, Inc. | Long | Equity-common | US | $730K | 6K | 0.03 |
| Arrow Electronics, Inc. | Long | Equity-common | US | $1M | 12K | 0.07 |
| Arthur J. Gallagher & Co. | Long | Equity-common | US | $2M | 6K | 0.07 |
| Artisan Partners Asset Management Inc. | Long | Equity-common | US | $491K | 12K | 0.02 |
| Asbury Automotive Group, Inc. | Long | Equity-common | US | $1M | 5K | 0.05 |
| Aspen Technology, Inc. | Long | Equity-common | US | $242K | 1K | 0.01 |
| Assurant, Inc. | Long | Equity-common | US | $2M | 10K | 0.07 |
| AT&T Inc. | Long | Equity-common | US | $25M | 1M | 1.12 |
| ATI Inc. | Long | Equity-common | US | $870K | 16K | 0.04 |
| Autodesk, Inc. | Long | Equity-common | US | $2M | 7K | 0.08 |
| Automatic Data Processing, Inc. | Long | Equity-common | US | $3M | 11K | 0.11 |
| AutoNation, Inc. | Long | Equity-common | US | $2M | 12K | 0.08 |
| AutoZone, Inc. | Long | Equity-common | US | $6M | 2K | 0.27 |
| Avantor, Inc. | Long | Equity-common | US | $652K | 31K | 0.03 |
| Avery Dennison Corporation | Long | Equity-common | US | $2M | 11K | 0.11 |
| Avista Corporation | Long | Equity-common | US | $535K | 15K | 0.02 |
| Avnet, Inc. | Long | Equity-common | US | $840K | 16K | 0.04 |
| Axalta Coating Systems Ltd. | Long | Equity-common | BM | $422K | 12K | 0.02 |
| Baker Hughes Company | Long | Equity-common | US | $3M | 99K | 0.16 |
| Ball Corporation | Long | Equity-common | US | $2M | 28K | 0.08 |
| Bank of America Corporation | Long | Equity-common | US | $7M | 174K | 0.31 |
| BankUnited, Inc. | Long | Equity-common | US | $516K | 18K | 0.02 |
| Bath & Body Works, Inc. | Long | Equity-common | US | $496K | 13K | 0.02 |
| Baxter International Inc. | Long | Equity-common | US | $926K | 28K | 0.04 |
| Beacon Roofing Supply, Inc. | Long | Equity-common | US | $273K | 3K | 0.01 |
| Becton, Dickinson and Company | Long | Equity-common | US | $3M | 12K | 0.12 |
| Belden Inc. | Long | Equity-common | US | $455K | 5K | 0.02 |
| Benchmark Electronics, Inc. | Long | Equity-common | US | $383K | 10K | 0.02 |
| Berkshire Hathaway Inc. | Long | Equity-common | US | $36M | 89K | 1.63 |
| Berry Global Group, Inc. | Long | Equity-common | US | $1M | 20K | 0.05 |
| Best Buy Co., Inc. | Long | Equity-common | US | $6M | 66K | 0.25 |
| Biogen Inc. | Long | Equity-common | US | $3M | 12K | 0.12 |
| BioMarin Pharmaceutical Inc. | Long | Equity-common | US | $463K | 6K | 0.02 |
| BJ's Wholesale Club Holdings, Inc. | Long | Equity-common | US | $911K | 10K | 0.04 |
| Blackstone Inc. | Long | Equity-common | US | $4M | 35K | 0.20 |
| Boise Cascade Company | Long | Equity-common | US | $1M | 10K | 0.05 |
| Booking Holdings Inc. | Long | Equity-common | US | $13M | 3K | 0.58 |
| Booz Allen Hamilton Holding Corporation | Long | Equity-common | US | $3M | 20K | 0.14 |
| BorgWarner Inc. | Long | Equity-common | US | $994K | 31K | 0.05 |
| Boston Beer Company, Inc., The | Long | Equity-common | US | $403K | 1K | 0.02 |
| Boston Properties, Inc. | Long | Equity-common | US | $282K | 5K | 0.01 |
| Boston Scientific Corporation | Long | Equity-common | US | $3M | 38K | 0.13 |
| Brady Corporation | Long | Equity-common | US | $329K | 5K | 0.01 |
| Bread Financial Payments, Inc. | Long | Equity-common | US | $1M | 24K | 0.05 |
| Bright Horizons Family Solutions, Inc. | Long | Equity-common | US | $770K | 7K | 0.03 |
| Brighthouse Financial, Inc. | Long | Equity-common | US | $647K | 15K | 0.03 |
| Bristol-Myers Squibb Company | Long | Equity-common | US | $6M | 150K | 0.28 |
| Broadcom Inc. | Long | Equity-common | US | $30M | 19K | 1.38 |
| Broadridge Financial Solutions, Inc. | Long | Equity-common | US | $3M | 15K | 0.13 |
| Brown & Brown, Inc. | Long | Equity-common | US | $2M | 25K | 0.10 |
| Brown-Forman Corporation | Long | Equity-common | US | $1M | 31K | 0.06 |
| Bruker Corporation | Long | Equity-common | US | $393K | 6K | 0.02 |
| Brunswick Corporation | Long | Equity-common | US | $1M | 15K | 0.05 |
| Builders FirstSource, Inc. | Long | Equity-common | US | $624K | 5K | 0.03 |
| Bunge Limited | Long | Equity-common | CH | $1M | 12K | 0.06 |
| Burlington Stores, Inc. | Long | Equity-common | US | $705K | 3K | 0.03 |
| BWXT Government Group, Inc. | Long | Equity-common | US | $2M | 21K | 0.09 |
| C.H. Robinson Worldwide, Inc. | Long | Equity-common | US | $3M | 29K | 0.11 |
| Cabot Corporation | Long | Equity-common | US | $844K | 9K | 0.04 |
| Caci International Inc. | Long | Equity-common | US | $2M | 4K | 0.08 |
| Cadence Bank | Long | Equity-common | US | $220K | 8K | 0.01 |
| Cal-Maine Foods, Inc. | Long | Equity-common | US | $1M | 17K | 0.05 |
| Camden Property Trust | Long | Equity-common | US | $964K | 9K | 0.04 |
| Campbell Soup Company | Long | Equity-common | US | $720K | 16K | 0.03 |
| Capital One Financial Corporation | Long | Equity-common | US | $8M | 59K | 0.37 |
| Capri Holdings Limited | Long | Equity-common | VG | $287K | 9K | 0.01 |
| Cardinal Health, Inc. | Long | Equity-common | US | $7M | 67K | 0.30 |
| Carlisle Companies Incorporated | Long | Equity-common | US | $500K | 1K | 0.02 |
| Carnival Corporation | Long | Equity-common | PA | $886K | 47K | 0.04 |
| Carpenter Technology Corporation | Long | Equity-common | US | $2M | 14K | 0.07 |
| Carrier Global Corporation | Long | Equity-common | US | $3M | 40K | 0.11 |
| Carter's, Inc. | Long | Equity-common | US | $2M | 24K | 0.07 |
| Casey's General Stores, Inc. | Long | Equity-common | US | $4M | 10K | 0.17 |
| Catalent, Inc. | Long | Equity-common | US | $458K | 8K | 0.02 |
| Caterpillar Inc. | Long | Equity-common | US | $10M | 30K | 0.45 |
| CDW Corp. | Long | Equity-common | US | $2M | 8K | 0.08 |
| Celanese Corporation | Long | Equity-common | US | $2M | 14K | 0.08 |
| Cencora, Inc. | Long | Equity-common | US | $3M | 15K | 0.15 |
| Central Garden & Pet Company | Long | Equity-common | US | $330K | 10K | 0.01 |
| Chemed Corporation | Long | Equity-common | US | $1M | 2K | 0.06 |
| Chevron Corporation | Long | Equity-common | US | $18M | 116K | 0.82 |
| Chimera Investment Corporation | Long | Equity-common | US | $267K | 21K | 0.01 |
| Chipotle Mexican Grill, Inc. | Long | Equity-common | US | $5M | 76K | 0.22 |
| Chord Energy Corporation | Long | Equity-common | US | $329K | 2K | 0.01 |
| Chubb Limited | Long | Equity-common | US | $3M | 10K | 0.12 |
| Church & Dwight Co., Inc. | Long | Equity-common | US | $2M | 17K | 0.08 |
| Churchill Downs Incorporated | Long | Equity-common | US | $250K | 2K | 0.01 |
| Cincinnati Financial Corporation | Long | Equity-common | US | $460K | 4K | 0.02 |
| Cintas Corporation | Long | Equity-common | US | $3M | 5K | 0.15 |
| Cirrus Logic, Inc. | Long | Equity-common | US | $884K | 7K | 0.04 |
| Cisco Systems, Inc. | Long | Equity-common | US | $14M | 289K | 0.62 |
| Citigroup Inc. | Long | Equity-common | US | $26M | 415K | 1.19 |
| Citizens Financial Group, Inc. | Long | Equity-common | US | $895K | 25K | 0.04 |
| Clean Harbors, Inc. | Long | Equity-common | US | $495K | 2K | 0.02 |
| Clearway Energy, Inc. | Long | Equity-common | US | $285K | 12K | 0.01 |
| CME Group Inc. | Long | Equity-common | US | $4M | 21K | 0.19 |
| CNO Financial Group, Inc. | Long | Equity-common | US | $616K | 22K | 0.03 |
| CNX Resources Corporation | Long | Equity-common | US | $1M | 50K | 0.05 |
