JNL/DoubleLine Shiller Enhanced CAPE Fund

Fund Profile

Fund profile

Fund manager

JNL Series Trust

Total assets

$3.56 bn

Liabilities

$1.75 bn

Net assets

$1.81 bn

Number of holdings

658.00

Top 200 of 658 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Treasury, United States Department of	106.39 mm	125.00 mm principal	5.88	Debt	Long	USA
Treasury, United States Department of	73.77 mm	80.90 mm principal	4.08	Debt	Long	USA
JNL Government Money Market Fund	70.82 mm	70.82 mm shares	3.91	Short-term investment vehicle	Long	USA
Treasury, United States Department of	62.50 mm	65.25 mm principal	3.45	Debt	Long	USA
Treasury, United States Department of	56.28 mm	58.85 mm principal	3.11	Debt	Long	USA
Treasury, United States Department of	53.70 mm	56.20 mm principal	2.97	Debt	Long	USA
Treasury, United States Department of	37.98 mm	40.10 mm principal	2.10	Debt	Long	USA
Treasury, United States Department of	32.69 mm	34.55 mm principal	1.81	Debt	Long	USA
Treasury, United States Department of	24.59 mm	26.45 mm principal	1.36	Debt	Long	USA
Treasury, United States Department of	21.24 mm	22.30 mm principal	1.17	Debt	Long	USA
Treasury, United States Department of	19.64 mm	21.35 mm principal	1.09	Debt	Long	USA
Whitebox CLO III Ltd	15.01 mm	15.00 mm principal	0.83	ABS-collateralized bond/debt obligation	Long	USA
Verus Securitization Trust 2024-1	14.29 mm	14.19 mm principal	0.79	ABS-mortgage backed security	Long	USA
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR2 Trust	13.61 mm	14.69 mm principal	0.75	ABS-collateralized bond/debt obligation	Long	USA
Pretium Mortgage Credit Partners LLC	12.50 mm	12.62 mm principal	0.69	ABS-collateralized bond/debt obligation	Long	USA
Pagaya AI Debt Selection Trust 2021-5	10.67 mm	11.00 mm principal	0.59	ABS-collateralized bond/debt obligation	Long	USA
Citigroup Mortgage Loan Trust 2014-6	10.54 mm	11.51 mm principal	0.58	ABS-mortgage backed security	Long	USA
Bain Capital Credit CLO 2022-3, Limited	10.51 mm	10.50 mm principal	0.58	ABS-collateralized bond/debt obligation	Long	USA
Residential Mortgage Loan Trust 2019-2	10.39 mm	10.44 mm principal	0.57	ABS-mortgage backed security	Long	USA
Katayma CLO I, Ltd.	10.08 mm	10.00 mm principal	0.56	ABS-collateralized bond/debt obligation	Long	USA
MFA 2023-NQM3 Trust	10.03 mm	9.86 mm principal	0.55	ABS-mortgage backed security	Long	USA
OCTAGON INVESTMENT PARTNERS 20-R LTD	10.01 mm	10.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	USA
Warwick Capital CLO 4 Ltd.	10.01 mm	10.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	USA
Sound Point CLO XXIII	10.01 mm	10.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	USA
Cedar Funding IX CLO Ltd	10.00 mm	10.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	USA
Wellfleet CLO X, Ltd.	9.94 mm	9.93 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	USA
TOTAL RETURN SWAP - INDEX BNP PARIBAS	9.81 mm	103.14 k principal	0.54	Equity derivative	N/A	UK
Katayma CLO I, Ltd.	9.61 mm	9.50 mm principal	0.53	ABS-collateralized bond/debt obligation	Long	USA
Battalion CLO XI Ltd.	8.01 mm	8.00 mm principal	0.44	ABS-collateralized bond/debt obligation	Long	USA
Galaxy XXII CLO Ltd	8.00 mm	8.00 mm principal	0.44	ABS-collateralized bond/debt obligation	Long	USA
Sound Point CLO XXI Ltd	7.51 mm	7.50 mm principal	0.41	ABS-collateralized bond/debt obligation	Long	USA
Marble Point CLO XXII Ltd.	7.50 mm	7.50 mm principal	0.41	ABS-collateralized bond/debt obligation	Long	USA
Generate CLO IX Ltd	7.50 mm	7.50 mm principal	0.41	ABS-collateralized bond/debt obligation	Long	USA
Anchorage Capital CLO 19, Ltd.	7.00 mm	7.00 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	USA
TOTAL RETURN SWAP - INDEX BANK OF AMERICA CORPORATION	6.62 mm	93.11 k principal	0.37	Equity derivative	N/A	UK
Trimaran CAVU 2021-3, Ltd.	6.50 mm	6.50 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	USA
