JNL/PIMCO Real Return Fund

Fund Profile

Fund profile

Fund manager

JNL Series Trust

Total assets

$2.41 bn

Liabilities

$1.33 bn

Net assets

$1.08 bn

Number of holdings

431.00

Top 200 of 431 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Treasury, United States Department of	77.12 mm	79.40 mm principal	7.13	Debt	Long	USA
Treasury, United States Department of	59.23 mm	48.40 mm principal	5.48	Debt	Long	USA
Treasury, United States Department of	47.04 mm	41.15 mm principal	4.35	Debt	Long	USA
Treasury, United States Department of	46.50 mm	47.80 mm principal	4.30	Debt	Long	USA
Government National Mortgage Association	45.55 mm	51.00 mm principal	4.21	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	42.74 mm	43.40 mm principal	3.95	Debt	Long	USA
Treasury, United States Department of	42.22 mm	20.61 mm principal	3.90	Debt	Long	USA
Treasury, United States Department of	41.34 mm	33.20 mm principal	3.82	Debt	Long	USA
Federal National Mortgage Association, Inc.	39.94 mm	39.80 mm principal	3.69	ABS-mortgage backed security	Long	USA
Segretariato Generale Della Presidenza Della Repubblica	39.62 mm	38.30 mm principal	3.66	Debt	Long	Italy
Treasury, United States Department of	39.15 mm	37.40 mm principal	3.62	Debt	Long	USA
Federal National Mortgage Association, Inc.	34.55 mm	36.80 mm principal	3.19	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	32.47 mm	33.30 mm principal	3.00	Debt	Long	USA
Treasury, United States Department of	28.93 mm	29.30 mm principal	2.67	Debt	Long	USA
Treasury, United States Department of	28.63 mm	21.86 mm principal	2.65	Debt	Long	USA
Treasury, United States Department of	26.83 mm	23.85 mm principal	2.48	Debt	Long	USA
Treasury, United States Department of	25.71 mm	22.90 mm principal	2.38	Debt	Long	USA
Treasury, United States Department of	24.55 mm	20.32 mm principal	2.27	Debt	Long	USA
Treasury, United States Department of	24.12 mm	15.17 mm principal	2.23	Debt	Long	USA
Treasury, United States Department of	22.35 mm	21.55 mm principal	2.07	Debt	Long	USA
Treasury, United States Department of	22.17 mm	17.51 mm principal	2.05	Debt	Long	USA
Treasury, United States Department of	22.04 mm	22.73 mm principal	2.04	Debt	Long	USA
Treasury, United States Department of	21.72 mm	20.50 mm principal	2.01	Debt	Long	USA
Treasury, United States Department of	21.55 mm	22.10 mm principal	1.99	Debt	Long	USA
Treasury, United States Department of	21.38 mm	19.19 mm principal	1.98	Debt	Long	USA
Treasury, United States Department of	20.43 mm	17.40 mm principal	1.89	Debt	Long	USA
Federal National Mortgage Association, Inc.	19.38 mm	19.00 mm principal	1.79	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	18.14 mm	16.85 mm principal	1.68	Debt	Long	USA
Treasury, United States Department of	17.77 mm	17.75 mm principal	1.64	Debt	Long	USA
Treasury, United States Department of	17.50 mm	11.70 mm principal	1.62	Debt	Long	USA
Treasury, United States Department of	17.09 mm	15.40 mm principal	1.58	Debt	Long	USA
Federal National Mortgage Association, Inc.	16.85 mm	17.10 mm principal	1.56	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	15.61 mm	16.40 mm principal	1.44	Debt	Long	USA
Treasury, United States Department of	15.24 mm	16.14 mm principal	1.41	Debt	Long	USA
Treasury, United States Department of	15.21 mm	11.83 mm principal	1.41	Debt	Long	USA
Treasury, United States Department of	15.15 mm	7.35 mm principal	1.40	Debt	Long	USA
Treasury, United States Department of	14.49 mm	9.69 mm principal	1.34	Debt	Long	USA
Treasury, United States Department of	13.48 mm	9.68 mm principal	1.25	Debt	Long	USA
Treasury, United States Department of	13.37 mm	9.50 mm principal	1.24	Debt	Long	USA
Gouvernement De France	13.00 mm	10.50 mm principal	1.20	Debt	Long	France
Treasury, United States Department of	12.90 mm	10.81 mm principal	1.19	Debt	Long	USA
Treasury, United States Department of	12.79 mm	11.96 mm principal	1.18	Debt	Long	USA
Treasury, United States Department of	12.43 mm	12.60 mm principal	1.15	Debt	Long	USA
