JNL Series Trust date 2023-12-31

Filling information for fund JNL Series Trust as Treemap, fund includes 1371 total holdings based on latest SEC fillings.

Product name

Product description

Changed holding value / amount

Details
Symbol Cusip Name Amount Value Title Of Class Pay of profile
59801AAN4 59801AAN4 MidOcean Credit CLO XI Ltd 250000.0 249985.25 CORP Long
N/A N/A Zurich Insurance Group AG 1770.0 925867.04 CORP Long
N/A N/A Koninklijke Philips N.V. 24369.0 568542.93 CORP Long
N/A N/A Teleperformance SE 2085.0 304425.08 CORP Long
11133T103 11133T103 Broadridge Financial Solutions, Inc. 555.0 114191.25 CORP Long
11135F101 11135F101 Broadcom Inc. 2209.0 2465796.25 CORP Long
11135RAA3 11135RAA3 BroadStreet Partners, Inc. 260000.0 243739.0 CORP Long
11284DAC9 11284DAC9 Brookfield Properties Retail Holding LLC 260000.0 234143.36 CORP Long
11777Q209 11777Q209 B2Gold Corp. 7654.0 24186.64 CORP Long
122017106 122017106 Burlington Stores, Inc. 340.0 66123.2 CORP Long
12429EAA5 12429EAA5 BWAY Commercial Mortgage Trust 2022-26BW 215000.0 166712.59 CORP Long
17327CAR4 17327CAR4 Citigroup Inc. 135000.0 139302.6 CORP Long
17888HAB9 17888HAB9 Civitas Resources, Inc. 225000.0 239051.05 CORP Long
18539UAD7 18539UAD7 Clearway Energy Operating LLC 208000.0 183380.61 CORP Long
185899101 185899101 Cleveland-Cliffs Inc. 1453.0 29670.26 CORP Long
189054109 189054109 The Clorox Company 46.0 6559.14 CORP Long
18977W2C3 18977W2C3 CNO Global Funding 445000.0 386178.3 CORP Long
191216100 191216100 The Coca-Cola Company 16499.0 972286.07 CORP Long
194162103 194162103 Colgate-Palmolive Company 12407.0 988961.97 CORP Long
20030N101 20030N101 Comcast Corporation 8063.0 353562.55 CORP Long
20030NCJ8 20030NCJ8 Comcast Corporation 200000.0 179105.58 CORP Long
20030NDA6 20030NDA6 Comcast Corporation 70000.0 62990.47 CORP Long
008474108 008474108 Agnico Eagle Mines Limited 1650.0 90466.4 CORP Long
201723103 201723103 Commercial Metals Company 506.0 25320.24 CORP Long
20268JAA1 20268JAA1 CommonSpirit Health 105000.0 102701.69 CORP Long
20268JAF0 20268JAF0 CommonSpirit Health 75000.0 64879.11 CORP Long
205768AS3 205768AS3 Comstock Resources, Inc. 245000.0 225076.3 CORP Long
20717M103 20717M103 Confluent, Inc. 3622.0 84754.8 CORP Long
20754LAA7 20754LAA7 Connecticut Avenue Securities Trust 2021-R01 37977.7422 37894.2 USGA Long
20754QAA6 20754QAA6 Connecticut Avenue Securities Trust 2023-R04 256128.14 261298.6 USGA Long
633067103 633067103 National Bank of Canada 12154.0 926420.89 CORP Long
20825C104 20825C104 ConocoPhillips 14439.0 1675934.73 CORP Long
20903XAF0 20903XAF0 Consolidated Communications, Inc. 285000.0 246578.76 CORP Long
21036P108 21036P108 Constellation Brands, Inc. 576.0 139248.0 CORP Long
29273VAU4 29273VAU4 Energy Transfer LP 100000.0 108299.75 CORP Long
29278GAN8 29278GAN8 Enel Finance International N.V. 200000.0 173704.04 CORP Long
29278NAG8 29278NAG8 Energy Transfer LP 120000.0 120905.81 CORP Long
29278NAQ6 29278NAQ6 Energy Transfer LP 75000.0 69648.02 CORP Long
29362U104 29362U104 Entegris, Inc. 1800.0 215676.0 CORP Long
29375NAB1 29375NAB1 Enterprise Fleet Financing 2023-2 LLC 335000.0 335917.63 CORP Long
294429105 294429105 Equifax Inc. 270.0 66768.3 CORP Long
29444U700 29444U700 Equinix, Inc. 987.0 794919.93 CORP Long
29452E101 29452E101 Equitable Holdings, Inc. 3359.0 111854.7 CORP Long
294600101 294600101 Equitrans Midstream Corporation 3626.0 36912.68 CORP Long
29472R108 29472R108 Equity Lifestyle Properties, Inc. 9619.0 678524.26 CORP Long
29476L107 29476L107 Equity Residential 4206.0 257238.96 CORP Long
952845105 952845105 West Fraser Timber Co. Ltd. 645.0 55180.71 CORP Long
296006AA7 296006AA7 ERO Copper Corp. 255000.0 224717.15 CORP Long
29605J106 29605J106 ESAB Corporation 300.0 25986.0 CORP Long
297178105 297178105 Essex Property Trust, Inc. 1532.0 379844.08 CORP Long
29717PAQ0 29717PAQ0 Essex Portfolio, L.P. 525000.0 507018.91 CORP Long
30034W106 30034W106 Evergy, Inc. 292.0 15242.4 CORP Long
30040WAE8 30040WAE8 Eversource Energy 100000.0 94796.58 CORP Long
30166QAE9 30166QAE9 Exeter Automobile Receivables Trust 2022-2 110000.0 107605.03 CORP Long
30212PAM7 30212PAM7 Expedia Group, Inc. 73000.0 73008.61 CORP Long
30225T102 30225T102 Extra Space Storage Inc. 2589.0 415094.37 CORP Long
30227FAE0 30227FAE0 Extended Stay America Trust 2021-ESH 121347.26 119450.63 CORP Long
3138X0Y36 3138X0Y36 Federal National Mortgage Association, Inc. 4256.594 3909.89 USGA Long
3140GYJX8 3140GYJX8 Federal National Mortgage Association, Inc. 35733.8 33325.37 USGA Long
3140J5FG9 3140J5FG9 Federal National Mortgage Association, Inc. 261157.95 251550.45 USGA Long