Starwood Mortgage Residential Trust 2021-5	6.31 mm	7.30 mm principal	0.35	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	6.28 mm	6.74 mm principal	0.35	ABS-mortgage backed security	Long	USA
CQS US CLO 2021-1 Ltd	6.00 mm	6.00 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
TOTAL RETURN SWAP - INDEX BARCLAYS PLC	5.98 mm	67.88 k principal	0.33	Equity derivative	N/A	UK
TOTAL RETURN SWAP - INDEX BARCLAYS PLC	5.92 mm	78.64 k principal	0.33	Equity derivative	N/A	UK
TOTAL RETURN SWAP - INDEX BARCLAYS PLC	5.79 mm	100.16 k principal	0.32	Equity derivative	N/A	UK
TOTAL RETURN SWAP - INDEX BNP PARIBAS	5.72 mm	89.27 k principal	0.32	Equity derivative	N/A	UK
Affirm Asset Securitization Trust 2024-A	5.56 mm	5.50 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	USA
Compass Datacenters Issuer II, LLC	5.56 mm	5.50 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	5.44 mm	5.43 mm principal	0.30	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2024-3	5.43 mm	5.33 mm principal	0.30	ABS-mortgage backed security	Long	USA
TOTAL RETURN SWAP - INDEX BANK OF AMERICA CORPORATION	5.15 mm	87.73 k principal	0.28	Equity derivative	N/A	UK
Horizon Aircraft Finance III Limited	5.15 mm	5.81 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bear Stearns ARM Trust 2007-1	5.14 mm	5.97 mm principal	0.28	ABS-mortgage backed security	Long	USA
TRTX 2022-FL5 Issuer, Ltd.	5.03 mm	5.07 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
Palmer Square CLO Ltd	5.01 mm	5.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
Steele Creek CLO 2019-1, Ltd	5.01 mm	5.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
Elmwood CLO II Ltd	5.00 mm	5.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
Battalion CLO XXIII Ltd.	5.00 mm	5.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
MP CLO VIII Ltd	5.00 mm	5.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
CBAM 2017-2 Ltd	5.00 mm	5.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
Retained Vantage Data Centers Issuer LLC	4.98 mm	5.00 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
OBX 2024-NQM10 Trust	4.87 mm	4.78 mm principal	0.27	ABS-mortgage backed security	Long	USA
BRSP 2021-FL1, Ltd.	4.75 mm	4.81 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
Wells Fargo Commercial Mortgage Trust 2022-ONL	4.75 mm	5.25 mm principal	0.26	ABS-mortgage backed security	Long	USA
Fleetcor Technologies Operating Company, LLC	4.57 mm	4.58 mm principal	0.25	Loan	Long	USA
TOTAL RETURN SWAP - INDEX BNP PARIBAS	4.49 mm	78.22 k principal	0.25	Equity derivative	N/A	UK
TOTAL RETURN SWAP - INDEX BNP PARIBAS	4.42 mm	87.01 k principal	0.24	Equity derivative	N/A	UK
TOTAL RETURN SWAP - INDEX CANADIAN IMPERIAL BANK OF COMMERCE	4.42 mm	69.29 k principal	0.24	Equity derivative	N/A	UK
TOTAL RETURN SWAP - INDEX CANADIAN IMPERIAL BANK OF COMMERCE	4.38 mm	76.14 k principal	0.24	Equity derivative	N/A	UK
Securitized Asset Backed Receivables LLC Trust 2006-WM4	4.37 mm	16.19 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
Carlyle US CLO 2023-3 Ltd	4.34 mm	4.28 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
Arbor Realty Commercial Real Estate Notes 2022-Fl2, LLC	4.23 mm	4.23 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
FS Rialto 2021-FL3 Issuer, Ltd.	4.11 mm	4.14 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
Arbor Realty Collateralized Loan Obligation Ltd	4.11 mm	4.12 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
Carvana Auto Receivables Trust 2024-P3	4.09 mm	4.10 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
KREF 2021-FL2 Ltd.	4.04 mm	4.09 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
BSPRT 2022-FL8 Issuer, Ltd.	4.02 mm	4.03 mm principal	0.22	ABS-mortgage backed security	Long	USA
Wellfleet CLO 2022-1 Ltd	4.01 mm	4.00 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
New Mountain CLO 2 Ltd	4.00 mm	4.00 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
