JNL/PIMCO Income Fund

Fund Profile

Fund profile

Fund manager

JNL Series Trust

Total assets

$3.45 bn

Liabilities

$1.88 bn

Net assets

$1.58 bn

Number of holdings

1.15 k

Top 200 of 1153 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Federal National Mortgage Association, Inc.	204.31 mm	198.18 mm principal	12.97	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	148.04 mm	144.82 mm principal	9.40	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	137.84 mm	137.93 mm principal	8.75	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	128.07 mm	126.58 mm principal	8.13	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	52.70 mm	51.49 mm principal	3.35	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	40.35 mm	42.00 mm principal	2.56	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	34.75 mm	34.00 mm principal	2.21	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	34.54 mm	33.80 mm principal	2.19	Debt	Long	USA
Treasury, United States Department of	33.95 mm	33.60 mm principal	2.16	Debt	Long	USA
Treasury, United States Department of	28.69 mm	28.10 mm principal	1.82	Debt	Long	USA
Federal National Mortgage Association, Inc.	27.44 mm	26.40 mm principal	1.74	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	26.30 mm	25.50 mm principal	1.67	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	26.19 mm	25.50 mm principal	1.66	Debt	Long	USA
Federal National Mortgage Association, Inc.	25.12 mm	26.95 mm principal	1.59	ABS-mortgage backed security	Long	USA
Ellington Loan Acquisition Trust 2007-1	24.89 mm	28.00 mm principal	1.58	ABS-collateralized bond/debt obligation	Long	USA
Treasury, United States Department of	24.19 mm	22.30 mm principal	1.54	Debt	Long	USA
Treasury, United States Department of	18.50 mm	19.80 mm principal	1.17	Debt	Long	USA
Federal National Mortgage Association, Inc.	17.95 mm	20.00 mm principal	1.14	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	16.11 mm	13.81 mm principal	1.02	Debt	Long	USA
Envision Healthcare Corporation	15.83 mm	15.44 mm principal	1.00	Loan	Long	USA
Treasury, United States Department of	15.47 mm	11.80 mm principal	0.98	Debt	Long	USA
Federal Home Loan Mortgage Corporation	15.09 mm	15.35 mm principal	0.96	ABS-mortgage backed security	Long	USA
Shamrock Residential 2022-1 DAC	14.98 mm	13.45 mm principal	0.95	ABS-mortgage backed security	Long	Ireland
Presidencia da Republica	14.84 mm	83.00 mm principal	0.94	Short-term investment vehicle	Long	Brazil
GE-WMC Mortgage Securities, L.L.C.	14.62 mm	17.53 mm principal	0.93	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	14.15 mm	13.98 mm principal	0.90	ABS-mortgage backed security	Long	USA
Gobierno Federal de los Estados Unidos Mexicanos	14.10 mm	286.92 mm principal	0.89	Debt	Long	Mexico
Eurosail-UK 2007-3BL PLC	13.86 mm	11.95 mm principal	0.88	ABS-mortgage backed security	Long	UK
South Africa, Parliament of	13.79 mm	226.70 mm principal	0.88	Debt	Long	South Africa
MFA 2023-NQM2 Trust	13.29 mm	13.36 mm principal	0.84	ABS-collateralized bond/debt obligation	Long	USA
WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust	13.18 mm	36.24 mm principal	0.84	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	13.11 mm	12.70 mm principal	0.83	ABS-mortgage backed security	Long	USA
CarVal CLO I Ltd	12.75 mm	12.74 mm principal	0.81	ABS-collateralized bond/debt obligation	Long	USA
Sound Point CLO XXVIII, Ltd	12.70 mm	12.70 mm principal	0.81	ABS-collateralized bond/debt obligation	Long	USA
LCCM 2021-FL3 Trust	12.69 mm	12.73 mm principal	0.81	ABS-collateralized bond/debt obligation	Long	USA
Novastar Mortgage Funding Trust, Series 2007-1	12.10 mm	36.69 mm principal	0.77	ABS-collateralized bond/debt obligation	Long	USA
CWABS Asset-Backed Certificates Trust 2006-20	12.07 mm	13.70 mm principal	0.77	ABS-collateralized bond/debt obligation	Long	USA
