JNL Fund Complex > JNL Series Trust
JNL/PIMCO Real Return Fund
$1.48B
Avg Monthly Net Assets
$3.10B
Total Assets
$1.80B
Total Liabilities
$1.30B
Net Assets
JNL/PIMCO Real Return 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 $1.48B.
On August 28th, 2024 it reported 421 holdings, the largest
being Treasury, United States Department of (7.4%), Treasury, United States Department of (6.5%) and Treasury, United States Department of (4.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000029602 | ||
| Class I | C000067998 |
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 |
|---|---|---|---|---|---|---|
| 522 Funding CLO 2018-3(A), Ltd. | Long | ABS-collateralized bond/debt obligation | US | $552K | – | 0.04 |
| ACE Securities Corp. Home Equity Loan Trust, Series 2007-ASAP1 | Long | ABS-collateralized bond/debt obligation | US | $127K | – | 0.01 |
| Adagio Clo VIII Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.13 |
| Adagio V CLO Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.08 |
| Allegro CLO IX Ltd | Long | ABS-collateralized bond/debt obligation | US | $600K | – | 0.05 |
| Alternative Loan Trust 2005-43 | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Alternative Loan Trust 2006-HY11 | Long | ABS-collateralized bond/debt obligation | US | $233K | – | 0.02 |
| Alternative Loan Trust 2007-1T1 | Long | ABS-mortgage backed security | US | $786K | – | 0.06 |
| Alternative Loan Trust 2007-4CB | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| AMMC CLO XII, Limited | Long | ABS-collateralized bond/debt obligation | US | $287K | – | 0.02 |
| Anchorage Capital CLO 11 Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| Anchorage Capital Europe CLO 1 Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.17 |
| Apidos CLO XXVII | Long | ABS-collateralized bond/debt obligation | US | $765K | – | 0.06 |
| Apidos CLO XXVII | Long | ABS-collateralized bond/debt obligation | US | $600K | – | 0.05 |
| Arbor Realty Collateralized Loan Obligation Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| Ares European CLO VI Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $421K | – | 0.03 |
| Ares XL CLO, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| Armada Euro Clo III Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.18 |
| Atlas Senior Loan Fund Ltd | Long | ABS-collateralized bond/debt obligation | KY | $326K | – | 0.02 |
| AUSTRALIAN DOLLAR (BNP Paribas Securities) | Derivative-foreign exchange | AU | $1K | – | 0.00 | |
| Avolon Holdings Funding Limited | Long | Debt | US | $80K | – | 0.01 |
| Banc of America Mortgage Securities, Inc. | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Bank of America Corporation | Long | Debt | US | $1M | – | 0.09 |
| Barings CLO Ltd 2016-II | Long | ABS-collateralized bond/debt obligation | US | $757K | – | 0.06 |
| Bastille Euro CLO 2020-3 Designated Activity Company | Long | ABS-collateralized bond/debt obligation | XX | $535K | – | 0.04 |
| BCAP LLC Trust 2011-RR5 | Long | ABS-collateralized bond/debt obligation | US | $147K | – | 0.01 |
| BDS 2022-FL11 LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| Bear Stearns ALT-A Trust 2006-3 | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| Bear Stearns ALT-A Trust Mortgage Pass-Through Certificates Series 2006-4 | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Bear Stearns ARM Trust 2004-1 | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Bear Stearns ARM Trust 2004-1 | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Bear Stearns ARM Trust 2004-1 | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Bear Stearns ARM Trust 2004-1 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Bear Stearns Arm Trust 2005-6 | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Bear Stearns Structured Products Inc. Trust 2007-R6 | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| Benefit Street Partners Clo XII Ltd | Long | ABS-collateralized bond/debt obligation | US | $444K | – | 0.03 |
| Black Diamond CLO 2019-1 Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $375K | – | 0.03 |
| Blackrock European CLO IV Designated Activity Company | Long | ABS-collateralized bond/debt obligation | US | $807K | – | 0.06 |
| BlueMountain CLO XXII Ltd | Long | ABS-collateralized bond/debt obligation | US | $921K | – | 0.07 |
| BlueMountain EUR CLO 2016-1 DAC | Long | ABS-collateralized bond/debt obligation | IE | $568K | – | 0.04 |