| Coca-Cola Company, The | Long | Equity-common | US | $16M | 259K | 0.75 |
| Coca-Cola Consolidated, Inc. | Long | Equity-common | US | $563K | 519 | 0.03 |
| Coherent Corp. | Long | Equity-common | US | $533K | 7K | 0.02 |
| Coinbase Global, Inc. | Long | Equity-common | US | $2M | 7K | 0.07 |
| Colgate-Palmolive Company | Long | Equity-common | US | $8M | 81K | 0.36 |
| Comcast Corporation | Long | Equity-common | US | $6M | 148K | 0.26 |
| Comerica Incorporated | Long | Equity-common | US | $722K | 14K | 0.03 |
| Comfort Systems USA, Inc. | Long | Equity-common | US | $793K | 3K | 0.04 |
| Commerce Bancshares, Inc. | Long | Equity-common | US | $275K | 5K | 0.01 |
| Commercial Metals Company | Long | Equity-common | US | $1M | 20K | 0.05 |
| CommVault Systems, Inc. | Long | Equity-common | US | $821K | 7K | 0.04 |
| Conagra Brands, Inc. | Long | Equity-common | US | $1M | 40K | 0.05 |
| ConocoPhillips | Long | Equity-common | US | $6M | 53K | 0.28 |
| Constellation Brands, Inc. | Long | Equity-common | US | $2M | 6K | 0.08 |
| Constellation Energy Group, Inc. | Long | Equity-common | US | $2M | 8K | 0.07 |
| Copart, Inc. | Long | Equity-common | US | $4M | 79K | 0.19 |
| COPT Defense Properties | Long | Equity-common | US | $472K | 19K | 0.02 |
| Core & Main, Inc. | Long | Equity-common | US | $450K | 9K | 0.02 |
| Corebridge Financial, Inc. | Long | Equity-common | US | $974K | 33K | 0.04 |
| CoreCivic, Inc. | Long | Equity-common | US | $390K | 30K | 0.02 |
| Corning Incorporated | Long | Equity-common | US | $5M | 120K | 0.21 |
| Corpay Inc | Long | Equity-common | US | $770K | 3K | 0.03 |
| Corteva, Inc. | Long | Equity-common | US | $708K | 13K | 0.03 |
| Costco Wholesale Corporation | Long | Equity-common | US | $25M | 29K | 1.13 |
| Coterra Energy Inc. | Long | Equity-common | US | $517K | 19K | 0.02 |
| Coupang, Inc. | Long | Equity-common | US | $947K | 45K | 0.04 |
| Cracker Barrel Old Country Store, Inc. | Long | Equity-common | US | $274K | 6K | 0.01 |
| Crane Company | Long | Equity-common | US | $339K | 2K | 0.02 |
| Credit Acceptance Corporation | Long | Equity-common | US | $268K | 521 | 0.01 |
| Crown Holdings, Inc. | Long | Equity-common | US | $1M | 15K | 0.05 |
| CSG Systems International, Inc. | Long | Equity-common | US | $202K | 5K | 0.01 |
| CSX Corporation | Long | Equity-common | US | $3M | 93K | 0.14 |
| Cubesmart, L.P. | Long | Equity-common | US | $722K | 16K | 0.03 |
| Cummins Inc. | Long | Equity-common | US | $3M | 10K | 0.13 |
| Curtiss-Wright Corporation | Long | Equity-common | US | $2M | 6K | 0.07 |
| CVR Energy, Inc. | Long | Equity-common | US | $429K | 16K | 0.02 |
| CVS Health Corporation | Long | Equity-common | US | $19M | 316K | 0.85 |
| Dana Incorporated | Long | Equity-common | US | $436K | 36K | 0.02 |
| Danaher Corporation | Long | Equity-common | US | $4M | 17K | 0.20 |
| Darden Restaurants, Inc. | Long | Equity-common | US | $965K | 6K | 0.04 |
| DaVita Inc. | Long | Equity-common | US | $3M | 24K | 0.15 |
| Deckers Outdoor Corporation | Long | Equity-common | US | $3M | 3K | 0.15 |
| Delek US Holdings, Inc. | Long | Equity-common | US | $705K | 28K | 0.03 |
| Dell Technologies Inc. | Long | Equity-common | US | $1M | 10K | 0.06 |
| Dentsply Sirona Inc. | Long | Equity-common | US | $714K | 29K | 0.03 |
| Diamondback Energy, Inc. | Long | Equity-common | US | $919K | 5K | 0.04 |
| DiamondRock Alpharetta Tenant, LLC | Long | Equity-common | US | $432K | 51K | 0.02 |
| Dick's Sporting Goods, Inc. | Long | Equity-common | US | $2M | 12K | 0.11 |
| Digital Realty Trust, Inc. | Long | Equity-common | US | $1M | 8K | 0.06 |
| DigitalBridge Group, Inc. | Long | Equity-common | US | $702K | 51K | 0.03 |
| Dillard's, Inc. | Long | Equity-common | US | $630K | 1K | 0.03 |
| Discover Financial Services | Long | Equity-common | US | $2M | 13K | 0.08 |
| DNOW Inc. | Long | Equity-common | US | $379K | 28K | 0.02 |
| Dolby Laboratories, Inc. | Long | Equity-common | US | $610K | 8K | 0.03 |
| Dollar General Corporation | Long | Equity-common | US | $2M | 19K | 0.11 |
| Dollar Tree, Inc. | Long | Equity-common | US | $1M | 11K | 0.05 |
| Domino's Pizza, Inc. | Long | Equity-common | US | $5M | 9K | 0.21 |
| Donaldson Company, Inc. | Long | Equity-common | US | $873K | 12K | 0.04 |
| DoorDash, Inc. | Long | Equity-common | US | $2M | 14K | 0.07 |
| Dorman Products, Inc. | Long | Equity-common | US | $268K | 3K | 0.01 |
| Douglas Emmett, Inc. | Long | Equity-common | US | $399K | 30K | 0.02 |
| Dover Corporation | Long | Equity-common | US | $619K | 3K | 0.03 |
| Dow Inc. | Long | Equity-common | US | $964K | 18K | 0.04 |
| DT Midstream, Inc. | Long | Equity-common | US | $319K | 4K | 0.01 |
| Duke Energy Corporation | Long | Equity-common | US | $2M | 20K | 0.09 |
| DuPont de Nemours, Inc. | Long | Equity-common | US | $4M | 55K | 0.20 |
| DXC Technology Company | Long | Equity-common | US | $503K | 26K | 0.02 |
| Dycom Industries, Inc. | Long | Equity-common | US | $408K | 2K | 0.02 |
| Eagle Materials Inc. | Long | Equity-common | US | $1M | 6K | 0.06 |
| East West Bancorp, Inc. | Long | Equity-common | US | $456K | 6K | 0.02 |
| Eastman Chemical Company | Long | Equity-common | US | $1M | 14K | 0.06 |
| Eaton Corporation Public Limited Company | Long | Equity-common | IE | $3M | 10K | 0.15 |
| eBay Inc. | Long | Equity-common | US | $8M | 141K | 0.34 |
| EchoStar Corporation | Long | Equity-common | US | $322K | 18K | 0.01 |
| Ecolab Inc. | Long | Equity-common | US | $2M | 7K | 0.07 |
| Edgewell Personal Care Colombia S A S | Long | Equity-common | US | $512K | 13K | 0.02 |
| Elanco Animal Health Incorporated | Long | Equity-common | US | $351K | 24K | 0.02 |
| Electronic Arts Inc. | Long | Equity-common | US | $3M | 18K | 0.12 |
| Element Solutions Inc. | Long | Equity-common | US | $270K | 10K | 0.01 |
| Elevance Health, Inc. | Long | Equity-common | US | $2M | 4K | 0.09 |
| Eli Lilly and Company | Long | Equity-common | US | $59M | 65K | 2.67 |
| EMCOR Group, Inc. | Long | Equity-common | US | $827K | 2K | 0.04 |
| Emerson Electric Co. | Long | Equity-common | US | $4M | 41K | 0.20 |
| Encompass Health Corporation | Long | Equity-common | US | $2M | 22K | 0.09 |
| Encore Capital Group, Inc. | Long | Equity-common | US | $159K | 4K | 0.01 |
| Encore Wire Corporation | Long | Equity-common | US | $1M | 4K | 0.06 |
| Entegris, Inc. | Long | Equity-common | US | $934K | 7K | 0.04 |
| EOG Resources, Inc. | Long | Equity-common | US | $2M | 15K | 0.08 |
| Equifax Inc. | Long | Equity-common | US | $1M | 5K | 0.06 |
| Equinix, Inc. | Long | Equity-common | US | $354K | 468 | 0.02 |
| Equitable Holdings, Inc. | Long | Equity-common | US | $1M | 35K | 0.06 |
| Equitrans Midstream Corporation | Long | Equity-common | US | $596K | 46K | 0.03 |
| Equity Lifestyle Properties, Inc. | Long | Equity-common | US | $632K | 10K | 0.03 |
| Erie Indemnity Company | Long | Equity-common | US | $1M | 3K | 0.05 |
| ESAB Corporation | Long | Equity-common | US | $251K | 3K | 0.01 |
| Essent Group Ltd. | Long | Equity-common | BM | $299K | 5K | 0.01 |
| Evercore Inc. | Long | Equity-common | US | $2M | 8K | 0.08 |
| Evergy, Inc. | Long | Equity-common | US | $310K | 6K | 0.01 |
| Exelixis, Inc. | Long | Equity-common | US | $709K | 32K | 0.03 |
