JNL Fund Complex > JNL Series Trust
JNL/PIMCO Investment Grade Credit Bond Fund
$906.27M
Avg Monthly Net Assets
$1.34B
Total Assets
$356.61M
Total Liabilities
$984.87M
Net Assets
JNL/PIMCO Investment Grade Credit Bond Fund is an Underlying fund in JNL Series Trust
from JNL Fund Complex,
based in Michigan,
United States of America.
The fund has two share classes
and monthly net assets of $906.27M.
On August 28th, 2024 it reported 1,040 holdings, the largest
being Federal National Mortgage Association, Inc. (7.2%), Treasury, United States Department of (3.6%) and Treasury, United States Department of (2.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000218187 | ||
| Class I | C000218186 |
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 |
|---|---|---|---|---|---|---|
| 37 Capital CLO 4 Ltd. | Long | ABS-collateralized bond/debt obligation | US | $602K | – | 0.06 |
| AbbVie Inc. | Long | Debt | US | $2M | – | 0.23 |
| AbbVie Inc. | Long | Debt | US | $395K | – | 0.04 |
| Adani Electricity Mumbai Limited | Long | Debt | US | $448K | – | 0.05 |
| Adventist Health System/West | Long | Debt | US | $897K | – | 0.09 |
| AerCap Ireland Capital Designated Activity Company | Long | Debt | US | $3M | – | 0.32 |
| AerCap Ireland Capital Designated Activity Company | Long | Debt | US | $839K | – | 0.09 |
| AerCap Ireland Capital Designated Activity Company | Long | Debt | US | $589K | – | 0.06 |
| Agree Limited Partnership | Long | Debt | US | $99K | – | 0.01 |
| AIA Group Limited | Long | Debt | US | $1M | – | 0.11 |
| Air Canada | Long | ABS-collateralized bond/debt obligation | CA | $1M | – | 0.11 |
| Air Canada | Long | ABS-collateralized bond/debt obligation | CA | $113K | – | 0.01 |
| Air Canada | Long | ABS-collateralized bond/debt obligation | US | $56K | – | 0.01 |
| Air Canada | Long | ABS-collateralized bond/debt obligation | CA | $49K | – | 0.00 |
| Air Lease Corporation | Long | Debt | US | $1M | – | 0.15 |
| Aircastle Limited | Long | Debt | US | $2M | – | 0.20 |
| Aker BP ASA | Long | Debt | US | $3M | – | 0.32 |
| Alaska Air Pass Through Trust 2020-1A | Long | ABS-collateralized bond/debt obligation | US | $781K | – | 0.08 |
| Alcon Finance Corporation | Long | Debt | US | $609K | – | 0.06 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $2M | – | 0.23 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $482K | – | 0.05 |
| Algonquin Power & Utilities Corp. | Long | Debt | US | $1M | – | 0.11 |
| Allegion Public Limited Company | Long | Debt | US | $461K | – | 0.05 |
| Ally Financial Inc. | Long | Debt | US | $1M | – | 0.15 |
| Ally Financial Inc. | Long | Debt | US | $822K | – | 0.08 |
| Ally Financial Inc. | Long | Debt | US | $519K | – | 0.05 |
| Ally Financial Inc. | Long | Debt | US | $390K | – | 0.04 |
| Alternative Loan Trust 2005-43 | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Alternative Loan Trust 2005-43 | Long | ABS-mortgage backed security | US | $964K | – | 0.10 |
| Alternative Loan Trust 2005-43 | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Alternative Loan Trust 2006-15CB | Long | ABS-mortgage backed security | US | $781K | – | 0.08 |
| Alternative Loan Trust 2006-43CB | Long | ABS-mortgage backed security | US | $252K | – | 0.03 |
| Alternative Loan Trust 2006-9T1 | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Altice France Holding S.A. | Long | Debt | US | $295K | – | 0.03 |
| Altice France Holding S.A. | Long | Debt | US | $152K | – | 0.02 |
| Amazon.com, Inc. | Long | Debt | US | $100K | – | 0.01 |
| Ameren Illinois Company | Long | Debt | US | $205K | – | 0.02 |
| American Airlines, Inc. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.17 |
| American Airlines, Inc. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.12 |
| American Airlines, Inc. | Long | ABS-collateralized bond/debt obligation | US | $587K | – | 0.06 |
| American Airlines, Inc. | Long | ABS-collateralized bond/debt obligation | US | $482K | – | 0.05 |
| American Airlines, Inc. | Long | ABS-collateralized bond/debt obligation | US | $366K | – | 0.04 |
| American Airlines, Inc. | Long | ABS-collateralized bond/debt obligation | US | $182K | – | 0.02 |
| American Airlines, Inc. Class AA Pass Through Certificates, Series 2019-1 | Long | ABS-collateralized bond/debt obligation | US | $139K | – | 0.01 |
| American Assets Trust, L.P. | Long | Debt | US | $2M | – | 0.22 |
| American Electric Power Company, Inc. | Long | Debt | US | $1M | – | 0.15 |
| American Electric Power Company, Inc. | Long | Debt | US | $995K | – | 0.10 |
| American Home Mortgage Assets Trust 2006-3 | Long | ABS-mortgage backed security | US | $224K | – | 0.02 |
| American Homes 4 Rent, L.P. | Long | Debt | US | $1M | – | 0.12 |
| American Tower Corporation | Long | Debt | US | $2M | – | 0.20 |
| American Tower Corporation | Long | Debt | US | $2M | – | 0.18 |
| American Tower Corporation | Long | Debt | US | $2M | – | 0.17 |
| American Tower Corporation | Long | Debt | US | $2M | – | 0.15 |
| American Tower Corporation | Long | Debt | US | $1M | – | 0.12 |
| American Tower Corporation | Long | Debt | US | $984K | – | 0.10 |
| American Tower Corporation | Long | Debt | US | $439K | – | 0.04 |
| American Tower Corporation | Long | Debt | US | $379K | – | 0.04 |
| Amgen Inc. | Long | Debt | US | $7M | – | 0.66 |
| Amgen Inc. | Long | Debt | US | $403K | – | 0.04 |
| Amgen Inc. | Long | Debt | US | $393K | – | 0.04 |
| Anchorage Capital CLO 2018-10 Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| Anchorage Capital CLO 6 Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| Antares Holdings LP | Long | Debt | US | $1M | – | 0.12 |
| Antares Holdings LP | Long | Debt | US | $621K | – | 0.06 |
| Antares Holdings LP | Long | Debt | US | $284K | – | 0.03 |
| AON North America, Inc. | Long | Debt | US | $897K | – | 0.09 |
| APEX CREDIT CLO 2018-II LTD | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| Apidos CLO XXVII | Long | ABS-collateralized bond/debt obligation | US | $429K | – | 0.04 |
| Appalachian Power Company | Long | Debt | US | $991K | – | 0.10 |
| Appalachian Power Company | Long | Debt | US | $567K | – | 0.06 |
| Apple Inc. | Long | Debt | US | $1M | – | 0.14 |
| Aptiv PLC | Long | Debt | US | $773K | – | 0.08 |
| Arch Capital Group Ltd. | Long | Debt | US | $443K | – | 0.05 |
| AREIT 2021-CRE5 Trust | Long | ABS-collateralized bond/debt obligation | US | $550K | – | 0.06 |
| Ares Capital Corporation | Long | Debt | US | $2M | – | 0.20 |
| Ares Finance Co. II LLC | Long | Debt | US | $1M | – | 0.11 |
| Ares Finance Co. III LLC | Long | Debt | US | $465K | – | 0.05 |
| Ares Management Corporation | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| Ares Management Corporation | Long | Debt | US | $835K | – | 0.08 |
| Ares XXXIV CLO, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.13 |
| Arizona Public Service Company | Long | Debt | US | $1M | – | 0.14 |
| Ashtead Capital, Inc. | Long | Debt | US | $498K | – | 0.05 |
| Ashtead Capital, Inc. | Long | Debt | US | $378K | – | 0.04 |
| Assured Guaranty US Holdings Inc. | Long | Debt | US | $1M | – | 0.12 |
| Assured Guaranty US Holdings Inc. | Long | Debt | US | $515K | – | 0.05 |
| AstraZeneca Finance LLC | Long | Debt | US | $2M | – | 0.20 |
| AUSTRALIAN DOLLAR (BNP Paribas Securities) | Derivative-foreign exchange | AU | $3K | – | 0.00 | |
| Aviation Capital Group LLC | Long | Debt | US | $1M | – | 0.15 |
| Aviation Capital Group LLC | Long | Debt | US | $599K | – | 0.06 |
| Aviation Capital Group LLC | Long | Debt | US | $395K | – | 0.04 |
| Avolon Holdings Funding Limited | Long | Debt | US | $3M | – | 0.26 |
| Avolon Holdings Funding Limited | Long | Debt | US | $680K | – | 0.07 |
| Avolon TLB Borrower 1 US LLC | Long | Loan | US | $966K | – | 0.10 |
| AXIS Specialty Finance PLC | Long | Debt | US | $671K | – | 0.07 |
| Azul Investments LLP | Long | Debt | US | $94K | – | 0.01 |
| Bacardi Limited | Long | Debt | US | $2M | – | 0.21 |
| Bacardi Limited | Long | Debt | US | $284K | – | 0.03 |
| BAE Systems PLC | Long | Debt | US | $272K | – | 0.03 |
| Banc of America Alternative Loan Trust 2006-3 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Banc of America Mortgage 2006-B Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| Banco Bilbao Vizcaya Argentaria, S.A. | Long | Debt | US | $4M | – | 0.38 |
| Banco Santander, S.A. | Long | Debt | US | $3M | – | 0.31 |
| Bank of America Corporation | Long | Debt | US | $7M | – | 0.67 |
| Bank of America Corporation | Long | Debt | US | $3M | – | 0.33 |
| Bank of America Corporation | Long | Debt | US | $3M | – | 0.32 |
| Bank of America Corporation | Long | Debt | US | $3M | – | 0.29 |
| Bank of America Corporation | Long | Debt | US | $3M | – | 0.27 |
| Bank of America Corporation | Long | Debt | US | $2M | – | 0.25 |
| Bank of America Corporation | Long | Debt | US | $2M | – | 0.21 |
| Bank of America Corporation | Long | Debt | US | $2M | – | 0.18 |
| Bank of America Corporation | Long | Debt | US | $594K | – | 0.06 |
| Bank of America Corporation | Long | Debt | US | $586K | – | 0.06 |
| Barclays PLC | Long | Debt | US | $3M | – | 0.32 |
| Barclays PLC | Long | Debt | US | $2M | – | 0.22 |
| Barclays PLC | Long | Debt | US | $1M | – | 0.14 |