| BRITISH POUND STERLING (J.P. Morgan) | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| C-Bass Mortgage Loan Asset Backed Certificates Series 2002-CB2 | Long | ABS-collateralized bond/debt obligation | US | $192K | – | 0.01 |
| Cabinet Office, Government of Japan | Long | Debt | JP | $15M | – | 1.13 |
| Cabinet Office, Government of Japan | Long | Debt | JP | $11M | – | 0.81 |
| Canada, Government of | Long | Debt | CA | $5M | – | 0.41 |
| CANADIAN DOLLAR (Citibank, Inc.) | Derivative-foreign exchange | CA | $990.78 | – | 0.00 | |
| Capital Four US CLO II Ltd. | Long | ABS-collateralized bond/debt obligation | US | $506K | – | 0.04 |
| Carlyle Euro CLO 2017-2 Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.09 |
| Carlyle Global Market Strategies CLO 2012-4, Ltd | Long | ABS-collateralized bond/debt obligation | US | $400K | – | 0.03 |
| Carlyle Global Market Strategies CLO 2013-1, Ltd | Long | ABS-collateralized bond/debt obligation | US | $442K | – | 0.03 |
| Carlyle Global Market Strategies Euro CLO 2014-2 Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.10 |
| Carlyle US CLO 2017-1, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $888K | – | 0.07 |
| CBAM 2018-5 Ltd | Long | ABS-collateralized bond/debt obligation | US | $570K | – | 0.04 |
| CBAM 2019-10, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $801K | – | 0.06 |
| Cedar Funding V CLO, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $619K | – | 0.05 |
| Chase Mortgage Finance Trust Series 2007-A1 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-1 | Long | ABS-mortgage backed security | US | $333K | – | 0.03 |
| CIFC European Funding CLO III Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.33 |
| CIFC Funding 2018-III Ltd | Long | ABS-collateralized bond/debt obligation | US | $647K | – | 0.05 |
| CIFC Funding Ltd 2015-I | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.11 |
| CIT Mortgage Loan Trust 2007-1 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.13 |
| Citigroup Mortgage Loan Trust 2006-AMC1 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.11 |
| Citigroup Mortgage Loan Trust 2007-10 | Long | ABS-mortgage backed security | US | $220K | – | 0.02 |
| Citigroup Mortgage Loan Trust 2007-AMC2 | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2007-AMC3 | Long | ABS-collateralized bond/debt obligation | US | $831K | – | 0.06 |
| Citigroup Mortgage Loan Trust 2007-AMC4 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| Citigroup Mortgage Loan Trust 2007-AR4 | Long | ABS-mortgage backed security | US | $679K | – | 0.05 |
| Citigroup Mortgage Loan Trust Inc. | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.23 |
| Citigroup Mortgage Loan Trust Inc. | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Citigroup Mortgage Loan Trust Inc. | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Citigroup Mortgage Loan Trust Inc. | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Citigroup Mortgage Loan Trust Inc. | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Citigroup Mortgage Loan Trust Series 2007 AHL3 | Long | ABS-collateralized bond/debt obligation | US | $60K | – | 0.00 |
| Community Health Systems, Inc. | Long | Debt | US | $186K | – | 0.01 |
| Contego CLO IV Designated Activity Company | Long | ABS-collateralized bond/debt obligation | DE | $530K | – | 0.04 |
| CQS US CLO 2022-2 Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.13 |
| Credit Suisse Group AG | Long | Debt | CH | $251K | – | 0.02 |
| Credit Suisse Group AG | Long | Debt | GB | $130K | – | 0.01 |
| Credit Suisse Group AG | Long | Debt | CH | $121K | – | 0.01 |
| Credit Suisse Group AG | Long | Debt | CH | $107K | – | 0.01 |
| Credit Suisse Group AG | Long | Debt | CH | $101K | – | 0.01 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-collateralized bond/debt obligation | US | $46K | – | 0.00 |
| Crestline Denali CLO XIV Ltd | Long | ABS-collateralized bond/debt obligation | US | $620K | – | 0.05 |
| Crestline Denali CLO XV, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| CSMC Mortgage-Backed Trust 2007-1 | Long | ABS-collateralized bond/debt obligation | US | $122K | – | 0.01 |
| CSMC Series 2015-12R | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.13 |
| CSMC Series 2015-3R | Long | ABS-collateralized bond/debt obligation | US | $415K | – | 0.03 |
| CVC Cordatus Loan Fund III Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $604K | – | 0.05 |
| CVP CLO 2017-2 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $312K | – | 0.02 |
