JNL Fund Complex > JNL Series Trust
JNL/DoubleLine Shiller Enhanced CAPE Fund
$1.89B
Avg Monthly Net Assets
$3.70B
Total Assets
$1.86B
Total Liabilities
$1.84B
Net Assets
JNL/DoubleLine Shiller Enhanced CAPE 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 $1.89B.
On August 28th, 2024 it reported 675 holdings, the largest
being Treasury, United States Department of (4.3%), JNL Government Money Market Fund (3.8%) and Treasury, United States Department of (3.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000159263 | ||
| Class I | C000159264 |
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 |
|---|---|---|---|---|---|---|
| 1011778 B.C. Unlimited Liability Company | Long | Loan | US | $3M | – | 0.16 |
| 37 Capital CLO 1, LTD | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.54 |
| AbbVie Inc. | Long | Debt | US | $822K | – | 0.04 |
| Adani Energy Solutions Limited | Long | Debt | US | $1M | – | 0.06 |
| Adani International Container Terminal Private Limited | Long | Debt | US | $578K | – | 0.03 |
| Adani Ports and Special Economic Zone Limited | Long | Debt | US | $1M | – | 0.06 |
| AerCap Ireland Capital Designated Activity Company | Long | Debt | US | $2M | – | 0.09 |
| Affirm Asset Securitization Trust 2022-X1 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.19 |
| Affirm Asset Securitization Trust 2024-A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.24 |
| Affirm Asset Securitization Trust 2024-X1 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| AGCO Corporation | Long | Debt | US | $396K | – | 0.02 |
| AI Candelaria (Spain), S.L.U | Long | Debt | US | $1M | – | 0.07 |
| AJAX Mortgage Loan Trust 2021-C | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| Algonquin Power & Utilities Corp. | Long | Debt | US | $247K | – | 0.01 |
| Ali Group North America Corporation | Long | Loan | US | $1M | – | 0.06 |
| Aligned Data Centers Issuer, LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| Allegro CLO X Ltd | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.19 |
| Alternative Loan Trust 2006-19CB | Long | ABS-mortgage backed security | US | $416K | – | 0.02 |
| Alternative Loan Trust 2006-29T1 | Long | ABS-mortgage backed security | US | $388K | – | 0.02 |
| Alternative Loan Trust 2006-OC8 | Long | ABS-mortgage backed security | US | $776K | – | 0.04 |
| Alternative Loan Trust 2007-12T1 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Alternative Loan Trust 2007-23CB | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Alterra Mountain Company | Long | Loan | US | $463K | – | 0.03 |
| American Builders & Contractors Supply Co., Inc. | Long | Loan | US | $3M | – | 0.17 |
| American Electric Power Company, Inc. | Long | Debt | US | $495K | – | 0.03 |
| American Express Company | Long | Debt | US | $2M | – | 0.09 |
| American Home Mortgage Investment Trust 2004-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Amgen Inc. | Long | Debt | US | $810K | – | 0.04 |
| Anchorage Capital CLO 19, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.38 |
| Angel Oak Mortgage Trust 2020-6 | Long | ABS-mortgage backed security | US | $519K | – | 0.03 |
| Angel Oak Mortgage Trust 2021-7 | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| AngloGold Ashanti Holdings PLC | Long | Debt | US | $180K | – | 0.01 |
| APi Group DE, Inc. | Long | Loan | US | $2M | – | 0.10 |
| Aramark Services, Inc. | Long | Loan | US | $1M | – | 0.06 |
| Aramark Services, Inc. | Long | Loan | US | $1M | – | 0.06 |
| Aramark Services, Inc. | Long | Loan | US | $172K | – | 0.01 |
| Arbor Multifamily Mortgage Securities Trust 2020-MF1 | Long | ABS-collateralized bond/debt obligation | US | $984K | – | 0.05 |
| Arbor Multifamily Mortgage Securities Trust 2021-Mf2 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| Arbor Realty Commercial Real Estate Notes 2021-FL3, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.16 |
| Arbor Realty Commercial Real Estate Notes 2022-Fl2, LLC | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.19 |
| Ares Capital Corporation | Long | Debt | US | $2M | – | 0.09 |
| Argentina, Republic of | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| Arivo Acceptance Auto Loan Receivables Trust 2021-1 | Long | ABS-collateralized bond/debt obligation | US | $75K | – | 0.00 |
| Arroyo Mortgage Trust 2019-3 | Long | ABS-mortgage backed security | US | $788K | – | 0.04 |
| Asplundh Tree Expert, LLC | Long | Loan | US | $3M | – | 0.16 |
| AT&T Inc. | Long | Debt | US | $980K | – | 0.05 |
| Athene Global Funding | Long | Debt | US | $2M | – | 0.13 |
| Athene Global Funding | Long | Debt | US | $2M | – | 0.11 |
| Atlas Senior Loan Fund XVI, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| Avantor Funding, Inc. | Long | Loan | US | $2M | – | 0.10 |
| Avery Dennison Corporation | Long | Debt | US | $494K | – | 0.03 |
| Aviation Capital Group LLC | Long | Debt | US | $1M | – | 0.07 |
| Avolon Holdings Funding Limited | Long | Debt | US | $2M | – | 0.09 |
| Axalta Coating Systems U.S. Holdings, Inc. | Long | Loan | US | $2M | – | 0.09 |
| Axiata SPV2 Berhad | Long | Debt | US | $1M | – | 0.06 |
| B.A.T Capital Corporation | Long | Debt | US | $840K | – | 0.05 |
| B.A.T. International Finance P.L.C. | Long | Debt | US | $808K | – | 0.04 |
| BAE Systems PLC | Long | Debt | US | $2M | – | 0.11 |
| Bain Capital Credit CLO 2022-3, Limited | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.57 |
| Banc of America Alternative Loan Trust 2006-3 | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| Banc of America Funding 2006-D Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Banco Bilbao Vizcaya Argentaria Colombia S.A | Long | Debt | US | $885K | – | 0.05 |
| Banco BTG Pactual S/A | Long | Debt | US | $446K | – | 0.02 |
| Banco Continental S.A.E.C.A. | Long | Debt | US | $520K | – | 0.03 |
| Banco Continental S.A.E.C.A. | Long | Debt | US | $378K | – | 0.02 |
| Banco De Bogota | Long | Debt | US | $1M | – | 0.07 |
| Banco de Credito del Peru | Long | Debt | US | $2M | – | 0.08 |
| Banco de Credito del Peru | Long | Debt | US | $1M | – | 0.06 |
| Banco de Credito del Peru | Long | Debt | US | $186K | – | 0.01 |
| Banco Industrial S.A. | Long | Debt | US | $576K | – | 0.03 |
| Banco Internacional Del Peru S.A.A. - Interbank | Long | Debt | US | $1M | – | 0.08 |
| Banco Nacional De Comercio Exterior, S.N.C. | Long | Debt | US | $1M | – | 0.07 |
| Banco Santander Mexico S.A., Institucion De Banca Multiple, Grupo Financiero Santander Mexico | Long | Debt | US | $832K | – | 0.05 |
| Bancolombia SA | Long | Debt | US | $2M | – | 0.09 |
| Bank 2017-BNK4 | Long | ABS-collateralized bond/debt obligation | US | $354K | – | 0.02 |