| Exelon Corporation | Long | Equity-common | US | $2M | 57K | 0.09 |
| Expeditors International of Washington, Inc. | Long | Equity-common | US | $2M | 19K | 0.11 |
| Extra Space Storage Inc. | Long | Equity-common | US | $1M | 8K | 0.05 |
| Exxon Mobil Corporation | Long | Equity-common | US | $21M | 181K | 0.94 |
| F5, Inc. | Long | Equity-common | US | $1M | 6K | 0.05 |
| FactSet Research Systems Inc. | Long | Equity-common | US | $698K | 2K | 0.03 |
| Fair Isaac Corporation | Long | Equity-common | US | $3M | 2K | 0.16 |
| Fastenal Company | Long | Equity-common | US | $2M | 33K | 0.09 |
| Federated Hermes, Inc. | Long | Equity-common | US | $516K | 16K | 0.02 |
| Fidelity National Financial, Inc. | Long | Equity-common | US | $335K | 7K | 0.02 |
| Fidelity National Information Services, Inc. | Long | Equity-common | US | $1M | 14K | 0.05 |
| Fifth Third Bancorp | Long | Equity-common | US | $648K | 18K | 0.03 |
| First American Financial Corporation | Long | Equity-common | US | $367K | 7K | 0.02 |
| First Citizens BancShares, Inc. | Long | Equity-common | US | $859K | 510 | 0.04 |
| First Horizon Corporation | Long | Equity-common | US | $392K | 25K | 0.02 |
| First Industrial Realty Trust, Inc. | Long | Equity-common | US | $470K | 10K | 0.02 |
| FirstCash, Inc. | Long | Equity-common | US | $440K | 4K | 0.02 |
| Fiserv, Inc. | Long | Equity-common | US | $2M | 15K | 0.10 |
| Flex Ltd. | Long | Equity-common | SG | $1M | 34K | 0.05 |
| Floor & Decor Holdings, Inc. | Long | Equity-common | US | $455K | 5K | 0.02 |
| Flowers Foods, Inc. | Long | Equity-common | US | $820K | 37K | 0.04 |
| Flowserve Corporation | Long | Equity-common | US | $271K | 6K | 0.01 |
| Fluor Corporation | Long | Equity-common | US | $335K | 8K | 0.02 |
| Foot Locker, Inc. | Long | Equity-common | US | $1M | 50K | 0.06 |
| Ford Motor Company | Long | Equity-common | US | $8M | 657K | 0.37 |
| Former Charter Communications Parent, Inc. | Long | Equity-common | US | $6M | 20K | 0.27 |
| Fortinet, Inc. | Long | Equity-common | US | $1M | 17K | 0.05 |
| Fox Corporation | Long | Equity-common | US | $2M | 56K | 0.09 |
| Franklin Electric Co., Inc. | Long | Equity-common | US | $227K | 2K | 0.01 |
| Franklin Resources, Inc. | Long | Equity-common | US | $928K | 42K | 0.04 |
| Freeport-McMoRan Inc. | Long | Equity-common | US | $2M | 37K | 0.08 |
| Frontier Communications Parent, Inc. | Long | Equity-common | US | $292K | 11K | 0.01 |
| FTI Consulting, Inc. | Long | Equity-common | US | $1M | 6K | 0.06 |
| FUTURE - CASH SETTLED (CHICAGO MERCANTILE EXCHANGE) | Derivative-equity | US | $-5K | – | -0.00 | |
| FUTURE - CASH SETTLED (CHICAGO MERCANTILE EXCHANGE) | Derivative-equity | US | $-37K | – | -0.00 | |
| Gaming and Leisure Properties, Inc. | Long | Equity-common | US | $1M | 25K | 0.05 |
| Gap, Inc., The | Long | Equity-common | US | $2M | 90K | 0.10 |
| Gartner, Inc. | Long | Equity-common | US | $3M | 6K | 0.12 |
| GATX Corporation | Long | Equity-common | US | $557K | 4K | 0.03 |
| GE HealthCare Technologies Inc. | Long | Equity-common | US | $735K | 9K | 0.03 |
| Gen Digital Inc. | Long | Equity-common | US | $2M | 81K | 0.09 |
| Generac Holdings Inc. | Long | Equity-common | US | $1M | 8K | 0.05 |
| General Dynamics Corporation | Long | Equity-common | US | $4M | 13K | 0.17 |
| General Electric Company | Long | Equity-common | US | $20M | 128K | 0.92 |
| General Mills, Inc. | Long | Equity-common | US | $3M | 46K | 0.13 |
| General Motors Company | Long | Equity-common | US | $11M | 247K | 0.52 |
| Genpact Limited | Long | Equity-common | BM | $1M | 38K | 0.06 |
| Gentex Corporation | Long | Equity-common | US | $2M | 47K | 0.07 |
| Genuine Parts Company | Long | Equity-common | US | $281K | 2K | 0.01 |
| Genworth Financial, Inc. | Long | Equity-common | US | $595K | 98K | 0.03 |
| GEO Group, Inc., The | Long | Equity-common | US | $983K | 68K | 0.04 |
| Gilead Sciences, Inc. | Long | Equity-common | US | $17M | 250K | 0.78 |
| Globus Medical, Inc. | Long | Equity-common | US | $360K | 5K | 0.02 |
| GMS Inc. | Long | Equity-common | US | $523K | 6K | 0.02 |
| GoDaddy Inc. | Long | Equity-common | US | $2M | 15K | 0.09 |
| Goldman Sachs Group Inc, The | Long | Equity-common | US | $8M | 19K | 0.38 |
| Graco Inc. | Long | Equity-common | US | $763K | 10K | 0.03 |
| Graham Holdings Co., Ltd. | Long | Equity-common | US | $288K | 412 | 0.01 |
| Grand Canyon Education, Inc. | Long | Equity-common | US | $854K | 6K | 0.04 |
| Granite Construction Incorporated | Long | Equity-common | US | $673K | 11K | 0.03 |
| Graphic Packaging Holding Company | Long | Equity-common | US | $2M | 66K | 0.08 |
| Greif, Inc. | Long | Equity-common | US | $309K | 5K | 0.01 |
| Group 1 Automotive, Inc. | Long | Equity-common | US | $1M | 4K | 0.06 |
| Guess ?, Inc. | Long | Equity-common | US | $260K | 13K | 0.01 |
| Guidewire Software, Inc. | Long | Equity-common | US | $512K | 4K | 0.02 |
| H & R Block, Inc. | Long | Equity-common | US | $2M | 31K | 0.08 |
| Haemonetics Corporation | Long | Equity-common | US | $409K | 5K | 0.02 |
| Halliburton Company | Long | Equity-common | US | $657K | 19K | 0.03 |
| Hanesbrands Inc. | Long | Equity-common | US | $691K | 140K | 0.03 |
| Hanover Insurance Group Inc, The | Long | Equity-common | US | $661K | 5K | 0.03 |
| Harley-Davidson, Inc. | Long | Equity-common | US | $450K | 13K | 0.02 |
| Hartford Financial Services Group, Inc. , The | Long | Equity-common | US | $796K | 8K | 0.04 |
| HCA Healthcare, Inc. | Long | Equity-common | US | $4M | 11K | 0.16 |
| Healthcare Realty Trust Incorporated | Long | Equity-common | US | $500K | 30K | 0.02 |
| HEICO Corporation | Long | Equity-common | US | $1M | 5K | 0.05 |
| Helen of Troy Limited | Long | Equity-common | BM | $423K | 5K | 0.02 |
| Helmerich & Payne, Inc. | Long | Equity-common | US | $702K | 19K | 0.03 |
| Henry Schein, Inc. | Long | Equity-common | US | $682K | 11K | 0.03 |
| Hewlett Packard Enterprise Company | Long | Equity-common | US | $5M | 253K | 0.24 |
| Hexcel Corporation | Long | Equity-common | US | $648K | 10K | 0.03 |
| HF Sinclair Corporation | Long | Equity-common | US | $917K | 17K | 0.04 |
| Hilton Worldwide Holdings Inc. | Long | Equity-common | US | $1M | 6K | 0.06 |
| HNI Corporation | Long | Equity-common | US | $332K | 7K | 0.02 |
| Hologic, Inc. | Long | Equity-common | US | $779K | 10K | 0.04 |
| Home Depot, Inc. , The | Long | Equity-common | US | $13M | 38K | 0.59 |
| Hormel Foods Corporation | Long | Equity-common | US | $568K | 19K | 0.03 |
| Host Hotels & Resorts, Inc. | Long | Equity-common | US | $192K | 11K | 0.01 |
| Houlihan Lokey, Inc. | Long | Equity-common | US | $1M | 9K | 0.06 |
| Howmet Aerospace Inc. | Long | Equity-common | US | $3M | 35K | 0.12 |
| HP, Inc. | Long | Equity-common | US | $8M | 220K | 0.35 |
| Hub Group, Inc. | Long | Equity-common | US | $665K | 15K | 0.03 |
| Hubbell Incorporated | Long | Equity-common | US | $1M | 4K | 0.07 |
| Hudson Pacific Properties, Inc. | Long | Equity-common | US | $227K | 47K | 0.01 |
| Huntington Bancshares Incorporated | Long | Equity-common | US | $478K | 36K | 0.02 |
| Huntington Ingalls Industries, Inc. | Long | Equity-common | US | $577K | 2K | 0.03 |
| Huntsman Corporation | Long | Equity-common | US | $206K | 9K | 0.01 |