| CWABS Asset-Backed Certificates Trust 2007-12 | Long | ABS-collateralized bond/debt obligation | US | $61K | – | 0.00 |
| CWABS Asset-Backed Certificates Trust 2007-8 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.24 |
| Dryden 44 Euro CLO 2015 B.V. | Long | ABS-collateralized bond/debt obligation | IE | $532K | – | 0.04 |
| Dryden 52 Euro Clo 2017 B.V. In Liquidatie | Long | ABS-collateralized bond/debt obligation | IE | $406K | – | 0.03 |
| Dryden 64 CLO, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $557K | – | 0.04 |
| Elmwood CLO 24 Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.13 |
| EURO DOLLAR (Citibank, Inc.) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| EURO DOLLAR (Standard Chartered Bank) | Derivative-foreign exchange | US | $-43K | – | -0.00 | |
| Eurosail-UK 2007-3BL PLC | Long | ABS-mortgage backed security | GB | $435K | – | 0.03 |
| Eurosail-UK 2007-3BL PLC | Long | ABS-mortgage backed security | GB | $150K | – | 0.01 |
| Eversource Energy | Long | Debt | US | $99K | – | 0.01 |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $2M | – | 0.15 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $935K | – | 0.07 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $693K | – | 0.05 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $594K | – | 0.05 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $558K | – | 0.04 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $428K | – | 0.03 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $250K | – | 0.02 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $241K | – | 0.02 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $159K | – | 0.01 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $124K | – | 0.01 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $114K | – | 0.01 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $102K | – | 0.01 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $98K | – | 0.01 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $89K | – | 0.01 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $79K | – | 0.01 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $63K | – | 0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $60K | – | 0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $59K | – | 0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $58K | – | 0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $56K | – | 0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $52K | – | 0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $48K | – | 0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $47K | – | 0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $19K | – | 0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $14K | – | 0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $-323.7 | – | -0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $-6K | – | -0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $-12K | – | -0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $-12K | – | -0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $-13K | – | -0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $-13K | – | -0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $-15K | – | -0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $-22K | – | -0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $-26K | – | -0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $-29K | – | -0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $-34K | – | -0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $-43K | – | -0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $-46K | – | -0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $-55K | – | -0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $-106K | – | -0.01 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $-461K | – | -0.04 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $-768K | – | -0.06 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $-853K | – | -0.07 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $-866K | – | -0.07 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $-1M | – | -0.08 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | US | $-2M | – | -0.18 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | XX | $-3M | – | -0.25 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $6M | – | 0.48 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $3M | – | 0.25 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $3M | – | 