| Bank 2021-BNK36 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.16 |
| Bank of Montreal | Long | Debt | US | $822K | – | 0.04 |
| Bank of Nova Scotia, The | Long | Debt | US | $825K | – | 0.04 |
| Battalion CLO XI Ltd. | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.43 |
| Battalion CLO XX Ltd. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| BB-UBS Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| BBCMS 2018-TALL Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| BBCMS 2019-BWAY Mortgage Trust | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| BBCMS Mortgage Trust 2017-C1 | Long | ABS-collateralized bond/debt obligation | US | $540K | – | 0.03 |
| BBCMS Mortgage Trust 2021-C10 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| BBCMS Mortgage Trust 2021-C10 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer | Long | Debt | US | $1M | – | 0.07 |
| BBVA Bancomer S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Bancomer | Long | Debt | US | $887K | – | 0.05 |
| BDS 2021-FL10 Ltd | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.22 |
| BDS Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| BDS Ltd | Long | ABS-mortgage backed security | US | $304K | – | 0.02 |
| Beacon Roofing Supply, Inc. | Long | Loan | US | $1M | – | 0.08 |
| Bear Stearns ARM Trust 2007-1 | Long | ABS-mortgage backed security | US | $5M | – | 0.29 |
| Benchmark 2020-B22 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| Berry Global, Inc. | Long | Loan | US | $3M | – | 0.19 |
| Bharti Airtel Limited | Long | Debt | US | $593K | – | 0.03 |
| BHP Billiton Finance (USA) Limited | Long | Debt | US | $1M | – | 0.07 |
| Bioceanico Sovereign Certificate Limited | Long | Debt | US | $348K | – | 0.02 |
| BMW US Capital, LLC | Long | Debt | US | $815K | – | 0.04 |
| Boeing Company, The | Long | Debt | US | $818K | – | 0.04 |
| BPCE | Long | Debt | US | $2M | – | 0.09 |
| Braskem Netherlands Finance B.V. | Long | Debt | US | $2M | – | 0.09 |
| Bridgecrest Lending Auto Securitization Trust 2024-2 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.19 |
| Bristol-Myers Squibb Company | Long | Debt | US | $897K | – | 0.05 |
| Broadcom Corporation | Long | Debt | US | $741K | – | 0.04 |
| Broadcom Inc. | Long | Debt | US | $821K | – | 0.04 |
| Brown & Brown, Inc. | Long | Debt | US | $2M | – | 0.09 |
| BRSP 2021-FL1, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.25 |
| BRSP 2021-FL1, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.22 |
| BSPRT 2021-FL6 Issuer, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $799K | – | 0.04 |
| BSPRT 2021-FL7 Issuer, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| BSPRT 2022-FL8 Issuer, Ltd. | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| BSPRT 2023-FL10 Issuer LLC | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.20 |
| Buckeye Partners, L.P. | Long | Loan | US | $266K | – | 0.01 |
| Business Jet Securities 2021-1, LLC | Long | ABS-collateralized bond/debt obligation | US | $591K | – | 0.03 |
| BX Commercial Mortgage Trust 2020-VKNG | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| BX Commercial Mortgage Trust 2021-CIP | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| BX Commercial Mortgage Trust 2021-XL2 | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| BX Commercial Mortgage Trust 2022-LP2 | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| BXMT 2020-FL2, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| BXMT 2020-FL3 Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.18 |
| CAL Funding IV Ltd. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| Calpine Corporation | Long | Loan | US | $1M | – | 0.06 |
| Calpine Corporation | Long | Loan | US | $985K | – | 0.05 |
| Calpine Corporation | Long | Loan | US | $159K | – | 0.01 |
| Campbell Soup Company | Long | Debt | US | $2M | – | 0.09 |
| Campbell Soup Company | Long | Debt | US | $661K | – | 0.04 |
| Camposol SA | Long | Debt | US | $296K | – | 0.02 |
| Canadian Imperial Bank of Commerce | Long | Debt | US | $982K | – | 0.05 |
| Canadian Pacific Kansas City Limited | Long | Debt | US | $2M | – | 0.09 |
| Carbon Capital VI Commercial Mortgage 2017-FL1 Tru | Long | ABS-mortgage backed security | KY | $2M | – | 0.08 |
| Carlyle US CLO 2023-3 Ltd | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.23 |
| Carrington Mortgage Loan Trust, Series 2006-NC4 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| CarVal CLO | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| Carvana Auto Receivables Trust 2020-P1 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Carvana Auto Receivables Trust 2023-N3 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| Castlelake Aircraft Structured Trust 2019-1 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| Catalent Pharma Solutions Inc. | Long | Loan | US | $2M | – | 0.12 |
| CBAM 2017-1 Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| CBAM 2017-2 Ltd | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.27 |
| CD 2017-CD4 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $394K | – | 0.02 |
| Cedar Fair, L.P. | Long | Loan | US | $783K | – | 0.04 |
| CEMEX S.A.B. de C.V. | Long | Debt | US | $393K | – | 0.02 |
| Cencosud S.A. | Long | Debt | US | $400K | – | 0.02 |
| Cerro Del Aguila S.A. | Long | Debt | US | $588K | – | 0.03 |
| CFCRE 2016-C4 Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| CFCRE 2016-C4 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $291K | – | 0.02 |
| Charter Communications Operating, LLC | Long | Debt | US | $489K | – | 0.03 |
| Chile Electricity PEC SpA | Long | Debt | US | $2M | – | 0.10 |
| CHL Mortgage Pass-Through Trust 2007-HY3 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Citigroup Commercial Mortgage Trust 2016-GC36 | Long | ABS-collateralized bond/debt obligation | US | $51K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2016-GC37 | Long | ABS-collateralized bond/debt obligation | US | $65K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2016-P3 | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Citigroup Commercial Mortgage Trust 2016-P3 | Long | ABS-collateralized bond/debt obligation | US | $101K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2016-P5 | Long | ABS-collateralized bond/debt obligation | US | $195K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2017-P7 | Long | ABS-collateralized bond/debt obligation | US | $244K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2014-6 | Long | ABS-mortgage backed security | US | $10M | – | 0.57 |
| Citimortgage Alternative Loan Trust, Series 2006-A3 | Long | ABS-mortgage backed security | US | $511K | – | 0.03 |
| Clean Harbors Inc. | Long | Loan | US | $949K | – | 0.05 |