Octagon Investment Partners XXI Ltd	4.00 mm	4.00 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
Jamestown CLO IX Ltd	4.00 mm	4.00 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
Sound Point CLO 40 Ltd	4.00 mm	4.00 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
OCP CLO 2020-18 Ltd	4.00 mm	4.00 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
Great Wolf Trust 2024-WOLF	3.99 mm	4.00 mm principal	0.22	ABS-mortgage backed security	Long	USA
Pagaya AI Debt Trust 2022-1	3.99 mm	4.02 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
Legacy Mortgage Asset Trust 2021-GS4	3.93 mm	3.96 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
TOTAL RETURN SWAP - INDEX CANADIAN IMPERIAL BANK OF COMMERCE	3.89 mm	101.25 k principal	0.21	Equity derivative	N/A	UK
Wells Fargo & Company	3.88 mm	3.92 mm principal	0.21	ABS-mortgage backed security	Long	USA
WMG Acquisition Corp.	3.84 mm	3.85 mm principal	0.21	Loan	Long	USA
Long Beach Mortgage Loan Trust 2006-6	3.74 mm	9.48 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
BSPRT 2023-FL10 Issuer LLC	3.73 mm	3.71 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
TOTAL RETURN SWAP - INDEX BARCLAYS PLC	3.71 mm	93.20 k principal	0.21	Equity derivative	N/A	UK
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23	3.68 mm	3.73 mm principal	0.20	ABS-mortgage backed security	Long	USA
Citigroup Commercial Mortgage Trust 2016-P3	3.66 mm	3.75 mm principal	0.20	ABS-mortgage backed security	Long	USA
Arbor Realty Commercial Real Estate Notes 2021-FL3, Ltd.	3.64 mm	3.66 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
BDS 2024-FL13 LLC	3.60 mm	3.60 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
Extended Stay America Trust 2021-ESH	3.58 mm	3.59 mm principal	0.20	ABS-mortgage backed security	Long	USA
LFT CRE 2021-FL1 LLC	3.58 mm	3.60 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
BRSP 2021-FL1, Ltd.	3.55 mm	3.56 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
Avant Loans Funding Trust 2024-REV1	3.54 mm	3.50 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
MF1 2021-FL5 Ltd.	3.51 mm	3.54 mm principal	0.19	ABS-mortgage backed security	Long	Cayman Islands
MHC Commercial Mortgage Trust 2021-MHC	3.51 mm	3.52 mm principal	0.19	ABS-mortgage backed security	Long	USA
MF1 2024-FL14 LLC	3.50 mm	3.50 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
MF1 2024-FL15 LLC	3.50 mm	3.50 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
Merrill Lynch Mortgage Investors Trust, Series MLCC 2006-2	3.49 mm	5.99 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
FS Rialto 2021-FL2 Issuer, Ltd.	3.44 mm	3.45 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
CQS US CLO 2021-1 Ltd	3.41 mm	3.40 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
KREF 2022-FL3 Ltd.	3.38 mm	3.39 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
BX Commercial Mortgage Trust 2020-VKNG	3.38 mm	3.39 mm principal	0.19	ABS-mortgage backed security	Long	USA
Legacy Mortgage Asset Trust 2021-GS3	3.36 mm	3.37 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
Westlake Automobile Receivables Trust 2023-4	3.33 mm	3.31 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
COLT 2022-2 Mortgage Loan Trust	3.33 mm	3.50 mm principal	0.18	ABS-mortgage backed security	Long	USA
Harborview Mortgage Loan Trust, 2006-11	3.33 mm	3.71 mm principal	0.18	ABS-mortgage backed security	Long	USA
Greystone CRE Notes 2021-FL3, Ltd.	3.32 mm	3.34 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
Sapphire Aviation Finance II Limited	3.31 mm	3.62 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
VOLT XCII, LLC	3.29 mm	3.31 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
MF1 2022-FL9 LLC	3.28 mm	3.27 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
BDS 2021-FL10 Ltd	3.27 mm	3.28 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