3140J5L64 3140J5L64 Federal National Mortgage Association, Inc. 62729.23 62619.09 USGA Long
3140J6C47 3140J6C47 Federal National Mortgage Association, Inc. 52027.46 49223.89 USGA Long
3140J6GM3 3140J6GM3 Federal National Mortgage Association, Inc. 104910.06 100985.05 USGA Long
723787AV9 723787AV9 Pioneer Natural Resources Company 55000.0 55090.22 CORP Long
N/A N/A BNP Paribas 9613.0 664971.41 CORP Long
73103PAA5 73103PAA5 Polar US Borrower, LLC 175000.0 56000.0 CORP Long
742718109 742718109 Procter & Gamble Company, The 13750.0 2014925.0 CORP Long
3140J7QA6 3140J7QA6 Federal National Mortgage Association, Inc. 102106.59 101384.87 USGA Long
3140J8AN3 3140J8AN3 Federal National Mortgage Association, Inc. 77139.07 74277.16 USGA Long
743315103 743315103 The Progressive Corporation 4209.0 670409.52 CORP Long
74331CAC2 74331CAC2 Progress Residential 2020-SFR1 Trust 100000.0 95083.47 CORP Long
74340W103 74340W103 ProLogis Inc. 11130.0 1483629.0 CORP Long
74340XBX8 74340XBX8 ProLogis, L.P. 410000.0 400447.82 CORP Long
743756AE8 743756AE8 Providence St. Joseph Health 550000.0 430870.22 CORP Long
74387LAW1 74387LAW1 Provident Funding Mortgage Loan Trust 231408.2264 191891.78 CORP Long
74442PVD4 74442PVD4 Bayhealth Medical Center, Inc. 320000.0 234994.24 MUN Long
74460D109 74460D109 Public Storage Operating Company 3910.0 1192550.0 CORP Long
74460DAH2 74460DAH2 Public Storage Operating Company 125000.0 111508.51 CORP Long
74624M102 74624M102 Pure Storage, Inc. 3362.0 119888.92 CORP Long
3140J8TH6 3140J8TH6 Federal National Mortgage Association, Inc. 55301.08 52076.36 USGA Long
496902404 496902404 Kinross Gold Corporation 3734.0 22590.7 CORP Long
3140J8VP5 3140J8VP5 Federal National Mortgage Association, Inc. 36424.62 33486.74 USGA Long
747525103 747525103 Qualcomm Incorporated 8573.0 1239912.99 CORP Long
74762E102 74762E102 Quanta Services, Inc. 137.0 29564.6 CORP Long
74949LAD4 74949LAD4 RELX Capital Inc. 95000.0 87332.35 CORP Long
749685103 749685103 RPM International Inc. 777.0 86736.51 CORP Long
75281A109 75281A109 Range Resources Corporation 24147.0 735034.68 CORP Long
754907103 754907103 Rayonier Inc. 1698.0 56730.18 CORP Long
75513E101 75513E101 RTX Corporation 1994.0 167775.16 CORP Long
75513ECG4 75513ECG4 RTX Corporation 350000.0 348382.9 CORP Long
3140J8YZ0 3140J8YZ0 Federal National Mortgage Association, Inc. 163486.07 167981.84 USGA Long
3140J8ZH9 3140J8ZH9 Federal National Mortgage Association, Inc. 70478.44 69980.28 USGA Long
756109BJ2 756109BJ2 Realty Income Corporation 75000.0 67300.02 CORP Long
3140J93L3 3140J93L3 Federal National Mortgage Association, Inc. 18721.85 17588.73 USGA Long
3140J9CU3 3140J9CU3 Federal National Mortgage Association, Inc. 31293.42 29399.41 USGA Long
3140J9G96 3140J9G96 Federal National Mortgage Association, Inc. 172643.83 179553.52 USGA Long
3140J9HW4 3140J9HW4 Federal National Mortgage Association, Inc. 48692.54 44328.59 USGA Long
3140J9NN7 3140J9NN7 Federal National Mortgage Association, Inc. 46844.96 43035.62 USGA Long
3140J9VD0 3140J9VD0 Federal National Mortgage Association, Inc. 31839.17 30510.02 USGA Long
3140JACE6 3140JACE6 Federal National Mortgage Association, Inc. 55108.03 50669.1 USGA Long
3140JACF3 3140JACF3 Federal National Mortgage Association, Inc. 101973.05 93703.06 USGA Long
3140X7VE6 3140X7VE6 Federal National Mortgage Association, Inc. 11551.93 11734.25 USGA Long
3140X9KW4 3140X9KW4 Federal National Mortgage Association, Inc. 37312.11 37247.57 USGA Long
3140XCDA3 3140XCDA3 Federal National Mortgage Association, Inc. 160654.41 149926.86 USGA Long
3140XCP51 3140XCP51 Federal National Mortgage Association, Inc. 65687.68 67003.06 USGA Long
3140JACW6 3140JACW6 Federal National Mortgage Association, Inc. 11192.79 10767.04 USGA Long
3140JAND6 3140JAND6 Federal National Mortgage Association, Inc. 84578.163 81440.26 USGA Long
3140XCV21 3140XCV21 Federal National Mortgage Association, Inc. 80181.98 72525.17 USGA Long
3140XDUQ7 3140XDUQ7 Federal National Mortgage Association, Inc. 173519.14 163973.54 USGA Long
3140XDYA8 3140XDYA8 Federal National Mortgage Association, Inc. 178143.36 146194.1 USGA Long
31418DXK3 31418DXK3 Federal National Mortgage Association, Inc. 459858.74 377816.12 USGA Long
3140JAP36 3140JAP36 Federal National Mortgage Association, Inc. 148447.28 140213.77 USGA Long
31418DYB2 31418DYB2 Federal National Mortgage Association, Inc. 221872.26 182080.4 USGA Long
31418DYX4 31418DYX4 Federal National Mortgage Association, Inc. 973350.34 798784.04 USGA Long
31418EAN0 31418EAN0 Federal National Mortgage Association, Inc. 290841.63 247746.35 USGA Long
