JNL Fund Complex > JNL Series Trust
JNL/T. Rowe Price Short-Term Bond Fund
$1.45B
Avg Monthly Net Assets
$1.20B
Total Assets
$58.71M
Total Liabilities
$1.14B
Net Assets
JNL/T. Rowe Price Short-Term Bond 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 $1.45B.
On August 28th, 2024 it reported 796 holdings, the largest
being Treasury, United States Department of (4.9%), Treasury, United States Department of (4.8%) and Treasury, United States Department of (4.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000029598 | ||
| Class I | C000067996 |
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 |
|---|---|---|---|---|---|---|
| AbbVie Inc. | Long | Debt | US | $3M | – | 0.30 |
| ABP Finance B.V. | Long | Debt | US | $529K | – | 0.05 |
| Advance Auto Parts, Inc. | Long | Debt | US | $1M | – | 0.13 |
| AerCap Ireland Capital Designated Activity Company | Long | Debt | US | $3M | – | 0.23 |
| AerCap Ireland Capital Designated Activity Company | Long | Debt | US | $997K | – | 0.09 |
| AerCap Ireland Capital Designated Activity Company | Long | Debt | US | $553K | – | 0.05 |
| AIG Global Funding | Long | Debt | US | $582K | – | 0.05 |
| ALEN 2021-ACEN Mortgage Trust | Long | ABS-mortgage backed security | US | $620K | – | 0.05 |
| Allegro CLO IX Ltd | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.34 |
| Ally Auto Receivables Trust 2023-A | Long | ABS-collateralized bond/debt obligation | US | $515K | – | 0.05 |
| Ally Auto Receivables Trust 2023-A | Long | ABS-collateralized bond/debt obligation | US | $279K | – | 0.02 |
| Ally Bank | Long | ABS-collateralized bond/debt obligation | US | $280K | – | 0.02 |
| Ally Bank | Long | ABS-collateralized bond/debt obligation | US | $250K | – | 0.02 |
| Amcor Flexibles North America, Inc. | Long | Debt | US | $1M | – | 0.11 |
| American Airlines, Inc. | Long | ABS-collateralized bond/debt obligation | US | $774K | – | 0.07 |
| American Electric Power Company, Inc. | Long | Debt | US | $2M | – | 0.18 |
| American Express Company | Long | Debt | US | $1M | – | 0.11 |
| American Express Company | Long | Debt | US | $662K | – | 0.06 |
| American Tower Corporation | Long | Debt | US | $3M | – | 0.24 |
| American Tower Corporation | Long | Debt | US | $1M | – | 0.10 |
| American Tower Corporation | Long | Debt | US | $1M | – | 0.10 |
| Americredit Automobile Receivables Trust 2020-1 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| AmeriCredit Automobile Receivables Trust 2021-1 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| AmeriCredit Automobile Receivables Trust 2022-1 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.12 |
| Americredit Automobile Receivables Trust 2023-1 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.11 |
| Amphenol Corporation | Long | Debt | US | $1M | – | 0.12 |
| Amphenol Corporation | Long | Debt | US | $624K | – | 0.05 |
| Amur Equipment Finance Receivables X LLC | Long | ABS-collateralized bond/debt obligation | US | $526K | – | 0.05 |
| Amur Equipment Finance Receivables XIII LLC | Long | ABS-collateralized bond/debt obligation | US | $544K | – | 0.05 |
| Amur Equipment Finance Receivables XIII LLC | Long | ABS-collateralized bond/debt obligation | US | $389K | – | 0.03 |
| Angel Oak Mortgage Trust 2021-1 | Long | ABS-mortgage backed security | US | $944K | – | 0.08 |
| Apa Infrastructure Limited | Long | Debt | US | $4M | – | 0.39 |
| Apidos CLO XVIII | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.21 |
| Apidos Clo Xxv | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.25 |
| Aptiv PLC | Long | Debt | US | $2M | – | 0.18 |
| ARI Fleet Lease Trust 2024-B | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.12 |
| AT&T Inc. | Long | Debt | US | $752K | – | 0.07 |
| Athene Global Funding | Long | Debt | US | $2M | – | 0.15 |
| Atlassian Corporation | Long | Debt | US | $646K | – | 0.06 |
| AutoZone, Inc. | Long | Debt | US | $1M | – | 0.11 |
| Auxilior Term Funding 2023-1, LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.16 |
| Auxilior Term Funding 2024-1, LLC | Long | ABS-collateralized bond/debt obligation | US | $714K | – | 0.06 |
| Avis Budget Rental Car Funding (AESOP) LLC | Long | ABS-collateralized bond/debt obligation | US | $610K | – | 0.05 |
| Avis Budget Rental Car Funding (AESOP) LLC | Long | ABS-collateralized bond/debt obligation | US | $522K | – | 0.05 |
| Avis Budget Rental Car Funding (AESOP) LLC | Long | ABS-collateralized bond/debt obligation | US | $368K | – | 0.03 |
| Avolon Holdings Funding Limited | Long | Debt | US | $2M | – | 0.19 |
| Avolon Holdings Funding Limited | Long | Debt | US | $1M | – | 0.13 |
| Avolon Holdings Funding Limited | Long | Debt | US | $1M | – | 0.11 |
| Avolon Holdings Funding Limited | Long | Debt | US | $752K | – | 0.07 |
| B.A.T. International Finance P.L.C. | Long | Debt | US | $3M | – | 0.28 |
| B.A.T. International Finance P.L.C. | Long | Debt | US | $2M | – | 0.15 |
| BAE Systems PLC | Long | Debt | US | $1M | – | 0.12 |
| Banco Del Estado De Chile | Long | Debt | US | $1M | – | 0.10 |
| Banco Santander Mexico S.A., Institucion De Banca Multiple, Grupo Financiero Santander Mexico | Long | Debt | US | $3M | – | 0.31 |
| Banco Santander, S.A. | Long | Debt | US | $3M | – | 0.22 |
| Banco Santander, S.A. | Long | Debt | US | $997K | – | 0.09 |
| Bank 2024-BNK47 | Long | ABS-mortgage backed security | US | $296K | – | 0.03 |
| Bank of America Corporation | Long | Debt | US | $2M | – | 0.16 |
| Bank of America Corporation | Long | Debt | US | $2M | – | 0.14 |
| Bank of America Corporation | Long | Debt | US | $1M | – | 0.10 |
| Bank of Montreal | Long | Debt | US | $8M | – | 0.69 |
| Bank of Montreal | Long | Debt | US | $942K | – | 0.08 |
| Banque Federative du Credit Mutuel | Long | Debt | US | $2M | – | 0.19 |
| Banque Federative du Credit Mutuel | Long | Debt | US | $1M | – | 0.13 |
| Barclays PLC | Long | Debt | US | $1M | – | 0.13 |
| Barclays PLC | Long | Debt | US | $1M | – | 0.12 |
| Barings CLO Ltd 2018-IV | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.21 |
| Bayview Opportunity Master Fund VII 2024-CAR1, LLC | Long | ABS-collateralized bond/debt obligation | US | $724K | – | 0.06 |
| BBCMS Mortgage Trust 2024-5C27 | Long | ABS-mortgage backed security | US | $396K | – | 0.03 |
| BCP Trust 2021-330N | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Becton, Dickinson and Company | Long | Debt | US | $3M | – | 0.26 |
| BINOM Securitization Trust 2021-INV1 | Long | ABS-mortgage backed security | US | $556K | – | 0.05 |
| BINOM Securitization Trust 2021-INV1 | Long | ABS-mortgage backed security | US | $540K | – | 0.05 |