0.22 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $2M | – | 0.16 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $2M | – | 0.15 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $560K | – | 0.04 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | JP | $170K | – | 0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $115K | – | 0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $111K | – | 0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | JP | $86K | – | 0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | JP | $46K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $24K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | JP | $6K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-375.57 | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-160K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-179K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-183K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-378K | – | -0.03 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-2M | – | -0.15 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-4M | – | -0.32 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-5M | – | -0.35 | |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $980K | – | 0.08 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $671K | – | 0.05 |
| 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 | $64K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $39M | – | 3.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $32M | – | 2.45 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $19M | – | 1.48 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $17M | – | 1.29 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $15M | – | 1.19 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $14M | – | 1.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $586K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $361K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $313K | – | 0.02 |
| 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 | $11K | – | 0.00 |
| Fidelity Grand Harbour CLO 2019-1 Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $751K | – | 0.06 |
| First Franklin Mortgage Loan Trust 2006-FF10 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| First Franklin Mortgage Loan Trust 2006-FF17 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.32 |
| First NLC Trust | Long | ABS-collateralized bond/debt obligation | US | $94K | – | 0.01 |
| FUTURE - CASH SETTLED (AUSTRALIAN SECURITIES EXCHANGE) | Derivative-interest rate | AU | $-38K | – | -0.00 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $1M | – | 0.09 | |
| FUTURE - PHYSICALLY DELIVERED (EUREX EXCHANGE) | Derivative-interest rate | DE | $215K | – | 0.02 | |
| FUTURE - PHYSICALLY DELIVERED (EUREX EXCHANGE) | Derivative-interest rate | DE | $185K | – | 0.01 | |
| FUTURE - PHYSICALLY DELIVERED (EUREX EXCHANGE) | Derivative-interest rate | DE | $33K | – | 0.00 | |
| FUTURE - PHYSICALLY DELIVERED (EUREX EXCHANGE) | Derivative-interest rate | DE | $-5K | – | -0.00 | |
| FUTURE - PHYSICALLY DELIVERED (EUREX EXCHANGE) | Derivative-interest rate | DE | $-137K | – | -0.01 | |
| FUTURE - PHYSICALLY DELIVERED (EUREX EXCHANGE) | Derivative-interest rate | DE | $-257K | – | -0.02 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-309K | – | -0.02 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-329K | – | -0.03 | |
| FUTURE - PHYSICALLY DELIVERED (EUREX EXCHANGE) | Derivative-interest rate | DE | $-410K | – | -0.03 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-454K | – | -0.03 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-612K | – | -0.05 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-1M | – | -0.09 | |
| Gallatin CLO VIII 2017-1 Ltd | Long | ABS-collateralized bond/debt obligation | US | $853K | – | 0.07 |
| Gouvernement De France | Long | Debt | FR | $13M | – | 1.01 |
| Gouvernement De France | Long | Debt | FR | $5M | – | 0.38 |
| Gouvernement De France | Long | Debt | FR | $2M | – | 0.19 |
| Gouvernement De France | Long | Debt | FR | $108K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $46M | – | 3.52 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Great Hall Mortgages No.1 PLC | Long | ABS-mortgage backed security | GB | $5K | – | 0.00 |
| Great Hall Mortgages No.1 PLC | Long | ABS-mortgage backed security | GB | $2K | – | 0.00 |
| Greenpoint M F T S 2006-AR4 | Long | ABS-mortgage backed security | US | $199K | – | 0.02 |