| Hyatt Hotels Corporation | Long | Equity-common | US | $335K | 2K | 0.02 |
| IDEX Corporation | Long | Equity-common | US | $2M | 8K | 0.08 |
| IDEXX Laboratories, Inc. | Long | Equity-common | US | $954K | 2K | 0.04 |
| Illinois Tool Works Inc. | Long | Equity-common | US | $2M | 10K | 0.11 |
| Incyte Corporation | Long | Equity-common | US | $437K | 7K | 0.02 |
| Independence Holdings, LLC | Long | Equity-common | US | $925K | 19K | 0.04 |
| Ingersoll Rand Inc. | Long | Equity-common | US | $2M | 19K | 0.08 |
| Ingredion Incorporated | Long | Equity-common | US | $1M | 12K | 0.06 |
| Innospec Inc. | Long | Equity-common | US | $284K | 2K | 0.01 |
| Insight Enterprises, Inc. | Long | Equity-common | US | $1M | 6K | 0.06 |
| Insperity, Inc. | Long | Equity-common | US | $257K | 3K | 0.01 |
| Intel Corporation | Long | Equity-common | US | $12M | 382K | 0.54 |
| Interactive Brokers Group, Inc. | Long | Equity-common | US | $855K | 7K | 0.04 |
| Intercontinental Exchange, Inc. | Long | Equity-common | US | $5M | 38K | 0.23 |
| International Business Machines Corporation | Long | Equity-common | US | $25M | 144K | 1.13 |
| International Flavors & Fragrances Inc. | Long | Equity-common | US | $627K | 7K | 0.03 |
| International Game Technology PLC | Long | Equity-common | US | $406K | 20K | 0.02 |
| International Paper Company | Long | Equity-common | US | $2M | 50K | 0.10 |
| Intuit Inc. | Long | Equity-common | US | $5M | 7K | 0.21 |
| Invesco Ltd. | Long | Equity-common | BM | $952K | 64K | 0.04 |
| Invitation Homes Inc. | Long | Equity-common | US | $1M | 35K | 0.06 |
| Iron Mountain Incorporated | Long | Equity-common | US | $2M | 23K | 0.09 |
| ITT Inc. | Long | Equity-common | US | $1M | 11K | 0.06 |
| J.B. Hunt Transport Services, Inc. | Long | Equity-common | US | $481K | 3K | 0.02 |
| Jabil Inc. | Long | Equity-common | US | $1M | 13K | 0.06 |
| Jack Henry & Associates, Inc. | Long | Equity-common | US | $2M | 13K | 0.10 |
| Jack in the Box Inc. | Long | Equity-common | US | $551K | 11K | 0.02 |
| Jackson Financial Inc. | Long | Equity-common | US | $2M | 22K | 0.07 |
| Janus Henderson Group PLC | Long | Equity-common | JE | $837K | 25K | 0.04 |
| Jazz Pharmaceuticals Public Limited Company | Long | Equity-common | IE | $225K | 2K | 0.01 |
| JBG Smith Properties | Long | Equity-common | US | $405K | 27K | 0.02 |
| Jefferies Financial Group Inc. | Long | Equity-common | US | $725K | 15K | 0.03 |
| JELD-WEN Holding, Inc. | Long | Equity-common | US | $281K | 21K | 0.01 |
| JNL Government Money Market Fund | Long | Short-term investment vehicle | US | $4M | 4M | 0.20 |
| JNL Government Money Market Fund - Class SL (Jackson National Asset Management, LLC) | Long | Short-term investment vehicle | US | $332K | 332K | 0.02 |
| John Wiley & Sons, Inc. | Long | Equity-common | US | $446K | 11K | 0.02 |
| Johnson & Johnson | Long | Equity-common | US | $25M | 172K | 1.14 |
| Jones Lang LaSalle Incorporated | Long | Equity-common | US | $1M | 6K | 0.05 |
| JPMorgan Chase & Co. | Long | Equity-common | US | $15M | 73K | 0.67 |
| Juniper Networks, Inc. | Long | Equity-common | US | $3M | 82K | 0.14 |
| Kaiser Aluminum Corporation | Long | Equity-common | US | $419K | 5K | 0.02 |
| KB Home | Long | Equity-common | US | $539K | 8K | 0.02 |
| KBR, Inc. | Long | Equity-common | US | $487K | 8K | 0.02 |
| Kellanova | Long | Equity-common | US | $2M | 32K | 0.08 |
| Keurig Dr Pepper Inc. | Long | Equity-common | US | $2M | 51K | 0.08 |
| KeyCorp | Long | Equity-common | US | $331K | 23K | 0.02 |
| Kimberly-Clark Corporation | Long | Equity-common | US | $4M | 32K | 0.20 |
| Kinder Morgan, Inc. | Long | Equity-common | US | $2M | 88K | 0.08 |
| Kirby Corporation | Long | Equity-common | US | $327K | 3K | 0.01 |
| KKR & Co. Inc. | Long | Equity-common | US | $2M | 17K | 0.08 |
| KLA Corporation | Long | Equity-common | US | $6M | 8K | 0.28 |
| Knight-Swift Transportation Holdings Inc. | Long | Equity-common | US | $152K | 3K | 0.01 |
| Knowles Corporation | Long | Equity-common | US | $253K | 15K | 0.01 |
| Kohl's Corporation | Long | Equity-common | US | $1M | 59K | 0.06 |
| Kontoor Brands, Inc. | Long | Equity-common | US | $882K | 13K | 0.04 |
| Kraft Foods Group, Inc. | Long | Equity-common | US | $4M | 113K | 0.17 |
| Kyndryl Holdings, Inc. | Long | Equity-common | US | $1M | 52K | 0.06 |
| L3Harris Technologies, Inc. | Long | Equity-common | US | $5M | 21K | 0.22 |
| La-Z-Boy Incorporated | Long | Equity-common | US | $404K | 11K | 0.02 |
| Ladder Capital Corp | Long | Equity-common | US | $238K | 21K | 0.01 |
| Lam Research Corporation | Long | Equity-common | US | $10M | 9K | 0.44 |
| Lamar Advertising Company | Long | Equity-common | US | $1M | 11K | 0.06 |
| Lamb Weston Holdings, Inc. | Long | Equity-common | US | $872K | 10K | 0.04 |
| Lancaster Colony Corporation | Long | Equity-common | US | $778K | 4K | 0.04 |
| Landstar System, Inc. | Long | Equity-common | US | $2M | 9K | 0.08 |
| Las Vegas Sands Corp. | Long | Equity-common | US | $493K | 11K | 0.02 |
| Laureate Education, Inc. | Long | Equity-common | US | $396K | 26K | 0.02 |
| Lear Corporation | Long | Equity-common | US | $960K | 8K | 0.04 |
| Legacy Vulcan Corp. | Long | Equity-common | US | $843K | 3K | 0.04 |
| Leggett & Platt, Incorporated | Long | Equity-common | US | $268K | 23K | 0.01 |
| Leidos Holdings, Inc. | Long | Equity-common | US | $2M | 15K | 0.10 |
| Lennar Corporation | Long | Equity-common | US | $981K | 7K | 0.04 |
| Lennox International Inc. | Long | Equity-common | US | $4M | 8K | 0.18 |
| Liberty Broadband Corporation | Long | Equity-common | US | $447K | 8K | 0.02 |
| Liberty Global Ltd. | Long | Equity-common | BM | $799K | 45K | 0.04 |
| Liberty Latin America Ltd. | Long | Equity-common | BM | $424K | 44K | 0.02 |
| Liberty Media Corporation | Long | Equity-common | US | $607K | 27K | 0.03 |
| Light & Wonder, Inc. | Long | Equity-common | US | $441K | 4K | 0.02 |
| Lincoln Electric Holdings, Inc. | Long | Equity-common | US | $1M | 8K | 0.07 |
| Lincoln National Corporation | Long | Equity-common | US | $970K | 31K | 0.04 |
| Lithia Motors, Inc. | Long | Equity-common | US | $231K | 914 | 0.01 |
| Lockheed Martin Corporation | Long | Equity-common | US | $13M | 28K | 0.58 |
| Loews Corporation | Long | Equity-common | US | $2M | 21K | 0.07 |
| Louisiana-Pacific Corporation (W VA) | Long | Equity-common | US | $1M | 14K | 0.05 |
| Lowe`s Companies, Inc. | Long | Equity-common | US | $7M | 33K | 0.33 |
| LPL Financial Holdings Inc. | Long | Equity-common | US | $2M | 8K | 0.10 |
| Lumen Technologies Inc. | Long | Equity-common | US | $292K | 266K | 0.01 |
| LXP Industrial Trust | Long | Equity-common | US | $374K | 41K | 0.02 |
| Lyft, Inc. | Long | Equity-common | US | $219K | 16K | 0.01 |
| LyondellBasell Industries N.V. | Long | Equity-common | US | $6M | 61K | 0.27 |
| M/I Homes, Inc. | Long | Equity-common | US | $651K | 5K | 0.03 |
| M&T Bank Corporation | Long | Equity-common | US | $630K | 4K | 0.03 |
| Macy's, Inc. | Long | Equity-common | US | $1M | 64K | 0.06 |
| Manhattan Associates, Inc. | Long | Equity-common | US | $528K | 2K | 0.02 |
| ManpowerGroup Inc. | Long | Equity-common | US | $787K | 11K | 0.04 |
| Marathon Oil Corporation | Long | Equity-common | US | $2M | 71K | 0.09 |
