JNL Fund Complex > JNL Series Trust
JNL/DoubleLine Total Return Fund
$2.10B
Avg Monthly Net Assets
$2.04B
Total Assets
$20.92M
Total Liabilities
$2.02B
Net Assets
JNL/DoubleLine Total 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 $2.10B.
On August 28th, 2024 it reported 486 holdings, the largest
being JNL Government Money Market Fund (3.0%), Federal National Mortgage Association, Inc. (2.6%) and Treasury, United States Department of (1.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000218180 | ||
| Class I | C000218181 |
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 |
|---|---|---|---|---|---|---|
| AASET 2024-1 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| ABFC 2007-WMC1 Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| Affirm Asset Securitization Trust 2023-B | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.25 |
| Aircraft Lease Securitisation Limited | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Aligned Data Centers Issuer, LLC | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.23 |
| Aligned Data Centers Issuer, LLC | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.18 |
| Aligned Data Centers Issuer, LLC | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Allegro CLO V-S Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| Alternative Loan Trust 2005-43 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Alternative Loan Trust 2005-45 | Long | ABS-mortgage backed security | US | $8M | – | 0.41 |
| Alternative Loan Trust 2006-15CB | Long | ABS-mortgage backed security | US | $992K | – | 0.05 |
| Alternative Loan Trust 2006-19CB | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Alternative Loan Trust 2006-OC8 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Alternative Loan Trust 2007-3T1 | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Alternative Loan Trust 2007-5CB | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Alternative Loan Trust 2007-5CB | Long | ABS-collateralized bond/debt obligation | US | $207K | – | 0.01 |
| AMSR 2019-SFR1 Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| Apidos CLO XII | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| Apidos CLO XLVIII Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| Arbor Realty Commercial Real Estate Notes 2021-FL4, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| AREIT 2024-CRE9 Ltd | Long | ABS-collateralized bond/debt obligation | US | $898K | – | 0.04 |
| Ares LIX CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| Banc of America Alternative Loan Trust 2006-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Bank 2020-BNK25 | Long | ABS-mortgage backed security | US | $260K | – | 0.01 |
| Battalion CLO XI Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| BBCMS 2018-TALL Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| BBCMS Mortgage Trust 2021-C10 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| BBCMS Mortgage Trust 2021-C11 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| BBCMS Mortgage Trust 2021-C12 | Long | ABS-collateralized bond/debt obligation | US | $574K | – | 0.03 |
| BBCMS Mortgage Trust 2021-C9 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| BBCMS Trust 2018-CBM | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Bear Stearns Asset Backed Securities I LLC | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| Benchmark 2018-B7 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| Benchmark 2020-B19 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| Benchmark 2021-B27 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| Benchmark 2021-B29 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| Benchmark 2024-V7 Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| BlueMountain CLO 2014-2 Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| BPR Trust 2021-TY | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Bravo Residential Funding Trust 2020-RPL1 | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| BRAVO Residential Funding Trust 2023-NQM5 | Long | ABS-mortgage backed security | US | $15M | – | 0.75 |
| Bridge Street CLO I Ltd | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.50 |
| Bridge Street CLO IV Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| BX Commercial Mortgage Trust 2021-CIP | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| BX Commercial Mortgage Trust 2021-VOLT | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| BX Commercial Mortgage Trust 2021-VOLT | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BX Commercial Mortgage Trust 2021-XL2 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| CAL Funding IV Ltd. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| Carlyle Global Market Strategies Euro CLO 2016-1 Designated Activity Company | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| Carlyle US Clo 2017-2 Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| Carrington Mortgage Loan Trust, Series 2007-RFC1 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| CarVal CLO | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.20 |
| Carval CLO IX-C Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| CBAM 2017-2 Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| CD 2017-CD6 Mortgage Trust | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| CFCRE 2016-C4 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Chase Mortgage Finance Trust Series 2006-S2 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| CHL Mortgage Pass-Through Trust 2006-18 | Long | ABS-mortgage backed security | US | $997K | – | 0.05 |
| CHL Mortgage Pass-Through Trust 2007-8 | Long | ABS-mortgage backed security | US | $840K | – | 0.04 |
| CIM Trust 2023-R4 | Long | ABS-mortgage backed security | US | $7M | – | 0.36 |
| Citigroup Commercial Mortgage Trust 2016-GC36 | Long | ABS-collateralized bond/debt obligation | US | $260K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2016-P3 | Long | ABS-collateralized bond/debt obligation | US | $242K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2007-AR8 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Citigroup Mortgage Loan Trust 2021-JL1 | Long | ABS-collateralized bond/debt obligation | US | $881K | – | 0.04 |