| Barclays PLC | Long | Debt | US | $1M | – | 0.12 |
| Barings CLO Ltd 2018-I | Long | ABS-collateralized bond/debt obligation | US | $889K | – | 0.09 |
| Barings Loan Partners CLO Ltd 3 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| Bausch Health Companies Inc. | Long | Debt | US | $241K | – | 0.02 |
| Bausch Health Companies Inc. | Long | Debt | US | $41K | – | 0.00 |
| Bayer US Finance LLC | Long | Debt | US | $5M | – | 0.50 |
| Bayer US Finance LLC | Long | Debt | US | $816K | – | 0.08 |
| Bear Stearns ALT-A Trust 2006-3 | Long | ABS-mortgage backed security | US | $249K | – | 0.03 |
| Bear Stearns Arm Trust 2005-6 | Long | ABS-mortgage backed security | US | $208K | – | 0.02 |
| Bear Stearns ARM Trust 2006-2 | Long | ABS-mortgage backed security | US | $483K | – | 0.05 |
| Bear Stearns Asset Backed Securities I Trust 2006-HE9 | Long | ABS-collateralized bond/debt obligation | US | $950K | – | 0.10 |
| Becton, Dickinson and Company | Long | Debt | US | $2M | – | 0.24 |
| Becton, Dickinson and Company | Long | Debt | US | $200K | – | 0.02 |
| Benefit Street Partners CLO IV Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| Benefit Street Partners CLO XVII Ltd | Long | ABS-collateralized bond/debt obligation | US | $801K | – | 0.08 |
| Berry Global, Inc. | Long | Debt | US | $4M | – | 0.45 |
| BGC Group, Inc. | Long | Debt | US | $738K | – | 0.07 |
| BGC Group, Inc. | Long | Debt | US | $681K | – | 0.07 |
| Black Hills Corporation | Long | Debt | US | $1M | – | 0.12 |
| Black Hills Corporation | Long | Debt | US | $327K | – | 0.03 |
| Blackstone Holdings Finance Co. L.L.C. | Long | Debt | US | $784K | – | 0.08 |
| Blackstone Inc. | Long | Debt | US | $5M | – | 0.51 |
| Blackstone Inc. | Long | Debt | US | $273K | – | 0.03 |
| Blackstone Secured Lending Fund | Long | Debt | US | $995K | – | 0.10 |
| Blue Owl Finance LLC | Long | Debt | US | $2M | – | 0.25 |
| BlueMountain CLO 2018-3 Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.24 |
| BNP Paribas | Long | Debt | US | $5M | – | 0.55 |
| BNP Paribas | Long | Debt | US | $2M | – | 0.18 |
| BNP Paribas | Long | Debt | US | $859K | – | 0.09 |
| BNP Paribas | Long | Debt | US | $196K | – | 0.02 |
| Boeing Company, The | Long | Debt | US | $3M | – | 0.33 |
| Boeing Company, The | Long | Debt | US | $2M | – | 0.19 |
| Boeing Company, The | Long | Debt | US | $2M | – | 0.18 |
| Boeing Company, The | Long | Debt | US | $1M | – | 0.15 |
| Boeing Company, The | Long | Debt | US | $806K | – | 0.08 |
| Boeing Company, The | Long | Debt | US | $275K | – | 0.03 |
| Boeing Company, The | Long | Debt | US | $198K | – | 0.02 |
| Boeing Company, The | Long | Debt | US | $102K | – | 0.01 |
| Boeing Company, The | Long | Debt | US | $101K | – | 0.01 |
| Boise Cascade Company | Long | Debt | US | $278K | – | 0.03 |
| Booz Allen Hamilton Inc. | Long | Debt | US | $309K | – | 0.03 |
| Boral Finance Pty Limited | Long | Debt | US | $315K | – | 0.03 |
| Boston Scientific Corporation | Long | Debt | US | $1M | – | 0.13 |
| BP Capital Markets America Inc. | Long | Debt | US | $679K | – | 0.07 |
| BPCE | Long | Debt | US | $913K | – | 0.09 |
| BPCE | Long | Debt | US | $496K | – | 0.05 |
| Brandywine Operating Partnership, L.P. | Long | Debt | US | $363K | – | 0.04 |
| Brandywine Operating Partnership, L.P. | Long | Debt | US | $87K | – | 0.01 |
| BRAZILIAN REAL (Goldman Sachs & Co.) | Derivative-foreign exchange | BR | $-148K | – | -0.01 | |
| Bristol-Myers Squibb Company | Long | Debt | US | $1M | – | 0.10 |
| Bristol-Myers Squibb Company | Long | Debt | US | $998K | – | 0.10 |
| Bristol-Myers Squibb Company | Long | Debt | US | $67K | – | 0.01 |
| British Airways Pass Through Trust 2020-1A | Long | ABS-collateralized bond/debt obligation | US | $269K | – | 0.03 |
| British Airways PLC | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.12 |
| BRITISH POUND STERLING (BNP Paribas Securities) | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| Brixmor Operating Partnership LP | Long | Debt | US | $672K | – | 0.07 |
| Broadcom Inc | Long | Loan | US | $496K | – | 0.05 |
| Broadcom Inc | Long | Loan | US | $496K | – | 0.05 |
| Broadcom Inc. | Long | Debt | US | $3M | – | 0.27 |
| Broadcom Inc. | Long | Debt | US | $1M | – | 0.13 |
| Broadcom Inc. | Long | Debt | US | $878K | – | 0.09 |
| Brookfield Capital Finance LLC | Long | Debt | US | $309K | – | 0.03 |
| Brookfield Financial, Inc. | Long | Debt | US | $2M | – | 0.19 |
| Brookfield Financial, Inc. | Long | Debt | US | $1M | – | 0.14 |
| Brookfield Financial, Inc. | Long | Debt | US | $569K | – | 0.06 |
| Brookfield Financial, Inc. | Long | Debt | US | $222K | – | 0.02 |
| Brown & Brown, Inc. | Long | Debt | US | $3M | – | 0.29 |
| BRSP 2021-FL1, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $501K | – | 0.05 |
| Burlington Northern Santa Fe, LLC | Long | Debt | US | $4M | – | 0.44 |
| BX Commercial Mortgage Trust 2022-LP2 | Long | ABS-mortgage backed security | US | $821K | – | 0.08 |
| BXMT 2020-FL3 Ltd | Long | ABS-collateralized bond/debt obligation | US | $758K | – | 0.08 |
| C-BASS 2007-CB1 Trust | Long | ABS-collateralized bond/debt obligation | US | $160K | – | 0.02 |
| Cabinet of Ministers of Ukraine | Long | Debt | US | $96K | – | 0.01 |
| Caesars Entertainment Inc. | Long | Loan | US | $899K | – | 0.09 |
| CaixaBank, S.A. | Long | Debt | US | $399K | – | 0.04 |
| Cameron LNG, LLC | Long | Debt | US | $1M | – | 0.11 |
| CANADIAN DOLLAR (Citibank, Inc.) | Derivative-foreign exchange | CA | $3K | – | 0.00 | |
| Canadian Natural Resources Limited | Long | Debt | US | $526K | – | 0.05 |
| Canadian Pacific Kansas City Limited | Long | Debt | US | $865K | – | 0.09 |
| Canadian Pacific Kansas City Limited | Long | Debt | US | $479K | – | 0.05 |
| Cantor Fitzgerald, L.P. | Long | Debt | US | $2M | – | 0.16 |
| Capital Farm Credit ACA | Long | Debt | US | $3M | – | 0.32 |
| Capital One Financial Corporation | Long | Debt | US | $2M | – | 0.16 |
| Carlyle Finance LLC | Long | Debt | US | $460K | – | 0.05 |
| Carlyle Global Market Strategies CLO 2013-1, Ltd | Long | ABS-collateralized bond/debt obligation | US | $353K | – | 0.04 |
| Carlyle US CLO 2017-1, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $825K | – | 0.08 |
| Carnival Corporation | Long | Debt | US | $1M | – | 0.10 |
| Carnival Corporation | Long | Loan | US | $383K | – | 0.04 |
| Cassa Depositi E Prestiti Societa' Per Azioni | Long | Debt | US | $1M | – | 0.10 |
| Catamaran CLO 2014-1 Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| CBRE Services, Inc. | Long | Debt | US | $608K | – | 0.06 |
| CDW Finance Corporation | Long | Debt | US | $1M | – | 0.12 |
| CDW Finance Corporation | Long | Debt | US | $722K | – | 0.07 |
| Centene Corporation | Long | Debt | US | $4M | – | 0.43 |
| Centene Corporation | Long | Debt | US | $977K | – | 0.10 |
| Centene Corporation | Long | Debt | US | $246K | – | 0.02 |
| CenterPoint Energy Resources Corp. | Long | Debt | US | $2M | – | 0.17 |
| Centex LLC | Long | ABS-collateralized bond/debt obligation | US | $17K | – | 0.00 |
| Charter Communications Operating, LLC | Long | Debt | US | $2M | – | 0.24 |
| Charter Communications Operating, LLC | Long | Debt | US | $1M | – | 0.15 |
| Charter Communications Operating, LLC | Long | Loan | US | $1M | – | 0.10 |
| Charter Communications Operating, LLC | Long | Loan | US | $980K | – | 0.10 |
| Charter Communications Operating, LLC | Long | Debt | US | $890K | – | 0.09 |
| Charter Communications Operating, LLC | Long | Debt | US | $505K | – | 0.05 |
| Charter Communications Operating, LLC | Long | Debt | US | $319K | – | 0.03 |
| Charter Communications Operating, LLC | Long | Debt | US | $251K | – | 0.03 |
| Charter Communications Operating, LLC | Long | Debt | US | $117K | – | 0.01 |
| Charter Communications Operating, LLC | Long | Loan | US | $3K | – | 0.00 |
| Charter Communications Operating, LLC | Long | Loan | US | $2K | – | 0.00 |
| Cheniere Corpus Christi Holdings, LLC | Long | Debt | US | $2M | – | 0.22 |
| Cheniere Corpus Christi Holdings, LLC | Long | Debt | US | $739K | – | 0.08 |
| Cheniere Energy Partners, L.P. | Long | Debt | US | $3M | – | 0.32 |
| Cheniere Energy, Inc. | Long | Debt | US | $100K | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2002-HYB1 | Long | ABS-mortgage backed security | US | $278K | – | 0.03 |
| Choice Hotels International, Inc. | Long | Debt | US | $199K | – | 0.02 |
| Chromalloy Corporation | Long | Loan | US | $801K | – | 0.08 |
| CI Financial Corp. | Long | Debt | US | $1M | – | 0.12 |
| CIBC Mellon Trust Company | Long | Debt | CA | $6M | – | 0.58 |
| Citigroup Inc. | Long | Debt | US | $4M | – | 0.38 |
| Citigroup Inc. | Long | Debt | US | $2M | – | 0.24 |
| Citigroup Inc. | Long | Debt | US | $2M | – | 0.24 |
| Citigroup Inc. | Long | Debt | US | $2M | – | 0.21 |
| Citigroup Inc. | Long | Debt | US | $1M | – | 0.13 |
| Citigroup Inc. | Long | Debt | US | $717K | – | 0.07 |
| Citigroup Inc. | Long | Debt | US | $710K | – | 0.07 |
| Citizens Bank, National Association | Long | Debt | US | $581K | – | 0.06 |
| Citizens Financial Group, Inc. | Long | Debt | US | $716K | – | 0.07 |
| Cleco Corporate Holdings LLC | Long | Debt | US | $2M | – | 0.22 |