31418EAQ3 31418EAQ3 Federal National Mortgage Association, Inc. 200384.1 184075.36 USGA Long
31418EAV2 31418EAV2 Federal National Mortgage Association, Inc. 242711.36 198228.56 USGA Long
31418EBR0 31418EBR0 Federal National Mortgage Association, Inc. 405491.75 331501.35 USGA Long
31418ECD0 31418ECD0 Federal National Mortgage Association, Inc. 480002.48 429815.63 USGA Long
31418ECE8 31418ECE8 Federal National Mortgage Association, Inc. 73730.39 67972.96 USGA Long
500688106 500688106 Kosmos Energy Ltd. 8487.0 56947.77 CORP Long
500754106 500754106 Kraft Foods Group, Inc. 7857.0 290551.86 CORP Long
501797AN4 501797AN4 Bath & Body Works, Inc. 180000.0 178230.86 CORP Long
501797AW4 501797AW4 Bath & Body Works, Inc. 58000.0 59338.45 CORP Long
31418ECP3 31418ECP3 Federal National Mortgage Association, Inc. 199681.08 163307.51 USGA Long
36179RNX3 36179RNX3 Government National Mortgage Association 74793.82 72880.98 USGA Long
50187TAH9 50187TAH9 LGI Homes, Inc. 240000.0 254953.56 CORP Long
50212V100 50212V100 LPL Financial Holdings Inc. 300.0 68286.0 CORP Long
36179RVD8 36179RVD8 Government National Mortgage Association 2396.46 2390.83 USGA Long
36179RXF1 36179RXF1 Government National Mortgage Association 167195.99 166750.83 USGA Long
36179SB71 36179SB71 Government National Mortgage Association 11617.72 10705.99 USGA Long
36179SB89 36179SB89 Government National Mortgage Association 3396.26 3208.93 USGA Long
50212YAD6 50212YAD6 LPL Holdings, Inc. 15000.0 13883.54 CORP Long
50212YAF1 50212YAF1 LPL Holdings, Inc. 127000.0 114856.45 CORP Long
98956P102 98956P102 Zimmer Biomet Holdings, Inc. 1420.0 172814.0 CORP Long
98978V103 98978V103 Zoetis Inc. 3739.0 737966.43 CORP Long
98980G102 98980G102 Zscaler, Inc. 465.0 103025.4 CORP Long
36179SEG8 36179SEG8 Government National Mortgage Association 21745.53 19991.43 USGA Long
36179SEH6 36179SEH6 Government National Mortgage Association 122481.91 115726.09 USGA Long
N/A N/A Invincible Investment Corporation 144.0 62207.98 CORP Long
096631106 096631106 Boardwalk Real Estate Investment Trust 794.0 42748.55 CORP Long
N/A N/A Ping An Insurance (Group) Company of China, Ltd. 27500.0 124654.47 CORP Long
N/A N/A Electric Power Development Co., Ltd. 21600.0 350470.04 CORP Long
36179SGK7 36179SGK7 Government National Mortgage Association 6694.54 6154.53 USGA Long
36179SGL5 36179SGL5 Government National Mortgage Association 3507.28 3309.44 USGA Long
N/A N/A Goodman Funding Pty Ltd 6006.0 103399.39 CORP Long
N/A N/A Safran 4096.0 721963.78 CORP Long
N/A N/A Bunzl Public Limited Company 11081.0 450882.34 CORP Long
N/A N/A Engie 66741.0 1175535.56 CORP Long
36179SJS7 36179SJS7 Government National Mortgage Association 106057.92 97502.79 USGA Long
36179SLR6 36179SLR6 Government National Mortgage Association 210772.896 193770.96 USGA Long
N/A N/A Seven & I Holdings Co., Ltd. 18000.0 712631.82 CORP Long
N/A N/A Kion Group AG 7536.0 323268.01 CORP Long
N/A N/A Hoshino Resorts REIT, Inc. 6.0 24074.44 CORP Long
N/A N/A Adriatic Metals PLC 16143.0 43876.29 CORP Long
50220MAA8 50220MAA8 LSF9 Atlantis Holdings, LLC 455000.0 436276.28 CORP Long
502431109 502431109 L3Harris Technologies, Inc. 3872.0 815520.64 CORP Long
N/A N/A Siemens Healthineers AG 14058.0 817470.29 CORP Long
N/A N/A Champion Iron Limited 4962.0 28161.88 CORP Long
N/A N/A Scentre Group Limited 314119.0 638120.12 CORP Long
N/A N/A H World Group Limited 3800.0 12719.83 CORP Long
31729R105 31729R105 Filo Corp. 1544.0 24598.2 CORP Long
83056P715 83056P715 Skeena Resources Limited 5267.0 25638.39 CORP Long
N/A N/A Tencent Holdings Limited 4400.0 166181.56 CORP Long
36261G102 36261G102 G Mining Ventures Corp. 17573.0 18699.62 CORP Long
36179SNU7 36179SNU7 Government National Mortgage Association 49729.99 45718.54 USGA Long
36179SNV5 36179SNV5 Government National Mortgage Association 444.67 419.59 USGA Long
N/A N/A Dowlais Group PLC 113118.0 153820.09 CORP Long
N/A N/A Sampo Oyj 17292.0 756545.17 CORP Long
24477T100 24477T100 Definity Financial Corporation 8124.0 230161.1 CORP Long
N/A N/A Northam Platinum Limited 8425.0 64979.81 CORP Long
36179UPD8 36179UPD8 Government National Mortgage Association 9665.48 9914.13 USGA Long
36179UUM2 36179UUM2 Government National Mortgage Association 92766.97 93127.52 USGA Long
68827L101 68827L101 Osisko Gold Royalties Ltd 2614.0 37304.81 CORP Long
N/A N/A Endeavour Mining Corporation 4565.0 102562.21 CORP Long
50247WAB3 50247WAB3 LYB International Finance II B.V. 325000.0 313100.19 CORP Long
50575Q300 50575Q300 Ladenburg Thalmann Financial Services Inc. 6495.0 121781.25 CORP Long
36179UZH8 36179UZH8 Government National Mortgage Association 4081.66 3624.86 USGA Long