Government National Mortgage Association	11.84 mm	12.60 mm principal	0.75	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	11.56 mm	11.40 mm principal	0.73	Debt	Long	USA
Extended Stay America Trust 2021-ESH	11.47 mm	11.49 mm principal	0.73	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	11.30 mm	11.90 mm principal	0.72	Debt	Long	USA
Shamrock Residential 2022-2 Designated Activity Company	11.19 mm	10.05 mm principal	0.71	ABS-mortgage backed security	Long	Ireland
Federal National Mortgage Association, Inc.	10.93 mm	11.29 mm principal	0.69	ABS-mortgage backed security	Long	USA
Structured Asset Securities Corp Mortgage Loan Trust	10.86 mm	15.39 mm principal	0.69	ABS-collateralized bond/debt obligation	Long	USA
Wells Fargo Mortgage Backed Securities 2007-AR7 Trust	10.82 mm	11.83 mm principal	0.69	ABS-mortgage backed security	Long	USA
Ellington Financial Mortgage Trust 2022-4	10.29 mm	10.24 mm principal	0.65	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust 2022-4	10.28 mm	10.76 mm principal	0.65	ABS-mortgage backed security	Long	USA
Avon Finance No.4 PLC	10.21 mm	7.63 mm principal	0.65	ABS-mortgage backed security	Long	UK
Treasury, United States Department of	10.14 mm	10.30 mm principal	0.64	Debt	Long	USA
JNL Government Money Market Fund	10.06 mm	10.06 mm shares	0.64	Short-term investment vehicle	Long	USA
Gobierno Federal de los Estados Unidos Mexicanos	10.03 mm	209.35 mm principal	0.64	Debt	Long	Mexico
EXCHANGE CLEARED IRS	10.02 mm	69.00 mm principal	0.64	Interest rate derivative	N/A	USA
Treasury, United States Department of	9.93 mm	8.17 mm principal	0.63	Debt	Long	USA
Marathon CLO XIII Ltd	9.89 mm	9.88 mm principal	0.63	ABS-collateralized bond/debt obligation	Long	USA
Kinbane 2022-RPL 1 Designated Activity Company	9.84 mm	8.89 mm principal	0.62	ABS-mortgage backed security	Long	Ireland
HITR 2019-2A A1 144A 3MLIB+176BP	9.22 mm	9.68 mm principal	0.59	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Federal National Mortgage Association, Inc.	9.18 mm	9.47 mm principal	0.58	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	9.00 mm	10.74 mm principal	0.57	Debt	Long	USA
Specialty Underwriting & Residential Finance Trust	8.89 mm	16.39 mm principal	0.56	ABS-collateralized bond/debt obligation	Long	USA
Intelsat Jackson Holdings S.A.	8.75 mm	9.10 mm principal	0.56	Debt	Long	USA
Deutsche Bank Aktiengesellschaft	8.43 mm	9.50 mm principal	0.54	Debt	Long	USA
Structured Asset Securities CORP Mortgage Loan Trust 2007-OSI	8.22 mm	12.62 mm principal	0.52	ABS-collateralized bond/debt obligation	Long	USA
CWABS Asset-Backed Certificates Trust 2007-10	8.07 mm	9.76 mm principal	0.51	ABS-collateralized bond/debt obligation	Long	USA
Soundview Home Loan Trust	7.93 mm	8.83 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	USA
Morgan Stanley Bank, National Association	7.85 mm	7.70 mm principal	0.50	Debt	Long	USA
Federal National Mortgage Association, Inc.	7.60 mm	7.51 mm principal	0.48	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	7.55 mm	6.62 mm principal	0.48	Debt	Long	USA
Magnetite XXXIX Ltd	7.40 mm	7.40 mm principal	0.47	ABS-collateralized bond/debt obligation	Long	USA
Treasury, United States Department of	7.35 mm	7.21 mm principal	0.47	Debt	Long	USA
Madison Park Funding XXIX LTD	7.27 mm	7.27 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	USA
PCG+A Pacific Gas & Electric Co.	7.20 mm	7.25 mm principal	0.46	Debt	Long	USA
Treasury, United States Department of	7.10 mm	5.93 mm principal	0.45	Debt	Long	USA
Petroleos Mexicanos	7.06 mm	7.89 mm principal	0.45	Debt	Long	USA
GLS Auto Receivables Issuer Trust 2023-2	7.02 mm	7.00 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	USA
Fremont Home Loan Trust 2006-E	6.89 mm	13.54 mm principal	0.44	ABS-collateralized bond/debt obligation	Long	USA