| CNA Financial Corporation | Long | Debt | US | $899K | – | 0.09 |
| CNA Financial Corporation | Long | Debt | US | $250K | – | 0.03 |
| CoBank, ACB | Long | Debt | US | $2M | – | 0.19 |
| CoBank, ACB | Long | Equity-preferred | US | $298K | 3K | 0.03 |
| Comcast Corporation | Long | Debt | US | $1M | – | 0.11 |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo | Long | Debt | PE | $496K | – | 0.05 |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo | Long | Debt | PE | $323K | – | 0.03 |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo | Long | Debt | PE | $186K | – | 0.02 |
| Commonwealth of Australia | Long | Debt | AU | $2M | – | 0.21 |
| ConocoPhillips Company | Long | Debt | US | $1M | – | 0.11 |
| Constellation Brands, Inc. | Long | Debt | US | $1M | – | 0.12 |
| Constellation Brands, Inc. | Long | Debt | US | $97K | – | 0.01 |
| Constellation Insurance, Inc. | Long | Debt | US | $3M | – | 0.26 |
| Cooperatieve Rabobank U.A. | Long | Debt | US | $962K | – | 0.10 |
| COPT Defense Properties | Long | Debt | US | $378K | – | 0.04 |
| Corebridge Financial, Inc. | Long | Debt | US | $2M | – | 0.18 |
| CoStar Group, Inc. | Long | Debt | US | $930K | – | 0.09 |
| Cotiviti Corporation | Long | Loan | US | $1M | – | 0.13 |
| Countrywide Home Loans, Inc. | Long | ABS-mortgage backed security | US | $332K | – | 0.03 |
| Cox Communications, Inc. | Long | Debt | US | $275K | – | 0.03 |
| CREDIT DEFAULT SWAP INDEX (MORGAN STANLEY) | Derivative-credit | US | $894.75 | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (GOLDMAN SACHS) | Derivative-credit | ZA | $3K | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (BARCLAYS PLC) | Derivative-credit | ZA | $3K | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (MORGAN STANLEY) | Derivative-credit | MX | $2K | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (JP MORGAN CHASE & CO) | Derivative-credit | BR | $2K | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (MORGAN STANLEY) | Derivative-credit | MX | $2K | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (CITIGROUP INC.) | Derivative-credit | BR | $2K | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (BARCLAYS PLC) | Derivative-credit | ID | $1K | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (GOLDMAN SACHS) | Derivative-credit | BR | $1K | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (BNP PARIBAS) | Derivative-credit | KY | $984.13 | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (BARCLAYS PLC) | Derivative-credit | KY | $656.09 | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (GOLDMAN SACHS) | Derivative-credit | MX | $370.95 | – | 0.00 | |
| Crestline Denali CLO XV, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $566K | – | 0.06 |
| Crown Castle Inc. | Long | Debt | US | $2M | – | 0.17 |
| Crown Castle Inc. | Long | Debt | US | $853K | – | 0.09 |
| Crown Castle Inc. | Long | Debt | US | $413K | – | 0.04 |
| Crown Castle Inc. | Long | Debt | US | $303K | – | 0.03 |
| Crown Communication Inc. | Long | ABS-collateralized bond/debt obligation | US | $95K | – | 0.01 |
| CSL Finance PLC | Long | Debt | US | $479K | – | 0.05 |
| CSWF Trust 2021-SOP2 | Long | ABS-mortgage backed security | US | $415K | – | 0.04 |
| CVS Health Corporation | Long | Debt | US | $3M | – | 0.32 |
| CVS Health Corporation | Long | Debt | US | $3M | – | 0.26 |
| CVS Health Corporation | Long | Debt | US | $2M | – | 0.19 |
| CVS Health Corporation | Long | Debt | US | $863K | – | 0.09 |
| CVS Health Corporation | Long | Debt | US | $591K | – | 0.06 |
| CVS Health Corporation | Long | Debt | US | $199K | – | 0.02 |
| CVS Health Corporation | Long | Debt | US | $38K | – | 0.00 |
| CWABS Asset-Backed Certificates Trust 2006-24 | Long | ABS-collateralized bond/debt obligation | US | $45K | – | 0.00 |
| CWABS Asset-Backed Certificates Trust 2007-12 | Long | ABS-collateralized bond/debt obligation | US | $443K | – | 0.04 |
| CWABS, Inc. | Long | ABS-collateralized bond/debt obligation | US | $16K | – | 0.00 |
| CWABS, Inc. | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| CWABS, Inc. | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| Daimler Trucks Finance North America LLC | Long | Debt | US | $5M | – | 0.48 |
| DANISH KRONE (Morgan Stanley & Co., Inc.) | Derivative-foreign exchange | DK | $1K | – | 0.00 | |
| DANISH KRONE (J.P. Morgan) | Derivative-foreign exchange | DK | $664.97 | – | 0.00 | |
| Danske Bank A/S | Long | Debt | US | $987K | – | 0.10 |
| DC Office Trust 2019-MTC | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| Delos Aircraft Designated Activity Co | Long | Loan | US | $121K | – | 0.01 |
| Delta Air Lines, Inc. | Long | Debt | US | $2M | – | 0.17 |
| Delta Air Lines, Inc. | Long | ABS-collateralized bond/debt obligation | US | $691K | – | 0.07 |
| Deutsche Bank Aktiengesellschaft | Long | Debt | US | $3M | – | 0.33 |
| Deutsche Bank Aktiengesellschaft | Long | Debt | US | $1M | – | 0.14 |
| Diageo Capital PLC | Long | Debt | US | $2M | – | 0.16 |
| Diamond Escrow Issuer, LLC | Long | Debt | US | $530K | – | 0.05 |
| DirecTV Financing, LLC | Long | Loan | US | $380K | – | 0.04 |
| Discover Financial Services | Long | Debt | US | $2M | – | 0.21 |
| Discovery Communications, LLC | Long | Debt | US | $98K | – | 0.01 |
| DrillCo Holding Lux S.A. | Long | Equity-common | US | $77K | 3K | 0.01 |
| DrillCo Holding Lux S.A. | Long | Debt | US | $47K | – | 0.00 |
| DrillCo Holding Lux S.A. | Long | Equity-common | US | $26K | 1K | 0.00 |
| DrillCo Holding Lux S.A. | Long | Debt | US | $12K | – | 0.00 |
| DrillCo Holding Lux S.A. | Long | Equity-common | US | $9K | 384 | 0.00 |
| DrillCo Holding Lux S.A. | Long | Equity-common | US | $3K | 129 | 0.00 |
| Dryden 54 Senior Loan Fund | Long | ABS-collateralized bond/debt obligation | US | $573K | – | 0.06 |
| DTE Electric Company | Long | Debt | US | $1M | – | 0.12 |
| DTE Energy Company | Long | Debt | US | $912K | – | 0.09 |
| DTE Energy Company | Long | Debt | US | $440K | – | 0.04 |
| Duke Energy Indiana, LLC | Long | Debt | US | $2M | – | 0.20 |
| Duke Energy Ohio, Inc. | Long | Debt | US | $1M | – | 0.15 |
| Duquesne Light Holdings, Inc. | Long | Debt | US | $1M | – | 0.11 |
| Ecopetrol S.A. | Long | Debt | US | $2M | – | 0.18 |
| Edison International | Long | Debt | US | $1M | – | 0.15 |
| Electricite de France | Long | Debt | US | $984K | – | 0.10 |
| Elevance Health, Inc. | Long | Debt | US | $4M | – | 0.36 |
| Elevance Health, Inc. | Long | Debt | US | $944K | – | 0.10 |
| Elevance Health, Inc. | Long | Debt | US | $186K | – | 0.02 |
| Enable Midstream Partners, LP | Long | Debt | US | $780K | – | 0.08 |
| Enable Midstream Partners, LP | Long | Debt | US | $493K | – | 0.05 |
| Enbridge Inc. | Long | Debt | US | $2M | – | 0.17 |
| Enbridge Inc. | Long | Debt | US | $2M | – | 0.16 |
| Enbridge Inc. | Long | Debt | US | $100K | – | 0.01 |
| Enbridge Inc. | Long | Debt | US | $100K | – | 0.01 |
| Encore Capital Group, Inc. | Long | Debt | US | $305K | – | 0.03 |
| Enel Finance America, LLC | Long | Debt | US | $1M | – | 0.11 |
| Enel Finance America, LLC | Long | Debt | US | $420K | – | 0.04 |
| Enel Finance International N.V. | Long | Debt | US | $2M | – | 0.22 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.15 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.13 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.12 |
| Energy Transfer LP | Long | Debt | US | $516K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $228K | – | 0.02 |
| Energy Transfer Operating, L.P. | Long | Debt | US | $3M | – | 0.30 |
| Eni S.p.A. | Long | Debt | US | $687K | – | 0.07 |
| Entergy Corporation | Long | Debt | US | $2M | – | 0.23 |
| Entergy Texas, Inc. | Long | Debt | US | $563K | – | 0.06 |
| Enterprise Products Operating LLC | Long | Debt | US | $483K | – | 0.05 |
| Enterprise Products Operating LLC | Long | Debt | US | $249K | – | 0.03 |
| EPR Properties | Long | Debt | US | $1M | – | 0.13 |
| EPR Properties | Long | Debt | US | $860K | – | 0.09 |
| EPR Properties | Long | Debt | US | $193K | – | 0.02 |
| EPR Properties | Long | Debt | US | $96K | – | 0.01 |
| EQM Midstream Partners, LP | Long | Debt | US | $378K | – | 0.04 |
| EQT Corporation | Long | Debt | US | $495K | – | 0.05 |
| Equifax Inc. | Long | Debt | US | $996K | – | 0.10 |
| Equinix, Inc. | Long | Debt | US | $1M | – | 0.14 |
| Erste Group Bank AG | Long | Debt | AT | $2M | – | 0.20 |
| Essent Group Ltd. | Long | Debt | US | $500K | – | 0.05 |
| Essex Portfolio, L.P. | Long | Debt | US | $3M | – | 0.33 |
| Essex Portfolio, L.P. | Long | Debt | US | $596K | – | 0.06 |
| EURO DOLLAR (Standard Chartered Bank) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| Evergy Metro, Inc. | Long | Debt | US | $851K | – | 0.09 |
| Eversource Energy | Long | Debt | US | $1M | – | 0.12 |