| Grifonas Finance No.1 PLC | Long | ABS-mortgage backed security | GR | $345K | – | 0.03 |
| GS Mortgage Securities Corp. | Long | ABS-collateralized bond/debt obligation | US | $119K | – | 0.01 |
| GSR Mortgage Loan Trust 2005-AR1 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| HalseyPoint CLO II, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $417K | – | 0.03 |
| Harborview Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| HarborView Mortgage Loan Trust 2007-5 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Harvest CLO XXI Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $636K | – | 0.05 |
| Hayfin Emerald CLO XII Designated Activity Company | Long | ABS-collateralized bond/debt obligation | XX | $4M | – | 0.27 |
| Hayfin Kingsland IX Ltd | Long | ABS-collateralized bond/debt obligation | US | $822K | – | 0.06 |
| Home Equity Asset Trust | Long | ABS-collateralized bond/debt obligation | US | $916K | – | 0.07 |
| IndyMac MBS, Inc. | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| IndyMac MBS, Inc. | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| IndyMac MBS, Inc. | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| IndyMac MBS, Inc. | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| J.P. Morgan Mortgage Acquisition Trust 2006-Ch2 | Long | ABS-collateralized bond/debt obligation | US | $15K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2005-A1 | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2005-A1 | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2005-A1 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2007-A1 | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| J.P. Morgan Mortgage Trust, Series 2008-R2 | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| Kayne CLO 5 Ltd | Long | ABS-collateralized bond/debt obligation | US | $500K | – | 0.04 |
| KKR CLO 11 Ltd | Long | ABS-collateralized bond/debt obligation | US | $566K | – | 0.04 |
| KKR CLO 9 Ltd. | Long | ABS-collateralized bond/debt obligation | US | $246K | – | 0.02 |
| Laurelin 2016-1 Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $246K | – | 0.02 |
| LCM Loan Income Fund I Ltd. | Long | ABS-collateralized bond/debt obligation | US | $278K | – | 0.02 |
| LCM XV LP | Long | ABS-collateralized bond/debt obligation | US | $775K | – | 0.06 |
| Lehman XS Trust, Series 2007-15N | Long | ABS-mortgage backed security | US | $319K | – | 0.02 |
| Lloyds Banking Group PLC | Long | Debt | GB | $633K | – | 0.05 |
| LoanCore 2021-CRE5 Issuer Ltd. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| LoanCore 2021-CRE7 Issuer Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| Long Beach Mortgage Loan Trust 2006-7 | Long | ABS-collateralized bond/debt obligation | US | $147K | – | 0.01 |
| M360 2021-CRE3 Ltd | Long | ABS-collateralized bond/debt obligation | US | $344K | – | 0.03 |
| Madison Park Funding XXIX LTD | Long | ABS-collateralized bond/debt obligation | US | $490K | – | 0.04 |
| Madison Park Funding XXX, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $515K | – | 0.04 |
| Man GLG Euro CLO V Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $375K | – | 0.03 |
| MASTR Adjustable Rate Mortgages Trust 2004-10 | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| MASTR Asset Backed Securities Trust 2006-AM1 | Long | ABS-collateralized bond/debt obligation | US | $42K | – | 0.00 |
| Merrill Lynch Mortgage Capital Inc. | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust, Series MLCC 2003-C | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| MEXICAN PESO (J.P. Morgan) | Derivative-foreign exchange | MX | $-8K | – | -0.00 | |
| MF1 2022-FL9 LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| MidOcean Credit CLO II | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| MidOcean Credit CLO VIII | Long | ABS-collateralized bond/debt obligation | US | $571K | – | 0.04 |
| Mill City Mortgage Loan Trust 2019-GS2 | Long | ABS-collateralized bond/debt obligation | US | $203K | – | 0.02 |
| Morgan Stanley ABS Capital I Inc. Trust 2006-HE8 | Long | ABS-collateralized bond/debt obligation | US | $478K | – | 0.04 |
| Morgan Stanley ABS Capital I Inc. Trust 2007-HE6 | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.00 |
| Morgan Stanley ABS Capital Trust I Inc. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| Morgan Stanley ABS Capital Trust I Inc. | Long | ABS-collateralized bond/debt obligation | US | $875K | – | 0.07 |