| Marathon Petroleum Corporation | Long | Equity-common | US | $15M | 87K | 0.68 |
| Markel Group Inc. | Long | Equity-common | US | $504K | 320 | 0.02 |
| MarketAxess Holdings Inc. | Long | Equity-common | US | $461K | 2K | 0.02 |
| Marriott International, Inc. | Long | Equity-common | US | $3M | 12K | 0.13 |
| Marsh & Mclennan Companies, Inc. | Long | Equity-common | US | $5M | 22K | 0.21 |
| Martin Marietta Materials, Inc. | Long | Equity-common | US | $865K | 2K | 0.04 |
| Masco Corporation | Long | Equity-common | US | $1M | 20K | 0.06 |
| Masimo Corporation | Long | Equity-common | US | $447K | 4K | 0.02 |
| Masterbrand, Inc. | Long | Equity-common | US | $349K | 24K | 0.02 |
| MasterCard Incorporated | Long | Equity-common | US | $15M | 34K | 0.68 |
| Matador Resources Company | Long | Equity-common | US | $299K | 5K | 0.01 |
| Matson Intermodal - Paragon, Inc. | Long | Equity-common | US | $892K | 7K | 0.04 |
| Maximus, Inc. | Long | Equity-common | US | $867K | 10K | 0.04 |
| McCormick & Company, Incorporated | Long | Equity-common | US | $1M | 18K | 0.06 |
| McDonald's Corporation | Long | Equity-common | US | $11M | 42K | 0.48 |
| McKesson Corporation | Long | Equity-common | US | $13M | 22K | 0.58 |
| MDU Resources Group, Inc. | Long | Equity-common | US | $923K | 37K | 0.04 |
| Merck & Co., Inc. | Long | Equity-common | US | $27M | 217K | 1.21 |
| Mercury General Corporation | Long | Equity-common | US | $503K | 9K | 0.02 |
| Meritage Homes Corporation | Long | Equity-common | US | $1M | 7K | 0.05 |
| Meta Platforms, Inc. | Long | Equity-common | US | $45M | 90K | 2.06 |
| MetLife, Inc. | Long | Equity-common | US | $7M | 105K | 0.34 |
| Mettler-Toledo International Inc. | Long | Equity-common | US | $1M | 884 | 0.06 |
| MFA Financial, Inc. | Long | Equity-common | US | $323K | 30K | 0.01 |
| MGIC Investment Corporation | Long | Equity-common | US | $602K | 28K | 0.03 |
| Micron Technology, Inc. | Long | Equity-common | US | $4M | 29K | 0.17 |
| Millerknoll, Inc. | Long | Equity-common | US | $422K | 16K | 0.02 |
| Mine Safety Appliances Company, LLC | Long | Equity-common | US | $590K | 3K | 0.03 |
| MKS Instruments, Inc. | Long | Equity-common | US | $426K | 3K | 0.02 |
| Moelis & Company | Long | Equity-common | US | $610K | 11K | 0.03 |
| Mohawk Industries, Inc. | Long | Equity-common | US | $467K | 4K | 0.02 |
| Molina Healthcare, Inc. | Long | Equity-common | US | $446K | 1K | 0.02 |
| Molson Coors Beverage Company | Long | Equity-common | US | $2M | 41K | 0.10 |
| Mondelez International, Inc. | Long | Equity-common | US | $5M | 80K | 0.24 |
| Monolithic Power Systems, Inc. | Long | Equity-common | US | $2M | 2K | 0.08 |
| Monster Beverage 1990 Corporation | Long | Equity-common | US | $2M | 36K | 0.08 |
| Moody's Corporation | Long | Equity-common | US | $600K | 1K | 0.03 |
| Moog Inc. | Long | Equity-common | US | $555K | 3K | 0.03 |
| Morningstar, Inc. | Long | Equity-common | US | $775K | 3K | 0.04 |
| Mosaic Company, The | Long | Equity-common | US | $868K | 30K | 0.04 |
| Motorola Solutions, Inc. | Long | Equity-common | US | $3M | 9K | 0.15 |
| Mr. Cooper Group Inc. | Long | Equity-common | US | $943K | 12K | 0.04 |
| MSC Industrial Direct Co., Inc. | Long | Equity-common | US | $1M | 13K | 0.05 |
| MSCI Inc. | Long | Equity-common | US | $902K | 2K | 0.04 |
| Mueller Industries, Inc. | Long | Equity-common | US | $1M | 20K | 0.05 |
| Murphy Oil Corporation | Long | Equity-common | US | $1M | 25K | 0.05 |
| Murphy USA Inc. | Long | Equity-common | US | $4M | 8K | 0.17 |
| Nasdaq, Inc. | Long | Equity-common | US | $158K | 3K | 0.01 |
| National Fuel Gas Company | Long | Equity-common | US | $887K | 16K | 0.04 |
| Navient Corporation | Long | Equity-common | US | $255K | 18K | 0.01 |
| Nelnet, Inc. | Long | Equity-common | US | $285K | 3K | 0.01 |
| NetApp, Inc. | Long | Equity-common | US | $3M | 21K | 0.12 |
| Netflix, Inc. | Long | Equity-common | US | $7M | 11K | 0.34 |
| NetScout Systems, Inc. | Long | Equity-common | US | $312K | 17K | 0.01 |
| Neurocrine Biosciences, Inc. | Long | Equity-common | US | $1M | 8K | 0.05 |
| New York Community Bancorp, Inc. | Long | Equity-common | US | $323K | 100K | 0.01 |
| Newell Brands Inc. | Long | Equity-common | US | $449K | 70K | 0.02 |
| NewMarket Corporation | Long | Equity-common | US | $686K | 1K | 0.03 |
| Newmont Corporation | Long | Equity-common | US | $2M | 55K | 0.10 |
| News Corporation | Long | Equity-common | US | $1M | 45K | 0.06 |
| Nexstar Media Group, Inc. | Long | Equity-common | US | $855K | 5K | 0.04 |
| NIKE, Inc. | Long | Equity-common | US | $2M | 20K | 0.07 |
| Nomad Foods Limited | Long | Equity-common | VG | $312K | 19K | 0.01 |
| Nordson Corporation | Long | Equity-common | US | $711K | 3K | 0.03 |
| Nordstrom, Inc. | Long | Equity-common | US | $742K | 35K | 0.03 |
| Northern Trust Corporation | Long | Equity-common | US | $408K | 5K | 0.02 |
| Northrop Grumman Corporation | Long | Equity-common | US | $5M | 13K | 0.25 |
| NOV Inc. | Long | Equity-common | US | $982K | 52K | 0.04 |
| NRG Energy, Inc. | Long | Equity-common | US | $1M | 18K | 0.06 |
| Nucor Corporation | Long | Equity-common | US | $2M | 15K | 0.11 |
| Nvent Electric Public Limited Company | Long | Equity-common | IE | $559K | 7K | 0.03 |
| NVIDIA Corporation | Long | Equity-common | US | $31M | 250K | 1.40 |
| NVR, Inc. | Long | Equity-common | US | $2M | 267 | 0.09 |
| O-I Glass, Inc. | Long | Equity-common | US | $562K | 50K | 0.03 |
| O'Reilly Automotive, Inc. | Long | Equity-common | US | $5M | 5K | 0.22 |
| Okta, Inc. | Long | Equity-common | US | $676K | 7K | 0.03 |
| Old Dominion Freight Line, Inc. | Long | Equity-common | US | $472K | 3K | 0.02 |
| Old National Bancorp | Long | Equity-common | US | $228K | 13K | 0.01 |
| Olin Corporation | Long | Equity-common | US | $1M | 25K | 0.05 |
| Ollie's Bargain Outlet Holdings, Inc. | Long | Equity-common | US | $415K | 4K | 0.02 |
| Omnicom Group Inc. | Long | Equity-common | US | $2M | 20K | 0.08 |
| ONEOK, Inc. | Long | Equity-common | US | $1M | 15K | 0.05 |
| Oracle Corporation | Long | Equity-common | US | $31M | 222K | 1.42 |
| Organon & Co. | Long | Equity-common | US | $2M | 80K | 0.07 |
| Ormat Technologies, Inc. | Long | Equity-common | US | $291K | 4K | 0.01 |
| Oshkosh Corporation | Long | Equity-common | US | $1M | 13K | 0.06 |
| Osi Systems, Inc. | Long | Equity-common | US | $397K | 3K | 0.02 |
| Otis Worldwide Corporation | Long | Equity-common | US | $2M | 20K | 0.09 |
| Ovintiv Canada ULC | Long | Equity-common | US | $311K | 7K | 0.01 |
| Owens & Minor, Inc. | Long | Equity-common | US | $311K | 23K | 0.01 |
| Owens Corning | Long | Equity-common | US | $1M | 7K | 0.05 |
| PACCAR Inc | Long | Equity-common | US | $1M | 13K | 0.06 |
| Packaging Corporation of America | Long | Equity-common | US | $1M | 7K | 0.06 |
| Palo Alto Networks, Inc. | Long | Equity-common | US | $5M | 15K | 0.23 |
| Paramount Global | Long | Equity-common | US | $419K | 40K | 0.02 |
| Park Hotels & Resorts Inc. | Long | Equity-common | US | $1M | 84K | 0.06 |
| Parker-Hannifin Corporation | Long | Equity-common | US | $2M | 3K | 0.08 |
| Parsons Corporation | Long | Equity-common | US | $621K | 8K | 0.03 |
| Patterson Companies, Inc. | Long | Equity-common | US | $618K | 26K | 0.03 |