| Eversource Energy | Long | Debt | US | $588K | – | 0.06 |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $31K | – | 0.00 | |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $4K | – | 0.00 | |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-34K | – | -0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | GB | $413K | – | 0.04 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | GB | $132K | – | 0.01 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $103K | – | 0.01 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | IT | $74K | – | 0.01 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $57K | – | 0.01 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | GB | $40K | – | 0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $30K | – | 0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $26K | – | 0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $11K | – | 0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $10K | – | 0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $9K | – | 0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $9K | – | 0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | NL | $4K | – | 0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $1K | – | 0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | NL | $479.83 | – | 0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | GB | $-1K | – | -0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-5K | – | -0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | XX | $-8K | – | -0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-8K | – | -0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-9K | – | -0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-11K | – | -0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | GB | $-13K | – | -0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-13K | – | -0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-17K | – | -0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-19K | – | -0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-49K | – | -0.01 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-139K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $558K | – | 0.06 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $416K | – | 0.04 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $280K | – | 0.03 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | JP | $103K | – | 0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $78K | – | 0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | AU | $57K | – | 0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | JP | $53K | – | 0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | JP | $42K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | AU | $39K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | GB | $24K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $16K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | JP | $1K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | GB | $-25K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-40K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-165K | – | -0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-183K | – | -0.02 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-244K | – | -0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-287K | – | -0.03 | |
| Exelon Corporation | Long | Debt | US | $798K | – | 0.08 |
| Exelon Corporation | Long | Debt | US | $496K | – | 0.05 |
| Expedia Group, Inc. | Long | Debt | US | $2M | – | 0.16 |
| Export-Import Bank of India | Long | Debt | US | $540K | – | 0.05 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $4M | – | 0.40 |
| Extra Space Storage LP | Long | Debt | US | $831K | – | 0.08 |
| F&G Annuities & Life, Inc. | Long | Debt | US | $299K | – | 0.03 |
| FactSet Research Systems Inc. | Long | Debt | US | $843K | – | 0.09 |
| Fairfax Financial Holdings Limited | Long | Debt | US | $2M | – | 0.18 |
| Fairfax Financial Holdings Limited | Long | Debt | CA | $614K | – | 0.06 |
| Fairfax Financial Holdings Limited | Long | Debt | US | $200K | – | 0.02 |
| Fairfax Financial Holdings Limited | Long | Debt | US | $101K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $4M | – | 0.46 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $654K | – | 0.07 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $405K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $233K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $71M | – | 7.21 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $14M | – | 1.47 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $13M | – | 1.33 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $5M | – | 0.46 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.30 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $158K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $156K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ferguson Finance PLC | Long | Debt | US | $4M | – | 0.36 |
| Fideicomiso Fibra Uno | Long | Debt | US | $790K | – | 0.08 |
| Fidelity National Financial, Inc. | Long | Debt | US | $247K | – | 0.03 |
| First Franklin Mortgage Loan Trust 2004-FF10 Asset-Backed Certificates, Series 2004-FF10 | Long | ABS-collateralized bond/debt obligation | US | $476K | – | 0.05 |
| Flex Ltd. | Long | Debt | US | $386K | – | 0.04 |
| Florida Gas Transmission Company, LLC | Long | Debt | US | $865K | – | 0.09 |
| Florida Power & Light Company | Long | Debt | US | $2M | – | 0.23 |
| Ford Motor Credit Company LLC | Long | Debt | US | $2M | – | 0.17 |
| Ford Motor Credit Company LLC | Long | Debt | US | $2M | – | 0.16 |
| Ford Motor Credit Company LLC | Long | Debt | US | $525K | – | 0.05 |
| Ford Motor Credit Company LLC | Long | Debt | US | $500K | – | 0.05 |
| Ford Motor Credit Company LLC | Long | Debt | US | $290K | – | 0.03 |
| Ford Motor Credit Company LLC | Long | Debt | US | $285K | – | 0.03 |
| Ford Motor Credit Company LLC | Long | Debt | US | $232K | – | 0.02 |
| Fortress Transportation And Infrastructure Investors LLC | Long | Debt | US | $629K | – | 0.06 |
| Franklin Resources, Inc. | Long | Debt | US | $1M | – | 0.10 |
| Freedom Mortgage Corporation | Long | Debt | US | $1M | – | 0.12 |
| Freedom Mortgage Corporation | Long | Debt | US | $859K | – | 0.09 |
| FS KKR Capital Corp. | Long | Debt | US | $1M | – | 0.15 |
| FS KKR Capital Corp. | Long | Debt | US | $793K | – | 0.08 |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $191K | – | 0.02 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $169K | – | 0.02 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $73K | – | 0.01 | |
| FUTURE - PHYSICALLY DELIVERED (EUREX EXCHANGE) | Derivative-interest rate | DE | $30K | – | 0.00 | |
| FUTURE - PHYSICALLY DELIVERED (INTERCONTINENTAL EXCHANGE) | Derivative-interest rate | GB | $-22K | – | -0.00 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-73K | – | -0.01 | |
| GATX Corporation | Long | Debt | US | $470K | – | 0.05 |
| Gaz Finance PLC | Long | Debt | US | $957K | – | 0.10 |
| GE Capital Funding LLC | Long | Debt | US | $512K | – | 0.05 |
| General Motors Financial Company, Inc. | Long | Debt | US | $130K | – | 0.01 |
| Georgia Power Company | Long | Debt | US | $2M | – | 0.16 |
| Georgia Power Company | Long | Debt | US | $295K | – | 0.03 |
| Glencore Funding LLC | Long | Debt | US | $900K | – | 0.09 |
| Global Atlantic Financial Company | Long | Debt | US | $1M | – | 0.14 |
| Global Atlantic Financial Company | Long | Debt | US | $395K | – | 0.04 |
| Global Payments Inc. | Long | Debt | US | $580K | – | 0.06 |
| Global Payments Inc. | Long | Debt | US | $490K | – | 0.05 |
| Global Payments Inc. | Long | Debt | US | $435K | – | 0.04 |
| Global Payments Inc. | Long | Debt | US | $377K | – | 0.04 |
| Globe Life Inc. | Long | Debt | US | $962K | – | 0.10 |
| GLP Financing, LLC | Long | Debt | US | $5M | – | 0.51 |
| GLP Financing, LLC | Long | Debt | US | $690K | – | 0.07 |
| GLP Financing, LLC | Long | Debt | US | $398K | – | 0.04 |
| GLP Financing, LLC | Long | Debt | US | $397K | – | 0.04 |
| GLP Financing, LLC | Long | Debt | US | $300K | – | 0.03 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | MX | $2M | – | 0.19 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | MX | $2M | – | 0.17 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | MX | $1M | – | 0.10 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | US | $681K | – | 0.07 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | MX | $389K | – | 0.04 |
| GoldenTree Loan Management US CLO 16 Ltd | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| Goldentree Loan Management US CLO 4, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.25 |
| Goldman Sachs Group Inc, The | Long | Debt | US | $3M | – | 0.32 |
| Goldman Sachs Group Inc, The | Long | Debt | US | $3M | – | 0.32 |
| Goldman Sachs Group Inc, The | Long | Debt | US | $2M | – | 0.23 |
| Goldman Sachs Group Inc, The | Long | Debt | US | $2M | – | 0.19 |
| Goldman Sachs Group Inc, The | Long | Debt | US | $2M | – | 0.18 |
| Goldman Sachs Group Inc, The | Long | Debt | US | $1M | – | 0.10 |
| Goldman Sachs Group Inc, The | Long | Debt | US | $734K | – | 0.07 |
| Goldman Sachs Group Inc, The | Long | Debt | US | $383K | – | 0.04 |
| Golub Capital BDC, Inc. | Long | Debt | US | $409K | – | 0.04 |
| Golub Capital Partners | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| Golub Capital Partners CLO 26B Ltd | Long | ABS-collateralized bond/debt obligation | US | $338K | – | 0.03 |
| Government of Saudi Arabia | Long | Debt | US | $4M | – | 0.41 |
| Government of Saudi Arabia | Long | Debt | US | $196K | – | 0.02 |
| Greene King Finance PLC | Long | Debt | GB | $377K | – | 0.04 |