| Morgan Stanley ABS Capital Trust I Inc. | Long | ABS-collateralized bond/debt obligation | US | $277K | – | 0.02 |
| Mortgageit Trust 2004-2 | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| Mountain View CLO 2017-2 Ltd. | Long | ABS-collateralized bond/debt obligation | US | $433K | – | 0.03 |
| MP CLO VII, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $340K | – | 0.03 |
| Neuberger Berman Loan Advisers NBLA CLO 53 Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| New Century Home Equity Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $190K | – | 0.01 |
| New Residential Mortgage Loan Trust 2019-RPL3 | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Nissan Motor Co., Ltd. | Long | Debt | US | $286K | – | 0.02 |
| Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2005-FM1 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.15 |
| Oak Hill European Credit Partners VII Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.12 |
| OCP Euro CLO 2017-2 Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $350K | – | 0.03 |
| Octagon Investment Partners 18-R Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| Octagon Investment Partners XXI, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $670K | – | 0.05 |
| OPTION BOOKED AS A FUTURE (MORGAN STANLEY) | Derivative-interest rate | DE | $51K | – | 0.00 | |
| OSD CLO 2021-23 Ltd/LLC | Long | ABS-collateralized bond/debt obligation | US | $992K | – | 0.08 |
| OZLM IX, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $314K | – | 0.02 |
| OZLM VIII, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $333K | – | 0.03 |
| OZLM XXIV Ltd | Long | ABS-collateralized bond/debt obligation | US | $600K | – | 0.05 |
| Palmer Square European Loan Funding 2022-2 Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $811K | – | 0.06 |
| Palmer Square European Loan Funding 2023-3 Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $990K | – | 0.08 |
| Palmer Square European Loan Funding 2024-1 Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.13 |
| Palmer Square Loan Funding 2020-3, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $914K | – | 0.07 |
| Palmer Square Loan Funding Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| Providus CLO IV Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.16 |
| Rad CLO 4, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $901K | – | 0.07 |
| RALI Series 2007-QH8 Trust | Long | ABS-mortgage backed security | US | $373K | – | 0.03 |
| RASC Series 2006-EMX1 Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.15 |
| Residential Asset Mortgage Products, Inc. | Long | ABS-collateralized bond/debt obligation | US | $324K | – | 0.02 |
| Residential Asset Securities Corporation | Long | ABS-collateralized bond/debt obligation | US | $216K | – | 0.02 |
| Residential Asset Securities Corporation | Long | ABS-collateralized bond/debt obligation | US | $65K | – | 0.00 |
| Residential Asset Securitization Trust 2006-A10 | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Romark CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $508K | – | 0.04 |
| Saranac CLO VI Limited | Long | ABS-collateralized bond/debt obligation | US | $962K | – | 0.07 |
| Saranac CLO VII Limited | Long | ABS-collateralized bond/debt obligation | US | $67K | – | 0.01 |
| Saxon Asset Securities Trust 2004-3 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| Saxon Asset Securities Trust 2007-3 | Long | ABS-collateralized bond/debt obligation | US | $284K | – | 0.02 |
| Securitized Asset Backed Receivables LLC Trust 2006-HE1 | Long | ABS-collateralized bond/debt obligation | US | $791K | – | 0.06 |
| Securitized Asset Backed Receivables LLC Trust 2006-HE2 | Long | ABS-collateralized bond/debt obligation | US | $133K | – | 0.01 |
| Segretariato Generale Della Presidenza Della Repubblica | Long | Debt | IT | $40M | – | 3.11 |
| Segretariato Generale Della Presidenza Della Repubblica | Long | Debt | IT | $2M | – | 0.16 |
| Segretariato Generale Della Presidenza Della Repubblica | Long | Debt | IT | $827K | – | 0.06 |
| SLM Student Loan Trust 2004-1 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.11 |
| Sound Point CLO IV-R, Ltd. | Long | ABS-collateralized bond/debt obligation | KY | $265K | – | 0.02 |
| Sound Point CLO IX Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| Sound Point CLO XXVIII, Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| Soundview Home Loan Trust 2007-OPT1 | Long | ABS-collateralized bond/debt obligation | US | $904K | – | 0.07 |