| Patterson-UTI Energy, Inc. | Long | Equity-common | US | $311K | 30K | 0.01 |
| Paychex, Inc. | Long | Equity-common | US | $1M | 9K | 0.05 |
| PBF Energy Inc. | Long | Equity-common | US | $2M | 41K | 0.08 |
| Peabody Energy Corporation | Long | Equity-common | US | $1M | 46K | 0.05 |
| PennyMac Financial Services, Inc. | Long | Equity-common | US | $544K | 6K | 0.02 |
| PennyMac Mortgage Investment Trust | Long | Equity-common | US | $278K | 20K | 0.01 |
| Penske Automotive Group, Inc. | Long | Equity-common | US | $760K | 5K | 0.03 |
| Pentair Public Limited Company | Long | Equity-common | IE | $1M | 18K | 0.06 |
| PepsiCo, Inc. | Long | Equity-common | US | $17M | 103K | 0.77 |
| Permian Resources Corporation | Long | Equity-common | US | $712K | 44K | 0.03 |
| Pfizer Inc. | Long | Equity-common | US | $13M | 467K | 0.59 |
| Philip Morris International Inc. | Long | Equity-common | US | $12M | 121K | 0.56 |
| Phillips 66 | Long | Equity-common | US | $13M | 93K | 0.60 |
| Phillips Edison & Company, Inc. | Long | Equity-common | US | $377K | 12K | 0.02 |
| Phinia Inc. | Long | Equity-common | US | $369K | 9K | 0.02 |
| Pinnacle Financial Partners, Inc. | Long | Equity-common | US | $292K | 4K | 0.01 |
| Pinterest, Inc. | Long | Equity-common | US | $1M | 28K | 0.06 |
| Plexus Corp. | Long | Equity-common | US | $381K | 4K | 0.02 |
| PNM Resources, Inc. | Long | Equity-common | US | $451K | 12K | 0.02 |
| Pool Corporation | Long | Equity-common | US | $1M | 4K | 0.06 |
| Post Holdings, Inc. | Long | Equity-common | US | $1M | 10K | 0.05 |
| PPG Industries, Inc. | Long | Equity-common | US | $1M | 9K | 0.05 |
| Premier Healthcare Solutions, Inc. | Long | Equity-common | US | $492K | 26K | 0.02 |
| PriceSmart, Inc. | Long | Equity-common | US | $500K | 6K | 0.02 |
| Primoris Services Corporation | Long | Equity-common | US | $921K | 18K | 0.04 |
| Principal Financial Group, Inc. | Long | Equity-common | US | $394K | 5K | 0.02 |
| Procter & Gamble Company, The | Long | Equity-common | US | $23M | 139K | 1.03 |
| PROG Holdings, Inc. | Long | Equity-common | US | $433K | 12K | 0.02 |
| Prudential Financial, Inc. | Long | Equity-common | US | $6M | 48K | 0.26 |
| PTC Inc. | Long | Equity-common | US | $967K | 5K | 0.04 |
| Public Service Enterprise Group Incorporated | Long | Equity-common | US | $931K | 13K | 0.04 |
| Public Storage Operating Company | Long | Equity-common | US | $508K | 2K | 0.02 |
| PulteGroup, Inc. | Long | Equity-common | US | $3M | 26K | 0.13 |
| Pure Storage, Inc. | Long | Equity-common | US | $899K | 14K | 0.04 |
| PVH Corp. | Long | Equity-common | US | $1M | 10K | 0.05 |
| Qorvo, Inc. | Long | Equity-common | US | $362K | 3K | 0.02 |
| Qualcomm Incorporated | Long | Equity-common | US | $21M | 106K | 0.95 |
| Quanta Services, Inc. | Long | Equity-common | US | $3M | 11K | 0.12 |
| Quest Diagnostics Incorporated | Long | Equity-common | US | $1M | 11K | 0.07 |
| Ralph Lauren Corporation | Long | Equity-common | US | $733K | 4K | 0.03 |
| Range Resources Corporation | Long | Equity-common | US | $1M | 31K | 0.05 |
| Raymond James Financial, Inc. | Long | Equity-common | US | $572K | 5K | 0.03 |
| Rayonier Inc. | Long | Equity-common | US | $530K | 18K | 0.02 |
| RBC Bearings Incorporated | Long | Equity-common | US | $347K | 1K | 0.02 |
| Regeneron Pharmaceuticals, Inc. | Long | Equity-common | US | $11M | 10K | 0.49 |
| Reinsurance Group of America, Incorporated | Long | Equity-common | US | $1M | 7K | 0.06 |
| Reliance, Inc. | Long | Equity-common | US | $2M | 7K | 0.09 |
| Republic Services, Inc. | Long | Equity-common | US | $3M | 14K | 0.12 |
| Resideo Technologies, Inc. | Long | Equity-common | US | $454K | 23K | 0.02 |
| ResMed Inc. | Long | Equity-common | US | $2M | 9K | 0.08 |
| RITHM Capital Corp. | Long | Equity-common | US | $1M | 98K | 0.05 |
| RLI Corp. | Long | Equity-common | US | $468K | 3K | 0.02 |
| RLJ III-EM Columbus Lessee, LLC | Long | Equity-common | US | $438K | 45K | 0.02 |
| Robert Half Inc. | Long | Equity-common | US | $604K | 9K | 0.03 |
| Robinhood Markets, Inc. | Long | Equity-common | US | $620K | 27K | 0.03 |
| Rollins, Inc. | Long | Equity-common | US | $989K | 20K | 0.04 |
| Roper Technologies, Inc. | Long | Equity-common | US | $1M | 3K | 0.07 |
| Ross Stores, Inc. | Long | Equity-common | US | $1M | 8K | 0.06 |
| Royal Caribbean Cruises Ltd. | Long | Equity-common | US | $2M | 10K | 0.08 |
| Royal Gold, Inc. | Long | Equity-common | US | $526K | 4K | 0.02 |
| Royalty Pharma PLC | Long | Equity-common | GB | $492K | 19K | 0.02 |
| RPM International Inc. | Long | Equity-common | US | $2M | 19K | 0.09 |
| Rush Enterprises, Inc. | Long | Equity-common | US | $481K | 11K | 0.02 |
| Ryder System, Inc. | Long | Equity-common | US | $991K | 8K | 0.04 |
| S&P Global Inc. | Long | Equity-common | US | $2M | 3K | 0.07 |
| Saia, Inc. | Long | Equity-common | US | $622K | 1K | 0.03 |
| Salesforce, Inc. | Long | Equity-common | US | $6M | 24K | 0.28 |
| Sally Beauty Holdings, Inc. | Long | Equity-common | US | $493K | 46K | 0.02 |
| Sanmina Corporation | Long | Equity-common | US | $907K | 14K | 0.04 |
| SBA Communications Corporation | Long | Equity-common | US | $341K | 2K | 0.02 |
| Schlumberger Limited | Long | Equity-common | US | $2M | 45K | 0.10 |
| Schneider National, Inc. | Long | Equity-common | US | $399K | 17K | 0.02 |
| Scholastic Corporation | Long | Equity-common | US | $250K | 7K | 0.01 |
| Science Applications International Corporation | Long | Equity-common | US | $489K | 4K | 0.02 |
| Scotts Miracle-Gro Company, The | Long | Equity-common | US | $673K | 10K | 0.03 |
| Seaboard Corporation | Long | Equity-common | US | $357K | 113 | 0.02 |
| Seagate Technology Holdings Public Limited Company | Long | Equity-common | IE | $3M | 30K | 0.14 |
| Sealed Air Corporation | Long | Equity-common | US | $1M | 38K | 0.06 |
| SEI Investments Company | Long | Equity-common | US | $1M | 17K | 0.05 |
| Select Medical Holdings Corporation | Long | Equity-common | US | $595K | 17K | 0.03 |
| Selective Insurance Group, Inc. | Long | Equity-common | US | $372K | 4K | 0.02 |
| Sensient Technologies Corporation | Long | Equity-common | US | $551K | 7K | 0.02 |
| Service Corporation International | Long | Equity-common | US | $1M | 17K | 0.06 |
| ServiceNow, Inc. | Long | Equity-common | US | $7M | 9K | 0.32 |
| Signet Jewelers Limited | Long | Equity-common | BM | $966K | 11K | 0.04 |
| Silgan Holdings Inc. | Long | Equity-common | US | $834K | 20K | 0.04 |
| Simon Property Group, Inc. | Long | Equity-common | US | $3M | 21K | 0.15 |
| Simpson Manufacturing Co., Inc. | Long | Equity-common | US | $504K | 3K | 0.02 |
| SITE Centers Corp. | Long | Equity-common | US | $389K | 27K | 0.02 |
| Skechers U.S.A., Inc. | Long | Equity-common | US | $452K | 7K | 0.02 |
| SkyWest, Inc. | Long | Equity-common | US | $1M | 12K | 0.05 |
| SL Green Realty Corp. | Long | Equity-common | US | $1M | 21K | 0.05 |
| SLM Corporation | Long | Equity-common | US | $1M | 62K | 0.06 |
| SM Energy Company | Long | Equity-common | US | $808K | 19K | 0.04 |
| Snap Inc. | Long | Equity-common | US | $797K | 48K | 0.04 |
| Sonic Automotive, Inc. | Long | Equity-common | US | $349K | 6K | 0.02 |