36179VDC1 36179VDC1 Government National Mortgage Association 68351.77 60360.44 USGA Long
N/A N/A Bayer Aktiengesellschaft 12302.0 456984.74 CORP Long
N/A N/A Stora Enso Oyj 35064.0 485312.94 CORP Long
N/A N/A L'Oreal 1845.0 917849.15 CORP Long
406216101 406216101 Halliburton Company 28939.0 1046144.85 CORP Long
N/A N/A Intesa Sanpaolo SPA 128067.0 374822.3 CORP Long
416515104 416515104 The Hartford Financial Services Group, Inc. 7888.0 634037.44 CORP Long
N/A N/A BASF SE 8538.0 461416.29 CORP Long
512807108 512807108 Lam Research Corporation 1470.0 1151392.2 CORP Long
417558AA1 417558AA1 Harvest Midstream I, L.P. 130000.0 129985.31 CORP Long
418056AX5 418056AX5 Hasbro, Inc. 155000.0 151534.56 CORP Long
81761TAE5 81761TAE5 Servicemaster Brands L.L.C. 167385.8 144522.79 CORP Long
81762P102 81762P102 ServiceNow, Inc. 2566.0 1812853.34 CORP Long
418056AY3 418056AY3 Hasbro, Inc. 235000.0 222708.96 CORP Long
42226K105 42226K105 Healthcare Realty Trust Incorporated 4634.0 79843.82 CORP Long
824348106 824348106 The Sherwin-Williams Company 1903.0 593545.7 CORP Long
82509L107 82509L107 Shopify Inc. 6047.0 471061.3 CORP Long
517834107 517834107 Las Vegas Sands Corp. 2669.0 131341.49 CORP Long
518415104 518415104 Lattice Semiconductor Corporation 600.0 41394.0 CORP Long
82660CAA0 82660CAA0 Sigma Holdco B.V. 450000.0 403028.42 CORP Long
828806109 828806109 Simon Property Group, Inc. 3275.0 467146.0 CORP Long
42239PAB5 42239PAB5 Heartland Dental, LLC 210000.0 217686.53 CORP Long
42250PAD5 42250PAD5 Healthpeak OP, LLC 85000.0 74661.04 CORP Long
828807DT1 828807DT1 Simon Property Group, L.P. 350000.0 299233.1 CORP Long
82982L103 82982L103 SiteOne Landscape Supply, Inc. 100.0 16250.0 CORP Long
83001AAD4 83001AAD4 Six Flags Operations Inc. 230000.0 230566.29 CORP Long
833445109 833445109 Snowflake Inc. 839.0 166961.0 CORP Long
35564KMA4 35564KMA4 Federal Home Loan Mortgage Corporation 131485.12 130740.47 USGA Long
833635105 833635105 Sociedad Quimica Y Minera De Chile S.A. 891.0 53656.02 CORP Long
842587107 842587107 The Southern Company 8833.0 619369.96 CORP Long
89153VAX7 89153VAX7 TotalEnergies Capital International 265000.0 205384.17 CORP Long
89173UAA5 89173UAA5 Towd Point Mortgage Trust 2017-4 79782.3776 76137.76 CORP Long
35671D857 35671D857 Freeport-McMoRan Inc. 28854.0 1228314.78 CORP Long
359694106 359694106 H.B. Fuller Company 414.0 33703.74 CORP Long
892356106 892356106 Tractor Supply Company 940.0 202128.2 CORP Long
892672106 892672106 Tradeweb Markets Inc. 500.0 45440.0 CORP Long
361448BN2 361448BN2 GATX Corporation 220000.0 241926.5 CORP Long
36179XHY5 36179XHY5 Ginnie Mae II 288368.17 281652.8 USGA Long
893641100 893641100 TransDigm Group Incorporated 377.0 381373.2 CORP Long
89400PAK9 89400PAK9 Transurban Finance Company Pty Ltd 145000.0 120804.79 CORP Long
36179XX43 36179XX43 Ginnie Mae II 93015.94 90784.43 USGA Long
3617G85D1 3617G85D1 Government National Mortgage Association 3526.2 3546.52 USGA Long
89417E109 89417E109 The Travelers Companies, Inc. 5397.0 1028074.53 CORP Long
89680EAA7 89680EAA7 Triton Water Holdings Incorporated 330000.0 289571.23 CORP Long
3617G9FT3 3617G9FT3 Government National Mortgage Association 11919.18 11987.85 USGA Long
36183W6J6 36183W6J6 Government National Mortgage Association 60396.96 56933.48 USGA Long
89686QAB2 89686QAB2 Trivium Packaging Finance B.V. 235000.0 230735.84 CORP Long
89832Q109 89832Q109 Truist Financial Corporation 1500.0 55380.0 CORP Long
61772LBL4 61772LBL4 Morgan Stanley Residential Mortgage Loan Trust 2021-2 74420.92 59246.03 CORP Long
61775VAB2 61775VAB2 Morgan Stanley Residential Mortgage Loan Trust 2020-1 98388.75 100291.93 CORP Long
3622A26H0 3622A26H0 Government National Mortgage Association 361252.2207 337826.75 USGA Long
3622A2RW4 3622A2RW4 Government National Mortgage Association 23128.27 21924.84 USGA Long
42809H107 42809H107 Hess Corporation 1872.0 269867.52 CORP Long
42809HAG2 42809HAG2 Hess Corporation 150000.0 148400.0 CORP Long
902494103 902494103 Tyson Foods, Inc. 600.0 32250.0 CORP Long
912810SZ2 912810SZ2 Treasury, United States Department of 1420000.0 931431.25 UST Long
912810TA6 912810TA6 Treasury, United States Department of 615000.0 428962.5 UST Long
912810TL2 912810TL2 Treasury, United States Department of 585000.0 579515.63 UST Long
912810TN8 912810TN8 Treasury, United States Department of 235000.0 217925.79 UST Long
912810TP3 912810TP3 Treasury, United States Department of 11500.0 10852.15 UST Long
428102AE7 428102AE7 Hess Infrastructure Partners LP 85000.0 78572.4 CORP Long
43300A203 43300A203 Hilton Worldwide Holdings Inc. 2760.0 502568.4 CORP Long