| Structured Asset Mortgage Investments II Inc. | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Structured Asset Securities Corporation | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | XX | $-64K | – | -0.00 | |
| SWAPTION INTEREST RATE (BARCLAYS PLC) | Derivative-interest rate | XX | $-90K | – | -0.01 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | XX | $-95K | – | -0.01 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | XX | $-96K | – | -0.01 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | XX | $-157K | – | -0.01 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | XX | $-163K | – | -0.01 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | XX | $-181K | – | -0.01 | |
| SWAPTION INTEREST RATE (BARCLAYS PLC) | Derivative-interest rate | XX | $-252K | – | -0.02 | |
| Symphony Static CLO I Ltd | Long | ABS-collateralized bond/debt obligation | US | $287K | – | 0.02 |
| TBW Mortgage-Backed Trust Series 2006-4 | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Thornburg Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Thornburg Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Toro European CLO 5 Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $805K | – | 0.06 |
| Toro European CLO 5 Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $379K | – | 0.03 |
| Toro European CLO 7 Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.15 |
| TOTAL RETURN SWAP (MORGAN STANLEY) | Derivative-interest rate | US | $201K | – | 0.02 | |
| TOTAL RETURN SWAP (MORGAN STANLEY) | Derivative-interest rate | US | $95K | – | 0.01 | |
| TOTAL RETURN SWAP (MORGAN STANLEY) | Derivative-interest rate | US | $75K | – | 0.01 | |
| TOTAL RETURN SWAP (MORGAN STANLEY) | Derivative-interest rate | US | $71K | – | 0.01 | |
| TOTAL RETURN SWAP (MORGAN STANLEY) | Derivative-interest rate | US | $61K | – | 0.00 | |
| TOTAL RETURN SWAP (MORGAN STANLEY) | Derivative-interest rate | US | $-69K | – | -0.01 | |
| TOTAL RETURN SWAP (MORGAN STANLEY) | Derivative-interest rate | US | $-203K | – | -0.02 | |
| Towd Point Mortgage Trust 2019-HY3 | Long | ABS-collateralized bond/debt obligation | US | $438K | – | 0.03 |
| Tralee CLO VII Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.11 |
| Treasury, United States Department of | Long | Debt | US | $96M | – | 7.37 |
| Treasury, United States Department of | Long | Debt | US | $85M | – | 6.49 |
| Treasury, United States Department of | Long | Debt | US | $59M | – | 4.52 |
| Treasury, United States Department of | Long | Debt | US | $52M | – | 4.01 |
| Treasury, United States Department of | Long | Debt | US | $52M | – | 3.99 |
| Treasury, United States Department of | Long | Debt | US | $47M | – | 3.64 |
| Treasury, United States Department of | Long | Debt | US | $46M | – | 3.54 |
| Treasury, United States Department of | Long | Debt | US | $46M | – | 3.51 |
| Treasury, United States Department of | Long | Debt | US | $42M | – | 3.24 |
| Treasury, United States Department of | Long | Debt | US | $42M | – | 3.22 |
| Treasury, United States Department of | Long | Debt | US | $39M | – | 2.98 |
| Treasury, United States Department of | Long | Debt | US | $38M | – | 2.92 |
| Treasury, United States Department of | Long | Debt | US | $28M | – | 2.14 |
| Treasury, United States Department of | Long | Debt | US | $28M | – | 2.12 |
| Treasury, United States Department of | Long | Debt | US | $28M | – | 2.11 |
| Treasury, United States Department of | Long | Debt | US | $26M | – | 1.98 |
| Treasury, United States Department of | Long | Debt | US | $25M | – | 1.94 |
| Treasury, United States Department of | Long | Debt | US | $25M | – | 1.92 |
| Treasury, United States Department of | Long | Debt | US | $24M | – | 1.82 |
| Treasury, United States Department of | Long | Debt | US | $22M | – | 1.66 |
| Treasury, United States Department of | Long | Debt | US | $21M | – | 1.64 |
| Treasury, United States Department of | Long | Debt | US | $21M | – | 1.61 |
| Treasury, United States Department of | Long | Debt | US | $20M | – | 1.52 |
| Treasury, United States Department of | Long | Debt | US | $18M | – | 1.37 |
| Treasury, United States Department of | Long | Debt | US | $17M | – | 1.33 |
| Treasury, United States Department of | Long | Debt | US | $17M | – | 1.30 |
| Treasury, United States Department of | Long | Debt | US | $16M | – | 1.25 |
| Treasury, United States Department of | Long | Debt | US | $16M | – | 1.21 |