| GS Mortgage Securities Corp. | Long | ABS-collateralized bond/debt obligation | US | $229K | – | 0.02 |
| GSAMP Trust 2006-FM2 | Long | ABS-collateralized bond/debt obligation | US | $830K | – | 0.08 |
| GTP Acquisition Partners I, LLC | Long | ABS-collateralized bond/debt obligation | US | $293K | – | 0.03 |
| Haleon US Capital LLC | Long | Debt | US | $1M | – | 0.14 |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. | Long | Debt | US | $984K | – | 0.10 |
| Hanover Insurance Group Inc, The | Long | Debt | US | $421K | – | 0.04 |
| HarborView Mortgage Loan Trust 2006-12 | Long | ABS-mortgage backed security | US | $296K | – | 0.03 |
| HCA Inc. | Long | Debt | US | $4M | – | 0.44 |
| HCA Inc. | Long | Debt | US | $2M | – | 0.18 |
| HCA Inc. | Long | Debt | US | $830K | – | 0.08 |
| HCA Inc. | Long | Debt | US | $631K | – | 0.06 |
| HCA Inc. | Long | Debt | US | $299K | – | 0.03 |
| HEICO Corporation | Long | Debt | US | $450K | – | 0.05 |
| High Street Funding Trust I | Long | Debt | US | $94K | – | 0.01 |
| Highwoods Realty Limited Partnership | Long | Debt | US | $340K | – | 0.03 |
| Hilton Domestic Operating Company Inc. | Long | Debt | US | $500K | – | 0.05 |
| HM Treasury | Long | Debt | GB | $3M | – | 0.35 |
| Host Hotels & Resorts, L.P. | Long | Debt | US | $3M | – | 0.33 |
| Host Hotels & Resorts, L.P. | Long | Debt | US | $3M | – | 0.31 |
| Host Hotels & Resorts, L.P. | Long | Debt | US | $295K | – | 0.03 |
| Howard Midstream Energy Partners, LLC | Long | Debt | US | $529K | – | 0.05 |
| HPS Corporate Lending Fund | Long | Debt | US | $302K | – | 0.03 |
| HSBC Holdings PLC | Long | Debt | US | $2M | – | 0.22 |
| HSBC Holdings PLC | Long | Debt | US | $1M | – | 0.12 |
| HSBC Holdings PLC | Long | Debt | US | $1M | – | 0.11 |
| HSBC Holdings PLC | Long | Debt | US | $847K | – | 0.09 |
| HSBC Holdings PLC | Long | Debt | US | $503K | – | 0.05 |
| Hudson Pacific Properties, L.P. | Long | Debt | US | $510K | – | 0.05 |
| Hudson Pacific Properties, L.P. | Long | Debt | US | $502K | – | 0.05 |
| Humana Inc. | Long | Debt | US | $1M | – | 0.11 |
| Humana Inc. | Long | Debt | US | $280K | – | 0.03 |
| Hyundai Capital America | Long | Debt | US | $904K | – | 0.09 |
| Imperial Brands Finance PLC | Long | Debt | US | $768K | – | 0.08 |
| Imperial Brands Finance PLC | Long | Debt | US | $499K | – | 0.05 |
| INDIAN RUPEE (Standard Chartered Bank) | Derivative-foreign exchange | IN | $925.55 | – | 0.00 | |
| INDIAN RUPEE (J.P. Morgan) | Derivative-foreign exchange | IN | $432.8 | – | 0.00 | |
| INDIAN RUPEE (Citibank, Inc.) | Derivative-foreign exchange | IN | $392.67 | – | 0.00 | |
| INDIAN RUPEE (Citibank, Inc.) | Derivative-foreign exchange | IN | $198.05 | – | 0.00 | |
| INDIAN RUPEE (Citibank, Inc.) | Derivative-foreign exchange | IN | $145.77 | – | 0.00 | |
| INDIAN RUPEE (Citibank, Inc.) | Derivative-foreign exchange | IN | $38.52 | – | 0.00 | |
| INDIAN RUPEE (Morgan Stanley & Co., Inc.) | Derivative-foreign exchange | IN | $11.17 | – | 0.00 | |
| INDIAN RUPEE (Citibank, Inc.) | Derivative-foreign exchange | IN | $-207.39 | – | -0.00 | |
| INDIAN RUPEE (Citibank, Inc.) | Derivative-foreign exchange | IN | $-284.97 | – | -0.00 | |
| INDIAN RUPEE (Citibank, Inc.) | Derivative-foreign exchange | IN | $-428.12 | – | -0.00 | |
| INDONESIAN RUPIAH (J.P. Morgan) | Derivative-foreign exchange | ID | $-25K | – | -0.00 | |
| IndyMac MBS, Inc. | Long | ABS-mortgage backed security | US | $204K | – | 0.02 |
| Infor, Inc. | Long | Debt | US | $767K | – | 0.08 |
| ING Groep N.V. | Long | Debt | US | $2M | – | 0.16 |
| INTEGRIS Baptist Medical Center, Inc. | Long | Debt | US | $522K | – | 0.05 |
| Intel Corporation | Long | Debt | US | $3M | – | 0.28 |
| Intesa Sanpaolo SPA | Long | Debt | US | $1M | – | 0.15 |
| Intesa Sanpaolo SPA | Long | Debt | US | $1M | – | 0.12 |
| Intesa Sanpaolo SPA | Long | Debt | US | $309K | – | 0.03 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $3M | – | 0.29 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $556K | – | 0.06 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $400K | – | 0.04 |
| IPALCO Enterprises, Inc. | Long | Debt | US | $199K | – | 0.02 |
| IRB Infrastructure Developers Limited | Long | Debt | US | $400K | – | 0.04 |
| Israel, State of | Long | Debt | US | $3M | – | 0.27 |
| ITC Holdings Corp. | Long | Debt | US | $2M | – | 0.22 |
| J.P. Morgan Mortgage Acquisition Trust 2006-CW2 | Long | ABS-collateralized bond/debt obligation | US | $578K | – | 0.06 |
| J.P. Morgan Mortgage Acquisition Trust 2006-NC2 | Long | ABS-collateralized bond/debt obligation | US | $181K | – | 0.02 |
| JAB Holdings B.V. | Long | Debt | US | $551K | – | 0.06 |
| JDE Peet's N.V. | Long | Debt | NL | $84K | – | 0.01 |
| Jefferies Financial Group Inc. | Long | Debt | US | $1M | – | 0.12 |
| JetBlue Airways Corporation | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.21 |
| JetBlue Airways Corporation | Long | ABS-collateralized bond/debt obligation | US | $205K | – | 0.02 |
| JNL Government Money Market Fund | Long | Short-term investment vehicle | US | $464K | 464K | 0.05 |
| JNL Government Money Market Fund - Class SL (Jackson National Asset Management, LLC) | Long | Short-term investment vehicle | US | $2M | 2M | 0.23 |
| Joint Stock Company Alrosa (Public Joint Stock Company) | Long | Debt | US | $0.01 | – | 0.00 |
| JPMorgan Chase & Co. | Long | Debt | US | $5M | – | 0.46 |
| JPMorgan Chase & Co. | Long | Debt | US | $4M | – | 0.43 |
| JPMorgan Chase & Co. | Long | Debt | US | $3M | – | 0.32 |
| JPMorgan Chase & Co. | Long | Debt | US | $3M | – | 0.27 |
| JPMorgan Chase & Co. | Long | Debt | US | $3M | – | 0.26 |
| JPMorgan Chase & Co. | Long | Debt | US | $2M | – | 0.23 |
| JPMorgan Chase & Co. | Long | Debt | US | $2M | – | 0.16 |
| JPMorgan Chase & Co. | Long | Debt | US | $1M | – | 0.15 |
| JPMorgan Chase & Co. | Long | Debt | US | $1M | – | 0.15 |
| JPMorgan Chase & Co. | Long | Debt | US | $902K | – | 0.09 |
| JPMorgan Chase & Co. | Long | Debt | US | $695K | – | 0.07 |
| JPMorgan Chase & Co. | Long | Debt | US | $198K | – | 0.02 |
| JPMorgan Chase Bank, National Association | Long | Debt | US | $999K | – | 0.10 |
| Kaisa Group Holdings Ltd. | Long | Debt | US | $87K | – | 0.01 |
| Kaisa Group Holdings Ltd. | Long | Debt | US | $67K | – | 0.01 |
| Kaisa Group Holdings Ltd. | Long | Debt | US | $26K | – | 0.00 |
| Kaisa Group Holdings Ltd. | Long | Debt | KY | $26K | – | 0.00 |
| Kaisa Group Holdings Ltd. | Long | Debt | KY | $26K | – | 0.00 |
| Kaisa Group Holdings Ltd. | Long | Debt | US | $10K | – | 0.00 |
| Kenvue Inc. | Long | Debt | US | $692K | – | 0.07 |
| Kilroy Realty, L.P. | Long | Debt | US | $843K | – | 0.09 |
| Kilroy Realty, L.P. | Long | Debt | US | $664K | – | 0.07 |
| Kilroy Realty, L.P. | Long | Debt | US | $473K | – | 0.05 |
| Kraft Heinz Foods Company | Long | Debt | US | $4M | – | 0.37 |
| Las Vegas Sands Corp. | Long | Debt | US | $5M | – | 0.52 |
| Las Vegas Sands Corp. | Long | Debt | US | $2M | – | 0.20 |
| Las Vegas Sands Corp. | Long | Debt | US | $1M | – | 0.12 |
| Las Vegas Sands Corp. | Long | Debt | US | $1M | – | 0.10 |
| Las Vegas Sands Corp. | Long | Debt | US | $194K | – | 0.02 |
| Lazard Group LLC | Long | Debt | US | $1M | – | 0.12 |
| Lazard Group LLC | Long | Debt | US | $266K | – | 0.03 |
| LCCM 2021-FL2 Trust | Long | ABS-collateralized bond/debt obligation | US | $759K | – | 0.08 |
| LeasePlan Corporation N.V. | Long | Debt | US | $5M | – | 0.53 |
| Lenovo Group Limited | Long | Debt | US | $2M | – | 0.18 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $605K | – | 0.06 |
| Live Nation Entertainment, Inc. | Long | Debt | US | $186K | – | 0.02 |
| Lloyds Banking Group PLC | Long | Debt | US | $3M | – | 0.31 |
| Lloyds Banking Group PLC | Long | Debt | US | $2M | – | 0.17 |
| Lloyds Banking Group PLC | Long | Debt | US | $710K | – | 0.07 |
| Lloyds Banking Group PLC | Long | Debt | US | $588K | – | 0.06 |
| Lockheed Martin Corporation | Long | Debt | US | $1M | – | 0.13 |
| Lockheed Martin Corporation | Long | Debt | US | $1M | – | 0.10 |
| Lockheed Martin Corporation | Long | Debt | US | $1M | – | 0.10 |
| Long Beach Mortgage Loan Trust 2006-8 | Long | ABS-collateralized bond/debt obligation | US | $242K | – | 0.02 |
| Magnetite XII, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.14 |
| Main Street Capital Corporation | Long | Debt | US | $405K | – | 0.04 |
| Marriott International, Inc. | Long | Debt | US | $1M | – | 0.10 |
| Marriott International, Inc. | Long | Debt | US | $194K | – | 0.02 |
| Marsh & Mclennan Companies, Inc. | Long | Debt | US | $706K | – | 0.07 |
| Massachusetts Institute of Technology | Long | Debt | US | $178K | – | 0.02 |
| MASTR Asset Backed Securities Trust 2006-AM1 | Long | ABS-collateralized bond/debt obligation | US | $583K | – | 0.06 |
| McDonald's Corporation | Long | Debt | US | $290K | – | 0.03 |
| MCE Finance Limited | Long | Debt | US | $843K | – | 0.09 |
| Merrill Lynch Mortgage Capital Inc. | Long | ABS-collateralized bond/debt obligation | US | $584K | – | 0.06 |
| Meta Platforms, Inc. | Long | Debt | US | $2M | – | 0.18 |
| MEXICAN PESO (Barclays Capital Inc.) | Derivative-foreign exchange | MX | $29K | – | 0.00 | |