| BlueMountain CLO 2016-3 Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.26 |
| Boeing Company, The | Long | Debt | US | $1M | – | 0.12 |
| BPCE | Long | Debt | US | $2M | – | 0.22 |
| BPR Trust 2021-TY | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| Bravo Residential Funding Trust 2021-NQM3 | Long | ABS-collateralized bond/debt obligation | US | $847K | – | 0.07 |
| BRE Grand Islander Timeshare Issuer 2019-A LLC | Long | ABS-collateralized bond/debt obligation | US | $314K | – | 0.03 |
| Brighthouse Financial, Inc. | Long | Debt | US | $425K | – | 0.04 |
| Brunswick Corporation | Long | Debt | US | $2M | – | 0.20 |
| BSREP Commercial Mortgage Trust 2021-DC | Long | ABS-mortgage backed security | US | $582K | – | 0.05 |
| BX Commercial Mortgage Trust 2024-MDHS | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| BX Commercial Mortgage Trust 2024-MDHS | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| CaixaBank, S.A. | Long | Debt | US | $2M | – | 0.14 |
| Campbell Soup Company | Long | Debt | US | $931K | – | 0.08 |
| Canadian Natural Resources Limited | Long | Debt | US | $3M | – | 0.23 |
| Canadian Pacific Kansas City Limited | Long | Debt | US | $2M | – | 0.21 |
| Canadian Pacific Kansas City Limited | Long | Debt | US | $982K | – | 0.09 |
| Capital One Financial Corporation | Long | Debt | US | $2M | – | 0.16 |
| Capital One Financial Corporation | Long | Debt | US | $2M | – | 0.14 |
| Capital One Financial Corporation | Long | Debt | US | $1M | – | 0.09 |
| Capital One Financial Corporation | Long | Debt | US | $785K | – | 0.07 |
| Cardinal Health, Inc. | Long | Debt | US | $2M | – | 0.17 |
| CarMax Auto Owner Trust 2020-4 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.11 |
| CarMax Auto Owner Trust 2023-2 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.20 |
| CarMax Auto Owner Trust 2023-2 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.14 |
| Carmax Auto Owner Trust 2023-3 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.13 |
| Carmax Auto Owner Trust 2023-3 | Long | ABS-collateralized bond/debt obligation | US | $830K | – | 0.07 |
| Carmax Auto Owner Trust 2023-3 | Long | ABS-collateralized bond/debt obligation | US | $462K | – | 0.04 |
| CarMax Auto Owner Trust 2024-1 | Long | ABS-collateralized bond/debt obligation | US | $901K | – | 0.08 |
| CarMax Auto Owner Trust 2024-1 | Long | ABS-collateralized bond/debt obligation | US | $467K | – | 0.04 |
| Carmax Auto Owner Trust 2024-2 | Long | ABS-collateralized bond/debt obligation | US | $101K | – | 0.01 |
| CarMax Select Receivables Trust 2024-A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.15 |
| CarMax Select Receivables Trust 2024-A | Long | ABS-collateralized bond/debt obligation | US | $405K | – | 0.04 |
| Carrier Global Corporation | Long | Debt | US | $473K | – | 0.04 |
| Carvana Auto Receivables Trust 2022-N1 | Long | ABS-collateralized bond/debt obligation | US | $88K | – | 0.01 |
| Carvana Auto Receivables Trust 2024-N2 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.11 |
| CDW Finance Corporation | Long | Debt | US | $764K | – | 0.07 |
| Cedar Funding Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.27 |
| Celanese US Holdings LLC | Long | Debt | US | $1M | – | 0.10 |
| Celulosa Arauco y Constitucion S.A. | Long | Debt | US | $2M | – | 0.13 |
| Charter Communications Operating, LLC | Long | Debt | US | $2M | – | 0.15 |
| Charter Communications Operating, LLC | Long | Debt | US | $802K | – | 0.07 |
| CIFC Funding 2014-II-R, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $848K | – | 0.07 |
| CIFC Funding 2021-IV Ltd. | Long | ABS-collateralized bond/debt obligation | US | $906K | – | 0.08 |
| CIM Trust 2020-INV1 | Long | ABS-mortgage backed security | US | $945K | – | 0.08 |
| CIM Trust 2022-R3 | Long | ABS-mortgage backed security | US | $3M | – | 0.28 |
| Citigroup Inc. | Long | Debt | US | $2M | – | 0.14 |
| Citigroup Inc. | Long | Debt | US | $1M | – | 0.10 |
| Citigroup Inc. | Long | Debt | US | $961K | – | 0.08 |
| Citigroup Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $934K | – | 0.08 |
| CNH Equipment Trust 2024-A | Long | ABS-collateralized bond/debt obligation | US | $738K | – | 0.06 |
| CNH Equipment Trust 2024-A | Long | ABS-collateralized bond/debt obligation | US | $659K | – | 0.06 |
| CNO Global Funding | Long | Debt | US | $2M | – | 0.21 |
| CNO Global Funding | Long | Debt | US | $2M | – | 0.17 |
| Coca-Cola Europacific Partners PLC | Long | Debt | US | $265K | – | 0.02 |
| Cold Storage Trust 2020-ICE5 | Long | ABS-mortgage backed security | US | $637K | – | 0.06 |
| COLT 2020-3 Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| COLT Funding LLC | Long | ABS-mortgage backed security | US | $816K | – | 0.07 |
| Columbia Pipelines Holding Company LLC | Long | Debt | US | $292K | – | 0.03 |
| COMM 2014-CCRE15 Mortgage Trust | Long | ABS-mortgage backed security | US | $972K | – | 0.09 |
| COMM 2014-CCRE19 Mortgage Trust | Long | ABS-mortgage backed security | US | $706K | – | 0.06 |
| COMM 2014-CCRE19 Mortgage Trust | Long | ABS-mortgage backed security | US | $410K | – | 0.04 |
| COMM 2017-PANW Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| COMM 2017-PANW Mortgage Trust | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| Constellation Energy Generation, LLC | Long | Debt | US | $1M | – | 0.11 |
| Corebridge Financial, Inc. | Long | Debt | US | $1M | – | 0.12 |
| Cox Communications, Inc. | Long | Debt | US | $4M | – | 0.32 |
| Cox Communications, Inc. | Long | Debt | US | $812K | – | 0.07 |
| Crossroads Asset Trust 2024-A | Long | ABS-collateralized bond/debt obligation | US | $615K | – | 0.05 |
| Crown Castle Inc. | Long | Short-term investment vehicle | US | $3M | – | 0.28 |
| Crown Castle Inc. | Long | Debt | US | $3M | – | 0.22 |
| Crown Castle Inc. | Long | Debt | US | $2M | – | 0.18 |
| Crown Castle Inc. | Long | Debt | US | $938K | – | 0.08 |
| Crown Castle Inc. | Long | Debt | US | $840K | – | 0.07 |
| Crown Castle Inc. | Long | Debt | US | $831K | – | 0.07 |
| Crown Communication Inc. | Long | ABS-collateralized bond/debt obligation | US | $656K | – | 0.06 |
| CSL Finance PLC | Long | Debt | US | $704K | – | 0.06 |
| CSMC 2020-NET | Long | ABS-mortgage backed security | US | $767K | – | 0.07 |
| CVS Health Corporation | Long | Debt | US | $3M | – | 0.23 |
| CVS Health Corporation | Long | Debt | US | $2M | – | 0.18 |
| CVS Health Corporation | Long | Debt | US | $846K | – | 0.07 |
| CVS Health Corporation | Long | Debt | US | $814K | – | 0.07 |
| CyrusOne Data Centers Issuer I LLC | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.24 |
| CyrusOne Data Centers Issuer I LLC | Long | ABS-collateralized bond/debt obligation | US | $327K | – | 0.03 |