Renaissance Home Equity Loan Trust 2006-3	6.81 mm	19.85 mm principal	0.43	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	6.80 mm	6.92 mm principal	0.43	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	6.67 mm	6.90 mm principal	0.42	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	6.61 mm	6.53 mm principal	0.42	ABS-mortgage backed security	Long	USA
Windstream Escrow, LLC	6.44 mm	6.44 mm principal	0.41	Debt	Long	USA
Carvana Auto Receivables Trust 2023-P3	6.39 mm	6.30 mm principal	0.41	ABS-collateralized bond/debt obligation	Long	USA
Carrington Mortgage Loan Trust, Series 2006-NC3	6.37 mm	7.13 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	USA
Treasury, United States Department of	6.35 mm	4.86 mm principal	0.40	Debt	Long	USA
Cross 2023-H1 Mortgage Trust	6.28 mm	6.18 mm principal	0.40	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2023-3	6.24 mm	6.20 mm principal	0.40	ABS-mortgage backed security	Long	USA
TransDigm, Inc.	6.19 mm	6.20 mm principal	0.39	Loan	Long	USA
Alternative Loan Trust 2005-45	6.11 mm	6.96 mm principal	0.39	ABS-mortgage backed security	Long	USA
BA The Boeing Company	6.05 mm	6.28 mm principal	0.38	Debt	Long	USA
Palmer Square European Loan Funding 2023-3 Designated Activity Company	6.05 mm	5.42 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Ireland
B.A.T. International Finance P.L.C.	6.02 mm	5.70 mm principal	0.38	Debt	Long	USA
Government National Mortgage Association	5.93 mm	6.01 mm principal	0.38	ABS-mortgage backed security	Long	USA
J.P. Morgan Mortgage Acquisition Corp. 2005-FLD1	5.82 mm	5.97 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	USA
CIM Trust 2023-R4	5.82 mm	5.78 mm principal	0.37	ABS-mortgage backed security	Long	USA
SLM Student Loan Trust 2012-5	5.64 mm	5.70 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	USA
GSMSC Resecuritization Trust 2015-8R	5.59 mm	23.90 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	USA
RCKT Mortgage Trust 2024-CES5	5.55 mm	5.48 mm principal	0.35	ABS-mortgage backed security	Long	USA
EXCHANGE CLEARED IRS	5.38 mm	59.10 mm principal	0.34	Interest rate derivative	N/A	USA
Amsurg Corp.	5.38 mm	101.45 k shares	0.34	Common equity	Long	USA
Citigroup Commercial Mortgage Trust 2016-C1	5.37 mm	5.50 mm principal	0.34	ABS-mortgage backed security	Long	USA
Attentus CDO III, Ltd.	5.36 mm	5.95 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Federal National Mortgage Association, Inc.	5.32 mm	5.41 mm principal	0.34	ABS-mortgage backed security	Long	USA
Navient Student Loan Trust 2020-2	5.31 mm	5.36 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	USA
Encore Credit Receivables Trust	5.28 mm	5.91 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	USA
Research-Driven Pagaya Motor Asset Trust 2023-3	5.22 mm	5.15 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
MASTR Asset Backed Securities Trust 2006-AM1	5.18 mm	8.69 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
Treasury, United States Department of	4.83 mm	4.70 mm principal	0.31	Debt	Long	USA
J.P. Morgan Mortgage Trust 2024-VIS1	4.80 mm	4.73 mm principal	0.30	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2022-6	4.72 mm	4.75 mm principal	0.30	ABS-mortgage backed security	Long	USA
EXCHANGE CLEARED IRS	4.72 mm	11.50 mm principal	0.30	Interest rate derivative	N/A	USA
SG Mortgage Securities Trust	4.58 mm	4.97 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
Credit Suisse Group AG	4.57 mm	4.40 mm principal	0.29	Debt	Long	USA
Stichting AK Rabobank Certificaten II	4.56 mm	3.60 mm principal	0.29	Debt	Long	Netherlands
HSBC HSBC Holdings plc	4.56 mm	5.04 mm principal	0.29	Debt	Long	USA
Panama Infrastructure Receivable Purchaser PLC	4.49 mm	6.45 mm principal	0.29	Debt	Long	USA