| Cmalt (Citimortgage Alternative Loan Trust), Series 2006-A4 | Long | ABS-mortgage backed security | US | $884K | – | 0.04 |
| CMALT (Citimortgage Alternative Loan Trust), Series 2007-A5 | Long | ABS-mortgage backed security | US | $678K | – | 0.03 |
| Cold Storage Trust 2020-ICE5 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| COLT 2023-1 Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| Colt 2023-2 Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| COMM 2013-CCRE12 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| COMM 2014-CCRE17 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| COMM 2014-CCRE18 Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| COMM 2014-CCRE19 Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| COMM 2015-CCRE26 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $158K | – | 0.01 |
| COMM 2015-DC1 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $76K | – | 0.00 |
| COMM 2016-DC2 Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| COMM 2016-DC2 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $145K | – | 0.01 |
| COMM 2018-HCLV Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| CommonBond Student Loan Trust 2018-B-GS | Long | ABS-collateralized bond/debt obligation | US | $69K | – | 0.00 |
| Connecticut Avenue Securities Trust 2024-R04 | Long | ABS-mortgage backed security | US | $15M | – | 0.74 |
| Credit Suisse First Boston Mortgage Securities Corp. | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Credit Suisse Securities (USA) LLC | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Credit Suisse Securities (USA) LLC | Long | ABS-mortgage backed security | US | $904K | – | 0.04 |
| CSAIL 2015-C1 Commercial Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $33K | – | 0.00 |
| CSAIL 2015-C4 Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| CSAIL 2019-C16 Commercial Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $488K | – | 0.02 |
| CSMC 2020-SPT1 Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.32 |
| CSMC 2021-B33 | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| CSMC 2021-B33 | Long | ABS-mortgage backed security | US | $880K | – | 0.04 |
| CSMC 2021-JR1 Trust | Long | ABS-mortgage backed security | US | $305K | – | 0.02 |
| CSMC 2021-JR2 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| CSMC 2021-RPL3 Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.34 |
| CSMCM Trust | Long | ABS-mortgage backed security | US | $13M | – | 0.64 |
| Databank Issuer, LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| DBJPM 2016-C1 Mortgage Trust | Long | ABS-collateralized bond/debt obligation | US | $319K | – | 0.02 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-2 | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.40 |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-Ar1 | Long | ABS-mortgage backed security | US | $7M | – | 0.36 |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-Ar1 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| DOLP Trust 2021-NYC | Long | ABS-mortgage backed security | US | $707K | – | 0.04 |
| DOLP Trust 2021-NYC | Long | ABS-mortgage backed security | US | $397K | – | 0.02 |
| Dryden 53 CLO Ltd., Series 2017-53A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| Elevation CLO 2018-9, Ltd. | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| Empower CLO 2024-1 Ltd | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.25 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $27M | – | 1.32 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $25M | – | 1.23 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $21M | – | 1.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $20M | – | 1.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $15M | – | 0.74 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $13M | – | 0.64 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $13M | – | 0.63 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $12M | – | 0.59 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $11M | – | 0.55 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $10M | – | 0.50 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $9M | – | 0.44 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $8M | – | 0.42 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $8M | – | 0.40 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $7M | – | 0.36 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $7M | – | 0.35 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $7M | – | 0.34 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $7M | – | 0.32 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $6M | – | 0.28 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $6M | – | 0.28 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Federal Home Loan Mortgage Corporation | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $3M | – | 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 | – | 0.11 |
| 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 | $2M | – | 0.10 |
| 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 | $1M | – | 0.06 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $789K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $536K | – | 0.03 |
| Federal Home Loan Mortgage Corporation | Long | ABS-collateralized bond/debt obligation | US | $426K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $416K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-collateralized bond/debt obligation | US | $162K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $53M | – | 2.63 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $25M | – | 1.22 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $18M | – | 0.90 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $18M | – | 0.89 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $18M | – | 0.89 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $16M | – | 0.81 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $15M | – | 0.74 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $15M | – | 0.73 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $14M | – | 0.72 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $14M | – | 0.70 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $14M | – | 0.69 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $13M | – | 0.66 