| DAE Funding LLC | Long | Debt | US | $1M | – | 0.10 |
| Daimler Trucks Finance North America LLC | Long | Debt | US | $2M | – | 0.17 |
| Daimler Trucks Finance North America LLC | Long | Debt | US | $1M | – | 0.09 |
| Daimler Trucks Finance North America LLC | Long | Debt | US | $786K | – | 0.07 |
| Daimler Trucks Finance North America LLC | Long | Debt | US | $626K | – | 0.05 |
| Danske Bank A/S | Long | Debt | US | $1M | – | 0.11 |
| Danske Bank A/S | Long | Debt | US | $850K | – | 0.07 |
| DCP Midstream Operating, LP | Long | Debt | US | $2M | – | 0.19 |
| Deephaven Residential Mortgage Trust 2021-1 | Long | ABS-mortgage backed security | US | $179K | – | 0.02 |
| Deephaven Residential Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $379K | – | 0.03 |
| Dell Equipment Finance Trust 2023-3 | Long | ABS-collateralized bond/debt obligation | US | $183K | – | 0.02 |
| Dell Equipment Finance Trust 2024-1 | Long | ABS-collateralized bond/debt obligation | US | $301K | – | 0.03 |
| Diamondback Energy, Inc. | Long | Debt | US | $805K | – | 0.07 |
| Discover Bank | Long | Debt | US | $442K | – | 0.04 |
| Discover Financial Services | Long | Debt | US | $676K | – | 0.06 |
| DLLST 2024-1 LLC | Long | ABS-collateralized bond/debt obligation | US | $432K | – | 0.04 |
| DLLST 2024-1 LLC | Long | ABS-collateralized bond/debt obligation | US | $119K | – | 0.01 |
| Dollar General Corporation | Long | Debt | US | $1M | – | 0.10 |
| Driven Brands Funding, LLC | Long | ABS-collateralized bond/debt obligation | US | $606K | – | 0.05 |
| Driven Brands Funding, LLC | Long | ABS-collateralized bond/debt obligation | US | $592K | – | 0.05 |
| Driven Brands Funding, LLC | Long | ABS-collateralized bond/debt obligation | US | $398K | – | 0.03 |
| Dryden 86 CLO, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.23 |
| DTE Energy Company | Long | Debt | US | $2M | – | 0.17 |
| Elara HGV Timeshare Issuer 2019-A, LLC | Long | ABS-collateralized bond/debt obligation | US | $419K | – | 0.04 |
| Elara HGV Timeshare Issuer 2023-A, LLC | Long | ABS-collateralized bond/debt obligation | US | $651K | – | 0.06 |
| Elara HGV Timeshare Issuer 2023-A, LLC | Long | ABS-collateralized bond/debt obligation | US | $481K | – | 0.04 |
| Element Fleet Management Corp. | Long | Debt | US | $1M | – | 0.10 |
| Ellington Financial Mortgage Trust 2019-2 | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| Ellington Financial Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $485K | – | 0.04 |
| Ellington Financial Mortgage Trust 2021-3 | Long | ABS-mortgage backed security | US | $478K | – | 0.04 |
| Enbridge Inc. | Long | Debt | US | $2M | – | 0.20 |
| Enbridge Inc. | Long | Debt | US | $1M | – | 0.09 |
| Enbridge Inc. | Long | Debt | US | $738K | – | 0.06 |
| Enbridge Inc. | Long | Debt | US | $618K | – | 0.05 |
| Enel Finance International N.V. | Long | Debt | US | $3M | – | 0.24 |
| Enel Finance International N.V. | Long | Debt | US | $2M | – | 0.18 |
| Enel Finance International N.V. | Long | Debt | US | $406K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.25 |
| Energy Transfer LP | Long | Debt | US | $954K | – | 0.08 |
| Energy Transfer LP | Long | Debt | US | $468K | – | 0.04 |
| Engie | Long | Debt | US | $583K | – | 0.05 |
| Equinor ASA | Long | Debt | US | $4M | – | 0.33 |
| Equitable Financial Life Global Funding | Long | Debt | US | $2M | – | 0.15 |
| Equitable Financial Life Global Funding | Long | Debt | US | $1M | – | 0.10 |
| ERAC USA Finance LLC | Long | Debt | US | $2M | – | 0.21 |
| ERAC USA Finance LLC | Long | Debt | US | $873K | – | 0.08 |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $17K | – | 0.00 | |
| Exelon Corporation | Long | Debt | US | $623K | – | 0.05 |
| Exeter Automobile Receivables Trust 2022-4 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.12 |
| Exeter Automobile Receivables Trust 2022-5 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.38 |
| Exeter Automobile Receivables Trust 2023-1 | Long | ABS-collateralized bond/debt obligation | US | $182K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $6M | – | 0.51 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $904K | – | 0.08 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $888K | – | 0.08 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $775K | – | 0.07 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $523K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $441K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $284K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $276K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $7M | – | 0.62 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.28 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $946K | – | 0.08 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $854K | – | 0.07 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $821K | – | 0.07 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $740K | – | 0.06 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $716K | – | 0.06 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $713K | – | 0.06 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $624K | – | 0.05 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $573K | – | 0.05 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $457K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $396K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $356K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $320K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $312K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $308K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $290K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $281K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $264K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $262K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $260K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $234K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $218K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $212K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $203K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $188K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $186K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $178K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $780.06 | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $695.88 | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $39.57 | – | 0.00 |
| Fifth Third Bank, National Association | Long | Debt | US | $3M | – | 0.30 |
| Finance of America HECM Buyout 2022-HB2 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.12 |
