JNL/DoubleLine Core Fixed Income Fund

Fund Profile

Fund profile

Fund manager

JNL Series Trust

Total assets

$2.81 bn

Liabilities

$18.63 mm

Net assets

$2.79 bn

Number of holdings

1.67 k

Top 200 of 1674 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Treasury, United States Department of	125.38 mm	153.20 mm principal	4.49	Debt	Long	USA
Treasury, United States Department of	117.76 mm	197.50 mm principal	4.22	Debt	Long	USA
JNL Government Money Market Fund	75.95 mm	75.95 mm shares	2.72	Short-term investment vehicle	Long	USA
Treasury, United States Department of	71.24 mm	106.40 mm principal	2.55	Debt	Long	USA
Treasury, United States Department of	63.09 mm	76.87 mm principal	2.26	Debt	Long	USA
Treasury, United States Department of	58.92 mm	72.52 mm principal	2.11	Debt	Long	USA
Treasury, United States Department of	51.39 mm	57.20 mm principal	1.84	Debt	Long	USA
Treasury, United States Department of	39.81 mm	61.51 mm principal	1.42	Debt	Long	USA
Treasury, United States Department of	36.40 mm	38.00 mm principal	1.30	Debt	Long	USA
Federal National Mortgage Association, Inc.	25.79 mm	25.94 mm principal	0.92	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	21.92 mm	25.44 mm principal	0.78	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	19.81 mm	23.97 mm principal	0.71	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	17.08 mm	21.56 mm principal	0.61	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	16.67 mm	20.24 mm principal	0.60	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	15.31 mm	15.11 mm principal	0.55	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	15.23 mm	15.61 mm principal	0.55	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	15.21 mm	16.83 mm principal	0.54	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust 2024-R03	14.91 mm	14.89 mm principal	0.53	ABS-collateralized bond/debt obligation	Long	USA
PRET 2024-NPL6, LLC	14.71 mm	14.71 mm principal	0.53	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	14.58 mm	14.29 mm principal	0.52	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	14.28 mm	17.91 mm principal	0.51	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	13.45 mm	16.41 mm principal	0.48	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	13.29 mm	15.46 mm principal	0.48	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	12.50 mm	12.88 mm principal	0.45	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	12.42 mm	12.62 mm principal	0.44	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	12.23 mm	13.55 mm principal	0.44	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	11.76 mm	11.81 mm principal	0.42	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	11.71 mm	11.86 mm principal	0.42	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	11.69 mm	11.51 mm principal	0.42	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	11.67 mm	11.71 mm principal	0.42	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	11.67 mm	11.69 mm principal	0.42	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR3 Trust	11.47 mm	12.00 mm principal	0.41	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	11.39 mm	13.12 mm principal	0.41	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	11.33 mm	13.23 mm principal	0.41	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	11.06 mm	11.09 mm principal	0.40	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	10.89 mm	12.20 mm principal	0.39	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	10.84 mm	12.15 mm principal	0.39	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	10.74 mm	12.95 mm principal	0.38	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	10.35 mm	10.00 mm principal	0.37	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	10.30 mm	12.45 mm principal	0.37	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	10.14 mm	10.02 mm principal	0.36	ABS-mortgage backed security	Long	USA
JNL Government Money Market Fund - Class SL	10.10 mm	10.10 mm shares	0.36	Short-term investment vehicle	Long	USA
AMSR 2020-SFR5 Trust	9.71 mm	10.00 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	9.69 mm	11.43 mm principal	0.35	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	9.46 mm	11.01 mm principal	0.34	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	9.23 mm	9.10 mm principal	0.33	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	8.97 mm	9.22 mm principal	0.32	ABS-mortgage backed security	Long	USA
CCI Crown Castle Inc.	8.59 mm	8.85 mm principal	0.31	Debt	Long	USA