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $12M | – | 0.61 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $12M | – | 0.60 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $12M | – | 0.59 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $11M | – | 0.57 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $11M | – | 0.57 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $11M | – | 0.56 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $11M | – | 0.55 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $11M | – | 0.53 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $11M | – | 0.53 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $10M | – | 0.50 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $9M | – | 0.47 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $9M | – | 0.44 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $9M | – | 0.43 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $9M | – | 0.43 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $9M | – | 0.43 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $8M | – | 0.40 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $7M | – | 0.36 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $7M | – | 0.35 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $7M | – | 0.35 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $6M | – | 0.31 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $6M | – | 0.29 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $6M | – | 0.28 |
| Federal National Mortgage Association, Inc. | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.27 |
| Federal National Mortgage Association, Inc. | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.26 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Federal National Mortgage Association, Inc. | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.17 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Federal National Mortgage Association, Inc. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 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 | $1M | – | 0.06 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $688K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $658K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $645K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $636K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-collateralized bond/debt obligation | US | $403K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-collateralized bond/debt obligation | US | $131K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-collateralized bond/debt obligation | US | $76K | – | 0.00 |
| First Franklin Mortgage Loan Trust, Series 2007-FF2 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| First Horizon Mortgage Pass-Through Trust 2006-AR1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FirstKey Homes 2020-SFR1 Trust | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.24 |
| FMC GMSR Issuer Trust | Long | ABS-mortgage backed security | US | $10M | – | 0.50 |
| FMC GMSR Issuer Trust | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.46 |
| FS Rialto 2021-FL2 Issuer, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $3M | – | 0.15 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $3M | – | 0.15 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $281K | – | 0.01 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-144K | – | -0.01 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-388K | – | -0.02 | |
| Galaxy XXII CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.22 |
| Ginnie Mae REMIC Trust 2020-095 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.21 |
| Ginnie Mae REMIC Trust 2020-095 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| Global SC Finance VI SRL | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| Goodgreen 2020-1 Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $27M | – | 1.33 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $18M | – | 0.87 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.50 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.34 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.30 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.28 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.28 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.26 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.26 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.25 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.23 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.23 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.20 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.19 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.18 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.17 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.17 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.16 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $957K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $641K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $231K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-collateralized bond/debt obligation | US | $178K | – | 0.01 |
| Grace Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GS Mortgage Securities Corp Trust 2018-TWR | Long | ABS-mortgage backed security | US | $378K | – | 0.02 |
| GS Mortgage Securities Corp Trust 2018-TWR | Long | ABS-mortgage backed security | US | $360K | – | 0.02 |
| GS Mortgage Securities Corp Trust 2018-TWR | Long | ABS-mortgage backed security | US | $304K | – | 0.02 |
| GS Mortgage Securities Corp Trust 2018-TWR | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| GS Mortgage Securities Corp Trust 2018-TWR | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GS Mortgage Securities Corp. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| GS Mortgage Securities Trust 2014-GC24 | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| GS Mortgage Securities Trust 2015-GC34 | Long | ABS-mortgage backed security | US | $645K | – | 0.03 |
| GS Mortgage Securities Trust 2015-GC34 | Long | ABS-collateralized bond/debt obligation | US | $260K | – | 0.01 |
| GS Mortgage Securities Trust 2015-GS1 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GS Mortgage Securities Trust 2015-GS1 | Long | ABS-collateralized bond/debt obligation | US | $241K | – | 0.01 |