| CMALT (CitiMortgage Alternative Loan Trust), Series 2007-A6 | Long | ABS-mortgage backed security | US | $710K | – | 0.04 |
| Cold Storage Trust 2020-ICE5 | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Cologix Data Centers US Issuer LLC | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| Colt 2021-RPL1 Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| COLT 2022-2 Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Comision Federal De Electricidad, E.P.E. | Long | Debt | US | $965K | – | 0.05 |
| COMM 2013-CCRE12 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| COMM 2014-CCRE16 Mortgage Trust | Long | ABS-mortgage backed security | US | $939K | – | 0.05 |
| COMM 2014-UBS3 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| COMM 2015-CCRE25 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $107K | – | 0.01 |
| COMM 2015-CCRE26 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $28K | – | 0.00 |
| COMM 2015-CCRE27 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $80K | – | 0.00 |
| COMM 2015-LC21 Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| COMM 2015-LC21 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $56K | – | 0.00 |
| COMM 2018-HCLV Mortgage Trust | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| Commonbond Student Loan Trust 2016-A | Long | ABS-collateralized bond/debt obligation | US | $258K | – | 0.01 |
| Commonwealth Bank of Australia | Long | Debt | US | $2M | – | 0.09 |
| Compania de Minas Buenaventura S.A.A. | Long | Debt | US | $1M | – | 0.06 |
| Compass Datacenters Issuer II, LLC | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.29 |
| Connect Finco Sarl | Long | Loan | US | $35K | – | 0.00 |
| Cosan Luxembourg S.A. | Long | Debt | US | $1M | – | 0.08 |
| CPI Holdco B LLC | Long | Loan | US | $145K | – | 0.01 |
| CQS US CLO 2021-1 Ltd | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.33 |
| CQS US CLO 2021-1 Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.18 |
| Credicorp Ltd. | Long | Debt | US | $194K | – | 0.01 |
| Credit Suisse First Boston Mortgage Securities Corp. | Long | ABS-mortgage backed security | US | $282K | – | 0.02 |
| Crown Castle Inc. | Long | Debt | US | $808K | – | 0.04 |
| Crown City CLO | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.16 |
| CSMC 2020-RPL2 Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.17 |
| CSMC 2020-SPT1 Trust | Long | ABS-mortgage backed security | US | $478K | – | 0.03 |
| CVP CLO 2017-2 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.28 |
| CVS Health Corporation | Long | Debt | US | $814K | – | 0.04 |
| CWMBS, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Cyxtera DC Holdings, Inc. | Long | Loan | US | $2K | – | 0.00 |
| Daimler Trucks Finance North America LLC | Long | Debt | US | $1M | – | 0.06 |
| Daimler Trucks Finance North America LLC | Long | Debt | US | $651K | – | 0.04 |
| DBJPM 2016-C1 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $178K | – | 0.01 |
| DBS Group Holdings Ltd | Long | Debt | US | $2M | – | 0.11 |
| Dell International L.L.C. | Long | Debt | US | $819K | – | 0.04 |
| Dell International L.L.C. | Long | Debt | US | $817K | – | 0.04 |
| Departamento Administrativo De La Presidencia De La Republica | Long | Debt | US | $2M | – | 0.12 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-2 | Long | ABS-collateralized bond/debt obligation | US | $690K | – | 0.04 |
| Digicel Group Holdings Limited | Long | Debt | US | $19K | – | 0.00 |
| Digicel Group Holdings Limited | Long | Debt | US | $6K | – | 0.00 |
| Digicel Group Holdings Limited | Long | Debt | US | $1K | – | 0.00 |
| Digicel Group Holdings Limited | Long | Debt | US | $482.11 | – | 0.00 |
| Dollar General Corporation | Long | Debt | US | $794K | – | 0.04 |
| Dollar Tree, Inc. | Long | Debt | US | $1M | – | 0.08 |
| Domino's Pizza, Inc. | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| Domino's Pizza, Inc. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| Ecopetrol S.A. | Long | Debt | US | $1M | – | 0.07 |
| Edison International | Long | Debt | US | $2M | – | 0.09 |
| Element Solutions Inc. | Long | Loan | US | $2M | – | 0.08 |
| Elevance Health, Inc. | Long | Debt | US | $2M | – | 0.13 |
| Elevation CLO 2018-9, Ltd. | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.27 |
| Eli Lilly and Company | Long | Debt | US | $924K | – | 0.05 |
| Elmwood CLO II Ltd | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.27 |
| Empresa Electrica Angamos S.A | Long | Debt | US | $311K | – | 0.02 |
| Empresa Electrica Cochrane SpA | Long | Debt | US | $618K | – | 0.03 |
| Empresas Publicas de Medellin E.S.P. | Long | Debt | US | $259K | – | 0.01 |
| Enbridge Inc. | Long | Debt | US | $2M | – | 0.09 |
| Enel Finance International N.V. | Long | Debt | US | $282K | – | 0.02 |
| Energizer Holdings, Inc. | Long | Loan | US | $2M | – | 0.10 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.09 |
| Entergy Corporation | Long | Debt | US | $2M | – | 0.09 |
| EQUATE Petrochemical B.V. | Long | Debt | US | $579K | – | 0.03 |
| Equinix, Inc. | Long | Debt | US | $2M | – | 0.09 |
| Exelon Corporation | Long | Debt | US | $829K | – | 0.04 |
| Exeter Automobile Receivables Trust 2021-1 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.17 |
| Exeter Automobile Receivables Trust 2021-1 | Long | ABS-collateralized bond/debt obligation | US | $931K | – | 0.05 |
| Exeter Automobile Receivables Trust 2023-5 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| Expedia Group, Inc. | Long | Debt | US | $2M | – | 0.09 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| F&G Global Funding | Long | Debt | US | $650K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $6M | – | 0.31 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $870K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $325K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $6M | – | 0.34 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| 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 | $1M | – | 0.08 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $992K | – | 0.05 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $905K | – | 0.05 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $323K | – | 0.02 |
| Fenix Power Peru S.A. | Long | Debt | US | $1M | – | 0.07 |
| Fibria Overseas Finance Ltd. | Long | Debt | US | $2M | – | 0.09 |
| First Franklin Mortgage Loan Trust 2004-FF10 Asset-Backed Certificates, Series 2004-FF10 | Long | ABS-collateralized bond/debt obligation | US | $861K | – | 0.05 |
| Flame Aggregator LLC | Long | Equity-common | US | $14K | 2K | 0.00 |
| Flame Aggregator LLC | Long | Equity-common | US | $1K | 222 | 0.00 |