Cabinet Office, Government of Japan	11.58 mm	1.60 bn principal	1.07	Debt	Long	Japan
Treasury, United States Department of	10.94 mm	10.70 mm principal	1.01	Debt	Long	USA
Cabinet Office, Government of Japan	10.93 mm	1.50 bn principal	1.01	Debt	Long	Japan
Treasury, United States Department of	10.39 mm	9.70 mm principal	0.96	Debt	Long	USA
Treasury, United States Department of	7.37 mm	11.07 mm principal	0.68	Debt	Long	USA
Federal National Mortgage Association, Inc.	7.30 mm	8.00 mm principal	0.68	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	6.77 mm	7.20 mm principal	0.63	Debt	Long	USA
Treasury, United States Department of	6.22 mm	8.70 mm principal	0.57	Debt	Long	USA
Treasury, United States Department of	6.05 mm	5.90 mm principal	0.56	Debt	Long	USA
EXCHANGE CLEARED IRS	5.43 mm	13.30 mm principal	0.50	Interest rate derivative	N/A	XX
JNL Government Money Market Fund	5.20 mm	5.20 mm shares	0.48	Short-term investment vehicle	Long	USA
Canada, Government of	5.17 mm	3.80 mm principal	0.48	Debt	Long	Canada
Treasury, United States Department of	4.93 mm	5.80 mm principal	0.46	Debt	Long	USA
CIFC European Funding CLO III Designated Activity Company	4.14 mm	4.00 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Ireland
First Franklin Mortgage Loan Trust 2006-FF17	4.09 mm	4.72 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	USA
Treasury, United States Department of	3.96 mm	3.94 mm principal	0.37	Debt	Long	USA
EXCHANGE CLEARED IRS	3.56 mm	21.70 mm principal	0.33	Interest rate derivative	N/A	USA
EXCHANGE CLEARED IRS	3.55 mm	10.49 mm principal	0.33	Interest rate derivative	N/A	USA
Hayfin Emerald CLO XII Designated Activity Company	3.42 mm	3.30 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	XX
Treasury, United States Department of	3.25 mm	5.30 mm principal	0.30	Debt	Long	USA
Citigroup Mortgage Loan Trust Inc.	3.09 mm	3.42 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
CWABS Asset-Backed Certificates Trust 2007-8	2.92 mm	3.19 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
Treasury, United States Department of	2.41 mm	2.64 mm principal	0.22	Debt	Long	USA
Gouvernement De France	2.36 mm	2.00 mm principal	0.22	Debt	Long	France
Government National Mortgage Association	2.29 mm	2.28 mm principal	0.21	ABS-mortgage backed security	Long	USA
Segretariato Generale Della Presidenza Della Repubblica	2.05 mm	1.70 mm principal	0.19	Debt	Long	Italy
Providus CLO IV Designated Activity Company	1.96 mm	1.90 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Ireland
RASC Series 2006-EMX1 Trust	1.93 mm	1.99 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
Anchorage Capital Europe CLO 1 Designated Activity Company	1.90 mm	1.84 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Ireland
EXCHANGE CLEARED INFLATION INDEXED SWAP	1.87 mm	16.80 mm principal	0.17	Interest rate derivative	N/A	USA
Toro European CLO 7 Designated Activity Company	1.85 mm	1.80 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Ireland
EXCHANGE CLEARED IRS	1.82 mm	4.60 mm principal	0.17	Interest rate derivative	N/A	XX
Ocean Trails CLO 8	1.70 mm	1.70 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
Nomura Home Equity Loan, Inc., Home Equity Loan Trust, Series 2005-FM1	1.70 mm	1.75 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
Palmer Square European Loan Funding 2024-2 Designated Activity Company	1.65 mm	1.60 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Ireland
UNITED STATES DOLLAR Standard Chartered Bank	1.64 mm	93.49 mm principal	0.15	DFE	N/A	USA
Saxon Asset Securities Trust 2004-3	1.62 mm	2.00 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
Trinitas CLO XIX Ltd	1.60 mm	1.60 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
CSMC Series 2015-12R	1.60 mm	1.87 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
Palmer Square European Loan Funding 2024-1 Designated Activity Company	1.53 mm	1.48 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Ireland
LoanCore 2021-CRE5 Issuer Ltd.	1.52 mm	1.52 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