| GS Mortgage Securities Trust 2016-GS3 | Long | ABS-collateralized bond/debt obligation | US | $433K | – | 0.02 |
| GS Mortgage Securities Trust 2017-GS7 | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| GS Mortgage Securities Trust 2017-GS7 | Long | ABS-collateralized bond/debt obligation | US | $802K | – | 0.04 |
| GS Mortgage Securities Trust 2018-GS9 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GS Mortgage Securities Trust 2019-GC38 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| GS Mortgage Securities Trust 2020-GC45 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| GSR Mortgage Loan Trust 2006-OA1 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Gulf Stream Meridian 4 Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| GWT Commercial Mortgage Trust 2024-WLF2 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Halcyon Loan Advisors Funding 2013-2 Ltd. | Long | ABS-collateralized bond/debt obligation | KY | $177K | – | 0.01 |
| HalseyPoint CLO I, Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| Halseypoint CLO II Ltd | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.30 |
| Hayfin Kingsland VIII Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| HERO Funding Trust 2016-4A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Home Partners of America 2018-1 Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| Home Partners of America 2018-1 Trust | Long | ABS-collateralized bond/debt obligation | US | $957K | – | 0.05 |
| Home Partners of America 2018-1 Trust | Long | ABS-collateralized bond/debt obligation | US | $823K | – | 0.04 |
| HOMES Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| HSI Asset Securitization Corporation Trust 2007-NC1 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.29 |
| HSI Asset Securitization Corporation Trust 2007-NC1 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| IndyMac INDA Mortgage Loan Trust 2006-AR2 | Long | ABS-mortgage backed security | US | $608K | – | 0.03 |
| IndyMac MBS, Inc. | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Ixis Real Estate Capital Trust 2006-HE1 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP | Long | ABS-mortgage backed security | US | $437K | – | 0.02 |
| J.P. Morgan Mortgage Acquisition Trust 2006-HE3 | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.50 |
| J.P. Morgan Mortgage Acquisition Trust 2006-HE3 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.19 |
| J.P. Morgan Mortgage Acquisition Trust 2006-HE3 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.18 |
| J.P. Morgan Mortgage Acquisition Trust 2006-HE3 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| J.P. Morgan Resecuritization Trust, Series 2009-10 Trust | Long | ABS-mortgage backed security | US | $988K | – | 0.05 |
| Jamestown CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| JNL Government Money Market Fund | Long | Short-term investment vehicle | US | $61M | 61M | 3.03 |
| JPMBB Commercial Mortgage Securities Trust 2014-C21 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| JPMBB Commercial Mortgage Securities Trust 2014-C21 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| JPMBB Commercial Mortgage Securities Trust 2015-C33 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| JPMCC Commercial Mortgage Securities Trust 2016-JP2 | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| JPMDB Commercial Mortgage Securities Trust 2016-C2 | Long | ABS-collateralized bond/debt obligation | US | $317K | – | 0.02 |
| JPMDB Commercial Mortgage Securities Trust 2019-COR6 | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| JPMDB Commercial Mortgage Securities Trust 2020-COR7 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| JPMorgan Chase Bank, N.A. | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Katayma CLO I, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.25 |
| Katayma CLO I, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| Katayma CLO II Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| KREF 2021-FL2 Ltd. | Long | ABS-collateralized bond/debt obligation | US | $645K | – | 0.03 |
| Labrador Aviation Finance Limited | Long | ABS-collateralized bond/debt obligation | BM | $9M | – | 0.47 |
| LFT CRE 2021-FL1 LLC | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| LHome Mortgage Trust 2021-RTL2 | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| LSTAR Commercial Mortgage Trust 2017-5 | Long | ABS-collateralized bond/debt obligation | US | $490K | – | 0.02 |
| Magnetite XL, Limited | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| Marble Point CLO XXII Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| Marble Point CLO XXV Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| Master Asset Securitization Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| MASTR Adjustable Rate Mortgages Trust 2007-R5 | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| MASTR Alternative Loan Trust 2007-1 | Long | ABS-mortgage backed security | US | $834K | – | 0.04 |
| MED Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Merrill Lynch Alternative Note Asset Trust, Series 2007-AF1 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Merrill Lynch Mortgage Capital Inc. | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.47 |
| Merrill Lynch Mortgage Investors Trust, Series 2006-HE3 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.21 |
| MF1 2021-FL7 Ltd. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| MF1 2022-FL8 Ltd. | Long | ABS-collateralized bond/debt obligation | US | $904K | – | 0.04 |
| MF1 2023-FL12 LLC | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| MFA 2023-NQM3 Trust | Long | ABS-mortgage backed security | US | $13M | – | 0.65 |
| MidOcean Credit CLO | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C19 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 | Long | ABS-collateralized bond/debt obligation | US | $206K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 | Long | ABS-collateralized bond/debt obligation | US | $287K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Morgan Stanley Capital I Trust 2019-L3 | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Morgan Stanley Capital I Trust 2019-L3 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| Morgan Stanley Mortgage Loan Trust 2006-16AX | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.30 |