Treasury, United States Department of	8.43 mm	14.02 mm principal	0.30	Debt	Long	USA
Federal Home Loan Mortgage Corporation	7.92 mm	8.80 mm principal	0.28	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	7.87 mm	8.12 mm principal	0.28	ABS-mortgage backed security	Long	USA
AMSR 2020-SFR5 Trust	7.76 mm	8.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
BRAVO Residential Funding Trust 2023-NQM5	7.74 mm	7.67 mm principal	0.28	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	7.37 mm	8.95 mm principal	0.26	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	7.35 mm	8.47 mm principal	0.26	ABS-mortgage backed security	Long	USA
Mill City Mortgage Loan Trust 2017-1	7.15 mm	8.21 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	7.04 mm	8.11 mm principal	0.25	ABS-mortgage backed security	Long	USA
OBX 2024-NQM18 Trust	6.96 mm	6.97 mm principal	0.25	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	6.93 mm	7.01 mm principal	0.25	ABS-mortgage backed security	Long	USA
GNMA Remic Trust 2019-052	6.80 mm	6.92 mm principal	0.24	ABS-mortgage backed security	Long	USA
CSMC 2022-RPL4 Trust	6.78 mm	7.19 mm principal	0.24	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	6.44 mm	8.25 mm principal	0.23	ABS-mortgage backed security	Long	USA
Starwood Mortgage Residential Trust 2019-INV1	6.39 mm	6.72 mm principal	0.23	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR1 Trust	6.34 mm	6.60 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
OKE ONEOK, Inc.	6.26 mm	5.95 mm principal	0.22	Debt	Long	USA
Connecticut Avenue Securities Trust 2022-R04	6.23 mm	6.00 mm principal	0.22	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2024-9	5.99 mm	6.00 mm principal	0.21	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	5.88 mm	5.84 mm principal	0.21	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	5.85 mm	5.79 mm principal	0.21	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	5.82 mm	5.82 mm principal	0.21	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	5.82 mm	6.95 mm principal	0.21	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	5.79 mm	5.79 mm principal	0.21	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	5.77 mm	6.95 mm principal	0.21	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	5.60 mm	6.58 mm principal	0.20	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	5.54 mm	5.58 mm principal	0.20	ABS-mortgage backed security	Long	USA
Argent Securities Inc.	5.53 mm	10.56 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
PCG+A Pacific Gas & Electric Co.	5.46 mm	5.01 mm principal	0.20	Debt	Long	USA
Progress Residential 2024-SFR2 Trust	5.44 mm	5.89 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
Aligned Data Centers Issuer, LLC	5.30 mm	5.25 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
Navient Private Education Loan Trust 2017-A	5.27 mm	5.33 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
Securitized Asset Backed Receivables LLC Trust 2007-BR2	5.19 mm	12.50 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	5.17 mm	6.61 mm principal	0.19	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2023-INV1	5.11 mm	5.10 mm principal	0.18	ABS-mortgage backed security	Long	USA
HPE Hewlett Packard Enterprise Company	5.10 mm	5.30 mm principal	0.18	Debt	Long	USA
Government National Mortgage Association	5.09 mm	5.29 mm principal	0.18	ABS-mortgage backed security	Long	USA
TierPoint Issuer LLC	5.04 mm	5.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
Labcorp Holdings Inc.	5.03 mm	5.30 mm principal	0.18	Debt	Long	USA
Wind River 2021-4 CLO Ltd.	5.00 mm	5.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
AASET 2024-1	5.00 mm	4.91 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
AEE Ameren Corporation	4.94 mm	5.00 mm principal	0.18	Debt	Long	USA
Upstart Securitization Trust 2021-4	4.92 mm	5.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
GS The Goldman Sachs Group, Inc.	4.84 mm	4.82 mm principal	0.17	Debt	Long	USA
NSARP NSTAR Electric Company PFD 4.25%	4.83 mm	5.00 mm principal	0.17	Debt	Long	USA
DUK Duke Energy Corporation	4.80 mm	5.00 mm principal	0.17	Debt	Long	USA
HOMES Trust	4.76 mm	4.73 mm principal	0.17	ABS-mortgage backed security	Long	USA
Boston Gas Company	4.76 mm	5.00 mm principal	0.17	Debt	Long	USA
T-Mobile USA, Inc.	4.71 mm	5.00 mm principal	0.17	Debt	Long	USA
Primose Funding LLC	4.70 mm	4.81 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
Hardee's Funding LLC	4.55 mm	4.69 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