912810TQ1 912810TQ1 Treasury, United States Department of 475000.0 454515.63 UST Long
912810TR9 912810TR9 Treasury, United States Department of 1485000.0 1378961.79 UST Long
912810TS7 912810TS7 Treasury, United States Department of 1050000.0 1004554.74 UST Long
912828ZQ6 912828ZQ6 Treasury, United States Department of 700000.0 572468.75 UST Long
91282CAJ0 91282CAJ0 Treasury, United States Department of 100000.0 93375.0 UST Long
92552VAN0 92552VAN0 ViaSat, Inc. 265000.0 217714.61 CORP Long
92556V106 92556V106 Viatris Inc. 12088.0 130913.04 CORP Long
92564RAE5 92564RAE5 VICI Properties Inc. 380000.0 346070.67 CORP Long
362541AG9 362541AG9 GM Financial Automobile Leasing Trust 2023-1 65000.0 64269.14 CORP Long
36258KAS7 36258KAS7 GS Mortgage-Backed Securities Trust 2020-INV1 73898.93 63396.89 CORP Long
N/A N/A Fresenius SE & Co. KGaA 15565.0 483682.67 CORP Long
436440101 436440101 Hologic, Inc. 1500.0 107175.0 CORP Long
N/A N/A Central Japan Railway Company 12500.0 317552.88 CORP Long
N/A N/A Rio Tinto Limited 1429.0 131831.18 CORP Long
926400AA0 926400AA0 Victoria's Secret & Co. 278000.0 232362.38 CORP Long
92826C839 92826C839 Visa Inc. 13521.0 3520192.35 CORP Long
92840JAB5 92840JAB5 VistaJet Malta Finance P.L.C. 355000.0 248053.55 CORP Long
92840MAB8 92840MAB8 Vistra Corp. 242000.0 241169.33 CORP Long
N/A N/A CyberAgent, Inc. 42600.0 266759.9 CORP Long
626207YM0 626207YM0 Municipal Electric Authority of Georgia 332000.0 377339.68 MUN Long
36266G107 36266G107 GE HealthCare Technologies Inc. 8528.0 659384.96 CORP Long
36467J108 36467J108 Gaming and Leisure Properties, Inc. 2085.0 102894.75 CORP Long
92840VAD4 92840VAD4 Vistra Operations Company LLC 140000.0 138017.68 CORP Long
928563AJ4 928563AJ4 VMware, Inc. 320000.0 292629.79 CORP Long
369550108 369550108 General Dynamics Corporation 2844.0 738501.48 CORP Long
369604301 369604301 General Electric Company 15778.0 2013746.14 CORP Long
92857W308 92857W308 Vodafone Group Public Limited Company 38146.0 331870.2 CORP Long
92857WBS8 92857WBS8 Vodafone Group Public Limited Company 215000.0 195761.54 CORP Long
N/A N/A Mitsubishi HC Capital Inc. 44000.0 295428.43 CORP Long
62922LAA6 62922LAA6 NGL Energy Operating LLC 325000.0 328370.86 CORP Long
37045V100 37045V100 General Motors Company 2400.0 86208.0 CORP Long
37045XDH6 37045XDH6 General Motors Financial Company, Inc. 325000.0 291675.44 CORP Long
928668CC4 928668CC4 Volkswagen Group of America, Inc. 400000.0 425919.88 CORP Long
929160109 929160109 Legacy Vulcan Corp. 696.0 157998.96 CORP Long
375558103 375558103 Gilead Sciences, Inc. 1183.0 95834.83 CORP Long
37733W204 37733W204 GSK PLC 12499.0 463212.94 CORP Long
37940X102 37940X102 Global Payments Inc. 2304.0 292608.0 CORP Long
38141G104 38141G104 The Goldman Sachs Group, Inc. 3069.0 1183928.13 CORP Long
929160AV1 929160AV1 Legacy Vulcan Corp. 100000.0 90296.94 CORP Long
96351CAA4 96351CAA4 White Cap Parent, LLC 310000.0 310258.5 CORP Long
38141GWB6 38141GWB6 The Goldman Sachs Group, Inc. 550000.0 535139.66 CORP Long
38383REY9 38383REY9 Government National Mortgage Association 110000.0 91441.54 USGA Long
437076102 437076102 Home Depot, Inc. , The 3205.0 1110692.75 CORP Long
438516106 438516106 Honeywell International Inc. 1756.0 368250.76 CORP Long
969457100 969457100 The Williams Companies, Inc. 12856.0 447774.48 CORP Long
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36179W3Y2 36179W3Y2 Ginnie Mae II 147067.4 127776.63 USGA Long
36179W7K8 36179W7K8 Ginnie Mae II 507606.8 459839.88 USGA Long
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126650100 126650100 CVS Health Corporation 900.0 71064.0 CORP Long
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13077DQU9 13077DQU9 Trustees of the California State University 350000.0 257223.89 MUN Long
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78449UAB4 78449UAB4 SMB Private Education Loan Trust 2020-A 53596.32 49880.22 CORP Long
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31417GH25 31417GH25 Federal National Mortgage Association, Inc. 13568.32 12486.08 USGA Long
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133434AD2 133434AD2 Cameron LNG, LLC 50000.0 42384.38 CORP Long
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136375DH2 136375DH2 Canadian National Railway Company 215000.0 236397.68 CORP Long
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31418C4W1 31418C4W1 Federal National Mortgage Association, Inc. 215066.77 206617.21 USGA Long
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31418CP57 31418CP57 Federal National Mortgage Association, Inc. 247682.09 223936.19 USGA Long