| Sonoco Products Company | Long | Equity-common | US | $709K | 14K | 0.03 |
| Southern Copper Corporation | Long | Equity-common | US | $582K | 5K | 0.03 |
| Southwest Gas Holdings, Inc. | Long | Equity-common | US | $434K | 6K | 0.02 |
| Southwestern Energy Company | Long | Equity-common | US | $356K | 53K | 0.02 |
| Spectrum Brands Holdings, Inc. | Long | Equity-common | US | $327K | 4K | 0.01 |
| Sprouts Farmers Market, Inc. | Long | Equity-common | US | $3M | 41K | 0.16 |
| Starbucks Corporation | Long | Equity-common | US | $2M | 24K | 0.09 |
| Steel Dynamics, Inc. | Long | Equity-common | US | $939K | 7K | 0.04 |
| Steelcase Inc. | Long | Equity-common | US | $332K | 26K | 0.02 |
| Stepan Company | Long | Equity-common | US | $216K | 3K | 0.01 |
| Stericycle, Inc. | Long | Equity-common | US | $684K | 12K | 0.03 |
| Steris Public Limited Company | Long | Equity-common | IE | $2M | 11K | 0.11 |
| Steven Madden, Ltd. | Long | Equity-common | US | $632K | 15K | 0.03 |
| Stewart Information Services Corporation | Long | Equity-common | US | $365K | 6K | 0.02 |
| Stifel Financial Corp. | Long | Equity-common | US | $399K | 5K | 0.02 |
| Strategic Education, Inc. | Long | Equity-common | US | $412K | 4K | 0.02 |
| Sun Communities, Inc. | Long | Equity-common | US | $1M | 9K | 0.05 |
| Sunstone Hotel Investors, Inc. | Long | Equity-common | US | $322K | 31K | 0.01 |
| Super Micro Computer, Inc. | Long | Equity-common | US | $6M | 7K | 0.26 |
| Sylvamo Corporation | Long | Equity-common | US | $674K | 10K | 0.03 |
| Synaptics Incorporated | Long | Equity-common | US | $308K | 3K | 0.01 |
| Synchrony Financial | Long | Equity-common | US | $7M | 140K | 0.30 |
| Synovus Financial Corp. | Long | Equity-common | US | $238K | 6K | 0.01 |
| Sysco Corporation | Long | Equity-common | US | $2M | 27K | 0.09 |
| T-Mobile US, Inc. | Long | Equity-common | US | $7M | 38K | 0.30 |
| T. Rowe Price Group, Inc. | Long | Equity-common | US | $2M | 20K | 0.11 |
| Take-Two Interactive Software, Inc. | Long | Equity-common | US | $2M | 10K | 0.07 |
| Tapestry, Inc. | Long | Equity-common | US | $190K | 4K | 0.01 |
| Targa Resources Corp. | Long | Equity-common | US | $2M | 17K | 0.10 |
| Target Corporation | Long | Equity-common | US | $17M | 114K | 0.77 |
| Taylor Morrison Home II Corporation | Long | Equity-common | US | $1M | 24K | 0.06 |
| TechnipFMC PLC | Long | Equity-common | GB | $2M | 79K | 0.09 |
| TEGNA Inc. | Long | Equity-common | US | $860K | 62K | 0.04 |
| Teleflex Incorporated | Long | Equity-common | US | $830K | 4K | 0.04 |
| Telephone and Data Systems, Inc. | Long | Equity-common | US | $645K | 31K | 0.03 |
| Tempur Sealy International, Inc. | Long | Equity-common | US | $1M | 23K | 0.05 |
| Tenet Healthcare Corporation | Long | Equity-common | US | $5M | 39K | 0.23 |
| Teradata Corporation | Long | Equity-common | US | $463K | 13K | 0.02 |
| Teradyne, Inc. | Long | Equity-common | US | $1M | 8K | 0.05 |
| Terex Corporation | Long | Equity-common | US | $1M | 20K | 0.05 |
| Tetra Tech, Inc. | Long | Equity-common | US | $485K | 2K | 0.02 |
| Texas Instruments Incorporated | Long | Equity-common | US | $8M | 39K | 0.34 |
| Texas Roadhouse, Inc. | Long | Equity-common | US | $1M | 6K | 0.05 |
| Textron Inc. | Long | Equity-common | US | $424K | 5K | 0.02 |
| The AES Corporation | Long | Equity-common | US | $669K | 38K | 0.03 |
| The Andersons, Inc. | Long | Equity-common | US | $290K | 6K | 0.01 |
| The Bank of New York Mellon Corporation | Long | Equity-common | US | $4M | 72K | 0.20 |
| The Buckle, Inc. | Long | Equity-common | US | $442K | 12K | 0.02 |
| The Carlyle Group, Inc. | Long | Equity-common | US | $432K | 11K | 0.02 |
| The Charles Schwab Corporation | Long | Equity-common | US | $4M | 52K | 0.17 |
| The Chemours Company | Long | Equity-common | US | $347K | 15K | 0.02 |
| The Cigna Group | Long | Equity-common | US | $2M | 7K | 0.11 |
| The Clorox Company | Long | Equity-common | US | $2M | 17K | 0.11 |
| The Cooper Companies, Inc. | Long | Equity-common | US | $1M | 13K | 0.05 |
| The Goodyear Tire & Rubber Company | Long | Equity-common | US | $1M | 90K | 0.05 |
| The Greenbrier Companies, Inc. | Long | Equity-common | US | $447K | 9K | 0.02 |
| The Hershey Company | Long | Equity-common | US | $1M | 8K | 0.07 |
| The Interpublic Group of Companies, Inc. | Long | Equity-common | US | $1M | 44K | 0.06 |
| The J. M. Smucker Company | Long | Equity-common | US | $1M | 10K | 0.05 |
| The Kroger Co. | Long | Equity-common | US | $8M | 151K | 0.34 |
| The Macerich Company | Long | Equity-common | US | $845K | 55K | 0.04 |
| The New York Times Company | Long | Equity-common | US | $1M | 20K | 0.05 |
| The ODP Corporation | Long | Equity-common | US | $398K | 10K | 0.02 |
| The PNC Financial Services Group, Inc. | Long | Equity-common | US | $2M | 10K | 0.07 |
| The Progressive Corporation | Long | Equity-common | US | $10M | 47K | 0.44 |
| The Sherwin-Williams Company | Long | Equity-common | US | $3M | 11K | 0.15 |
| The Timken Company | Long | Equity-common | US | $800K | 10K | 0.04 |
| The Wendy's Company | Long | Equity-common | US | $1M | 59K | 0.05 |
| The Western Union Company | Long | Equity-common | US | $2M | 138K | 0.08 |
| Thor Industries, Inc. | Long | Equity-common | US | $1M | 15K | 0.06 |
| TJX Companies, Inc., The | Long | Equity-common | US | $8M | 71K | 0.35 |
| Toll Brothers, Inc. | Long | Equity-common | US | $2M | 15K | 0.08 |
| TopBuild Corp. | Long | Equity-common | US | $579K | 2K | 0.03 |
| Toro Company, The | Long | Equity-common | US | $2M | 18K | 0.07 |
| Tractor Supply Company | Long | Equity-common | US | $2M | 7K | 0.08 |
| Tradeweb Markets Inc. | Long | Equity-common | US | $1000K | 9K | 0.05 |
| TransDigm Group Incorporated | Long | Equity-common | US | $3M | 2K | 0.12 |
| Travelers Companies, Inc. , The | Long | Equity-common | US | $5M | 27K | 0.25 |
| Treehouse Foods, Inc. | Long | Equity-common | US | $551K | 15K | 0.02 |
| Trex Company, Inc. | Long | Equity-common | US | $536K | 7K | 0.02 |
| TRI Pointe Homes Holdings, Inc. | Long | Equity-common | US | $1M | 31K | 0.05 |
| Trinet Group, Inc. | Long | Equity-common | US | $297K | 3K | 0.01 |
| Trinity Industries, Inc. | Long | Equity-common | US | $463K | 15K | 0.02 |
| Tronox Holdings PLC | Long | Equity-common | GB | $222K | 14K | 0.01 |
| Truist Financial Corporation | Long | Equity-common | US | $1M | 34K | 0.06 |
| TTM Technologies, Inc. | Long | Equity-common | US | $367K | 19K | 0.02 |
| Tyler Technologies, Inc. | Long | Equity-common | US | $2M | 3K | 0.07 |
| Tyson Foods, Inc. | Long | Equity-common | US | $5M | 81K | 0.21 |
| U-Haul Holding Company | Long | Equity-common | US | $602K | 10K | 0.03 |
| U.S. Bancorp | Long | Equity-common | US | $2M | 39K | 0.07 |
| Uber Technologies, Inc. | Long | Equity-common | US | $4M | 52K | 0.17 |
| UDR, Inc. | Long | Equity-common | US | $530K | 13K | 0.02 |
| UFP Industries, Inc. | Long | Equity-common | US | $1M | 10K | 0.05 |
| Ulta Beauty, Inc. | Long | Equity-common | US | $969K | 3K | 0.04 |
| Unifirst Corporation | Long | Equity-common | US | $446K | 3K | 0.02 |
| Union Pacific Corporation | Long | Equity-common | US | $12M | 51K | 0.52 |
| United Airlines Holdings, Inc. | Long | Equity-common | US | $282K | 6K | 0.01 |