| Fleetcor Technologies Operating Company, LLC | Long | Loan | US | $5M | – | 0.25 |
| Flutter Financing B.V. | Long | Loan | US | $3M | – | 0.16 |
| Focus Financial Partners, LLC | Long | Loan | US | $1M | – | 0.07 |
| Fondo Inbursa, S.A. de C.V. , Sociedad de Inversion de Renta Variable | Long | Debt | US | $1M | – | 0.07 |
| Ford Motor Company | Long | Debt | US | $2M | – | 0.09 |
| Foundation Finance Trust 2019-1 | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| Foundry JV Holdco LLC | Long | Debt | US | $840K | – | 0.05 |
| Freeport-McMoRan Inc. | Long | Debt | US | $2M | – | 0.10 |
| FREMF 2016-KF18 Mortgage Trust | Long | ABS-mortgage backed security | US | $452K | – | 0.02 |
| FREMF 2017-KF27 Mortgage Trust | Long | ABS-mortgage backed security | US | $259K | – | 0.01 |
| FREMF 2017-KF30 Mortgage Trust | Long | ABS-mortgage backed security | US | $491K | – | 0.03 |
| FS Rialto 2021-FL2 Issuer, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.23 |
| FS Rialto 2021-FL3 Issuer, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.26 |
| Galaxy XXII CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.43 |
| GCAT 2021-NQM4 TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Gen Digital Inc. | Long | Loan | US | $3M | – | 0.14 |
| Generac Power Systems, Inc. | Long | Loan | US | $108K | – | 0.01 |
| General Mills, Inc. | Long | Debt | US | $820K | – | 0.04 |
| General Mills, Inc. | Long | Debt | US | $655K | – | 0.04 |
| General Motors Financial Company, Inc. | Long | Debt | US | $2M | – | 0.09 |
| General Motors Financial Company, Inc. | Long | Debt | US | $2M | – | 0.09 |
| Generate CLO IX Ltd | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.41 |
| Georgia Power Company | Long | Debt | US | $822K | – | 0.04 |
| Ginnie Mae REMIC Trust 2024-025 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.07 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.06 |
| Glencore Funding LLC | Long | Debt | US | $573K | – | 0.03 |
| Global Bank Corporation | Long | Debt | US | $921K | – | 0.05 |
| Global SC Finance VI SRL | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| GLS Auto Receivables Issuer Trust 2023-4 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.24 |
| GNL Quintero S.A | Long | Debt | US | $1M | – | 0.05 |
| Go Daddy Operating Company, LLC | Long | Loan | US | $3M | – | 0.18 |
| Gobierno de La Republica del Paraguay | Long | Debt | US | $195K | – | 0.01 |
| Goldman Sachs Bank USA | Long | Debt | US | $1M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Government of the Republic of Panama | Long | Debt | US | $492K | – | 0.03 |
| GPMT 2021-FL3 Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.17 |
| GPMT 2021-FL4 Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| Great Wolf Trust 2024-WOLF | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| Greystone CRE Notes 2021-FL3, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| Greystone CRE Notes 2021-FL3, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Grifols Worldwide Operations USA, Inc. | Long | Loan | US | $2M | – | 0.11 |
| Gruposura Finance | Long | Debt | US | $784K | – | 0.04 |
| GS Mortgage Securities Corp Trust 2018-RIVR | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GS Mortgage Securities Trust 2014-GC24 | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| GS Mortgage Securities Trust 2015-GS1 | Long | ABS-collateralized bond/debt obligation | US | $40K | – | 0.00 |
| GS Mortgage Securities Trust 2017-GS6 | Long | ABS-collateralized bond/debt obligation | US | $493K | – | 0.03 |
| GS Mortgage Securities Trust 2017-GS8 | Long | ABS-collateralized bond/debt obligation | US | $654K | – | 0.04 |
| GS Mortgage Securities Trust 2020-GSA2 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| Guara Norte S.a r.l. | Long | Debt | US | $1M | – | 0.08 |
| Gulf Stream Meridian 3 Ltd | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.54 |
| H.B. Fuller Company | Long | Loan | US | $1M | – | 0.08 |
| HalseyPoint CLO I, Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.14 |
| Harborview Mortgage Loan Trust, 2006-11 | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Hayfin Kingsland VIII Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.14 |
| HCA Inc. | Long | Debt | US | $2M | – | 0.09 |
| Hewlett Packard Enterprise Company | Long | Debt | US | $1M | – | 0.07 |
| Highbridge Loan Management 3-2014 | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| Hilton Domestic Operating Company, Inc. | Long | Loan | US | $1M | – | 0.06 |
| Horizon Aircraft Finance III Limited | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.30 |
| HTL Commercial Mortgage Trust 2024-T53 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Hunt Oil USA, Inc. | Long | Debt | US | $148K | – | 0.01 |
| Hyatt Hotels Corporation | Long | Debt | US | $1M | – | 0.08 |
| Hyundai Capital America | Long | Debt | US | $2M | – | 0.09 |
| Hyundai Capital America | Long | Debt | US | $823K | – | 0.04 |
| Icon Investments Six Designated Activity Company | Long | Debt | US | $824K | – | 0.04 |
| ICON Luxembourg S.A.R.L. | Long | Loan | US | $782K | – | 0.04 |
| Industrias Penoles, S.A.B. de C.V. | Long | Debt | US | $371K | – | 0.02 |
| IndyMac MBS, Inc. | Long | ABS-mortgage backed security | US | $423K | – | 0.02 |
| Inkia Energy Limited | Long | Debt | US | $1M | – | 0.06 |
| Intergroup Financial Services Corp. | Long | Debt | US | $373K | – | 0.02 |
| Interoceanica IV Finance Ltd | Long | Debt | KY | $43K | – | 0.00 |
| IQVIA Inc. | Long | Loan | US | $3M | – | 0.16 |
| Iron Mountain Information Management, LLC | Long | Loan | US | $3M | – | 0.17 |
| Iron Mountain, Inc. | Long | Loan | US | $5M | – | 0.25 |
| ITAU Unibanco Holding SA | Long | Debt | US | $2M | – | 0.08 |
| J.P. Morgan Chase Commercial Mortgage Securities Corp. | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| J.P. Morgan Chase Commercial Mortgage Securities Corp. | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| J.P. Morgan Chase Commercial Mortgage Securities Corp. | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| J.P. Morgan Chase Commercial Mortgage Securities Corp. | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| J.P. Morgan Chase Commercial Mortgage Securities Corp. | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2014-C20 | Long | ABS-mortgage backed security | US | $959K | – | 0.05 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Jamestown CLO IX Ltd | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.22 |
| JDE Peet's N.V. | Long | Debt | US | $835K | – | 0.05 |
| Jimmy Johns Funding LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| JNL Government Money Market Fund | Long | Short-term investment vehicle | US | $70M | 70M | 3.79 |