| First American Financial Corporation | Long | Debt | US | $1M | – | 0.12 |
| FirstEnergy Corp. | Long | Debt | US | $1M | – | 0.10 |
| FirstKey Homes 2020-SFR1 Trust | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.42 |
| Fiserv, Inc. | Long | Debt | US | $5M | – | 0.45 |
| Fiserv, Inc. | Long | Debt | US | $1M | – | 0.13 |
| Flagstar Mortgage Trust 2019-1INV | Long | ABS-mortgage backed security | US | $225K | – | 0.02 |
| Flagstar Mortgage Trust 2020-1INV | Long | ABS-mortgage backed security | US | $365K | – | 0.03 |
| Fontainebleau Miami Beach Trust 2019-FBLU | Long | ABS-mortgage backed security | US | $930K | – | 0.08 |
| Ford Credit Auto Lease Trust 2022-A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.33 |
| Ford Credit Auto Owner Trust 2020-REV2 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.12 |
| Ford Credit Auto Owner Trust 2023-B | Long | ABS-collateralized bond/debt obligation | US | $908K | – | 0.08 |
| Ford Credit Auto Owner Trust 2023-B | Long | ABS-collateralized bond/debt obligation | US | $480K | – | 0.04 |
| Ford Credit Floorplan Master Owner Trust A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.11 |
| Ford Credit Floorplan Master Owner Trust A | Long | ABS-collateralized bond/debt obligation | US | $992K | – | 0.09 |
| Ford Credit Floorplan Master Owner Trust A | Long | ABS-collateralized bond/debt obligation | US | $836K | – | 0.07 |
| Ford Motor Credit Company LLC | Long | Debt | US | $2M | – | 0.17 |
| Ford Motor Credit Company LLC | Long | Debt | US | $1M | – | 0.13 |
| Fortinet, Inc. | Long | Debt | US | $1M | – | 0.12 |
| Fortress Credit BSL XV Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.19 |
| Foundry JV Holdco LLC | Long | Debt | US | $512K | – | 0.04 |
| FUTURE - CASH SETTLED (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-12K | – | -0.00 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $1M | – | 0.09 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-44K | – | -0.00 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-138K | – | -0.01 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-212K | – | -0.02 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-216K | – | -0.02 | |
| Galton Funding Mortgage Trust 2018-1 | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| Galton Funding Mortgage Trust 2019-1 | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| Galton Funding Mortgage Trust 2019-1 | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Galton Funding Mortgage Trust 2019-H1 | Long | ABS-mortgage backed security | US | $745K | – | 0.07 |
| Galton Funding Mortgage Trust 2020-H1 | Long | ABS-mortgage backed security | US | $949K | – | 0.08 |
| GATX Corporation | Long | Debt | US | $2M | – | 0.16 |
| GATX Corporation | Long | Debt | US | $781K | – | 0.07 |
| GATX Corporation | Long | Debt | US | $489K | – | 0.04 |
| GATX Corporation | Long | Debt | US | $315K | – | 0.03 |
| General Motors Financial Company, Inc. | Long | Debt | US | $4M | – | 0.31 |
| General Motors Financial Company, Inc. | Long | Debt | US | $2M | – | 0.15 |
| General Motors Financial Company, Inc. | Long | Debt | US | $992K | – | 0.09 |
| General Motors Financial Company, Inc. | Long | Debt | US | $734K | – | 0.06 |
| General Motors Financial Company, Inc. | Long | Debt | US | $565K | – | 0.05 |
| Georgia Power Company | Long | Debt | US | $543K | – | 0.05 |
| Ginnie Mae II | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| Ginnie Mae II | Long | ABS-mortgage backed security | US | $698K | – | 0.06 |
| GM Financial Automobile Leasing Trust 2022-3 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.49 |
| GM Financial Automobile Leasing Trust 2023-1 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.39 |
| GM Financial Automobile Leasing Trust 2024-2 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.16 |
| GM Financial Consumer Automobile Receivables Trust 2020-4 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| GM Financial Consumer Automobile Receivables Trust 2023-1 | Long | ABS-collateralized bond/debt obligation | US | $800K | – | 0.07 |
| Goldman Sachs Group Inc, The | Long | Debt | US | $2M | – | 0.18 |
| Goldman Sachs Group Inc, The | Long | Debt | US | $2M | – | 0.14 |
| Goldman Sachs Group Inc, The | Long | Debt | US | $1M | – | 0.11 |
| Goldman Sachs Group Inc, The | Long | Debt | US | $1M | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $667K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $631K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $626K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $583K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $343K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $340K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $262K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $221K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $193K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Gray Oak Pipeline, LLC | Long | Debt | US | $902K | – | 0.08 |
| GS Mortgage Securities Corporation Trust 2021-ROSS | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| GS Mortgage-Backed Securities Trust 2014-EB1 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Hardee's Funding LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.16 |
| Hardee's Funding LLC | Long | ABS-collateralized bond/debt obligation | US | $882K | – | 0.08 |
| Hardee's Funding LLC | Long | ABS-collateralized bond/debt obligation | US | $463K | – | 0.04 |
| Hasbro, Inc. | Long | Debt | US | $3M | – | 0.29 |
| HCA Inc. | Long | Debt | US | $2M | – | 0.19 |
| HCA Inc. | Long | Debt | US | $1M | – | 0.11 |
| HCA Inc. | Long | Debt | US | $1M | – | 0.10 |
| Health Care Service Corporation, A Mutual Legal Reserve Company | Long | Debt | US | $3M | – | 0.25 |
| Health Care Service Corporation, A Mutual Legal Reserve Company | Long | Debt | US | $872K | – | 0.08 |
| HILT Commercial Mortgage Trust 2024-ORL | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| Hilton Grand Vacations Trust 2020-A | Long | ABS-collateralized bond/debt obligation | US | $461K | – | 0.04 |
| Hilton Grand Vacations Trust 2022-1D | Long | ABS-collateralized bond/debt obligation | US | $349K | – | 0.03 |
| HPEFS Equipment Trust 2021-2 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| HPEFS Equipment Trust 2023-1 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.16 |
| HPEFS Equipment Trust 2023-2 | Long | ABS-collateralized bond/debt obligation | US | $405K | – | 0.04 |
| HPEFS Equipment Trust 2023-2 | Long | ABS-collateralized bond/debt obligation | US | $401K | – | 0.04 |