| Morgan Stanley Mortgage Loan Trust 2007-12 | Long | ABS-mortgage backed security | US | $411K | – | 0.02 |
| Morgan Stanley Mortgage Loan Trust 2007-8XS | Long | ABS-mortgage backed security | US | $479K | – | 0.02 |
| Mosaic Solar Loan Trust 2020-1 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| MP CLO VIII Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| MRCD 2019-PARK Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| MRCD 2019-PARK Mortgage Trust | Long | ABS-mortgage backed security | US | $622K | – | 0.03 |
| Nassau 2018-I Ltd. | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Natixis Commercial Mortgage Securities Trust 2020-2PAC | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| NBC Funding LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| New Residential Mortgage Loan Trust 2020-RPL1 | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2005-AR4 | Long | ABS-mortgage backed security | US | $283K | – | 0.01 |
| Nomura Resecuritization Trust 2011-4R | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| NP SPE II LLC | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.35 |
| OBX 2022-NQM7 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| OBX 2023-NQM3 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| OBX 2023-NQM4 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Ocean Trails CLO X | Long | ABS-collateralized bond/debt obligation | US | $1000K | – | 0.05 |
| Octagon Investment Partners 40 Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| Park Avenue Institutional Advisers CLO Ltd 2016-1 | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| PMT Credit Risk Transfer Trust 2019-3R | Long | ABS-mortgage backed security | US | $546K | – | 0.03 |
| PMT Issuer Trust - FMSR | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| PR Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| PRET 2021-NPL5 LLC | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.43 |
| Pretium Mortgage Credit Partners I 2021-NPL1, LLC | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| Pretium Mortgage Credit Partners LLC | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| Primose Funding LLC | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.46 |
| Progress Residential 2021-SFR3 Trust | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.39 |
| Progress Residential 2021-SFR5 Trust | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.71 |
| Progress Residential 2021-SFR8 Trust | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.23 |
| PRPM 2021-6, LLC | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.35 |
| PRPM 2021-7, LLC | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| PRPM 2021-9, LLC | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| RALI Series 2006-QS4 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| RALI Series 2006-QS5 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Rate Adjustable Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| RBSGC Mortgage Loan Trust 2007-B | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| RBSGC Mortgage Loan Trust 2007-B | Long | ABS-collateralized bond/debt obligation | US | $196K | – | 0.01 |
| RBSGC Mortgage Loan Trust, 2007-A | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Residential Accredit Loans, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Residential Asset Securitization Trust 2006-A12 | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Residential Asset Securitization Trust 2006-A6 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Residential Asset Securitization Trust 2007-A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Residential Asset Securitization Trust 2007-A3 | Long | ABS-mortgage backed security | US | $603K | – | 0.03 |
| Residential Asset Securitization Trust 2007-A6 | Long | ABS-mortgage backed security | US | $642K | – | 0.03 |
| Residential Asset Securitization Trust 2007-A8 | Long | ABS-mortgage backed security | US | $8M | – | 0.39 |
| RFMSI Series 2006-S6 Trust | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| RFMSI Series 2007 S7 Trust | Long | ABS-mortgage backed security | US | $794K | – | 0.04 |
| RFMSI Series 2007-S2 Trust | Long | ABS-mortgage backed security | US | $372K | – | 0.02 |
| RFMSI Series 2007-S4 Trust | Long | ABS-mortgage backed security | US | $546K | – | 0.03 |
| RFMSI Series 2007-S5 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Rockford Tower CLO 2018-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| Rockford Tower CLO 2024-1 Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| Sapphire Aviation Finance II Limited | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.27 |
| Securitized Asset Backed Receivables LLC Trust 2006-Nc3 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.26 |
| Shackleton 2015-VIII CLO LTD | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| Shenton Aircraft Investment I Limited | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.26 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| SoFi Consumer Loan Program 2021-1 Trust | Long | ABS-collateralized bond/debt obligation | US | $909K | – | 0.05 |
| SoFi Professional Loan Program 2017-F LLC | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.36 |
| SOHO Trust 2021-SOHO | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Sotheby's Artfi Master Trust | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| Sound Point CLO 38, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| Sound Point CLO IV-R, Ltd. | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| Sound Point CLO IX Ltd | Long | ABS-collateralized bond/debt obligation | US | $847K | – | 0.04 |
| Sound Point Clo XXI Ltd | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.16 |
| Sound Point CLO XXIII | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| Starm Mortgage Loan Trust 2007-2 | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| Starwood Mortgage Residential Trust 2021-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Steele Creek CLO 2016-1, Ltd. | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Steele Creek CLO 2019-1, Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| Structured Adjustable Rate Mortgage Loan Trust 2005-3XS | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Structured Asset Investment Loan Trust 2006-3 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| Structured Asset Investment Loan Trust 2006-4 | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.34 |