| JPMBB Commercial Mortgage Securities Trust 2014-C23 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| JPMBB Commercial Mortgage Securities Trust 2015-C31 | Long | ABS-collateralized bond/debt obligation | US | $53K | – | 0.00 |
| JPMCC Commercial Mortgage Securities Trust 2015-JP1 | Long | ABS-collateralized bond/debt obligation | US | $37K | – | 0.00 |
| JPMCC Commercial Mortgage Securities Trust 2016-JP4 | Long | ABS-collateralized bond/debt obligation | US | $152K | – | 0.01 |
| JPMDB Commercial Mortgage Securities Trust 2016-C2 | Long | ABS-collateralized bond/debt obligation | US | $433K | – | 0.02 |
| JPMorgan Chase & Co. | Long | Debt | US | $2M | – | 0.09 |
| JPMorgan Chase & Co. | Long | Debt | US | $1M | – | 0.08 |
| JPMorgan Chase & Co. | Long | Debt | US | $1M | – | 0.08 |
| JSW Energy Limited | Long | Debt | US | $436K | – | 0.02 |
| Katayma CLO I, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.55 |
| Katayma CLO I, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.52 |
| Kestrel Aircraft Funding Limited | Long | ABS-collateralized bond/debt obligation | KY | $877K | – | 0.05 |
| KFC Holding Co. | Long | Loan | US | $1M | – | 0.07 |
| Kinder Morgan Kansas, Inc. | Long | Debt | US | $827K | – | 0.04 |
| Kinder Morgan, Inc. | Long | Debt | US | $819K | – | 0.04 |
| KREF 2021-FL2 Ltd. | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.22 |
| KREF 2022-FL3 Ltd. | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.18 |
| Lamar Media Corporation | Long | Loan | US | $2M | – | 0.13 |
| LCCM 2021-FL3 Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| LCCM 2021-FL3 Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| LCM XVII Limited Partnership | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.22 |
| Legacy Mortgage Asset Trust 2021-GS3 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.18 |
| Legacy Mortgage Asset Trust 2021-GS4 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.21 |
| Lendbuzz Securitization Trust 2022-1 | Long | ABS-collateralized bond/debt obligation | US | $922K | – | 0.05 |
| LFT CRE 2021-FL1 LLC | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.19 |
| LG Chem, Ltd. | Long | Debt | US | $994K | – | 0.05 |
| Lima Metro Line 2 Finance Limited | Long | Debt | KY | $805K | – | 0.04 |
| Lions Gate Capital Holdings LLC | Long | Loan | US | $78K | – | 0.00 |
| LLPL Capital Pte. Ltd. | Long | Debt | US | $699K | – | 0.04 |
| LoanCore 2021-CRE5 Issuer Ltd. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| LoanCore 2021-CRE6 Issuer Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.17 |
| Loanpal Solar Loan 2020-3 LLC | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Loanpal Solar Loan 2021-1 Ltd. | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Logan CLO III Ltd | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.27 |
| Long Beach Mortgage Loan Trust 2006-6 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.20 |
| Lowe`s Companies, Inc. | Long | Debt | US | $491K | – | 0.03 |
| LSTAR Commercial Mortgage Trust 2016-4 | Long | ABS-collateralized bond/debt obligation | US | $132K | – | 0.01 |
| Lunar Aircraft 2020-1 Limited | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| Macquarie Bank Limited | Long | Debt | US | $817K | – | 0.04 |
| Magna International Inc. | Long | Debt | US | $2M | – | 0.09 |
| Maravai Intermediate Holdings, LLC | Long | Loan | US | $70K | – | 0.00 |
| Marble Point CLO XXII Ltd. | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.41 |
| Marlette Funding Trust 2021-1 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| Marlette Funding Trust 2022-2 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.21 |
| Marlette Funding Trust 2022-3 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.22 |
| Marriott Ownership Resorts, Inc. | Long | Loan | US | $2M | – | 0.13 |
| McDonald's Corporation | Long | Debt | US | $2M | – | 0.08 |
| McDonald's Corporation | Long | Debt | US | $133K | – | 0.01 |
| McKesson Corporation | Long | Debt | US | $817K | – | 0.04 |
| MED Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| MEGlobal Canada ULC | Long | Debt | US | $595K | – | 0.03 |
| Merrill Lynch Mortgage Investors Trust, Series MLCC 2006-2 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.18 |
| Mexico Generadora De Energia, S. De R.L. De C.V. | Long | Debt | MX | $472K | – | 0.03 |
| MF1 2021-FL5 Ltd. | Long | ABS-mortgage backed security | KY | $4M | – | 0.19 |
| MF1 2021-FL6 Ltd. | Long | ABS-collateralized bond/debt obligation | US | $683K | – | 0.04 |
| MF1 2021-FL7 Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| MF1 2022-FL8 Ltd. | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.17 |
| MF1 2024-FL14 LLC | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.20 |
| MFA 2023-NQM3 Trust | Long | ABS-mortgage backed security | US | $10M | – | 0.57 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Microchip Technology Incorporated | Long | Debt | US | $1M | – | 0.08 |
| Microchip Technology Incorporated | Long | Debt | US | $327K | – | 0.02 |
| Microchip Technology Incorporated | Long | Debt | US | $226K | – | 0.01 |
| Mileage Plus Holdings LLC | Long | Loan | US | $885K | – | 0.05 |
| Millicom International Cellular SA | Long | Debt | US | $1M | – | 0.06 |
| Millicom International Cellular SA | Long | Debt | DE | $448K | – | 0.02 |
| Minejesa Capital B.V. | Long | Debt | SG | $1M | – | 0.06 |
| Minerva Luxembourg S.A. | Long | Debt | US | $388K | – | 0.02 |
| Mitsubishi UFJ Financial Group Inc | Long | Debt | US | $2M | – | 0.11 |
| Mizuho Financial Group, Inc. | Long | Debt | US | $846K | – | 0.05 |
| MKS Clo 2017-1, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.16 |
| Mong Duong Finance Holdings B.V. | Long | Debt | US | $401K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.09 |
| Morgan Stanley ABS Capital I Inc. Trust 2007-HE3 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| Morgan Stanley ABS Capital Trust I Inc. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 | Long | ABS-collateralized bond/debt obligation | US | $39K | – | 0.00 |
| Morgan Stanley Capital I Trust 2015-UBS8 | Long | ABS-collateralized bond/debt obligation | US | $32K | – | 0.00 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-collateralized bond/debt obligation | US | $547K | – | 0.03 |
| Morgan Stanley Capital I Trust 2019-NUGS | Long | ABS-mortgage backed security | US | $346K | – | 0.02 |
| Mosaic Solar Loan Trust 2020-1 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| Mosaic Solar Loan Trust 2020-1 | Long | ABS-collateralized bond/debt obligation | US | $251K | – | 0.01 |