Vantage Data Centers Issuer, LLC	4.54 mm	5.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
Trimaran CAVU 2021-3, Ltd.	4.50 mm	4.50 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
Weir Group PLC(The)	4.38 mm	4.55 mm principal	0.16	Debt	Long	USA
Alternative Loan Trust 2006-OC3	4.36 mm	5.25 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
Government National Mortgage Association	4.34 mm	5.07 mm principal	0.16	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	4.34 mm	4.28 mm principal	0.16	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	4.33 mm	4.84 mm principal	0.15	ABS-mortgage backed security	Long	USA
Hyundai Capital America	4.26 mm	4.25 mm principal	0.15	Debt	Long	USA
RNECY Renesas Electronics Corporation	4.26 mm	4.49 mm principal	0.15	Debt	Long	USA
MFA 2023-NQM3 Trust	4.25 mm	4.21 mm principal	0.15	ABS-mortgage backed security	Long	USA
MRVL Marvell Technology, Inc.	4.24 mm	4.09 mm principal	0.15	Debt	Long	USA
T AT&T Inc.	4.24 mm	6.28 mm principal	0.15	Debt	Long	USA
Federal National Mortgage Association, Inc.	4.21 mm	4.29 mm principal	0.15	ABS-mortgage backed security	Long	USA
CSX CSX Corporation	4.20 mm	5.46 mm principal	0.15	Debt	Long	USA
HCA Inc.	4.14 mm	4.78 mm principal	0.15	Debt	Long	USA
D Dominion Energy, Inc.	4.14 mm	4.50 mm principal	0.15	Debt	Long	USA
JPMorgan Chase & Co.	4.13 mm	4.17 mm principal	0.15	Debt	Long	USA
Alternative Loan Trust 2006-HY11	4.08 mm	4.45 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
Park Place Securities, Inc.	4.07 mm	5.00 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-RAMP1	4.06 mm	4.74 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	4.04 mm	4.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
SRE Sempra	4.01 mm	4.00 mm principal	0.14	Debt	Long	USA
NBC Funding LLC	3.99 mm	4.19 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
Retained Vantage Data Centers Issuer LLC	3.94 mm	4.00 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
EXC Exelon Corporation	3.92 mm	3.93 mm principal	0.14	Debt	Long	USA
Bank of America Corporation	3.90 mm	4.78 mm principal	0.14	Debt	Long	USA
Glencore Funding LLC	3.75 mm	3.72 mm principal	0.13	Debt	Long	USA
Kinder Morgan Energy Partners L P	3.74 mm	3.46 mm principal	0.13	Debt	Long	USA
TTWO Take-Two Interactive Software, Inc.	3.74 mm	3.74 mm principal	0.13	Debt	Long	USA
Morgan Stanley Capital I Trust 2021-L6	3.71 mm	4.71 mm principal	0.13	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	3.70 mm	5.17 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
SRVM 191 A2 FIX	3.68 mm	3.80 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	3.65 mm	3.98 mm principal	0.13	ABS-mortgage backed security	Long	USA
BBCMS Mortgage Trust 2019-C3	3.62 mm	4.25 mm principal	0.13	ABS-mortgage backed security	Long	USA
Mach 1 Cayman Limited	3.55 mm	3.70 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Government National Mortgage Association	3.51 mm	3.89 mm principal	0.13	ABS-mortgage backed security	Long	USA
T AT&T Inc.	3.47 mm	4.00 mm principal	0.12	Debt	Long	USA
Morgan Stanley Mortgage Loan Trust 2007-2AX	3.47 mm	9.91 mm principal	0.12	ABS-mortgage backed security	Long	USA
Fermaca Enterprises S. de R.L. de C.V.	3.46 mm	3.59 mm principal	0.12	Debt	Long	USA
Willis Engine Structured Trust V	3.45 mm	3.75 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	3.44 mm	3.97 mm principal	0.12	ABS-mortgage backed security	Long	USA
DTE DTE Energy Company	3.40 mm	3.32 mm principal	0.12	Debt	Long	USA
GSR Mortgage Loan Trust 2006-OA1	3.39 mm	15.46 mm principal	0.12	ABS-mortgage backed security	Long	USA
OBX 2023-NQM4 Trust	3.38 mm	3.36 mm principal	0.12	ABS-mortgage backed security	Long	USA
BCAP LLC 2010-RR11-II Trust	3.32 mm	4.02 mm principal	0.12	ABS-mortgage backed security	Long	USA
Wells Fargo & Company	3.31 mm	3.11 mm principal	0.12	Debt	Long	USA
GS Mortgage Securities Trust 2016-GS3	3.24 mm	4.00 mm principal	0.12	ABS-mortgage backed security	Long	USA
ENLC EnLink Midstream, LLC	3.22 mm	3.23 mm principal	0.12	Debt	Long	USA
Lehman Mortgage Trust 2006-3	3.21 mm	11.52 mm principal	0.11	ABS-mortgage backed security	Long	USA
Bank 2021-BNK38	3.18 mm	3.80 mm principal	0.11	ABS-mortgage backed security	Long	USA
FMC GMSR Issuer Trust	3.16 mm	3.42 mm principal	0.11	ABS-mortgage backed security	Long	USA
American Homes 4 Rent, L.P.	3.12 mm	3.13 mm principal	0.11	Debt	Long	USA
COLT 2020-RPL1 Trust	3.11 mm	4.26 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