TOTAL RETURN SWAP - INDEX CANADIAN IMPERIAL BANK OF COMMERCE	3.27 mm	71.11 k principal	0.18	Equity derivative	N/A	UK
Go Daddy Operating Company, LLC	3.26 mm	3.27 mm principal	0.18	Loan	Long	USA
Exeter Automobile Receivables Trust 2021-1	3.26 mm	3.35 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
LoanCore 2021-CRE7 Issuer Ltd	3.20 mm	3.21 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
Chase Auto Owner Trust 2024-5	3.19 mm	3.20 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
Iron Mountain, Inc.	3.19 mm	3.21 mm principal	0.18	Loan	Long	USA
MF1 2022-FL8 Ltd.	3.18 mm	3.20 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
Froneri Lux Finco Sa Rl	3.17 mm	3.18 mm principal	0.17	Loan	Long	USA
BX Commercial Mortgage Trust 2021-XL2	3.16 mm	3.19 mm principal	0.17	ABS-mortgage backed security	Long	USA
LCM XVII Limited Partnership	3.15 mm	3.15 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TOTAL RETURN SWAP - INDEX CANADIAN IMPERIAL BANK OF COMMERCE	3.07 mm	87.65 k principal	0.17	Equity derivative	N/A	UK
BRSP Ltd	3.07 mm	3.08 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
Alternative Loan Trust 2007-23CB	3.06 mm	5.71 mm principal	0.17	ABS-mortgage backed security	Long	USA
BXMT 2020-FL3 Ltd	3.05 mm	3.11 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
UBS Commercial Mortgage Trust 2017-C4	3.05 mm	3.50 mm principal	0.17	ABS-mortgage backed security	Long	USA
PRET 2021-RN3 LLC	3.05 mm	3.08 mm principal	0.17	ABS-mortgage backed security	Long	USA
Vibrant CLO XR, Ltd.	3.02 mm	3.00 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
1011778 B.C. Unlimited Liability Company	3.01 mm	3.04 mm principal	0.17	Loan	Long	USA
Affirm Asset Securitization Trust 2024-B	3.00 mm	3.00 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
Crown City CLO	3.00 mm	3.00 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
OCP CLO 2017-14 Ltd	3.00 mm	3.00 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
VOLT XCIX, LLC	2.98 mm	3.01 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
Wyndham Hotels & Resorts, Inc.	2.95 mm	2.96 mm principal	0.16	Loan	Long	USA
Flutter Financing B.V.	2.95 mm	2.95 mm principal	0.16	Loan	Long	USA
Vistra Operations Company LLC	2.95 mm	2.95 mm principal	0.16	Loan	Long	USA
Exeter Automobile Receivables Trust 2021-4	2.92 mm	3.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
Nassau 2018-I Ltd.	2.91 mm	2.91 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Navient Private Education Refi Loan Trust 2022-A	2.88 mm	3.12 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
Bank 2021-BNK36	2.86 mm	79.20 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
Cologix Data Centers US Issuer LLC	2.85 mm	3.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
Colt 2021-RPL1 Trust	2.84 mm	3.16 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
Angel Oak Mortgage Trust 2021-7	2.84 mm	3.27 mm principal	0.16	ABS-mortgage backed security	Long	USA
Structured Adjustable Rate Mortgage Loan Trust Series 2006-11	2.83 mm	2.92 mm principal	0.16	ABS-mortgage backed security	Long	USA
Citigroup Inc.	2.82 mm	2.82 mm principal	0.16	Debt	Long	USA
Trans Union, LLC	2.82 mm	2.83 mm principal	0.16	Loan	Long	USA
GLS Auto Receivables Issuer Trust 2023-4	2.80 mm	2.80 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
VCAT Asset Securitization LLC	2.80 mm	2.83 mm principal	0.15	ABS-mortgage backed security	Long	USA
Calpine Corporation	2.80 mm	2.81 mm principal	0.15	Loan	Long	USA
Bridgecrest Lending Auto Securitization Trust 2024-2	2.79 mm	2.79 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
Wells Fargo & Company	2.78 mm	2.79 mm principal	0.15	Debt	Long	USA
Marlette Funding Trust 2022-3	2.78 mm	2.77 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
LoanCore 2021-CRE6 Issuer Ltd	2.78 mm	2.79 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
BBCMS 2018-TALL Mortgage Trust	2.77 mm	4.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	2.74 mm	2.79 mm principal	0.15	ABS-mortgage backed security	Long	USA