| HPEFS Equipment Trust 2024-1 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.19 |
| HPEFS Equipment Trust 2024-2 | Long | ABS-collateralized bond/debt obligation | US | $620K | – | 0.05 |
| HPEFS Equipment Trust 2024-2 | Long | ABS-collateralized bond/debt obligation | US | $250K | – | 0.02 |
| HPHT Finance (19) Limited | Long | Debt | US | $3M | – | 0.26 |
| HSBC Holdings PLC | Long | Debt | US | $3M | – | 0.28 |
| HSBC Holdings PLC | Long | Debt | US | $2M | – | 0.14 |
| Humana Inc. | Long | Debt | US | $824K | – | 0.07 |
| Humana Inc. | Long | Debt | US | $611K | – | 0.05 |
| Hyundai Capital America | Long | Debt | US | $1M | – | 0.10 |
| Hyundai Capital America | Long | Debt | US | $884K | – | 0.08 |
| Hyundai Capital America | Long | Debt | US | $856K | – | 0.08 |
| Hyundai Capital America | Long | Debt | US | $826K | – | 0.07 |
| Hyundai Capital America | Long | Debt | US | $617K | – | 0.05 |
| Hyundai Capital Services, Inc. | Long | Debt | US | $806K | – | 0.07 |
| Icon Investments Six Designated Activity Company | Long | Debt | US | $1M | – | 0.10 |
| Imperial Brands Finance PLC | Long | Debt | US | $5M | – | 0.44 |
| Imperial Brands Finance PLC | Long | Debt | US | $2M | – | 0.14 |
| Imperial Fund Mortgage Trust 2021-NQM2 | Long | ABS-collateralized bond/debt obligation | US | $758K | – | 0.07 |
| Imperial Fund Mortgage Trust 2022-NQM4 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.25 |
| IQVIA Inc. | Long | Debt | US | $833K | – | 0.07 |
| J.P. Morgan Chase Commercial Mortgage Securities Corp. | Long | ABS-mortgage backed security | US | $977K | – | 0.09 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| J.P. Morgan Mortgage Trust 2020-INV1 | Long | ABS-mortgage backed security | US | $225K | – | 0.02 |
| J.P. Morgan Mortgage Trust 2020-INV1 | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| Jack in the Box Funding, LLC | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| JDE Peet's N.V. | Long | Debt | US | $1M | – | 0.09 |
| JNL Government Money Market Fund | Long | Short-term investment vehicle | US | $109K | 109K | 0.01 |
| JP Morgan Mortgage Trust | Long | ABS-mortgage backed security | US | $328K | – | 0.03 |
| JPMorgan Chase & Co. | Long | Debt | US | $3M | – | 0.27 |
| JPMorgan Chase & Co. | Long | Debt | US | $2M | – | 0.14 |
| JPMorgan Chase & Co. | Long | Debt | US | $1M | – | 0.11 |
| JPMorgan Chase & Co. | Long | Debt | US | $1M | – | 0.10 |
| JPMorgan Chase Bank, National Association | Long | ABS-collateralized bond/debt obligation | US | $149K | – | 0.01 |
| Kilroy Realty, L.P. | Long | Debt | US | $1M | – | 0.13 |
| Kilroy Realty, L.P. | Long | Debt | US | $1M | – | 0.11 |
| KNDR Trust 2021-KIND | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| Korea Electric Power Corp | Long | Debt | US | $2M | – | 0.21 |
| Korea Housing Finance Corporation | Long | Debt | US | $2M | – | 0.22 |
| Korea Hydro & Nuclear Power Co., Ltd | Long | Debt | US | $1M | – | 0.12 |
| Korea Hydro & Nuclear Power Co., Ltd | Long | Debt | US | $1M | – | 0.10 |
| KT Corporation | Long | Debt | US | $3M | – | 0.27 |
| LeasePlan Corporation N.V. | Long | Debt | US | $3M | – | 0.30 |
| LG Chem, Ltd. | Long | Debt | US | $3M | – | 0.30 |
| Lloyds Banking Group PLC | Long | Debt | US | $1M | – | 0.10 |
| Lloyds Banking Group PLC | Long | Debt | US | $959K | – | 0.08 |
| Lowe`s Companies, Inc. | Long | Debt | US | $649K | – | 0.06 |
| LPL Holdings, Inc. | Long | Debt | US | $833K | – | 0.07 |
| LPL Holdings, Inc. | Long | Debt | US | $630K | – | 0.06 |
| LSTAR Commercial Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| LYB International Finance III, LLC | Long | Debt | US | $1M | – | 0.12 |
| Madison Park Funding XL, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.25 |
| Madison Park Funding XXIII, Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.26 |
| Madison Park Funding XXIII, Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.18 |
| Madison Park Funding XXIV Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.11 |
| Madison Park Funding XXIX LTD | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.28 |
| Madison Park Funding XXXI, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.36 |
| Magnetite XXV, Limited | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.17 |
| Marathon Static CLO 2022-18 Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.19 |
| Marble Point CLO XII Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| Marble Point CLO XIV Ltd | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.32 |
| MARQ Trust 2024-HOU | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Marriott International, Inc. | Long | Debt | US | $613K | – | 0.05 |
| Marriott International, Inc. | Long | Debt | US | $489K | – | 0.04 |
| Mars, Incorporated | Long | Debt | US | $3M | – | 0.22 |
| Mattel, Inc. | Long | Debt | US | $2M | – | 0.13 |
| Mattel, Inc. | Long | Debt | US | $1M | – | 0.12 |
| MED Commercial Mortgage Trust 2024-MOB | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| MEGlobal Canada ULC | Long | Debt | US | $2M | – | 0.22 |
| Mercedes-Benz Finance North America LLC | Long | Debt | US | $4M | – | 0.32 |
| Mercedes-Benz Finance North America LLC | Long | Debt | US | $1M | – | 0.12 |
| MFA Trust | Long | ABS-collateralized bond/debt obligation | US | $320K | – | 0.03 |
| Microchip Technology Incorporated | Long | Debt | US | $2M | – | 0.18 |
| Micron Technology, Inc. | Long | Debt | US | $2M | – | 0.17 |
| Micron Technology, Inc. | Long | Debt | US | $293K | – | 0.03 |
| Micron Technology, Inc. | Long | Debt | US | $287K | – | 0.03 |
| MidOcean Credit CLO XI Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.13 |
| MidOcean Credit CLO XI Ltd | Long | ABS-collateralized bond/debt obligation | US | $974K | – | 0.09 |
| Mitsubishi UFJ Financial Group Inc | Long | Debt | US | $3M | – | 0.22 |
| MMAF Equipment Finance LLC 2021-A | Long | ABS-collateralized bond/debt obligation | US | $332K | – | 0.03 |
| Mohawk Industries, Inc. | Long | Debt | US | $1000K | – | 0.09 |
| Mondelez International Holdings Netherlands B.V. | Long | Debt | US | $2M | – | 0.13 |
| Mondelez International, Inc. | Long | Debt | US | $1M | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.17 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.15 |
| Morgan Stanley Bank, National Association | Long | Debt | US | $2M | – | 0.14 |
| Morgan Stanley Capital I Trust 2014-150E | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| Morgan Stanley Capital I Trust 2019-NUGS | Long | ABS-mortgage backed security | US | $424K | – | 0.04 |
| Morgan Stanley Residential Mortgage Loan Trust 2020-1 | Long | ABS-mortgage backed security | US | $416K | – | 0.04 |