| United Parcel Service, Inc. | Long | Equity-common | US | $6M | 44K | 0.27 |
| United Rentals, Inc. | Long | Equity-common | US | $1M | 2K | 0.05 |
| United States Steel Corporation | Long | Equity-common | US | $1M | 37K | 0.06 |
| United Therapeutics Corporation | Long | Equity-common | US | $3M | 9K | 0.13 |
| Uniti Group Inc. | Long | Equity-common | US | $167K | 57K | 0.01 |
| Universal Corporation | Long | Equity-common | US | $317K | 7K | 0.01 |
| Universal Health Services, Inc. | Long | Equity-common | US | $2M | 10K | 0.08 |
| Unum Group | Long | Equity-common | US | $2M | 38K | 0.09 |
| Urban Outfitters, Inc. | Long | Equity-common | US | $1M | 27K | 0.05 |
| US Foods Holding Corp. | Long | Equity-common | US | $2M | 30K | 0.07 |
| V.F. Corporation | Long | Equity-common | US | $267K | 20K | 0.01 |
| Vail Resorts, Inc. | Long | Equity-common | US | $1M | 6K | 0.05 |
| Valero Energy Corporation | Long | Equity-common | US | $12M | 79K | 0.56 |
| Valvoline, Inc. | Long | Equity-common | US | $619K | 14K | 0.03 |
| VeriSign, Inc. | Long | Equity-common | US | $868K | 5K | 0.04 |
| Verisk Analytics, Inc. | Long | Equity-common | US | $4M | 14K | 0.17 |
| Verizon Communications Inc. | Long | Equity-common | US | $23M | 559K | 1.04 |
| Vertex Pharmaceuticals Incorporated | Long | Equity-common | US | $4M | 8K | 0.17 |
| Viatris Inc. | Long | Equity-common | US | $3M | 271K | 0.13 |
| Virtu Financial, Inc. | Long | Equity-common | US | $742K | 33K | 0.03 |
| Visa Inc. | Long | Equity-common | US | $17M | 64K | 0.76 |
| Vishay Intertechnology, Inc. | Long | Equity-common | US | $892K | 40K | 0.04 |
| Vista Outdoor Inc. | Long | Equity-common | US | $513K | 14K | 0.02 |
| Visteon Corporation | Long | Equity-common | US | $458K | 4K | 0.02 |
| Vistra Corp. | Long | Equity-common | US | $6M | 65K | 0.25 |
| Vitamin Oldco Holdings, Inc. | Long | Equity-common | US | $316.1 | 6K | 0.00 |
| Vontier Corporation | Long | Equity-common | US | $568K | 15K | 0.03 |
| Vornado Realty Trust | Long | Equity-common | US | $1M | 40K | 0.05 |
| W. R. Berkley Corporation | Long | Equity-common | US | $451K | 6K | 0.02 |
| W.P. Carey Inc. | Long | Equity-common | US | $726K | 13K | 0.03 |
| W.W. Grainger, Inc. | Long | Equity-common | US | $4M | 4K | 0.17 |
| WAFD, Inc. | Long | Equity-common | US | $251K | 9K | 0.01 |
| Walgreens Boots Alliance, Inc. | Long | Equity-common | US | $4M | 361K | 0.20 |
| Walmart Inc. | Long | Equity-common | US | $36M | 528K | 1.62 |
| Warrior Met Coal, Inc. | Long | Equity-common | US | $2M | 25K | 0.07 |
| Waste Management, Inc. | Long | Equity-common | US | $5M | 26K | 0.25 |
| Waters Corporation | Long | Equity-common | US | $1M | 4K | 0.05 |
| Watsco, Inc. | Long | Equity-common | US | $4M | 9K | 0.18 |
| Watts Water Technologies, Inc. | Long | Equity-common | US | $221K | 1K | 0.01 |
| Webster Financial Corporation | Long | Equity-common | US | $317K | 7K | 0.01 |
| Weis Markets, Inc. | Long | Equity-common | US | $194K | 3K | 0.01 |
| Wells Fargo & Company | Long | Equity-common | US | $30M | 505K | 1.36 |
| Welltower Inc. | Long | Equity-common | US | $2M | 15K | 0.07 |
| Werner Enterprises, Inc. | Long | Equity-common | US | $680K | 19K | 0.03 |
| WESCO International, Inc. | Long | Equity-common | US | $1M | 9K | 0.06 |
| West Pharmaceutical Services, Inc. | Long | Equity-common | US | $768K | 2K | 0.03 |
| Western Alliance Bancorporation | Long | Equity-common | US | $324K | 5K | 0.01 |
| Western Digital Corporation | Long | Equity-common | US | $4M | 47K | 0.16 |
| Westinghouse Air Brake Technologies Corporation | Long | Equity-common | US | $723K | 5K | 0.03 |
| WestRock Company | Long | Equity-common | US | $2M | 49K | 0.11 |
| Whirlpool Corporation | Long | Equity-common | US | $1M | 10K | 0.05 |
| White Mountains Insurance Group Ltd | Long | Equity-common | BM | $454K | 250 | 0.02 |
| Williams Companies, Inc., The | Long | Equity-common | US | $1M | 31K | 0.06 |
| Williams-Sonoma, Inc. | Long | Equity-common | US | $5M | 16K | 0.21 |
| Willis Towers Watson Public Limited Company | Long | Equity-common | IE | $1M | 5K | 0.07 |
| Winnebago Industries, Inc. | Long | Equity-common | US | $199K | 4K | 0.01 |
| Wintrust Financial Corporation | Long | Equity-common | US | $296K | 3K | 0.01 |
| Woodward, Inc. | Long | Equity-common | US | $486K | 3K | 0.02 |
| World Kinect Corporation | Long | Equity-common | US | $433K | 17K | 0.02 |
| Worthington Industries, Inc. | Long | Equity-common | US | $392K | 8K | 0.02 |
| Wyndham Hotels & Resorts, Inc. | Long | Equity-common | US | $520K | 7K | 0.02 |
| Xenia Hotels & Resorts, Inc. | Long | Equity-common | US | $337K | 24K | 0.02 |
| Xerox Holdings Corporation | Long | Equity-common | US | $465K | 40K | 0.02 |
| XPO, Inc. | Long | Equity-common | US | $542K | 5K | 0.02 |
| Xylem Inc. | Long | Equity-common | US | $3M | 20K | 0.12 |
| Yelp Inc. | Long | Equity-common | US | $749K | 20K | 0.03 |
| Yum! Brands, Inc. | Long | Equity-common | US | $3M | 24K | 0.15 |
| Zions Bancorporation, National Association | Long | Equity-common | US | $461K | 11K | 0.02 |
| Zoetis Inc. | Long | Equity-common | US | $1M | 8K | 0.06 |
| Zurich American Corporation | Long | Equity-common | US | $460K | 8K | 0.02 |
Address
JNL Series Trust
1 Corporate Way
Lansing
Michigan
48951
United States of America
Websites
Directors
Mark D. Nerud
Eric Anyah
Michael Bouchard
Ellen Carnahan
John Gillespie
William R. Rybak
Mark S. Wehrle
Edward Wood
Patricia A. Woodworth
Transfer Agents
Jackson National Asset Management, LLC
Pricing Services
Jackson National Asset Management, LLC
London Stock Exchange Group plc
Intercontinental Exchange
Bloomberg Inc.
PricingDirect Inc.
S&P Global
CME Group Inc.
LCH Clearnet Inc.
Custodians
JPMorgan Chase Bank, N.A.
HSBC Argentina Bank SA
JPMorgan Chase Bank NA Sydney
UniCredit Bank Austria AG
J.P. MORGAN SE - LUXEMBOURG BRANCH
JP Morgan SA DTVM
Royal Bank of Canada
Banco Santander Chile
Cititrust Colombia SA
UniCredit Bank Czech Republic and Slovakia as
Citibank NA Egypt
Clearstream
Euroclear
Skandinaviska Enskilda Banken AB (publ)
J.P. MORGAN SE - LUXEMBOURG BRANCH
Deutsche Bank AG
BNP Paribas S.A.
JPMorgan Chase Bank, N.A. Hong Kong
Deutsche Bank AG
JPMorgan Chase Bank NA India
PT Bank HSBC Indonesia
Bank Leumi leIsrael BM
BNP Paribas Securities Services SCA
Mizuho Bank Ltd
Standard Chartered Bank Korea Limited
HSBC Bank Malaysia Berhad
Banco Nacional de Mexico SA
J.P. MORGAN SE - LUXEMBOURG BRANCH
JPMorgan Chase Bank NA
Skandinaviska Enskilda Banken AB (publ)
Citibank del Peru SA
The Hongkong and Shanghai Banking Corporation Limited
Bank Handlowy w Warszawie SA
BNP Paribas Securities Services SCA
DBS Bank Ltd
FirstRand Bank Limited
CACEIS Bank Spain SAU
Skandinaviska Enskilda Banken AB (publ)
UBS Switzerland AG
JPMorgan Chase Bank NA Taipei
Standard Chartered Bank Thai Public Company Limited
Citibank AS
JPMorgan Chase Bank NA London
HSBC Bank Vietnam Ltd
Shareholder Servicing Agents
Jackson National Asset Management, LLC
Admins
Jackson National Asset Management, LLC
Brokers
Morgan Stanley & Co, Inc
Barclays PLC
Goldman Sachs & Co. LLC
J.P. Morgan Securities LLC
Jefferies Group
UBS Securities LLC
Merrill Lynch, Pierce, Fenner & Smith Inc.
Banc of America Securities
CitiGroup Global Markets, Inc.
National Financial Services LLC