Government National Mortgage Association	3.08 mm	3.72 mm principal	0.11	ABS-mortgage backed security	Long	USA
UBS Commercial Mortgage Trust 2019-C18	3.08 mm	3.66 mm principal	0.11	ABS-mortgage backed security	Long	USA
Bank 2022-BNK39	3.08 mm	3.60 mm principal	0.11	ABS-mortgage backed security	Long	USA
Aviation Capital Group LLC	3.06 mm	3.23 mm principal	0.11	Debt	Long	USA
Federal Home Loan Mortgage Corporation	3.04 mm	3.91 mm principal	0.11	ABS-mortgage backed security	Long	USA
TIF Funding II LLC	3.03 mm	3.43 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
Bank of Montreal	3.02 mm	3.16 mm principal	0.11	Debt	Long	USA
Argent Securities Trust 2006-M1	3.01 mm	13.13 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
MASTR Asset Backed Securities Trust 2007-HE2	3.01 mm	3.63 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
BBCMS 2018-TALL Mortgage Trust	3.00 mm	4.33 mm principal	0.11	ABS-mortgage backed security	Long	USA
CNC Centene Corporation	2.99 mm	3.62 mm principal	0.11	Debt	Long	USA
New Residential Mortgage Loan Trust 2020-NQM1	2.99 mm	3.60 mm principal	0.11	ABS-mortgage backed security	Long	USA
AMGN Amgen Inc.	2.98 mm	3.10 mm principal	0.11	Debt	Long	USA
Switch ABS Issuer, LLC	2.97 mm	3.00 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
ITC ITC Holdings Corp	2.93 mm	3.00 mm principal	0.10	Debt	Long	USA
Beacon Funding Trust	2.93 mm	2.98 mm principal	0.10	Debt	Long	USA
Federal National Mortgage Association, Inc.	2.91 mm	2.91 mm principal	0.10	ABS-mortgage backed security	Long	USA
BBCMS Mortgage Trust 2022-C17	2.89 mm	3.04 mm principal	0.10	ABS-mortgage backed security	Long	USA
Citigroup Commercial Mortgage Trust 2022-GC48	2.89 mm	3.00 mm principal	0.10	ABS-mortgage backed security	Long	USA
FUTURE - PHYSICALLY DELIVERED	2.89 mm	-1.90 k contracts	0.10	Interest rate derivative	N/A	USA
CVS CVS Health Corporation	2.89 mm	3.15 mm principal	0.10	Debt	Long	USA
Retained Vantage Data Centers Issuer LLC	2.87 mm	3.00 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
CyrusOne Data Centers Issuer I LLC	2.86 mm	3.00 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
Broadcom Pte. Ltd.	2.86 mm	3.26 mm principal	0.10	Debt	Long	USA
AIB Group Public Limited Company	2.86 mm	2.86 mm principal	0.10	Debt	Long	USA
Specialty Underwriting & Residential Finance Trust, Series 2007-AB1	2.86 mm	5.66 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
AMSR Trust	2.85 mm	3.00 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
AMSR Trust	2.84 mm	3.00 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
First Horizon Alternative Mortgage Securities Trust 2007-FA4	2.84 mm	8.04 mm principal	0.10	ABS-mortgage backed security	Long	USA
CFCRE 2016-C6 Mortgage Trust	2.83 mm	2.92 mm principal	0.10	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust 2019-C50	2.82 mm	3.19 mm principal	0.10	ABS-mortgage backed security	Long	USA
Benchmark 2022-B32 Mortgage Trust	2.81 mm	3.45 mm principal	0.10	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2005-45	2.80 mm	5.63 mm principal	0.10	ABS-mortgage backed security	Long	USA
Exeter Automobile Receivables Trust 2021-1	2.80 mm	2.85 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
TransCanada Pipelines Ltd	2.79 mm	3.00 mm principal	0.10	Debt	Long	USA
Federal Home Loan Mortgage Corporation	2.78 mm	2.78 mm principal	0.10	ABS-mortgage backed security	Long	USA
SG Mortgage Securities Trust 2006-FRE2	2.77 mm	15.92 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
Lehman XS Trust, Series 2007-2N	2.77 mm	3.38 mm principal	0.10	ABS-mortgage backed security	Long	USA
LCM XV LP	2.76 mm	2.75 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Williams Companies, Inc., The	2.76 mm	2.84 mm principal	0.10	Debt	Long	USA
U.S. Auto Funding Trust 2021-1	2.75 mm	2.81 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
Residential Accredit Loans, Inc.	2.73 mm	3.49 mm principal	0.10	ABS-mortgage backed security	Long	USA
Lima Metro Line 2 Finance Limited	2.71 mm	2.73 mm principal	0.10	Debt	Long	Cayman Islands
BBCMS Mortgage Trust 2021-C12	2.70 mm	3.16 mm principal	0.10	ABS-mortgage backed security	Long	USA
Citigroup Commercial Mortgage Trust 2018-B2	2.69 mm	2.77 mm principal	0.10	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-OA17	2.68 mm	2.99 mm principal	0.10	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2007-9T1	2.66 mm	5.99 mm principal	0.10	ABS-mortgage backed security	Long	USA
PRPM, LLC	2.64 mm	2.64 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	USA