| MVW 2019-2 LLC | Long | ABS-collateralized bond/debt obligation | US | $199K | – | 0.02 |
| MVW 2020-1 LLC | Long | ABS-collateralized bond/debt obligation | US | $546K | – | 0.05 |
| MVW 2020-1 LLC | Long | ABS-collateralized bond/debt obligation | US | $306K | – | 0.03 |
| MVW 2023-1 LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.21 |
| MVW 2023-2 LLC | Long | ABS-collateralized bond/debt obligation | US | $459K | – | 0.04 |
| MVW 2023-2 LLC | Long | ABS-collateralized bond/debt obligation | US | $309K | – | 0.03 |
| Mylan II B.V. | Long | Debt | US | $4M | – | 0.32 |
| Nasdaq, Inc. | Long | Debt | US | $385K | – | 0.03 |
| NatWest Markets PLC | Long | Debt | US | $1M | – | 0.12 |
| NatWest Markets PLC | Long | Debt | US | $982K | – | 0.09 |
| Navient Private Education Loan Trust 2020-A | Long | ABS-collateralized bond/debt obligation | US | $743K | – | 0.07 |
| Navient Private Education Loan Trust 2020-C | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.26 |
| Navient Private Education Refi Loan Trust 2019-A | Long | ABS-collateralized bond/debt obligation | US | $434K | – | 0.04 |
| Navient Private Education Refi Loan Trust 2019-E | Long | ABS-collateralized bond/debt obligation | US | $760K | – | 0.07 |
| Navient Private Education Refi Loan Trust 2019-G | Long | ABS-collateralized bond/debt obligation | US | $923K | – | 0.08 |
| Navient Private Education Refi Loan Trust 2020-D | Long | ABS-collateralized bond/debt obligation | US | $514K | – | 0.05 |
| Navient Private Education Refi Loan Trust 2020-G | Long | ABS-collateralized bond/debt obligation | US | $337K | – | 0.03 |
| Navient Private Education Refi Loan Trust 2020-H | Long | ABS-collateralized bond/debt obligation | US | $308K | – | 0.03 |
| Navistar Financial Dealer Note Master Owner Trust II | Long | ABS-collateralized bond/debt obligation | US | $271K | – | 0.02 |
| Navistar Financial Dealer Note Master Owner Trust II | Long | ABS-collateralized bond/debt obligation | US | $235K | – | 0.02 |
| Navistar Financial Dealer Note Master Owner Trust II | Long | ABS-collateralized bond/debt obligation | US | $150K | – | 0.01 |
| NBN Co Limited | Long | Debt | US | $3M | – | 0.30 |
| Nelnet Student Loan Trust 2021-C | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| Nelnet, Inc. | Long | ABS-collateralized bond/debt obligation | US | $598K | – | 0.05 |
| Neuberger Berman Loan Advisers CLO 32, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.17 |
| New Residential Mortgage Loan Trust 2021-INC2 | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Newmont Corporation | Long | Debt | US | $740K | – | 0.06 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $2M | – | 0.22 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $2M | – | 0.18 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $967K | – | 0.08 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $311K | – | 0.03 |
| NiSource Inc. | Long | Debt | US | $514K | – | 0.05 |
| Nordea Bank Abp | Long | Debt | US | $6M | – | 0.50 |
| Northern Trust Corporation | Long | Debt | US | $1M | – | 0.09 |
| Northwestern Mutual Global Funding | Long | Debt | US | $2M | – | 0.14 |
| NTT Finance Corporation | Long | Debt | US | $746K | – | 0.07 |
| Nutrien Ltd. | Long | Debt | US | $969K | – | 0.08 |
| NXP B.V. | Long | Debt | US | $2M | – | 0.14 |
| NXP B.V. | Long | Debt | US | $1M | – | 0.10 |
| NXP B.V. | Long | Debt | US | $289K | – | 0.03 |
| NXP B.V. | Long | Debt | US | $123K | – | 0.01 |
| O'Reilly Automotive, Inc. | Long | Debt | US | $1M | – | 0.11 |
| Oaktree CLO 2022-2 Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.26 |
| OBX 2019-EXP2 Trust | Long | ABS-mortgage backed security | US | $241K | – | 0.02 |
| OBX 2019-EXP3 Trust | Long | ABS-mortgage backed security | US | $233K | – | 0.02 |
| OBX 2020-EXP1 Trust | Long | ABS-mortgage backed security | US | $483K | – | 0.04 |
| OBX 2020-EXP1 Trust | Long | ABS-mortgage backed security | US | $270K | – | 0.02 |
| OBX 2020-EXP1 Trust | Long | ABS-mortgage backed security | US | $241K | – | 0.02 |
| OBX 2020-EXP2 Trust | Long | ABS-mortgage backed security | US | $621K | – | 0.05 |
| OBX 2020-EXP2 Trust | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| OBX 2020-EXP3 Trust | Long | ABS-mortgage backed security | US | $697K | – | 0.06 |
| OBX 2023-NQM9 Trust | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| Oceanview Mortgage Trust 2022-INV1 | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| OCP CLO 2017-13 Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.28 |
| OCP CLO 2017-13 Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.25 |
| Octagon Investment Partners 39 Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.25 |
| Octane Receivables Trust 2021-1 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.13 |
| Octane Receivables Trust 2021-2 | Long | ABS-collateralized bond/debt obligation | US | $257K | – | 0.02 |
| Octane Receivables Trust 2023-1 | Long | ABS-collateralized bond/debt obligation | US | $313K | – | 0.03 |
| Octane Receivables Trust 2023-3 | Long | ABS-collateralized bond/debt obligation | US | $441K | – | 0.04 |
| Octane Receivables Trust 2023-3 | Long | ABS-collateralized bond/debt obligation | US | $148K | – | 0.01 |
| ONE 2021-PARK Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.28 |
| ONE 2021-PARK Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| ONEOK, Inc. | Long | Debt | US | $1M | – | 0.12 |
| Otis Worldwide Corporation | Long | Debt | US | $2M | – | 0.14 |
| Ovintiv Canada ULC | Long | Short-term investment vehicle | US | $4M | – | 0.35 |
| Ovintiv Canada ULC | Long | Debt | US | $2M | – | 0.13 |
| Owens Corning | Long | Debt | US | $1M | – | 0.09 |
| Owens Corning | Long | Debt | US | $200K | – | 0.02 |
| OZLM Funding II Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.18 |
| OZLM XXI Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.28 |
| Pacific Gas And Electric Company | Long | Debt | US | $2M | – | 0.17 |
| PCCW-HKT Capital No. 2 Limited | Long | Debt | US | $4M | – | 0.35 |
| PeaceHealth | Long | Debt | US | $443K | – | 0.04 |
| Penske Truck Leasing Co., L.P. | Long | Debt | US | $3M | – | 0.30 |
| Penske Truck Leasing Co., L.P. | Long | Debt | US | $3M | – | 0.27 |
| Penske Truck Leasing Co., L.P. | Long | Debt | US | $604K | – | 0.05 |
| Pernod Ricard | Long | Debt | US | $2M | – | 0.17 |
| Perrigo Finance Unlimited Company | Long | Debt | US | $2M | – | 0.15 |
| Pioneer Natural Resources Company | Long | Debt | US | $2M | – | 0.14 |
| POSCO Holdings Inc. | Long | Debt | US | $1M | – | 0.12 |
| POSCO Holdings Inc. | Long | Debt | US | $888K | – | 0.08 |