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31418CVA9 31418CVA9 Federal National Mortgage Association, Inc. 41540.86 39129.0 USGA Long
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13645RBE3 13645RBE3 Canadian Pacific Kansas City Limited 105000.0 96784.21 CORP Long
31418DH54 31418DH54 Federal National Mortgage Association, Inc. 486.19 477.44 USGA Long
31418DTQ5 31418DTQ5 Federal National Mortgage Association, Inc. 88812.83 73051.15 USGA Long
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759916109 759916109 Repligen Corporation 162.0 29127.6 CORP Long
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31418DV74 31418DV74 Federal National Mortgage Association, Inc. 284659.46 233873.85 USGA Long
31418DVA7 31418DVA7 Federal National Mortgage Association, Inc. 1765563.04 1452227.15 USGA Long
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36179WJQ2 36179WJQ2 Ginnie Mae II 193083.37 163375.14 USGA Long
31418DWR9 31418DWR9 Federal National Mortgage Association, Inc. 439679.06 361236.67 USGA Long
31418ECQ1 31418ECQ1 Federal National Mortgage Association, Inc. 1067253.09 909113.5 USGA Long
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879360105 879360105 Teledyne Technologies Incorporated 320.0 142812.8 CORP Long
76105Y109 76105Y109 T. Rowe Price Government Reserve Fund 4592408.07 4592408.07 RF Long
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31418ECY4 31418ECY4 Federal National Mortgage Association, Inc. 368376.69 314397.24 USGA Long
31418EE63 31418EE63 Federal National Mortgage Association, Inc. 189636.81 184148.09 USGA Long
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13648TAC1 13648TAC1 Canadian Pacific Kansas City Limited 210000.0 189267.73 CORP Long
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76774LAC1 76774LAC1 Ritchie Bros. Holdings Inc. 85000.0 90651.27 CORP Long
31418EGJ3 31418EGJ3 Federal National Mortgage Association, Inc. 69569.25 65874.0 USGA Long
31418EGK0 31418EGK0 Federal National Mortgage Association, Inc. 129399.52 125613.83 USGA Long
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22822V101 22822V101 Crown Castle Inc. 935.0 107702.65 CORP Long
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31418EJ43 31418EJ43 Federal National Mortgage Association, Inc. 191339.64 175573.43 USGA Long
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22822VAW1 22822VAW1 Crown Castle Inc. 255000.0 207760.79 CORP Long
31418EP38 31418EP38 Federal National Mortgage Association, Inc. 181837.99 182872.65 USGA Long
31418ET42 31418ET42 Federal National Mortgage Association, Inc. 281093.8 272584.7 USGA Long
229663109 229663109 Cubesmart, L.P. 3608.0 167230.8 CORP Long
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31418EW48 31418EW48 Federal National Mortgage Association, Inc. 68262.69 69346.09 USGA Long
233853AM2 233853AM2 Daimler Trucks Finance North America LLC 230000.0 221862.42 CORP Long
335934105 335934105 First Quantum Minerals Ltd 3037.0 24868.08 CORP Long
31418UEL4 31418UEL4 Federal National Mortgage Association, Inc. 10775.5 10989.72 USGA Long
31428X106 31428X106 FedEx Corporation 607.0 153552.79 CORP Long
84265V105 84265V105 Southern Copper Corporation 3135.0 269829.45 CORP Long
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31572LAA4 31572LAA4 Ellington Financial Mortgage Trust 2021-2 57784.76 46650.3 CORP Long
31573TAC2 31573TAC2 Ellington Financial Mortgage Trust 2019-2 16225.32 15187.58 CORP Long
36179WJS8 36179WJS8 Ginnie Mae II 250227.55 227012.91 USGA Long
36179WLN6 36179WLN6 Ginnie Mae II 1067350.38 903125.5 USGA Long
235851102 235851102 Danaher Corporation 5334.0 1233967.56 CORP Long
23804L103 23804L103 Datadog, Inc. 1260.0 152938.8 CORP Long
571903202 571903202 Marriott International, Inc. 477.0 107568.27 CORP Long
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316773100 316773100 Fifth Third Bancorp 4992.0 172174.08 CORP Long
36178EDG1 36178EDG1 Government National Mortgage Association 38692.42 35504.87 USGA Long
36179WLP1 36179WLP1 Ginnie Mae II 201361.98 176401.11 USGA Long
36179WQA9 36179WQA9 Ginnie Mae II 1030613.1 902133.37 USGA Long
36179MK74 36179MK74 Government National Mortgage Association 157184.78 149576.25 USGA Long
36179NBB3 36179NBB3 Government National Mortgage Association 59637.62 56703.58 USGA Long
36179NDR6 36179NDR6 Government National Mortgage Association 85440.28 81226.8 USGA Long
36179R4E6 36179R4E6 Government National Mortgage Association 88048.99 83274.96 USGA Long
36179WQB7 36179WQB7 Ginnie Mae II 233584.49 211694.91 USGA Long
36179WR26 36179WR26 Ginnie Mae II 253840.82 222196.16 USGA Long