| MEXICAN PESO (Standard Chartered Bank) | Derivative-foreign exchange | MX | $13K | – | 0.00 | |
| MF1 2022-FL8 Ltd. | Long | ABS-collateralized bond/debt obligation | US | $962K | – | 0.10 |
| MGM Resorts International | Long | Debt | US | $3M | – | 0.30 |
| Micron Technology, Inc. | Long | Debt | US | $291K | – | 0.03 |
| Mid-Atlantic Interstate Transmission, LLC | Long | Debt | US | $1M | – | 0.13 |
| Midwest Connector Capital Company LLC | Long | Debt | US | $485K | – | 0.05 |
| Ministry of Finance of the Russian Federation | Long | Debt | US | $203K | – | 0.02 |
| Ministry of Finance of the Russian Federation | Long | Debt | US | $139K | – | 0.01 |
| Mississippi Power Company | Long | Debt | US | $2M | – | 0.25 |
| Mitsubishi UFJ Financial Group Inc | Long | Debt | US | $7M | – | 0.70 |
| Mitsui Fudosan Co., Ltd. | Long | Debt | US | $861K | – | 0.09 |
| Mizuho Financial Group, Inc. | Long | Debt | US | $2M | – | 0.16 |
| Mizuho Financial Group, Inc. | Long | Debt | US | $1M | – | 0.11 |
| Modena Buyer LLC | Long | Loan | US | $292K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.47 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.33 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.26 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.16 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.12 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.10 |
| Morgan Stanley | Long | Equity-preferred | US | $903K | 35K | 0.09 |
| Morgan Stanley | Long | Debt | US | $688K | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $201K | – | 0.02 |
| Morgan Stanley Direct Lending Fund | Long | Debt | US | $685K | – | 0.07 |
| Morgan Stanley Home Equity Loan Trust 2007-2 | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| MortgageIT Mortgage Loan Trust 2006-1 | Long | ABS-mortgage backed security | US | $237K | – | 0.02 |
| Motorola Solutions, Inc. | Long | Debt | US | $1M | – | 0.13 |
| MPLX LP | Long | Debt | US | $3M | – | 0.32 |
| MPLX LP | Long | Debt | US | $1M | – | 0.15 |
| MPLX LP | Long | Debt | US | $246K | – | 0.02 |
| MSCI Inc. | Long | Debt | US | $165K | – | 0.02 |
| National Fuel Gas Company | Long | Debt | US | $252K | – | 0.03 |
| National Grid PLC | Long | Debt | US | $1M | – | 0.10 |
| National Rural Utilities Cooperative Finance Corporation | Long | Debt | US | $1M | – | 0.14 |
| Nationwide Building Society | Long | Debt | US | $2M | – | 0.19 |
| Nationwide Building Society | Long | Debt | GB | $362K | – | 0.04 |
| Nationwide Financial Services, Inc. | Long | Debt | US | $375K | – | 0.04 |
| NatWest Group PLC | Long | Debt | US | $3M | – | 0.28 |
| NatWest Group PLC | Long | Debt | US | $3M | – | 0.26 |
| NatWest Group PLC | Long | Debt | US | $1M | – | 0.10 |
| NCL Finance, Ltd. | Long | Debt | US | $691K | – | 0.07 |
| Netflix, Inc. | Long | Debt | US | $2M | – | 0.15 |
| New Century Home Equity Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $230K | – | 0.02 |
| New Century Home Equity Loan Trust 2006-2 | Long | ABS-collateralized bond/debt obligation | US | $196K | – | 0.02 |
| New Residential Mortgage Loan Trust 2018-3 | Long | ABS-mortgage backed security | US | $348K | – | 0.04 |
| NEW TURKISH LIRA (J.P. Morgan) | Derivative-foreign exchange | TR | $39K | – | 0.00 | |
| NEW TURKISH LIRA (J.P. Morgan) | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| NEW TURKISH LIRA (J.P. Morgan) | Derivative-foreign exchange | TR | $19K | – | 0.00 | |
| NEW TURKISH LIRA (J.P. Morgan) | Derivative-foreign exchange | TR | $14K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $11K | – | 0.00 | |
| NEW TURKISH LIRA (J.P. Morgan) | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| NEW TURKISH LIRA (Goldman Sachs & Co.) | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| NEW TURKISH LIRA (Citibank, Inc.) | Derivative-foreign exchange | TR | $806.11 | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $790.77 | – | 0.00 | |
| NEW TURKISH LIRA (Goldman Sachs & Co.) | Derivative-foreign exchange | TR | $493.09 | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $490.91 | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $430.21 | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $311.44 | – | 0.00 | |
| Newmark Group, Inc. | Long | Debt | US | $720K | – | 0.07 |
| Newmont Corporation | Long | Debt | US | $101K | – | 0.01 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $908K | – | 0.09 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $511K | – | 0.05 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $496K | – | 0.05 |
| NiSource Inc. | Long | Debt | US | $629K | – | 0.06 |
| Nissan Motor Acceptance Company LLC | Long | Debt | US | $2M | – | 0.20 |
| Nomura Holdings, Inc. | Long | Debt | US | $2M | – | 0.21 |
| Nomura Holdings, Inc. | Long | Debt | US | $2M | – | 0.17 |
| Nomura Holdings, Inc. | Long | Debt | US | $1M | – | 0.13 |
| Norfolk Southern Corporation | Long | Debt | US | $667K | – | 0.07 |
| Norfolk Southern Corporation | Long | Debt | US | $610K | – | 0.06 |
| North American Company for Life and Health Insurance | Long | Debt | US | $2M | – | 0.16 |
| NVR, Inc. | Long | Debt | US | $4M | – | 0.40 |
| NXP B.V. | Long | Debt | US | $2M | – | 0.22 |
| NXP B.V. | Long | Debt | US | $1M | – | 0.13 |
| Nykredit Realkredit A/S | Long | Debt | DK | $1M | – | 0.15 |
| Nykredit Realkredit A/S | Long | Debt | DK | $303K | – | 0.03 |
| Nykredit Realkredit A/S | Long | Debt | DK | $10K | – | 0.00 |
| Occidental Petroleum Corporation | Long | Debt | US | $3M | – | 0.32 |
| Occidental Petroleum Corporation | Long | Debt | US | $3M | – | 0.31 |
| Occidental Petroleum Corporation | Long | Debt | US | $346K | – | 0.04 |
| Octagon Investment Partners XV, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.14 |
| Oi S.A. - Em Recuperacao Judicial | Long | Debt | US | $41K | – | 0.00 |
| Oi S.A. - Em Recuperacao Judicial | Long | Debt | US | $38K | – | 0.00 |
| Oi S.A. - Em Recuperacao Judicial | Long | Debt | US | $11K | – | 0.00 |
| Oi S.A. - In Judicial Reorganization | Long | Debt | US | $2K | – | 0.00 |
| Oklahoma Gas and Electric Company | Long | Debt | US | $402K | – | 0.04 |
| Omega Healthcare Investors, Inc. | Long | Debt | US | $2M | – | 0.17 |
| OneMain Finance Corporation | Long | Debt | US | $928K | – | 0.09 |
| OneMain Finance Corporation | Long | Debt | US | $101K | – | 0.01 |
| ONEOK Partners, L.P. | Long | Debt | US | $502K | – | 0.05 |
| ONEOK Partners, L.P. | Long | Debt | US | $498K | – | 0.05 |
| ONEOK Partners, L.P. | Long | Debt | US | $215K | – | 0.02 |
| ONEOK, Inc. | Long | Debt | US | $2M | – | 0.23 |
| ONEOK, Inc. | Long | Debt | US | $1M | – | 0.12 |
| ONEOK, Inc. | Long | Debt | US | $640K | – | 0.07 |
| Ontario Gaming GTA LP | Long | Loan | US | $401K | – | 0.04 |
| OPTION (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $-148.17 | – | -0.00 | |
| OPTION (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $-645.05 | – | -0.00 | |
| OPTION (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $-776.52 | – | -0.00 | |
| OPTION (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| Oracle Corporation | Long | Debt | US | $5M | – | 0.55 |
| Oracle Corporation | Long | Debt | US | $688K | – | 0.07 |
| Pacific Gas And Electric Company | Long | Debt | US | $3M | – | 0.27 |
| Pacific Gas And Electric Company | Long | Debt | US | $2M | – | 0.20 |
| Pacific Gas And Electric Company | Long | Debt | US | $2M | – | 0.17 |
| Pacific Gas And Electric Company | Long | Debt | US | $1M | – | 0.12 |
| Pacific Gas And Electric Company | Long | Debt | US | $1M | – | 0.12 |
| Pacific Gas And Electric Company | Long | Debt | US | $904K | – | 0.09 |
| Pacific Gas And Electric Company | Long | Debt | US | $487K | – | 0.05 |
| Pacific Gas And Electric Company | Long | Debt | US | $412K | – | 0.04 |
| Pacific Gas And Electric Company | Long | Debt | US | $235K | – | 0.02 |
| Pacific Gas And Electric Company | Long | Debt | US | $186K | – | 0.02 |
| Pacific Gas And Electric Company | Long | Debt | US | $153K | – | 0.02 |
| PacifiCorp | Long | Debt | US | $1M | – | 0.14 |
| PacifiCorp | Long | Debt | US | $966K | – | 0.10 |
| PacifiCorp | Long | Debt | US | $897K | – | 0.09 |
| Paramount Global | Long | Debt | US | $719K | – | 0.07 |
| Paramount Global | Long | Debt | US | $561K | – | 0.06 |
| PECO Energy Company | Long | Debt | US | $526K | – | 0.05 |
| Philip Morris International Inc. | Long | Debt | US | $1M | – | 0.15 |
| Phillips Edison Grocery Center Operating Partnership I, L.P. | Long | Debt | US | $198K | – | 0.02 |
| Phosagro Bond Funding Designated Activity Company | Long | Debt | US | $497K | – | 0.05 |
| Physicians Realty L.P. | Long | Debt | US | $974K | – | 0.10 |
| Physicians Realty L.P. | Long | Debt | US | $192K | – | 0.02 |
| Piedmont Operating Partnership, LP | Long | Debt | US | $533K | – | 0.05 |
| Pinnacle West Capital Corporation | Long | Debt | US | $300K | – | 0.03 |
| PPL Electric Utilities Corporation | Long | Debt | US | $99K | – | 0.01 |
| Presidencia da Republica | Long | Debt | US | $683K | – | 0.07 |
| Presidencia De La Nacion | Long | Debt | US | $441K | – | 0.04 |
| Presidencia De La Nacion | Long | Debt | US | $81K | – | 0.01 |
| Presidencia De La Nacion | Long | Debt | US | $59K | – | 0.01 |