| Post Road Equipment Finance 2024-1 LLC | Long | ABS-collateralized bond/debt obligation | US | $175K | – | 0.02 |
| QNB Finance Ltd | Long | Debt | US | $2M | – | 0.17 |
| Qorvo, Inc. | Long | Debt | US | $903K | – | 0.08 |
| Realty Income Corporation | Long | Debt | US | $641K | – | 0.06 |
| Regal Rexnord Corporation | Long | Debt | US | $1M | – | 0.12 |
| Republic Services, Inc. | Long | Debt | US | $812K | – | 0.07 |
| Revvity, Inc. | Long | Debt | US | $5M | – | 0.44 |
| Rogers Communications Inc. | Long | Debt | US | $3M | – | 0.27 |
| Rogers Communications Inc. | Long | Debt | US | $2M | – | 0.19 |
| Rogers Communications Inc. | Long | Debt | US | $2M | – | 0.15 |
| Romark CLO II Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.28 |
| Ross Stores, Inc. | Long | Debt | US | $4M | – | 0.35 |
| Ross Stores, Inc. | Long | Debt | US | $1M | – | 0.09 |
| Royal Bank of Canada | Long | Debt | US | $3M | – | 0.24 |
| S&P Global Inc. | Long | Debt | US | $3M | – | 0.30 |
| Sabine Pass Liquefaction, LLC | Long | Debt | US | $930K | – | 0.08 |
| Santander Bank, N.A. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.11 |
| Santander Bank, N.A. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| Santander Bank, N.A. | Long | ABS-collateralized bond/debt obligation | US | $625K | – | 0.05 |
| Santander Bank, N.A. | Long | ABS-collateralized bond/debt obligation | US | $510K | – | 0.04 |
| Santander Bank, N.A. | Long | ABS-collateralized bond/debt obligation | US | $439K | – | 0.04 |
| Santander Bank, N.A. | Long | ABS-collateralized bond/debt obligation | US | $317K | – | 0.03 |
| Santander Bank, N.A. | Long | ABS-collateralized bond/debt obligation | US | $231K | – | 0.02 |
| Santander Bank, N.A. | Long | ABS-collateralized bond/debt obligation | US | $62K | – | 0.01 |
| Santander Consumer Auto Receivables Trust 2021-B | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.11 |
| Santander Drive Auto Receivables Trust 2020-4 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.26 |
| Santander Drive Auto Receivables Trust 2023-1 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.12 |
| Santander Holdings USA, Inc. | Long | Debt | US | $1M | – | 0.11 |
| Santander Holdings USA, Inc. | Long | Debt | US | $241K | – | 0.02 |
| Santander Retail Auto Lease Trust 2022-B | Long | ABS-collateralized bond/debt obligation | US | $563K | – | 0.05 |
| SBA Towers, LLC | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.29 |
| SBA Towers, LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.17 |
| SBA Towers, LLC | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| SBA Towers, LLC | Long | ABS-collateralized bond/debt obligation | US | $688K | – | 0.06 |
| SBNA Auto Lease Trust 2024-A | Long | ABS-collateralized bond/debt obligation | US | $459K | – | 0.04 |
| SBNA Auto Lease Trust 2024-A | Long | ABS-collateralized bond/debt obligation | US | $439K | – | 0.04 |
| SBNA Auto Lease Trust 2024-B | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.14 |
| SCF Equipment Leasing 2024-1 LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.15 |
| SDR Commercial Mortgage Trust 2024-DSNY | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| SEB Funding LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.16 |
| Sempra | Long | Debt | US | $1M | – | 0.13 |
| Sempra | Long | Debt | US | $1M | – | 0.10 |
| Sequoia Mortgage Capital, Inc. | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Sequoia Mortgage Trust 2018-CH2 | Long | ABS-mortgage backed security | US | $198K | – | 0.02 |
| Sequoia Mortgage Trust 2018-CH2 | Long | ABS-mortgage backed security | US | $99K | – | 0.01 |
| SFS Auto Receivables Securitization Trust 2024-1 | Long | ABS-collateralized bond/debt obligation | US | $506K | – | 0.04 |
| SFS Auto Receivables Securitization Trust 2024-1 | Long | ABS-collateralized bond/debt obligation | US | $170K | – | 0.01 |
| SFS Auto Receivables Securitization Trust 2024-2 | Long | ABS-collateralized bond/debt obligation | US | $442K | – | 0.04 |
| SG Residential Mortgage Trust 2020-2 | Long | ABS-mortgage backed security | US | $668K | – | 0.06 |
| Sierra Timeshare 2019-2 Receivables Funding LLC | Long | ABS-collateralized bond/debt obligation | US | $417K | – | 0.04 |
| Sierra Timeshare 2020-2 Receivables Funding LLC | Long | ABS-collateralized bond/debt obligation | US | $182K | – | 0.02 |
| Simon Property Group, L.P. | Long | Debt | US | $824K | – | 0.07 |
| SMB Private Education Loan Trust 2016-C | Long | ABS-collateralized bond/debt obligation | US | $215K | – | 0.02 |
| SMB Private Education Loan Trust 2018-B | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.11 |
| SMB Private Education Loan Trust 2019-B | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.21 |
| SMB Private Education Loan Trust 2020-B | Long | ABS-collateralized bond/debt obligation | US | $362K | – | 0.03 |
| SMB Private Education Loan Trust 2021-B | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.15 |
| Societe Generale | Long | Debt | US | $3M | – | 0.24 |
| Societe Generale | Long | Debt | US | $312K | – | 0.03 |
| Solventum Corporation | Long | Debt | US | $2M | – | 0.20 |
| Southern California Gas Company | Long | Debt | US | $2M | – | 0.13 |
| Standard Chartered PLC | Long | Debt | US | $1M | – | 0.10 |
| Standard Chartered PLC | Long | Debt | US | $871K | – | 0.08 |
| Standard Chartered PLC | Long | Debt | US | $764K | – | 0.07 |
| Starwood Mortgage Residential Trust 2019-INV1 | Long | ABS-mortgage backed security | US | $571K | – | 0.05 |
| Starwood Mortgage Residential Trust 2020-1 | Long | ABS-mortgage backed security | US | $582K | – | 0.05 |
| Starwood Mortgage Residential Trust 2021-2 | Long | ABS-mortgage backed security | US | $473K | – | 0.04 |
| Starwood Mortgage Residential Trust 2021-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| State Street Corporation | Long | Debt | US | $1M | – | 0.11 |
| State Street Corporation | Long | Debt | US | $926K | – | 0.08 |
| Steel Dynamics, Inc. | Long | Debt | US | $2M | – | 0.18 |
| Symphony CLO XXIII, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.23 |
| Symphony CLO XXVI, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.11 |
| Symphony Static CLO I Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.29 |
| Synchrony Financial | Long | Debt | US | $5M | – | 0.41 |
| T-Mobile USA, Inc. | Long | Debt | US | $2M | – | 0.16 |
| T-Mobile USA, Inc. | Long | Debt | US | $908K | – | 0.08 |
| T. Rowe Price Government Reserve Fund | Long | Short-term investment vehicle | US | $100 | 100 | 0.00 |
| Take-Two Interactive Software, Inc. | Long | Debt | US | $2M | – | 0.17 |