| Structured Asset Investment Loan Trust 2006-BNC3 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| Structured Asset Securities Corporation | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Sunnova Helios III Issuer, LLC | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| Sunnova Sol II Issuer, LLC | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.27 |
| Switch ABS Issuer LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| Taco Bell Funding, LLC | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.22 |
| Taco Bell Funding, LLC | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.16 |
| Treasury, United States Department of | Long | Debt | US | $39M | – | 1.94 |
| Treasury, United States Department of | Long | Debt | US | $30M | – | 1.48 |
| Treasury, United States Department of | Long | Debt | US | $30M | – | 1.48 |
| Treasury, United States Department of | Long | Debt | US | $28M | – | 1.36 |
| Treasury, United States Department of | Long | Debt | US | $23M | – | 1.14 |
| Treasury, United States Department of | Long | Debt | US | $8M | – | 0.42 |
| Treasury, United States Department of | Long | Debt | US | $5M | – | 0.22 |
| Treasury, United States Department of | Long | Debt | US | $4M | – | 0.21 |
| Treasury, United States Department of | Long | Debt | US | $2M | – | 0.11 |
| Treasury, United States Department of | Long | Debt | US | $149K | – | 0.01 |
| TRESTLES CLO LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| Trinity Rail Leasing 2010 LLC | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| TRTX 2021-FL4 Issuer, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| UBS Commercial Mortgage Trust 2017-C1 | Long | ABS-collateralized bond/debt obligation | US | $466K | – | 0.02 |
| Upstart Pass-Through Trust Series 2021-ST9 | Long | ABS-collateralized bond/debt obligation | US | $719K | – | 0.04 |
| Upstart Securitization Trust 2020-2 | Long | ABS-collateralized bond/debt obligation | US | $23K | – | 0.00 |
| Upstart Securitization Trust 2021-4 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.24 |
| Upstart Securitization Trust 2021-4 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| VCAT 2021-NPL4 LLC | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Velocity Commercial Capital Loan Trust 2017-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Verus Securitization Trust 2023-3 | Long | ABS-mortgage backed security | US | $9M | – | 0.46 |
| Verus Securitization Trust 2023-4 | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Vibrant CLO III Ltd | Long | ABS-collateralized bond/debt obligation | KY | $893K | – | 0.04 |
| Visio 2021-1R Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.27 |
| VOLT CV LLC | Long | ABS-mortgage backed security | US | $667K | – | 0.03 |
| VOLT XCII, LLC | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.13 |
| VOLT XCIV, LLC | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| VOLT XCVI, LLC | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| VOLT XCVII, LLC | Long | ABS-collateralized bond/debt obligation | US | $955K | – | 0.05 |
| WaMu Asset-Backed Certificates, WaMu Series 200X-HEX Trust | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.23 |
| Washington Mutual Asset-Backed Certificates WMABS Series 2006-HE5 Trust | Long | ABS-collateralized bond/debt obligation | US | $17K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust | Long | ABS-mortgage backed security | US | $704K | – | 0.03 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-7 Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust | Long | ABS-mortgage backed security | US | $819K | – | 0.04 |
| Waterfall Commercial Mortgage Trust 2015-SBC5 | Long | ABS-mortgage backed security | US | $580K | – | 0.03 |
| Wellfleet CLO 2017-3 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.14 |
| Wells Fargo & Company | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Wells Fargo & Company | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Wells Fargo & Company | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Wells Fargo & Company | Long | ABS-collateralized bond/debt obligation | US | $195K | – | 0.01 |
| Wells Fargo Alternative Loan 2007-PA3 Trust | Long | ABS-mortgage backed security | US | $921K | – | 0.05 |
| Wells Fargo Alternative Loan 2007-PA3 Trust | Long | ABS-mortgage backed security | US | $794K | – | 0.04 |
| Wells Fargo Alternative Loan 2007-PA5 Trust | Long | ABS-mortgage backed security | US | $304K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2015-C31 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Wells Fargo Commercial Mortgage Trust 2015-LC20 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Wells Fargo Commercial Mortgage Trust 2015-LC20 | Long | ABS-collateralized bond/debt obligation | US | $78K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Wells Fargo Commercial Mortgage Trust 2015-P2 | Long | ABS-collateralized bond/debt obligation | US | $152K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2017-C39 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| Wells Fargo Commercial Mortgage Trust 2017-RC1 | Long | ABS-collateralized bond/debt obligation | US | $466K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2019-C54 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2020-C55 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| Wells Fargo Commercial Mortgage Trust 2020-C56 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.15 |
| Wells Fargo Mortgage Backed Securities 2007-7 Trust | Long | ABS-mortgage backed security | US | $509K | – | 0.03 |
| WFRBS Commercial Mortgage Trust 2014-C24 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| WFRBS Commercial Mortgage Trust 2014-C25 | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| Willis Engine Structured Trust IV | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
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