| Presidencia De La Nacion | Long | Debt | US | $17K | – | 0.00 |
| Presidencia De La Nacion | Long | Debt | AR | $8K | – | 0.00 |
| Protective Life Corporation | Long | Debt | US | $963K | – | 0.10 |
| Public Service Company of Colorado | Long | Debt | US | $2M | – | 0.22 |
| Public Service Enterprise Group Incorporated | Long | Debt | US | $892K | – | 0.09 |
| Puget Energy, Inc. | Long | Debt | US | $827K | – | 0.08 |
| QatarEnergy LNG | Long | Debt | US | $157K | – | 0.02 |
| Quanta Services, Inc. | Long | Debt | US | $1M | – | 0.11 |
| Quanta Services, Inc. | Long | Debt | US | $791K | – | 0.08 |
| RALI Series 2007-QS3 Trust | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Realty Income Corporation | Long | Debt | US | $527K | – | 0.05 |
| Realty Income Corporation | Long | Debt | US | $474K | – | 0.05 |
| Realty Income Corporation | Long | Debt | US | $386K | – | 0.04 |
| Realty Income Corporation | Long | Debt | US | $195K | – | 0.02 |
| Reinsurance Group of America, Incorporated | Long | Debt | US | $582K | – | 0.06 |
| Renaissance Home Equity Loan Trust 2007-3 | Long | ABS-collateralized bond/debt obligation | US | $54K | – | 0.01 |
| Renal Dialysis Center of Las Vegas, Ltd. | Long | Debt | US | $698K | – | 0.07 |
| Residential Accredit Loans, Inc. | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Residential Asset Mortgage Products, Inc. | Long | ABS-collateralized bond/debt obligation | US | $108K | – | 0.01 |
| Rexford Industrial Realty, L.P. | Long | Debt | US | $737K | – | 0.07 |
| Rio Oil Finance Trust | Long | Debt | US | $82K | – | 0.01 |
| Romania, Government of | Long | Debt | RO | $1M | – | 0.11 |
| Romania, Government of | Long | Debt | RO | $735K | – | 0.07 |
| Romania, Government of | Long | Debt | RO | $531K | – | 0.05 |
| Romania, Government of | Long | Debt | RO | $197K | – | 0.02 |
| Royal Caribbean Cruises Ltd. | Long | Debt | US | $935K | – | 0.09 |
| Royal Caribbean Cruises Ltd. | Long | Debt | US | $399K | – | 0.04 |
| Royal Caribbean Cruises Ltd. | Long | Debt | US | $395K | – | 0.04 |
| Royalty Pharma PLC | Long | Debt | US | $433K | – | 0.04 |
| RTX Corporation | Long | Debt | US | $1M | – | 0.14 |
| RTX Corporation | Long | Debt | US | $1M | – | 0.14 |
| Sabine Pass Liquefaction, LLC | Long | Debt | US | $1M | – | 0.12 |
| Sabine Pass Liquefaction, LLC | Long | Debt | US | $1M | – | 0.10 |
| San Diego Gas & Electric Company | Long | Debt | US | $820K | – | 0.08 |
| San Diego Gas & Electric Company | Long | Debt | US | $157K | – | 0.02 |
| Sands China Ltd | Long | Debt | US | $775K | – | 0.08 |
| Santander Holdings USA, Inc. | Long | Debt | US | $2M | – | 0.21 |
| Santander Holdings USA, Inc. | Long | Debt | US | $97K | – | 0.01 |
| Santander UK Group Holdings PLC | Long | Debt | US | $2M | – | 0.20 |
| Santos Finance Ltd | Long | Debt | US | $2M | – | 0.18 |
| Saudi Arabian Oil Company | Long | Debt | US | $169K | – | 0.02 |
| SB Capital S.A. | Long | Debt | LU | $0.05 | – | 0.00 |
| SB Capital S.A. | Long | Debt | LU | $0.01 | – | 0.00 |
| ServiceNow, Inc. | Long | Debt | US | $974K | – | 0.10 |
| Setanta Aircraft Leasing Designated Activity Co | Long | Loan | US | $1M | – | 0.10 |
| Sixth Street Lending Partners | Long | Debt | US | $891K | – | 0.09 |
| SkyMiles IP Ltd. | Long | Loan | US | $263K | – | 0.03 |
| Smith & Nephew PLC | Long | Debt | US | $197K | – | 0.02 |
| SMRT 2022-MINI | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| Smurfit Kappa Treasury Unlimited Company | Long | Debt | US | $1M | – | 0.15 |
| Societe Generale | Long | Debt | US | $842K | – | 0.09 |
| Southern California Edison Company | Long | Debt | US | $4M | – | 0.43 |
| Southern California Edison Company | Long | Debt | US | $1M | – | 0.15 |
| Southern California Edison Company | Long | Debt | US | $1M | – | 0.11 |
| Southern California Edison Company | Long | Debt | US | $843K | – | 0.09 |
| Southern California Edison Company | Long | Debt | US | $410K | – | 0.04 |
| Southern California Edison Company | Long | Debt | US | $293K | – | 0.03 |
| Southern California Gas Company | Long | Debt | US | $2M | – | 0.18 |
| Southern California Gas Company | Long | Debt | US | $1M | – | 0.14 |
| Spectrum Management Holding Company, LLC | Long | Debt | US | $1M | – | 0.12 |
| Spectrum Management Holding Company, LLC | Long | Debt | US | $220K | – | 0.02 |
| Spirit AeroSystems, Inc. | Long | Debt | US | $1M | – | 0.15 |
| Spirit Airlines, Inc. | Long | ABS-collateralized bond/debt obligation | US | $497K | – | 0.05 |
| Standard Chartered PLC | Long | Debt | US | $2M | – | 0.16 |
| State Street Corporation | Long | Debt | US | $605K | – | 0.06 |
| Station Casinos LLC | Long | Loan | US | $498K | – | 0.05 |
| Stichting AK Rabobank Certificaten II | Long | Debt | NL | $732K | – | 0.07 |
| Stifel Financial Corp. | Long | Debt | US | $829K | – | 0.08 |
| Store Capital LLC | Long | Debt | US | $496K | – | 0.05 |
| Structured Asset Securities Corporation | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Stryker Corporation | Long | Debt | US | $893K | – | 0.09 |
| Stryker Corporation | Long | Debt | US | $197K | – | 0.02 |
| Studio City Finance Limited | Long | Debt | US | $1M | – | 0.11 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | US | $2M | – | 0.23 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | US | $1M | – | 0.11 |
| Sumitomo Mitsui Trust Bank, Limited | Long | Debt | US | $2M | – | 0.16 |
| Sunac China Holdings Limited | Long | Debt | US | $20K | – | 0.00 |
| Sunac China Holdings Limited | Long | Debt | US | $18K | – | 0.00 |
| Sunac China Holdings Limited | Long | Debt | US | $14K | – | 0.00 |
| Sunac China Holdings Limited | Long | Debt | US | $13K | – | 0.00 |
| Sunac China Holdings Limited | Long | Debt | US | $9K | – | 0.00 |
| Sunac China Holdings Limited | Long | Debt | US | $8K | – | 0.00 |
| Sunac China Holdings Limited | Long | Debt | US | $8K | – | 0.00 |
| Sutter Health | Long | Debt | US | $300K | – | 0.03 |
| SVB Financial Group | Long | Debt | US | $18K | – | 0.00 |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | XX | $-254.01 | – | -0.00 | |
| SWAPTION INTEREST RATE (UBS AG (EQ & SWAP)) | Derivative-interest rate | XX | $-461.01 | – | -0.00 | |
| SWAPTION INTEREST RATE (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $-660.89 | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SWAPTION INTEREST RATE (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SWAPTION INTEREST RATE (CITIGROUP INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SWAPTION INTEREST RATE (UBS AG (EQ & SWAP)) | Derivative-interest rate | XX | $-2K | – | -0.00 | |
| SWAPTION INTEREST RATE (MORGAN STANLEY) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | XX | $-2K | – | -0.00 | |
| SWAPTION INTEREST RATE (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SWAPTION INTEREST RATE (CITIGROUP INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SWAPTION INTEREST RATE (MORGAN STANLEY) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| SWAPTION INTEREST RATE (MORGAN STANLEY) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| SWAPTION INTEREST RATE (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| SWAPTION INTEREST RATE (MORGAN STANLEY) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| Symphony CLO XXIV Ltd | Long | ABS-collateralized bond/debt obligation | US | $950K | – | 0.10 |
| Synchrony Financial | Long | Debt | US | $2M | – | 0.19 |
| Sysco Corporation | Long | Debt | US | $314K | – | 0.03 |
| System Energy Resources, Inc. | Long | Debt | US | $1M | – | 0.13 |
| System Energy Resources, Inc. | Long | Debt | US | $712K | – | 0.07 |
| T-Mobile USA, Inc. | Long | Debt | US | $3M | – | 0.27 |
| T-Mobile USA, Inc. | Long | Debt | US | $2M | – | 0.24 |
| T-Mobile USA, Inc. | Long | Debt | US | $2M | – | 0.21 |
| T-Mobile USA, Inc. | Long | Debt | US | $2M | – | 0.17 |
| T-Mobile USA, Inc. | Long | Debt | US | $1M | – | 0.12 |
| T-Mobile USA, Inc. | Long | Debt | US | $942K | – | 0.10 |
| T-Mobile USA, Inc. | Long | Debt | US | $98K | – | 0.01 |
| Tallgrass Energy Partners, LP | Long | Debt | US | $466K | – | 0.05 |
| Tapestry, Inc. | Long | Debt | US | $836K | – | 0.08 |
| Targa Resources Corp. | Long | Debt | US | $3M | – | 0.28 |
| Targa Resources Corp. | Long | Debt | US | $1M | – | 0.12 |
| TD SYNNEX Corporation | Long | Debt | US | $2M | – | 0.22 |
| Tencent Music Entertainment Group | Long | Debt | US | $413K | – | 0.04 |
| Tennessee Gas Pipeline Company, L.L.C. | Long | Debt | US | $4M | – | 0.45 |
| Tesco Property Finance 5 PLC | Long | ABS-mortgage backed security | GB | $694K | – | 0.07 |
| Texas Natural Gas Securitization Finance Corporation | Long | Debt | US | $1M | – | 0.12 |
| Textron Inc. | Long | Debt | US | $1M | – | 0.10 |
| Thames Water Utilities Finance PLC | Long | Debt | GB | $916K | – | 0.09 |
| Thames Water Utilities Finance PLC | Long | Debt | GB | $598K | – | 0.06 |
| Thames Water Utilities Finance PLC | Long | Debt | GB | $445K | – | 0.05 |
| The AES Corporation | Long | Debt | US | $3M | – | 0.29 |
| The AES Corporation | Long | Debt | US | $1M | – | 0.11 |
| The Charles Schwab Corporation | Long | Debt | US | $3M | – | 0.33 |
| The Charles Schwab Corporation | Long | Debt | US | $2M | – | 0.20 |