| Take-Two Interactive Software, Inc. | Long | Debt | US | $1M | – | 0.10 |
| Tapestry, Inc. | Long | Debt | US | $308K | – | 0.03 |
| Tapestry, Inc. | Long | Debt | US | $254K | – | 0.02 |
| Targa Resources Corp. | Long | Short-term investment vehicle | US | $3M | – | 0.29 |
| Tenaga Nasional Berhad | Long | Debt | US | $3M | – | 0.25 |
| The AES Corporation | Long | Debt | US | $1M | – | 0.12 |
| The Bank of New York Mellon Corporation | Long | Debt | US | $2M | – | 0.16 |
| The Bank of New York Mellon Corporation | Long | Debt | US | $2M | – | 0.16 |
| The Charles Schwab Corporation | Long | Debt | US | $3M | – | 0.25 |
| The Huntington National Bank | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.17 |
| The Huntington National Bank | Long | Debt | US | $853K | – | 0.07 |
| The PNC Financial Services Group, Inc. | Long | Debt | US | $3M | – | 0.23 |
| The PNC Financial Services Group, Inc. | Long | Debt | US | $2M | – | 0.16 |
| The PNC Financial Services Group, Inc. | Long | Debt | US | $841K | – | 0.07 |
| The Western Union Company | Long | Debt | US | $4M | – | 0.36 |
| THL Credit Wind River 2015-1 CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.31 |
| TIAA CLO I Ltd | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.31 |
| Towd Point Mortgage Trust 2017-3 | Long | ABS-collateralized bond/debt obligation | US | $145K | – | 0.01 |
| Towd Point Mortgage Trust 2018-1 | Long | ABS-collateralized bond/debt obligation | US | $112K | – | 0.01 |
| TransCanada PipeLines Limited | Long | Debt | US | $3M | – | 0.30 |
| Treasury, United States Department of | Long | Debt | US | $56M | – | 4.88 |
| Treasury, United States Department of | Long | Debt | US | $55M | – | 4.82 |
| Treasury, United States Department of | Long | Debt | US | $52M | – | 4.58 |
| Treasury, United States Department of | Long | Debt | US | $52M | – | 4.58 |
| Treasury, United States Department of | Long | Debt | US | $12M | – | 1.02 |
| Treasury, United States Department of | Long | Debt | US | $5M | – | 0.40 |
| Treasury, United States Department of | Long | Debt | US | $2M | – | 0.18 |
| Tricon Residential 2024-SFR2 Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.13 |
| Tricon Residential 2024-SFR2 Trust | Long | ABS-collateralized bond/debt obligation | US | $814K | – | 0.07 |
| Trinitas CLO VI Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.19 |
| TRK 2021-INV1 Trust | Long | ABS-mortgage backed security | US | $372K | – | 0.03 |
| U.S. Bancorp | Long | Debt | US | $2M | – | 0.16 |
| U.S. Bancorp | Long | Debt | US | $1M | – | 0.10 |
| U.S. Bank National Association | Long | ABS-collateralized bond/debt obligation | US | $186K | – | 0.02 |
| UBS Group AG | Long | Debt | US | $3M | – | 0.26 |
| UBS Group AG | Long | Debt | US | $2M | – | 0.21 |
| UBS Group AG | Long | Debt | US | $828K | – | 0.07 |
| UBS Group AG | Long | Debt | US | $687K | – | 0.06 |
| UWM Mortgage Trust 2021-INV2 | Long | ABS-mortgage backed security | US | $492K | – | 0.04 |
| V.F. Corporation | Long | Short-term investment vehicle | US | $3M | – | 0.27 |
| V.F. Corporation | Long | Debt | US | $3M | – | 0.24 |
| V.F. Corporation | Long | Debt | US | $1M | – | 0.11 |
| Verdant Receivables 2023-1 LLC | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.12 |
| Verdant Receivables 2024-1 LLC | Long | ABS-collateralized bond/debt obligation | US | $381K | – | 0.03 |
| Verizon Communications Inc. | Long | Debt | US | $3M | – | 0.23 |
| Verizon Communications Inc. | Long | Debt | US | $2M | – | 0.20 |
| Verus Securitization Trust 2019-4 | Long | ABS-mortgage backed security | US | $744K | – | 0.07 |
| Verus Securitization Trust 2019-INV2 | Long | ABS-mortgage backed security | US | $256K | – | 0.02 |
| Verus Securitization Trust 2019-INV2 | Long | ABS-mortgage backed security | US | $191K | – | 0.02 |
| Verus Securitization Trust 2019-INV3 | Long | ABS-mortgage backed security | US | $383K | – | 0.03 |
| Verus Securitization Trust 2020-5 | Long | ABS-mortgage backed security | US | $245K | – | 0.02 |
| Verus Securitization Trust 2021-1 | Long | ABS-mortgage backed security | US | $391K | – | 0.03 |
| Verus Securitization Trust 2021-1 | Long | ABS-mortgage backed security | US | $233K | – | 0.02 |
| Verus Securitization Trust 2021-2 | Long | ABS-mortgage backed security | US | $328K | – | 0.03 |
| Verus Securitization Trust 2021-5 | Long | ABS-mortgage backed security | US | $661K | – | 0.06 |
| Verus Securitization Trust 2021-R2 | Long | ABS-mortgage backed security | US | $582K | – | 0.05 |
| Verus Securitization Trust 2022-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| Verus Securitization Trust 2023-7 | Long | ABS-mortgage backed security | US | $936K | – | 0.08 |
| Verus Securitization Trust 2023-INV3 | Long | ABS-mortgage backed security | US | $402K | – | 0.04 |
| Viatris Inc. | Long | Debt | US | $2M | – | 0.17 |
| Viatris Inc. | Long | Debt | US | $1M | – | 0.11 |
| Vista Point Securitization Trust 2020-2 | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| Vistra Operations Company LLC | Long | Debt | US | $720K | – | 0.06 |
| Viterra Finance B.V. | Long | Debt | US | $2M | – | 0.17 |
| Volkswagen Group of America, Inc. | Long | Debt | US | $4M | – | 0.35 |
| Volkswagen Group of America, Inc. | Long | Debt | US | $1M | – | 0.11 |
| Volkswagen Group of America, Inc. | Long | Debt | US | $1M | – | 0.11 |
| Volkswagen Group of America, Inc. | Long | Debt | US | $1M | – | 0.09 |
| Voya CLO 2018-3, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.13 |
| Walgreens Boots Alliance, Inc. | Long | Short-term investment vehicle | US | $3M | – | 0.28 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $5M | – | 0.42 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $1M | – | 0.09 |
| Wells Fargo & Company | Long | Debt | US | $2M | – | 0.18 |
| Wells Fargo & Company | Long | Debt | US | $2M | – | 0.16 |
| Wells Fargo & Company | Long | Debt | US | $1M | – | 0.12 |
| Wells Fargo & Company | Long | ABS-mortgage backed security | US | $248K | – | 0.02 |
| Westlake Corporation | Long | Debt | US | $2M | – | 0.14 |
| Wheels Fleet Lease Funding 1 LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.22 |
| Williams Companies, Inc., The | Long | Debt | US | $3M | – | 0.28 |
| Workday, Inc. | Long | Debt | US | $933K | – | 0.08 |
| World Omni Auto Receivables Trust 2022-A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.11 |
| World Omni Select Auto Trust 2020-A | Long | ABS-collateralized bond/debt obligation | US | $878K | – | 0.08 |
| World Omni Select Auto Trust 2021-A | Long | ABS-collateralized bond/debt obligation | US | $771K | – | 0.07 |
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