BDS 2022-FL11 LLC	1.51 mm	1.51 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
Venture 38 CLO Limited	1.50 mm	1.50 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
CIT Mortgage Loan Trust 2007-1	1.50 mm	1.52 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
MF1 2022-FL9 LLC	1.49 mm	1.49 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
Government National Mortgage Association	1.48 mm	1.48 mm principal	0.14	ABS-mortgage backed security	Long	USA
Adagio Clo VIII Designated Activity Company	1.41 mm	1.36 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Ireland
Tralee CLO VII Ltd	1.40 mm	1.40 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
Vibrant CLO XI Ltd	1.40 mm	1.40 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
LoanCore 2021-CRE7 Issuer Ltd	1.40 mm	1.40 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
Citigroup Mortgage Loan Trust 2006-AMC1	1.32 mm	1.37 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
Thornburg Mortgage Securities Trust	1.30 mm	1.57 mm principal	0.12	ABS-mortgage backed security	Long	USA
Oak Hill European Credit Partners VII Designated Activity Company	1.28 mm	1.24 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Ireland
Credit-Based Asset Servicing and Securitization LLC	1.25 mm	1.97 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
Henley CLO VII DAC	1.24 mm	1.20 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Ireland
SLM Student Loan Trust 2004-1	1.22 mm	1.22 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
CQS US CLO 2022-2 Ltd	1.21 mm	1.21 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
Sound Point CLO IX Ltd	1.20 mm	1.20 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
BAC Bank of America Corporation	1.17 mm	1.16 mm principal	0.11	Debt	Long	USA
New Residential Mortgage Loan Trust 2019-RPL3	1.08 mm	1.14 mm principal	0.10	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2007-AMC4	1.08 mm	1.20 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
First Franklin Mortgage Loan Trust 2006-FF10	1.07 mm	1.11 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
Arbour CLO VI Designated Activity Company	1.04 mm	1.00 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Ireland
Carlyle Global Market Strategies Euro CLO 2014-2 Designated Activity Company	1.03 mm	1.00 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Ireland
Morgan Stanley ABS Capital Trust I Inc.	1.02 mm	1.11 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
Sound Point CLO XXVIII, Ltd	1.00 mm	1.00 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
Government National Mortgage Association	1.00 mm	992.08 k principal	0.09	ABS-mortgage backed security	Long	USA
EXCHANGE CLEARED IRS	979.18 k	161.32 mm principal	0.09	Interest rate derivative	N/A	XX
EXCHANGE CLEARED INFLATION INDEXED SWAP	950.48 k	8.70 mm principal	0.09	Interest rate derivative	N/A	USA
Arbor Realty Collateralized Loan Obligation Ltd	938.06 k	939.23 k principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	935.74 k	952.82 k principal	0.09	ABS-mortgage backed security	Long	USA
Palmer Square European Loan Funding 2023-3 Designated Activity Company	931.90 k	900.00 k principal	0.09	ABS-collateralized bond/debt obligation	Long	Ireland
Adagio V CLO Designated Activity Company	923.72 k	896.11 k principal	0.09	ABS-collateralized bond/debt obligation	Long	Ireland
FUTURE - PHYSICALLY DELIVERED	914.09 k	-399.00 contracts	0.08	Interest rate derivative	N/A	Germany
AG Trust 2024-NLP	902.25 k	900.00 k principal	0.08	ABS-mortgage backed security	Long	USA
Anchorage Capital Clo 20 Ltd	900.00 k	900.00 k principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	885.55 k	866.82 k principal	0.08	ABS-mortgage backed security	Long	USA
Soundview Home Loan Trust 2007-OPT1	871.30 k	1.31 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
Securitized Asset Backed Receivables LLC Trust 2006-HE1	846.20 k	2.50 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	USA