| Mosaic Solar Loan Trust 2020-2 | Long | ABS-collateralized bond/debt obligation | US | $856K | – | 0.05 |
| Motorola Solutions, Inc. | Long | Debt | US | $2M | – | 0.09 |
| MP CLO VIII Ltd | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.27 |
| Multibank, Inc. | Long | Debt | US | $400K | – | 0.02 |
| MV24 Capital B.V. | Long | Debt | US | $1M | – | 0.06 |
| Nassau 2018-I Ltd. | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.21 |
| National Securities Clearing Corporation | Long | Debt | US | $1M | – | 0.06 |
| Natixis Commercial Mortgage Securities Trust 2018-FL1 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Navient Private Education Refi Loan Trust 2018-A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| NBM US Holdings, Inc. | Long | Debt | US | $1M | – | 0.08 |
| New Mountain CLO 2 Ltd | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.22 |
| New York Life Global Funding | Long | Debt | US | $821K | – | 0.04 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $369K | – | 0.02 |
| NiSource Inc. | Long | Debt | US | $819K | – | 0.04 |
| NiSource Inc. | Long | Debt | US | $584K | – | 0.03 |
| Northrop Grumman Corporation | Long | Debt | US | $1M | – | 0.07 |
| NRG Energy, Inc. | Long | Loan | US | $3M | – | 0.14 |
| Nutrien Ltd. | Long | Debt | US | $1M | – | 0.07 |
| NXP B.V. | Long | Debt | US | $822K | – | 0.04 |
| O'Reilly Automotive, Inc. | Long | Debt | US | $787K | – | 0.04 |
| OBX 2020-EXP2 Trust | Long | ABS-mortgage backed security | US | $286K | – | 0.02 |
| OBX 2024-NQM10 Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.27 |
| Octagon 56, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| Octagon Investment Partners XXI Ltd | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.22 |
| Oleoducto Central S.A. | Long | Debt | US | $185K | – | 0.01 |
| Omnicom Group Inc. | Long | Debt | US | $1M | – | 0.07 |
| Ongc Videsh Vankorneft Pte. Ltd. | Long | Debt | DE | $580K | – | 0.03 |
| OPG Trust 2021-PORT | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Oracle Corporation | Long | Debt | US | $2M | – | 0.09 |
| Orazul Energy Egenor S. Enc. Por A. | Long | Debt | US | $893K | – | 0.05 |
| Oversea-Chinese Banking Corporation Limited | Long | Debt | US | $2M | – | 0.09 |
| Oversea-Chinese Banking Corporation Limited | Long | Debt | US | $382K | – | 0.02 |
| Oxford Finance Funding 2020-1 LLC | Long | ABS-collateralized bond/debt obligation | US | $638K | – | 0.03 |
| Pacific Gas And Electric Company | Long | Debt | US | $1M | – | 0.05 |
| Pacific Gas And Electric Company | Long | Debt | US | $632K | – | 0.03 |
| Packaging Corporation of America | Long | Debt | US | $575K | – | 0.03 |
| Pagaya AI Debt Selection Trust | Long | ABS-collateralized bond/debt obligation | US | $671K | – | 0.04 |
| Pagaya AI Debt Selection Trust | Long | ABS-collateralized bond/debt obligation | US | $397K | – | 0.02 |
| Pagaya AI Debt Selection Trust 2021-5 | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.56 |
| Pagaya AI Debt Selection Trust 2021-5 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.22 |
| Pagaya AI Debt Trust 2022-1 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.24 |
| Pagaya AI Debt Trust 2023-5 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| Palmer Square CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.27 |
| Park Avenue Institutional Advisers CLO Ltd 2016-1 | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.16 |
| Patrimonio en Fideicomiso D.S. 093-2002 - EF Inretail Shopping Malls | Long | Debt | US | $341K | – | 0.02 |
| Penske Truck Leasing Co., L.P. | Long | Debt | US | $2M | – | 0.09 |
| Penske Truck Leasing Co., L.P. | Long | Debt | US | $1M | – | 0.08 |
| PepsiCo, Inc. | Long | Debt | US | $485K | – | 0.03 |
| Petrobras Global Finance B.V. | Long | Debt | US | $824K | – | 0.04 |
| Pfizer Investment Enterprises Pte. Ltd | Long | Debt | US | $293K | – | 0.02 |
| Philip Morris International Inc. | Long | Debt | US | $2M | – | 0.09 |
| Phillips 66 | Long | Debt | US | $717K | – | 0.04 |
| Phillips 66 | Long | Debt | US | $80K | – | 0.00 |
| Planet Fitness Master | Long | ABS-collateralized bond/debt obligation | US | $921K | – | 0.05 |
| PRA Health Sciences, Inc. | Long | Loan | US | $195K | – | 0.01 |
| Presidencia de la Republica Dominicana | Long | Debt | US | $300K | – | 0.02 |
| PRET 2021-RN3 LLC | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Pretium Mortgage Credit Partners I 2021-NPL1, LLC | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Pretium Mortgage Credit Partners I 2021-NPL2, LLC | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| Pretium Mortgage Credit Partners LLC | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.71 |
| Pretium Mortgage Credit Partners LLC | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Prumo Participacoes E Investimentos SA | Long | Debt | US | $469K | – | 0.03 |
| PT Adaro Indonesia | Long | Debt | US | $1M | – | 0.06 |
| PT Bank Negara Indonesia (Persero), Tbk. | Long | Debt | US | $477K | – | 0.03 |
| PT Freeport Indonesia | Long | Debt | US | $784K | – | 0.04 |
| PT Freeport Indonesia | Long | Debt | US | $588K | – | 0.03 |
| PT Pertamina (Persero) | Long | Debt | US | $1M | – | 0.08 |
| PT. Indonesia Asahan Aluminium | Long | Debt | US | $2M | – | 0.10 |
| PT. Perusahaan Listrik Negara | Long | Debt | US | $289K | – | 0.02 |
| Public Service Enterprise Group Incorporated | Long | Debt | US | $1M | – | 0.07 |
| Public Storage Operating Company | Long | Debt | US | $1M | – | 0.06 |
| Purewest Funding LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| RALI Series 2006-QS12 Trust | Long | ABS-mortgage backed security | US | $493K | – | 0.03 |
| RALI Series 2007-QS4 Trust | Long | ABS-mortgage backed security | US | $991K | – | 0.05 |
| RALI Series 2007-QS8 Trust | Long | ABS-mortgage backed security | US | $765K | – | 0.04 |
| RBSSP Resecuritization Trust 2009-2 | Long | ABS-mortgage backed security | US | $453K | – | 0.02 |
| Ready Capital Mortgage Financing 2021-FL7, LLC | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.17 |
| Reliance Industries Limited | Long | Debt | US | $991K | – | 0.05 |
| Republic Services, Inc. | Long | Debt | US | $2M | – | 0.09 |
| Residential Mortgage Loan Trust 2019-2 | Long | ABS-mortgage backed security | US | $11M | – | 0.61 |
| Resideo Funding Inc. | Long | Loan | US | $508K | – | 0.03 |
| Retained Vantage Data Centers Issuer LLC | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.26 |
| Reynolds Consumer Products LLC | Long | Loan | US | $3M | – | 0.16 |
| RFMSI Series 2006-S4 Trust | Long | ABS-mortgage backed security | US | $317K | – | 0.02 |
| Royal Bank of Canada | Long | Debt | US | $814K | – | 0.04 |