36179RJG5 36179RJG5 Government National Mortgage Association 92082.78 91866.39 USGA Long
244199105 244199105 Deere & Company 1073.0 429060.51 CORP Long
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36179WTX6 36179WTX6 Ginnie Mae II 172742.26 146217.74 USGA Long
36179WTY4 36179WTY4 Ginnie Mae II 318886.94 279133.41 USGA Long
248019AU5 248019AU5 Deluxe Corporation 310000.0 276329.61 CORP Long
249906108 249906108 The Descartes Systems Group Inc. 941.0 79100.46 CORP Long
36179WVT2 36179WVT2 Ginnie Mae II 425464.72 360001.78 USGA Long
36179WVU9 36179WVU9 Ginnie Mae II 252098.19 220670.77 USGA Long
36179WY85 36179WY85 Ginnie Mae II 167558.3 141777.41 USGA Long
36179XHX7 36179XHX7 Ginnie Mae II 450748.81 430311.63 USGA Long
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25278X109 25278X109 Diamondback Energy, Inc. 2994.0 464309.52 CORP Long
853254CG3 853254CG3 Standard Chartered PLC 200000.0 182921.46 CORP Long
85434VAA6 85434VAA6 Stanford Health Care 150000.0 124860.57 CORP Long
25466AAR2 25466AAR2 Discover Bank 250000.0 211978.7 CORP Long
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404280EC9 404280EC9 HSBC Holdings PLC 200000.0 219353.74 CORP Long
46625HRX0 46625HRX0 JPMorgan Chase & Co. 300000.0 288570.66 CORP Long
254709108 254709108 Discover Financial Services 900.0 101160.0 CORP Long
3132D6BS8 3132D6BS8 Federal Home Loan Mortgage Corporation 45304.91 41767.16 USGA Long
3132D6CG3 3132D6CG3 Federal Home Loan Mortgage Corporation 18625.43 18272.99 USGA Long
3132DM5G6 3132DM5G6 Federal Home Loan Mortgage Corporation 137741.15 117245.35 USGA Long
3132DMC60 3132DMC60 Federal Home Loan Mortgage Corporation 181499.79 182186.68 USGA Long
3132DMPS8 3132DMPS8 Federal Home Loan Mortgage Corporation 27694.44 28475.0 USGA Long
3132DNJ46 3132DNJ46 Federal Home Loan Mortgage Corporation 322149.79 287690.65 USGA Long
3132DQ6R2 3132DQ6R2 Federal National Mortgage Association, Inc. 88018.79 72783.11 USGA Long
46628D437 46628D437 JNL Government Money Market Fund 614554.74 614554.74 RF Long
46643ABE2 46643ABE2 JPMBB Commercial Mortgage Securities Trust 2014-C23 110000.0 108148.68 CORP Long
3132DQLW4 3132DQLW4 Federal National Mortgage Association, Inc. 47453.13 46980.24 USGA Long
3132DV4Y8 3132DV4Y8 Federal Home Loan Mortgage Corporation 89311.43 85593.23 USGA Long
3132DV7A7 3132DV7A7 Federal Home Loan Mortgage Corporation 269237.57 231068.27 USGA Long
3132DWA52 3132DWA52 Federal Home Loan Mortgage Corporation 411427.27 338025.23 USGA Long
855244109 855244109 Starbucks Corporation 1486.0 142670.86 CORP Long
85572JAC1 85572JAC1 Starwood Mortgage Residential Trust 2019-INV1 133934.63 127876.69 CORP Long
46647PBP0 46647PBP0 JPMorgan Chase & Co. 110000.0 96632.56 CORP Long
46647PDU7 46647PDU7 JPMorgan Chase & Co. 355000.0 360154.78 CORP Long
3132DWB69 3132DWB69 Federal Home Loan Mortgage Corporation 470727.11 401933.59 USGA Long
3132DWBH5 3132DWBH5 Federal Home Loan Mortgage Corporation 106379.05 87300.41 USGA Long
3132DWDC4 3132DWDC4 Federal Home Loan Mortgage Corporation 1759082.42 1438650.96 USGA Long
3132DWDH3 3132DWDH3 Federal Home Loan Mortgage Corporation 117397.05 96012.2 USGA Long
3132DWDR1 3132DWDR1 Federal Home Loan Mortgage Corporation 787260.4 670608.56 USGA Long
3132DWEP4 3132DWEP4 Federal Home Loan Mortgage Corporation 148250.03 131280.41 USGA Long
3132E0A77 3132E0A77 Federal Home Loan Mortgage Corporation 264665.73 266088.97 USGA Long
3133A1CC4 3133A1CC4 Federal Home Loan Mortgage Corporation 257077.83 230703.91 USGA Long
3133AM4R4 3133AM4R4 Federal Home Loan Mortgage Corporation 25877.82 22039.35 USGA Long
3133AMGK6 3133AMGK6 Federal Home Loan Mortgage Corporation 86937.13 75345.75 USGA Long
3133AQFQ5 3133AQFQ5 Federal Home Loan Mortgage Corporation 130555.92 111149.68 USGA Long
3133ATLD1 3133ATLD1 Federal Home Loan Mortgage Corporation 56928.91 56753.86 USGA Long
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3140QCCH7 3140QCCH7 Federal National Mortgage Association, Inc. 26649.25 25552.28 USGA Long
3140QCKG0 3140QCKG0 Federal National Mortgage Association, Inc. 169368.79 151993.04 USGA Long
3140QCLD6 3140QCLD6 Federal National Mortgage Association, Inc. 11877.61 11388.69 USGA Long
3140QCXQ4 3140QCXQ4 Federal National Mortgage Association, Inc. 8537.54 8383.81 USGA Long
3140QDCC6 3140QDCC6 Federal National Mortgage Association, Inc. 111742.24 106169.57 USGA Long
3140QDKJ2 3140QDKJ2 Federal National Mortgage Association, Inc. 28996.71 28217.03 USGA Long
3140QEAQ5 3140QEAQ5 Federal National Mortgage Association, Inc. 54453.43 48390.52 USGA Long