Segretariato Generale Della Presidenza Della Repubblica	837.76 k	800.00 k principal	0.08	Debt	Long	Italy
Citigroup Mortgage Loan Trust 2007-AMC3	803.71 k	951.67 k principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
Morgan Stanley ABS Capital Trust I Inc.	801.65 k	835.30 k principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
Home Equity Asset Trust	800.97 k	834.82 k principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
Gallatin CLO VIII 2017-1 Ltd	789.64 k	789.19 k principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
Tikehau CLO IV B.V.	782.30 k	755.59 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Ireland
Alternative Loan Trust 2007-1T1	764.30 k	2.18 mm principal	0.07	ABS-mortgage backed security	Long	USA
Gobierno Federal de los Estados Unidos Mexicanos	756.42 k	17.51 mm principal	0.07	Debt	Long	Mexico
Octagon Investment Partners 18-R Ltd.	729.90 k	728.75 k principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
BlueMountain CLO XXII Ltd	717.13 k	716.15 k principal	0.07	ABS-collateralized bond/debt obligation	Long	USA
Citigroup Mortgage Loan Trust 2007-AR4	704.41 k	806.93 k principal	0.07	ABS-mortgage backed security	Long	USA
EXCHANGE CLEARED INFLATION INDEXED SWAP	696.52 k	4.50 mm principal	0.06	Interest rate derivative	N/A	USA
FUTURE - PHYSICALLY DELIVERED	688.29 k	-230.00 contracts	0.06	Interest rate derivative	N/A	USA
CBAM 2019-10, Ltd.	678.17 k	677.48 k principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
OSD CLO 2021-23 Ltd/LLC	674.72 k	674.72 k principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
FUTURE - PHYSICALLY DELIVERED	661.73 k	-298.00 contracts	0.06	Interest rate derivative	N/A	Germany
Rad CLO 4, Ltd.	633.65 k	632.27 k principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
FUTURE - PHYSICALLY DELIVERED	626.98 k	-1.10 k contracts	0.06	Interest rate derivative	N/A	USA
Lloyds Banking Group PLC	620.63 k	600.00 k principal	0.06	Debt	Long	UK
St.Paul's CLO X Designated Activity Company	617.45 k	600.00 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Ireland
WaMu Mortgage Pass-Through Certificates, Series 2006-AR9 Trust	610.27 k	655.82 k principal	0.06	ABS-mortgage backed security	Long	USA
Palmer Square Loan Funding Ltd	605.62 k	605.01 k principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	603.04 k	609.25 k principal	0.06	ABS-mortgage backed security	Long	USA
Saranac CLO VI Limited	602.26 k	600.87 k principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
Sandstone Peak Ltd.	601.65 k	600.00 k principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
TCW CLO 2019-1 AMR Ltd	601.28 k	600.00 k principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
Elevation CLO 2022-16 Ltd	600.40 k	600.00 k principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
Bain Capital Credit	600.34 k	600.00 k principal	0.06	ABS-collateralized bond/debt obligation	Long	USA
EXCHANGE CLEARED INFLATION INDEXED SWAP	597.84 k	3.70 mm principal	0.06	Interest rate derivative	N/A	USA
WFC Wells Fargo & Company	597.16 k	500.00 shares	0.06	Preferred equity	Long	USA
Venture XXVIII CLO, Limited	575.79 k	575.38 k principal	0.05	ABS-collateralized bond/debt obligation	Long	USA
CIFC Funding 2018-III Ltd	575.50 k	574.57 k principal	0.05	ABS-collateralized bond/debt obligation	Long	USA
Harvest CLO XXI Designated Activity Company	565.84 k	548.52 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
EXCHANGE CLEARED INFLATION INDEXED SWAP	562.96 k	6.50 mm principal	0.05	Interest rate derivative	N/A	USA
Federal National Mortgage Association, Inc.	559.64 k	593.85 k principal	0.05	ABS-mortgage backed security	Long	USA
OZLM XXIV Ltd	540.15 k	539.34 k principal	0.05	ABS-collateralized bond/debt obligation	Long	USA
Dryden 44 Euro CLO 2015 B.V.	514.82 k	500.00 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
Cedar Funding V CLO, Ltd.	514.33 k	513.81 k principal	0.05	ABS-collateralized bond/debt obligation	Long	USA