Arbor Multifamily Mortgage Securities Trust 2021-Mf2	2.72 mm	50.95 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
COMM 2015-LC21 Mortgage Trust	2.59 mm	2.64 mm principal	0.14	ABS-mortgage backed security	Long	USA
Domino's Pizza, Inc.	2.58 mm	2.60 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
Gen Digital Inc.	2.56 mm	2.57 mm principal	0.14	Loan	Long	USA
GCAT 2021-NQM4 TRUST	2.55 mm	3.02 mm principal	0.14	ABS-mortgage backed security	Long	USA
STWD 2021-FL2, Ltd.	2.54 mm	2.58 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
Pretium Mortgage Credit Partners I 2021-NPL2, LLC	2.54 mm	2.56 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
TIF Funding II LLC	2.54 mm	2.83 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
Washington Mutual Asset-Backed Certificates WMABS Series 2006-HE5 Trust	2.51 mm	7.37 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
NRG Energy, Inc.	2.50 mm	2.50 mm principal	0.14	Loan	Long	USA
HalseyPoint CLO I, Ltd	2.50 mm	2.50 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Octagon 56, Ltd.	2.50 mm	2.50 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
BX Trust 2022-PSB	2.46 mm	2.46 mm principal	0.14	ABS-mortgage backed security	Long	USA
Wells Fargo & Company	2.45 mm	2.44 mm principal	0.14	Debt	Long	USA
BB-UBS Trust	2.45 mm	2.48 mm principal	0.14	ABS-mortgage backed security	Long	USA
BMO 2024-5C5 Mortgage Trust	2.44 mm	50.37 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
BX Trust 2024-VLT4	2.41 mm	2.41 mm principal	0.13	ABS-mortgage backed security	Long	USA
DBCG 2017-BBG Mortgage Trust	2.38 mm	2.38 mm principal	0.13	ABS-mortgage backed security	Long	USA
BXMT 2020-FL2, Ltd.	2.34 mm	2.40 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
BX Commercial Mortgage Trust 2021-CIP	2.34 mm	2.36 mm principal	0.13	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	2.34 mm	2.27 mm principal	0.13	ABS-mortgage backed security	Long	USA
WaMu Asset-Backed Certificates, WaMu Series 200X-HEX Trust	2.33 mm	6.53 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
Reynolds Consumer Products LLC	2.33 mm	2.32 mm principal	0.13	Loan	Long	USA
Federal National Mortgage Association, Inc.	2.31 mm	2.25 mm principal	0.13	ABS-mortgage backed security	Long	USA
Lamar Media Corporation	2.30 mm	2.31 mm principal	0.13	Loan	Long	USA
Burlington Coat Factory Warehouse Corporation	2.29 mm	2.31 mm principal	0.13	Loan	Long	USA
Natixis Commercial Mortgage Securities Trust 2018-FL1	2.27 mm	3.13 mm principal	0.13	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust 2022-LP2	2.27 mm	2.28 mm principal	0.13	ABS-mortgage backed security	Long	USA
TOTAL RETURN SWAP - INDEX CANADIAN IMPERIAL BANK OF COMMERCE	2.26 mm	37.65 k principal	0.13	Equity derivative	N/A	UK
GPMT 2021-FL3 Ltd	2.26 mm	2.29 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
GPMT 2021-FL4 Ltd	2.25 mm	2.29 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
Mosaic Solar Loan Trust 2020-1	2.25 mm	2.58 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	2.25 mm	2.18 mm principal	0.12	ABS-mortgage backed security	Long	USA
Ready Capital Mortgage Financing 2021-FL7, LLC	2.24 mm	2.25 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
VMC Finance 2022-FL5 LLC	2.21 mm	2.22 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
Catalent Pharma Solutions Inc.	2.21 mm	2.21 mm principal	0.12	Loan	Long	USA
Federal Home Loan Mortgage Corporation	2.20 mm	2.22 mm principal	0.12	ABS-mortgage backed security	Long	USA
OPG Trust 2021-PORT	2.20 mm	2.22 mm principal	0.12	ABS-mortgage backed security	Long	USA
LCCM 2021-FL3 Trust	2.20 mm	2.25 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
Benchmark 2020-B22 Mortgage Trust	2.19 mm	30.41 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	2.18 mm	2.24 mm principal	0.12	ABS-mortgage backed security	Long	USA