3140QEYY2 3140QEYY2 Federal National Mortgage Association, Inc. 336528.54 292395.14 USGA Long
3140QL6V3 3140QL6V3 Federal National Mortgage Association, Inc. 340336.9 291981.63 USGA Long
3140QLPR1 3140QLPR1 Federal National Mortgage Association, Inc. 163430.0 139545.83 USGA Long
3140QLQZ2 3140QLQZ2 Federal National Mortgage Association, Inc. 320693.1812 275229.12 USGA Long
3140QM4V3 3140QM4V3 Federal National Mortgage Association, Inc. 390184.07 332490.71 USGA Long
3140QMCC6 3140QMCC6 Federal National Mortgage Association, Inc. 318616.84 273347.57 USGA Long
3140QMTP9 3140QMTP9 Federal National Mortgage Association, Inc. 123189.69 101096.14 USGA Long
3140QMZC1 3140QMZC1 Federal National Mortgage Association, Inc. 276221.08 237450.16 USGA Long
46652RAA2 46652RAA2 J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M 250000.0 236246.8 CORP Long
46655AAE8 46655AAE8 J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO 100000.0 79027.57 CORP Long
3140QNCC4 3140QNCC4 Federal National Mortgage Association, Inc. 203558.39 167051.05 USGA Long
3140QNDJ8 3140QNDJ8 Federal National Mortgage Association, Inc. 281414.74 241738.95 USGA Long
3140QNEW8 3140QNEW8 Federal National Mortgage Association, Inc. 245129.56 201166.6 USGA Long
3140QNM82 3140QNM82 Federal National Mortgage Association, Inc. 129754.4 119017.55 USGA Long
3140QRKQ5 3140QRKQ5 Federal National Mortgage Association, Inc. 222961.48 229914.2 USGA Long
3140QS4E8 3140QS4E8 Federal National Mortgage Association, Inc. 83819.83 85333.49 USGA Long
3140X5WP4 3140X5WP4 Federal National Mortgage Association, Inc. 246814.78 230479.34 USGA Long
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N/A N/A Next PLC 5898.0 611294.38 CORP Long
N/A N/A Kingfisher PLC 226099.0 700976.1 CORP Long
335934AT2 335934AT2 First Quantum Minerals Ltd 245000.0 208242.36 CORP Long
N/A N/A Siemens Aktiengesellschaft 16159.0 3033824.52 CORP Long
573284106 573284106 Martin Marietta Materials, Inc. 431.0 215030.21 CORP Long
85573EAA5 85573EAA5 Starwood Mortgage Residential Trust 2020-INV1 32835.12 29622.46 CORP Long
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336433107 336433107 First Solar, Inc. 136.0 23430.08 CORP Long
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337932AC1 337932AC1 FirstEnergy Corp. 225000.0 267487.33 CORP Long
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34532JAC8 34532JAC8 Ford Credit Auto Owner Trust 2020-REV2 170000.0 157912.44 CORP Long
34535QAA3 34535QAA3 Ford Credit Auto Owner Trust 2023-REV1 285000.0 286378.72 CORP Long
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345397D67 345397D67 Ford Motor Credit Company LLC 200000.0 215359.14 CORP Long
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87952VAM8 87952VAM8 Telesat Canada 194000.0 91151.24 CORP Long
351858105 351858105 Franco-Nevada Corporation 2570.0 284781.7 CORP Long
35564KEL9 35564KEL9 Federal Home Loan Mortgage Corporation 85000.0 85367.0 USGA Long
36179SQW0 36179SQW0 Government National Mortgage Association 26867.44 25351.91 USGA Long
36179SSP3 36179SSP3 Government National Mortgage Association 113606.23 104371.21 USGA Long
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36179SUU9 36179SUU9 Government National Mortgage Association 20920.08 19219.49 USGA Long
36179SUV7 36179SUV7 Government National Mortgage Association 10069.52 9501.52 USGA Long
36179SYT8 36179SYT8 Government National Mortgage Association 61303.8 59582.7 USGA Long
36179TAL9 36179TAL9 Government National Mortgage Association 163397.9 158657.33 USGA Long
36179TCX1 36179TCX1 Government National Mortgage Association 120319.6 113457.45 USGA Long
36179TE35 36179TE35 Government National Mortgage Association 36662.52 36484.71 USGA Long
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88146M101 88146M101 Terreno Realty Corporation 3190.0 199917.3 CORP Long
36179TG41 36179TG41 Government National Mortgage Association 5547.15 5230.78 USGA Long
36179TLT0 36179TLT0 Government National Mortgage Association 28012.84 27200.12 USGA Long
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36179TNR2 36179TNR2 Government National Mortgage Association 75924.02 71546.42 USGA Long
36179TUE3 36179TUE3 Government National Mortgage Association 9171.74 9479.34 USGA Long
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47010BAM6 47010BAM6 Jaguar Land Rover Automotive PLC 265000.0 257059.88 CORP Long
478160104 478160104 Johnson & Johnson 9885.0 1549374.9 CORP Long
N/A N/A Public Joint Stock Company Polyus 142.0 0.0 CORP Long
N/A N/A Public Joint Stock Society Mining And Metallurgical Company Norilsk Nickel 155.0 0.0 CORP Long
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