Contego CLO IV Designated Activity Company	509.62 k	497.47 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Germany
Capital Four US CLO II Ltd.	503.89 k	500.00 k principal	0.05	ABS-collateralized bond/debt obligation	Long	USA
Atlas Senior Loan Fund XV Ltd	500.86 k	500.00 k principal	0.05	ABS-collateralized bond/debt obligation	Long	USA
Voya CLO 2019-2 Ltd	500.68 k	500.00 k principal	0.05	ABS-collateralized bond/debt obligation	Long	USA
LCM Loan Income Fund I Ltd.	498.34 k	497.92 k principal	0.05	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES DOLLAR UBS Securities, LLC	487.75 k	9.79 mm principal	0.05	DFE	N/A	USA
Crestline Denali CLO XV, Ltd.	486.26 k	486.07 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
Dryden 64 CLO, Ltd.	480.83 k	480.22 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
Morgan Stanley ABS Capital I Inc. Trust 2006-HE8	458.53 k	1.17 mm principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
Octagon Investment Partners XXI, Ltd.	456.53 k	456.33 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
FUTURE - PHYSICALLY DELIVERED	454.47 k	-427.00 contracts	0.04	Interest rate derivative	N/A	USA
Madison Park Funding XXIX LTD	433.90 k	433.40 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
EXCHANGE CLEARED INFLATION INDEXED SWAP	431.37 k	4.85 mm principal	0.04	Interest rate derivative	N/A	USA
FUTURE - PHYSICALLY DELIVERED	430.68 k	-94.00 contracts	0.04	Interest rate derivative	N/A	USA
Kayne CLO 5 Ltd	423.41 k	423.22 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
Treasury, United States Department of	410.60 k	260.00 k principal	0.04	Debt	Long	USA
UNITED STATES DOLLAR J.P. Morgan	406.47 k	8.68 mm principal	0.04	DFE	N/A	USA
Blackrock European CLO IV Designated Activity Company	403.63 k	389.73 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
KKR CLO 11 Ltd	395.43 k	394.54 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
CVC Cordatus Loan Fund III Designated Activity Company	391.14 k	378.16 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Ireland
CBAM 2018-5 Ltd	385.79 k	385.32 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
EXCHANGE CLEARED IRS	381.83 k	7.70 mm principal	0.04	Interest rate derivative	N/A	USA
Towd Point Mortgage Trust 2019-HY3	380.51 k	372.83 k principal	0.04	ABS-collateralized bond/debt obligation	Long	USA
MidOcean Credit CLO VIII	375.49 k	374.89 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
RALI Series 2007-QH8 Trust	375.13 k	435.73 k principal	0.03	ABS-mortgage backed security	Long	USA
522 Funding CLO 2018-3(A), Ltd.	372.41 k	371.94 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
Crestline Denali CLO XIV Ltd	371.64 k	371.45 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
Dryden 52 Euro Clo 2017 B.V. In Liquidatie	358.72 k	346.95 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Ireland
Federal National Mortgage Association, Inc.	347.46 k	359.80 k principal	0.03	ABS-mortgage backed security	Long	USA
Eurosail-UK 2007-3BL PLC	344.30 k	276.43 k principal	0.03	ABS-mortgage backed security	Long	UK
Romark CLO Ltd	327.00 k	326.72 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
CHL Mortgage Pass-Through Trust 2007-1	317.69 k	698.36 k principal	0.03	ABS-mortgage backed security	Long	USA
LCM XV LP	316.92 k	316.73 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
Man GLG Euro CLO V Designated Activity Company	316.16 k	305.89 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Ireland
Lehman XS Trust, Series 2007-15N	302.05 k	324.68 k principal	0.03	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	300.30 k	318.66 k principal	0.03	ABS-mortgage backed security	Long	USA
Grifonas Finance No.1 PLC	295.38 k	290.85 k principal	0.03	ABS-mortgage backed security	Long	Greece
Palmer Square Loan Funding 2020-3, Ltd.	290.02 k	289.87 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
TRTX 2022-FL5 Issuer, Ltd.	289.88 k	290.38 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
Nissan Motor Co., Ltd.	289.32 k	300.00 k principal	0.03	Debt	Long	USA