| Royalty Pharma PLC | Long | Debt | US | $2M | – | 0.09 |
| Ryder System, Inc. | Long | Debt | US | $2M | – | 0.09 |
| Sabine Pass Liquefaction, LLC | Long | Debt | US | $327K | – | 0.02 |
| Sandstone Peak Ltd. | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.22 |
| Santander Drive Auto Receivables Trust 2020-4 | Long | ABS-collateralized bond/debt obligation | US | $716K | – | 0.04 |
| Sapphire Aviation Finance II Limited | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.18 |
| Sasol Financing USA LLC | Long | Debt | US | $753K | – | 0.04 |
| Schlumberger Holdings Corporation | Long | Debt | US | $668K | – | 0.04 |
| Securitized Asset Backed Receivables LLC Trust 2006-WM4 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.24 |
| Securitized Asset Backed Receivables LLC Trust 2007-HE1 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| Setanta Aircraft Leasing Designated Activity Co | Long | Loan | US | $1M | – | 0.08 |
| Sierra Timeshare 2021-2 Receivables Funding LLC | Long | ABS-collateralized bond/debt obligation | US | $512K | – | 0.03 |
| Simon Property Group, L.P. | Long | Debt | US | $1M | – | 0.07 |
| SkyMiles IP Ltd. | Long | Loan | US | $77K | – | 0.00 |
| SMG US Midco 2, Inc. | Long | Loan | US | $280K | – | 0.02 |
| SMG US Midco 2, Inc. | Long | Loan | US | $102K | – | 0.01 |
| Sociedad Quimica Y Minera De Chile S.A. | Long | Debt | US | $1M | – | 0.06 |
| SoFi Consumer Loan Program 2021-1 Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Solvay Finance (America), LLC | Long | Debt | US | $274K | – | 0.01 |
| Solventum Corporation | Long | Debt | US | $2M | – | 0.09 |
| Sound Point CLO XXI Ltd | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.41 |
| Sound Point CLO XXIII | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.54 |
| Sound Point CLO XXIX Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| South Africa, Parliament of | Long | Debt | US | $487K | – | 0.03 |
| Southern California Edison Company | Long | Debt | US | $1M | – | 0.06 |
| Southern Copper Corporation | Long | Debt | US | $443K | – | 0.02 |
| SS&C Technologies Inc. | Long | Loan | US | $2M | – | 0.10 |
| Standard Industries Inc. | Long | Loan | US | $3M | – | 0.15 |
| Start Ltd | Long | ABS-collateralized bond/debt obligation | BM | $405K | – | 0.02 |
| Starwood Mortgage Residential Trust 2021-5 | Long | ABS-mortgage backed security | US | $6M | – | 0.34 |
| Steele Creek CLO 2017-1, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $683K | – | 0.04 |
| Steele Creek CLO 2019-1, Ltd | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.27 |
| Structured Adjustable Rate Mortgage Loan Trust 2005-3XS | Long | ABS-mortgage backed security | US | $404K | – | 0.02 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-11 | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Structured Asset Securities Corporation | Long | ABS-mortgage backed security | US | $957K | – | 0.05 |
| Stryker Corporation | Long | Debt | US | $1M | – | 0.06 |
| STWD 2019-FL1, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| STWD 2021-FL2, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| STWD 2022-FL3, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| Synchrony Financial | Long | Debt | US | $2M | – | 0.09 |
| Taco Bell Funding, LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| Take-Two Interactive Software, Inc. | Long | Debt | US | $2M | – | 0.09 |
| Telefonica Celular del Paraguay S.A.E. | Long | Debt | US | $587K | – | 0.03 |
| The Charles Schwab Corporation | Long | Debt | US | $817K | – | 0.04 |
| The PNC Financial Services Group, Inc. | Long | Debt | US | $1M | – | 0.06 |
| The Southern Company | Long | Debt | US | $806K | – | 0.04 |
| The Toronto-Dominion Bank | Long | Debt | US | $823K | – | 0.04 |
| TIF Funding II LLC | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| TNB Global Ventures Capital Berhad | Long | Debt | US | $857K | – | 0.05 |
| TOTAL RETURN SWAP - INDEX (BNP PARIBAS) | Derivative-equity | GB | $4M | – | 0.22 | |
| TOTAL RETURN SWAP - INDEX (BARCLAYS PLC) | Derivative-equity | GB | $3M | – | 0.19 | |
| TOTAL RETURN SWAP - INDEX (CANADIAN IMPERIAL BANK OF COMMERCE) | Derivative-equity | GB | $2M | – | 0.13 | |
| TOTAL RETURN SWAP - INDEX (BARCLAYS PLC) | Derivative-equity | GB | $2M | – | 0.12 | |
| TOTAL RETURN SWAP - INDEX (BARCLAYS PLC) | Derivative-equity | GB | $2M | – | 0.11 | |
| TOTAL RETURN SWAP - INDEX (BARCLAYS PLC) | Derivative-equity | GB | $2M | – | 0.09 | |
| TOTAL RETURN SWAP - INDEX (BANK OF AMERICA CORPORATION) | Derivative-equity | GB | $2M | – | 0.08 | |
| TOTAL RETURN SWAP - INDEX (CANADIAN IMPERIAL BANK OF COMMERCE) | Derivative-equity | GB | $2M | – | 0.08 | |
| TOTAL RETURN SWAP - INDEX (BNP PARIBAS) | Derivative-equity | GB | $1M | – | 0.08 | |
| TOTAL RETURN SWAP - INDEX (BNP PARIBAS) | Derivative-equity | GB | $797K | – | 0.04 | |
| TOTAL RETURN SWAP - INDEX (BANK OF AMERICA CORPORATION) | Derivative-equity | GB | $755K | – | 0.04 | |
| TOTAL RETURN SWAP - INDEX (CANADIAN IMPERIAL BANK OF COMMERCE) | Derivative-equity | GB | $593K | – | 0.03 | |
| TOTAL RETURN SWAP - INDEX (CANADIAN IMPERIAL BANK OF COMMERCE) | Derivative-equity | GB | $353K | – | 0.02 | |
| TOTAL RETURN SWAP - INDEX (CANADIAN IMPERIAL BANK OF COMMERCE) | Derivative-equity | GB | $340K | – | 0.02 | |
| TOTAL RETURN SWAP - INDEX (BANK OF AMERICA CORPORATION) | Derivative-equity | GB | $315K | – | 0.02 | |
| TOTAL RETURN SWAP - INDEX (BARCLAYS PLC) | Derivative-equity | GB | $263K | – | 0.01 | |
| TOTAL RETURN SWAP - INDEX (CANADIAN IMPERIAL BANK OF COMMERCE) | Derivative-equity | GB | $187K | – | 0.01 | |
| TOTAL RETURN SWAP - INDEX (CANADIAN IMPERIAL BANK OF COMMERCE) | Derivative-equity | GB | $178K | – | 0.01 | |
| TOTAL RETURN SWAP - INDEX (BNP PARIBAS) | Derivative-equity | GB | $177K | – | 0.01 | |
| TOTAL RETURN SWAP - INDEX (BARCLAYS PLC) | Derivative-equity | GB | $144K | – | 0.01 | |
| TOTAL RETURN SWAP - INDEX (BARCLAYS PLC) | Derivative-equity | GB | $55K | – | 0.00 | |
| TOTAL RETURN SWAP - INDEX (BNP PARIBAS) | Derivative-equity | GB | $-383K | – | -0.02 | |
| TOTAL RETURN SWAP - INDEX (BNP PARIBAS) | Derivative-equity | GB | $-1M | – | -0.07 | |
| TOTAL RETURN SWAP - INDEX (CANADIAN IMPERIAL BANK OF COMMERCE) | Derivative-equity | GB | $-2M | – | -0.09 | |
| Trans Union, LLC | Long | Loan | US | $3M | – | 0.15 |
| Trans Union, LLC | Long | Loan | US | $910K | – | 0.05 |
| Transportadora de Gas del Peru S.A. | Long | Debt | US | $510K | – | 0.03 |
| Treasury, United States Department of | Long | Short-term investment vehicle | US | $79M | – | 4.28 |
| Treasury, United States Department of | Long | Debt | US | $61M | – | 3.31 |