Federal Home Loan Mortgage Corporation	4.48 mm	4.62 mm principal	0.28	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	4.39 mm	4.34 mm principal	0.28	ABS-mortgage backed security	Long	USA
ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASL1	4.31 mm	5.49 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
First Franklin Mortgage Loan Trust 2006FF13	4.29 mm	6.63 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8	4.26 mm	5.07 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
J.P. Morgan Mortgage Trust 2023-DSC1	4.25 mm	4.32 mm principal	0.27	ABS-mortgage backed security	Long	USA
Nissan Motor Co., Ltd.	4.19 mm	4.30 mm principal	0.27	Debt	Long	USA
EXCHANGE CLEARED IRS	4.15 mm	33.10 mm principal	0.26	Interest rate derivative	N/A	USA
NMG Parent LLC	4.15 mm	31.57 k shares	0.26	Common equity	Long	USA
Federal Home Loan Mortgage Corporation	4.15 mm	4.29 mm principal	0.26	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	4.12 mm	4.07 mm principal	0.26	ABS-mortgage backed security	Long	USA
Softbank Vision Fund II	4.09 mm	4.16 mm principal	0.26	Loan	Long	USA
Government National Mortgage Association	4.00 mm	4.00 mm principal	0.25	ABS-mortgage backed security	Long	USA
Gobierno Federal de los Estados Unidos Mexicanos	3.98 mm	80.50 mm principal	0.25	Debt	Long	Mexico
Aegis Asset Backed Securities Trust	3.92 mm	4.06 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
Bayer US Finance LLC	3.91 mm	3.70 mm principal	0.25	Debt	Long	USA
Turkiye Cumhuriyeti Basbakanlik	3.80 mm	3.80 mm principal	0.24	Debt	Long	USA
CWABS, Inc.	3.77 mm	4.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
SMB Private Education Loan Trust 2024-D	3.77 mm	3.80 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
Mansard Mortgages 2006-1 PLC	3.76 mm	3.00 mm principal	0.24	ABS-mortgage backed security	Long	UK
CVNA Carvana Co.	3.69 mm	3.14 mm principal	0.23	Debt	Long	USA
CWABS, Inc.	3.69 mm	3.73 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
Citigroup Mortgage Loan Trust 2006-AR9	3.69 mm	3.62 mm principal	0.23	ABS-mortgage backed security	Long	USA
Intelsat Jackson Holdings, Ltd.	3.68 mm	123.91 k shares	0.23	Common equity	Long	USA
Sound Point CLO XVIII Ltd	3.68 mm	3.68 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
Newgate Funding PLC	3.67 mm	2.82 mm principal	0.23	ABS-mortgage backed security	Long	UK
EXCHANGE CLEARED IRS	3.65 mm	33.50 mm principal	0.23	Interest rate derivative	N/A	USA
Government National Mortgage Association	3.65 mm	4.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
Prospect Mortgage, LLC	3.57 mm	3.74 mm principal	0.23	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	3.45 mm	3.60 mm principal	0.22	Debt	Long	USA
Park Place Securities, Inc.	3.40 mm	4.46 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
Turkiye Cumhuriyeti Basbakanlik	3.39 mm	116.80 mm principal	0.22	Debt	Long	Turkey
Venture Global LNG, Inc.	3.33 mm	3.00 mm principal	0.21	Debt	Long	USA
Turkiye Cumhuriyeti Basbakanlik	3.28 mm	3.40 mm principal	0.21	Debt	Long	USA
Federal National Mortgage Association, Inc.	3.26 mm	3.46 mm principal	0.21	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	3.25 mm	3.10 mm principal	0.21	Debt	Long	USA
Structured Asset Investment Loan Trust 2005-4	3.24 mm	3.40 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
Romania, Government of	3.24 mm	2.90 mm principal	0.21	Debt	Long	Romania
Federal National Mortgage Association, Inc.	3.24 mm	3.34 mm principal	0.21	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	3.22 mm	2.63 mm principal	0.20	Debt	Long	USA
Kennedy Wilson Europe Real Estate Limited	3.22 mm	3.00 mm principal	0.20	Debt	Long	Jersey
Credit Suisse Group AG	3.19 mm	3.00 mm principal	0.20	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	3.17 mm	3.34 mm principal	0.20	Debt	Long	USA