| The Charles Schwab Corporation | Long | Debt | US | $822K | – | 0.08 |
| The Charles Schwab Corporation | Long | Debt | US | $415K | – | 0.04 |
| The Cleveland Electric Illuminating Company | Long | Debt | US | $3M | – | 0.27 |
| The Connecticut Light and Power Company | Long | Debt | US | $390K | – | 0.04 |
| The East Ohio Gas Company | Long | Debt | US | $497K | – | 0.05 |
| The Narragansett Electric Company | Long | Debt | US | $640K | – | 0.07 |
| The Narragansett Electric Company | Long | Debt | US | $396K | – | 0.04 |
| The Southern Company | Long | Debt | US | $354K | – | 0.04 |
| Transurban Finance Company Pty Ltd | Long | Debt | US | $794K | – | 0.08 |
| Travel + Leisure Co. | Long | Debt | US | $910K | – | 0.09 |
| Treasury, United States Department of | Long | Debt | US | $36M | – | 3.61 |
| Treasury, United States Department of | Long | Debt | US | $21M | – | 2.13 |
| Treasury, United States Department of | Long | Debt | US | $18M | – | 1.82 |
| Treasury, United States Department of | Long | Debt | US | $16M | – | 1.64 |
| Treasury, United States Department of | Long | Debt | US | $14M | – | 1.45 |
| Treasury, United States Department of | Long | Debt | US | $12M | – | 1.17 |
| Treasury, United States Department of | Long | Debt | US | $9M | – | 0.89 |
| Treasury, United States Department of | Long | Debt | US | $6M | – | 0.61 |
| Treasury, United States Department of | Long | Debt | US | $4M | – | 0.39 |
| Treasury, United States Department of | Long | Debt | US | $2M | – | 0.25 |
| Trimble Inc. | Long | Debt | US | $207K | – | 0.02 |
| Trinitas CLO XII Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.22 |
| Trinitas CLO XIV, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| UBS Group AG | Long | Debt | US | $4M | – | 0.45 |
| UBS Group AG | Long | Debt | US | $2M | – | 0.21 |
| UBS Group AG | Long | Debt | US | $2M | – | 0.20 |
| UBS Group AG | Long | Debt | US | $2M | – | 0.17 |
| UBS Group AG | Long | Debt | US | $789K | – | 0.08 |
| UBS Group AG | Long | Debt | US | $686K | – | 0.07 |
| UBS Group AG | Long | Debt | US | $662K | – | 0.07 |
| UBS Group AG | Long | Debt | US | $603K | – | 0.06 |
| UBS Group AG | Long | Debt | US | $224K | – | 0.02 |
| UDR, Inc. | Long | Debt | US | $172K | – | 0.02 |
| Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A. | Long | Debt | US | $1M | – | 0.10 |
| Unigel Luxembourg SA | Long | Debt | US | $170K | – | 0.02 |
| Union Pacific Corporation | Long | Debt | US | $225K | – | 0.02 |
| Union Pacific Corporation | Long | Debt | US | $210K | – | 0.02 |
| United Airlines 2014-2 Pass-Through Trust | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.01 |
| United Airlines Pass Through Certificates, Series 2016-2 | Long | ABS-collateralized bond/debt obligation | US | $295K | – | 0.03 |
| United Airlines Pass Through Trust 2019-2AA | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.32 |
| United Airlines, Inc. | Long | ABS-collateralized bond/debt obligation | US | $442K | – | 0.04 |
| UNITED STATES DOLLAR (BANK OF AMERICA CORPORATION) | Derivative-foreign exchange | US | $245K | – | 0.02 | |
| UNITED STATES DOLLAR (J.P. Morgan) | Derivative-foreign exchange | US | $122K | – | 0.01 | |
| UNITED STATES DOLLAR (BNP Paribas Securities) | Derivative-foreign exchange | US | $87K | – | 0.01 | |
| UNITED STATES DOLLAR (Deutsche Bank Alex Brown Inc.) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| UNITED STATES DOLLAR (J.P. Morgan) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| UNITED STATES DOLLAR (UBS Securities, LLC) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| UNITED STATES DOLLAR (Barclays Capital Inc.) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| UNITED STATES DOLLAR (Standard Chartered Bank) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| UNITED STATES DOLLAR (BNP Paribas Securities) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| UNITED STATES DOLLAR (J.P. Morgan) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| UNITED STATES DOLLAR (Citibank, Inc.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| UNITED STATES DOLLAR (Standard Chartered Bank) | Derivative-foreign exchange | US | $-30.66 | – | -0.00 | |
| UNITED STATES DOLLAR (BNP Paribas Securities) | Derivative-foreign exchange | US | $-331.7 | – | -0.00 | |
| UNITED STATES DOLLAR (J.P. Morgan) | Derivative-foreign exchange | US | $-723 | – | -0.00 | |
| UNITED STATES DOLLAR (Barclays Capital Inc.) | Derivative-foreign exchange | US | $-823.97 | – | -0.00 | |
| UNITED STATES DOLLAR (Morgan Stanley & Co., Inc.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| UNITED STATES DOLLAR (BNP Paribas Securities) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| UNITED STATES DOLLAR (ANZ Banking Group LTD.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| UNITED STATES DOLLAR (Citibank, Inc.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| UNITED STATES DOLLAR (BNP Paribas Securities) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| UNITED STATES DOLLAR (BNP Paribas Securities) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| UnitedHealth Group Incorporated | Long | Debt | US | $1M | – | 0.14 |
| UnitedHealth Group Incorporated | Long | Debt | US | $644K | – | 0.07 |
| Unum Group | Long | Debt | US | $191K | – | 0.02 |
| Vale Overseas Ltd | Long | Debt | US | $3M | – | 0.32 |
| Var Energi ASA | Long | Debt | US | $559K | – | 0.06 |
| Ventas Realty, Limited Partnership | Long | Debt | US | $866K | – | 0.09 |
| Venture Global Calcasieu Pass, LLC | Long | Debt | US | $1M | – | 0.11 |
| Venture Global Calcasieu Pass, LLC | Long | Debt | US | $1M | – | 0.10 |
| Venture Global Calcasieu Pass, LLC | Long | Debt | US | $609K | – | 0.06 |
| Venture Global Calcasieu Pass, LLC | Long | Debt | US | $269K | – | 0.03 |
| Venture Global LNG, Inc. | Long | Debt | US | $1M | – | 0.13 |
| Venture Global LNG, Inc. | Long | Debt | US | $1M | – | 0.12 |
| Verdelite Static CLO 2024-1 Ltd | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.20 |
| VeriSign, Inc. | Long | Debt | US | $503K | – | 0.05 |
| Verisk Analytics, Inc. | Long | Debt | US | $383K | – | 0.04 |
| Verizon Communications Inc. | Long | Debt | US | $5M | – | 0.55 |
| VICI Properties Inc. | Long | Debt | US | $2M | – | 0.23 |
| VICI Properties Inc. | Long | Debt | US | $400K | – | 0.04 |
| Virgin Media Secured Finance PLC | Long | Debt | US | $424K | – | 0.04 |
| Vistra Operations Company LLC | Long | Debt | US | $1M | – | 0.11 |
| Vistra Operations Company LLC | Long | Debt | US | $854K | – | 0.09 |
| Vistra Zero Operating Company, LLC | Long | Loan | US | $201K | – | 0.02 |
| VMware LLC | Long | Debt | US | $3M | – | 0.30 |
| VMware LLC | Long | Debt | US | $2M | – | 0.18 |
| W.P. Carey Inc. | Long | Debt | US | $595K | – | 0.06 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $2M | – | 0.24 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $1M | – | 0.14 |
| Weir Group PLC(The) | Long | Debt | US | $2M | – | 0.23 |
| Wells Fargo & Company | Long | Debt | US | $5M | – | 0.46 |
| Wells Fargo & Company | Long | Debt | US | $4M | – | 0.42 |
| Wells Fargo & Company | Long | Debt | US | $3M | – | 0.33 |
| Wells Fargo & Company | Long | Debt | US | $2M | – | 0.17 |
| Wells Fargo & Company | Long | Debt | US | $1M | – | 0.14 |
| Wells Fargo & Company | Long | Equity-preferred | US | $1M | 65K | 0.12 |
| Wells Fargo & Company | Long | Debt | US | $1M | – | 0.12 |
| Wells Fargo & Company | Long | Debt | US | $1M | – | 0.11 |
| Wells Fargo & Company | Long | Debt | US | $791K | – | 0.08 |
| Wells Fargo & Company | Long | Debt | US | $745K | – | 0.08 |
| Wells Fargo & Company | Long | Debt | US | $668K | – | 0.07 |
| Wells Fargo & Company | Long | Debt | US | $505K | – | 0.05 |
| Wells Fargo & Company | Long | Debt | US | $443K | – | 0.04 |
| Wells Fargo & Company | Long | Debt | US | $300K | – | 0.03 |
| Western Midstream Operating, LP | Long | Debt | US | $929K | – | 0.09 |
| Westinghouse Air Brake Technologies Corporation | Long | Debt | US | $5M | – | 0.55 |
| Weyerhaeuser Company | Long | Debt | US | $2M | – | 0.22 |
| Weyerhaeuser Company | Long | Debt | US | $2M | – | 0.19 |
| Williams Companies, Inc., The | Long | Debt | US | $2M | – | 0.23 |
| Willis North America Inc. | Long | Debt | US | $1M | – | 0.14 |
| Woodside Finance Limited | Long | Debt | US | $2M | – | 0.20 |
| Woodside Finance Limited | Long | Debt | US | $592K | – | 0.06 |
| Wynn Las Vegas, LLC | Long | Debt | US | $293K | – | 0.03 |
| Wynn Macau, Limited | Long | Debt | US | $2M | – | 0.19 |
| Wynn Macau, Limited | Long | Debt | US | $572K | – | 0.06 |
| Wynn Macau, Limited | Long | Debt | US | $286K | – | 0.03 |
| Wynn Resorts Finance, LLC | Long | Debt | US | $207K | – | 0.02 |
| Xiaomi Best Time International Limited | Long | Debt | US | $501K | – | 0.05 |
| Yango Justice International Limited | Long | Debt | US | $1K | – | 0.00 |
| Yango Justice International Limited | Long | Debt | US | $500 | – | 0.00 |
| Yara International ASA | Long | Debt | US | $290K | – | 0.03 |
| Zimmer Biomet Holdings, Inc. | Long | Debt | US | $476K | – | 0.05 |
| Zoetis Inc. | Long | Debt | US | $281K | – | 0.03 |
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