| Treasury, United States Department of | Long | Debt | US | $56M | – | 3.04 |
| Treasury, United States Department of | Long | Debt | US | $55M | – | 2.98 |
| Treasury, United States Department of | Long | Debt | US | $52M | – | 2.84 |
| Treasury, United States Department of | Long | Debt | US | $45M | – | 2.42 |
| Treasury, United States Department of | Long | Debt | US | $44M | – | 2.38 |
| Treasury, United States Department of | Long | Debt | US | $37M | – | 2.00 |
| Treasury, United States Department of | Long | Debt | US | $32M | – | 1.72 |
| Treasury, United States Department of | Long | Debt | US | $24M | – | 1.29 |
| Treasury, United States Department of | Long | Debt | US | $24M | – | 1.28 |
| Treasury, United States Department of | Long | Debt | US | $21M | – | 1.12 |
| Treasury, United States Department of | Long | Debt | US | $19M | – | 1.03 |
| Treasury, United States Department of | Long | Short-term investment vehicle | US | $18M | – | 0.98 |
| Treasury, United States Department of | Long | Debt | US | $14M | – | 0.77 |
| Trimaran CAVU 2021-3, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.35 |
| TRTX 2022-FL5 Issuer, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.27 |
| UBS Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| UBS Commercial Mortgage Trust 2018-C8 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| UBS-Barclays Commercial Mortgage Trust 2013-C5 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| United Overseas Bank Limited | Long | Debt | US | $2M | – | 0.10 |
| United Overseas Bank Limited | Long | Debt | US | $185K | – | 0.01 |
| Upstart Pass-Through Trust Series 2020-ST1 | Long | ABS-collateralized bond/debt obligation | US | $31K | – | 0.00 |
| Upstart Pass-Through Trust Series 2020-ST6 | Long | ABS-collateralized bond/debt obligation | US | $469K | – | 0.03 |
| Upstart Pass-Through Trust Series 2021-St3 | Long | ABS-collateralized bond/debt obligation | US | $199K | – | 0.01 |
| Upstart Pass-Through Trust, Series 2020-ST3 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| Upstart Securitization Trust 2021-4 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| US Foods, Inc. | Long | Loan | US | $489K | – | 0.03 |
| VCAT 2021-NPL4 LLC | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| VCAT 2021-NPL5 LLC | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| VCAT Asset Securitization LLC | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Velocity Commercial Capital Loan Trust 2019-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Veralto Corporation | Long | Debt | US | $820K | – | 0.04 |
| Verus Securitization Trust 2020-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Verus Securitization Trust 2021-7 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Verus Securitization Trust 2023-5 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Verus Securitization Trust 2024-1 | Long | ABS-mortgage backed security | US | $15M | – | 0.82 |
| Verus Securitization Trust 2024-3 | Long | ABS-mortgage backed security | US | $6M | – | 0.31 |
| Vestis Corporation | Long | Loan | US | $557K | – | 0.03 |
| Viatris Inc. | Long | Debt | US | $824K | – | 0.04 |
| Vibrant CLO XR, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.16 |
| VICI Properties Inc. | Long | Debt | US | $2M | – | 0.09 |
| Vistra Operations Company LLC | Long | Loan | US | $3M | – | 0.16 |
| VMC Finance 2019-FL3 LLC | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| VMC Finance 2022-FL5 LLC | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.16 |
| VOLT CI, LLC | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| VOLT XCII, LLC | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.25 |
| VOLT XCIV, LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| VOLT XCIX, LLC | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.19 |
| VOLT XCVII, LLC | Long | ABS-collateralized bond/debt obligation | US | $318K | – | 0.02 |
| Walker & Dunlop, Inc. | Long | Loan | US | $632K | – | 0.03 |
| WaMu Asset-Backed Certificates, WaMu Series 200X-HEX Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.13 |
| Washington Mutual Asset-Backed Certificates WMABS Series 2006-HE5 Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.13 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR2 Trust | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.74 |
| WEC Energy Group Inc. | Long | Debt | US | $811K | – | 0.04 |
| Wellfleet CLO X, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.54 |
| Wells Fargo & Company | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| Wells Fargo & Company | Long | Debt | US | $3M | – | 0.16 |
| Wells Fargo & Company | Long | Debt | US | $2M | – | 0.13 |
| Wells Fargo & Company | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Wells Fargo & Company | Long | ABS-collateralized bond/debt obligation | US | $36K | – | 0.00 |
| Wells Fargo Alternative Loan 2007-PA3 Trust | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | Long | ABS-mortgage backed security | US | $328K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2015-P2 | Long | ABS-collateralized bond/debt obligation | US | $28K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2017-C38 | Long | ABS-collateralized bond/debt obligation | US | $457K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2018-C47 | Long | ABS-mortgage backed security | US | $295K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2018-C48 | Long | ABS-collateralized bond/debt obligation | US | $444K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2022-ONL | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| Wells Fargo Mortgage Backed Securities 2007-7 Trust | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| Wells Fargo Mortgage Backed Securities 2007-AR4 Trust | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Welltower OP LLC | Long | Debt | US | $2M | – | 0.09 |
| Westlake Automobile Receivables Trust 2023-4 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.24 |
| Westpac Banking Corporation | Long | Debt | US | $1M | – | 0.07 |
| WFRBS Commercial Mortgage Trust 2014-C21 | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| Whitebox CLO III Ltd | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.81 |
| Willis Engine Structured Trust V | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| WMG Acquisition Corp. | Long | Loan | US | $3M | – | 0.18 |
| Workday, Inc. | Long | Debt | US | $794K | – | 0.04 |
| Wyndham Hotels & Resorts, Inc. | Long | Loan | US | $3M | – | 0.16 |
| Ziggo Financing Partnership | Long | Loan | US | $58K | – | 0.00 |
| Zimmer Biomet Holdings, Inc. | Long | Debt | US | $2M | – | 0.09 |
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