Pretium Mortgage Credit Partners I, L.P.	3.16 mm	3.06 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
COLT 2022-5 Mortgage Loan Trust	3.15 mm	3.13 mm principal	0.20	ABS-mortgage backed security	Long	USA
Credit Suisse Group AG	3.15 mm	2.85 mm principal	0.20	Debt	Long	USA
Bear Stearns Asset Backed Securities I Trust 2006-HE1	3.13 mm	3.17 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
Ford Motor Credit Company LLC	3.12 mm	3.20 mm principal	0.20	Debt	Long	USA
Gaz Finance PLC	3.11 mm	6.40 mm principal	0.20	Debt	Long	USA
Treasury, United States Department of	3.11 mm	3.00 mm principal	0.20	Debt	Long	USA
Federal National Mortgage Association, Inc.	3.07 mm	3.37 mm principal	0.19	ABS-mortgage backed security	Long	USA
GSR Mortgage Loan Trust 2005-AR1	3.05 mm	3.43 mm principal	0.19	ABS-mortgage backed security	Long	USA
Credit Suisse Group AG	2.99 mm	2.35 mm principal	0.19	Debt	Long	Switzerland
Ford Motor Credit Company LLC	2.95 mm	3.07 mm principal	0.19	Debt	Long	USA
Upfield B.V.	2.89 mm	2.60 mm principal	0.18	Loan	Long	XX
Galaxy XV CLO Ltd	2.88 mm	2.87 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
MASTR Asset Backed Securities Trust 2006-AM1	2.87 mm	2.83 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
CVNA Carvana Co.	2.87 mm	2.64 mm principal	0.18	Debt	Long	USA
NatWest Markets Plc	2.85 mm	2.80 mm principal	0.18	Debt	Long	USA
EXCHANGE CLEARED IRS	2.84 mm	5.40 mm principal	0.18	Interest rate derivative	N/A	XX
Gobierno Federal de los Estados Unidos Mexicanos	2.82 mm	63.62 mm principal	0.18	Debt	Long	Mexico
Accredited Mortgage Loan Trust 2006-2	2.82 mm	2.85 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
Magnetite XXV, Limited	2.81 mm	2.81 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
PHH Alternative Mortgage Trust, Series 2007-3	2.79 mm	2.89 mm principal	0.18	ABS-mortgage backed security	Long	USA
Meritage Mortgage Corporation	2.79 mm	2.83 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
GSR Mortgage Loan Trust 2005-AR1	2.73 mm	2.99 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
Soundview Home Loan Trust	2.70 mm	2.81 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
Treasury, United States Department of	2.69 mm	1.62 mm principal	0.17	Debt	Long	USA
American Airlines, Inc.	2.69 mm	2.62 mm principal	0.17	Loan	Long	USA
Nelnet Student Loan Trust 2023-A	2.65 mm	2.60 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	2.64 mm	2.72 mm principal	0.17	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	2.61 mm	2.45 mm principal	0.17	Debt	Long	USA
Envision Healthcare Corporation	2.59 mm	2.59 mm principal	0.16	Loan	Long	USA
Wells Fargo & Company	2.57 mm	2.40 mm principal	0.16	Debt	Long	USA
Morgan Stanley Capital I Trust 2021-L7	2.57 mm	2.93 mm principal	0.16	ABS-mortgage backed security	Long	USA
Presidencia De La Nacion	2.57 mm	4.25 mm principal	0.16	Debt	Long	USA
BCS Barclays PLC	2.54 mm	2.20 mm principal	0.16	Debt	Long	USA
Comision De Promocion Del Peru Para La Exportacion Y El Turismo	2.54 mm	8.80 mm principal	0.16	Debt	Long	Peru
JPMCC Commercial Mortgage Securities Trust 2016-JP4	2.51 mm	2.60 mm principal	0.16	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	2.51 mm	2.40 mm principal	0.16	Debt	Long	USA
CommonBond Student Loan Trust 2020-A-GS	2.50 mm	2.85 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
Securitized Asset Backed Receivables LLC	2.48 mm	2.50 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
Banc of America Funding Corp	2.45 mm	2.56 mm principal	0.16	ABS-mortgage backed security	Long	USA
DISH DBS Corporation	2.40 mm	2.59 mm principal	0.15	Debt	Long	USA
BX Trust 2021-ARIA	2.39 mm	2.40 mm principal	0.15	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2013-2	2.38 mm	2.61 mm principal	0.15	ABS-mortgage backed security	Long	USA