| Treasury, United States Department of | Long | Debt | US | $15M | – | 1.16 |
| Treasury, United States Department of | Long | Debt | US | $14M | – | 1.09 |
| Treasury, United States Department of | Long | Debt | US | $14M | – | 1.05 |
| Treasury, United States Department of | Long | Debt | US | $14M | – | 1.05 |
| Treasury, United States Department of | Long | Debt | US | $13M | – | 0.98 |
| Treasury, United States Department of | Long | Debt | US | $12M | – | 0.95 |
| Treasury, United States Department of | Long | Debt | US | $12M | – | 0.91 |
| Treasury, United States Department of | Long | Debt | US | $10M | – | 0.78 |
| Treasury, United States Department of | Long | Debt | US | $10M | – | 0.75 |
| Treasury, United States Department of | Long | Debt | US | $9M | – | 0.72 |
| Treasury, United States Department of | Long | Debt | US | $9M | – | 0.69 |
| Treasury, United States Department of | Long | Debt | US | $7M | – | 0.54 |
| Treasury, United States Department of | Long | Debt | US | $7M | – | 0.53 |
| Treasury, United States Department of | Long | Debt | US | $6M | – | 0.50 |
| Treasury, United States Department of | Long | Debt | US | $6M | – | 0.46 |
| Treasury, United States Department of | Long | Debt | US | $5M | – | 0.42 |
| Treasury, United States Department of | Long | Debt | US | $5M | – | 0.39 |
| Treasury, United States Department of | Long | Debt | US | $2M | – | 0.19 |
| Treasury, United States Department of | Long | Debt | US | $404K | – | 0.03 |
| Treasury, United States Department of | Short | Debt | US | $-2M | – | -0.16 |
| TRTX 2022-FL5 Issuer, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $295K | – | 0.02 |
| U.S. Small Business Administration | Long | ABS-collateralized bond/debt obligation | US | $54K | – | 0.00 |
| UNITED STATES DOLLAR (BANK OF AMERICA CORPORATION) | Derivative-foreign exchange | US | $1M | – | 0.11 | |
| UNITED STATES DOLLAR (BNP Paribas Securities) | Derivative-foreign exchange | US | $730K | – | 0.06 | |
| UNITED STATES DOLLAR (Deutsche Bank Alex Brown Inc.) | Derivative-foreign exchange | US | $46K | – | 0.00 | |
| UNITED STATES DOLLAR (Standard Chartered Bank) | Derivative-foreign exchange | US | $39K | – | 0.00 | |
| UNITED STATES DOLLAR (BNP Paribas Securities) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| UNITED STATES DOLLAR (Citibank, Inc.) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| UNITED STATES DOLLAR (BNP Paribas Securities) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| UNITED STATES DOLLAR (Citibank, Inc.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| UNITED STATES DOLLAR (ANZ Banking Group LTD.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| UNITED STATES DOLLAR (BNP Paribas Securities) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| Venture 38 CLO Limited | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| Venture XVII CLO, Limited | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| Venture XXVIII CLO, Limited | Long | ABS-collateralized bond/debt obligation | US | $811K | – | 0.06 |
| Vibrant CLO XI Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| VMC Finance 2022-FL5 LLC | Long | ABS-collateralized bond/debt obligation | US | $644K | – | 0.05 |
| VMware LLC | Long | Debt | US | $192K | – | 0.01 |
| Voya CLO 2012-4, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $283K | – | 0.02 |
| Voya CLO 2013-1, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $403K | – | 0.03 |
| Voya CLO 2019-1 Limited | Long | ABS-collateralized bond/debt obligation | US | $412K | – | 0.03 |
| Voya CLO 2019-2 Ltd | Long | ABS-collateralized bond/debt obligation | US | $500K | – | 0.04 |
| WaMu Mortgage Pass-Through Certificates Series 2002-AR17 Trust | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates, Series 2006-AR9 Trust | Long | ABS-mortgage backed security | US | $653K | – | 0.05 |
| Washington Mutual Mortgage Securities Corp. | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Wellfleet CLO 2015-1 Ltd | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| Wellfleet CLO 2017-2A Ltd | Long | ABS-collateralized bond/debt obligation | US | $55K | – | 0.00 |
| Wells Fargo & Company | Long | Equity-preferred | US | $594K | 500 | 0.05 |
| Wind River 2014-1 CLO Ltd. | Long | ABS-collateralized bond/debt obligation | US | $316K | – | 0.02 |
| Wind River 2019-3 CLO Ltd. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
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