JNL/DoubleLine Total Return Fund

Fund Profile

Fund profile

Fund manager

JNL Series Trust

Total assets

$2.05 bn

Liabilities

$4.70 mm

Net assets

$2.04 bn

Number of holdings

479.00

Top 200 of 479 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Federal National Mortgage Association, Inc.	55.20 mm	62.15 mm principal	2.70	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	41.91 mm	57.17 mm principal	2.05	Debt	Long	USA
Treasury, United States Department of	32.12 mm	49.07 mm principal	1.57	Debt	Long	USA
Treasury, United States Department of	32.12 mm	47.35 mm principal	1.57	Debt	Long	USA
Federal Home Loan Mortgage Corporation	27.74 mm	30.48 mm principal	1.36	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	27.48 mm	31.42 mm principal	1.34	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	27.26 mm	28.50 mm principal	1.33	Debt	Long	USA
Federal Home Loan Mortgage Corporation	26.79 mm	25.76 mm principal	1.31	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	25.33 mm	29.05 mm principal	1.24	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	25.11 mm	23.98 mm principal	1.23	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	24.60 mm	32.20 mm principal	1.20	Debt	Long	USA
Federal Home Loan Mortgage Corporation	21.54 mm	23.89 mm principal	1.05	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	21.46 mm	24.49 mm principal	1.05	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	20.63 mm	20.13 mm principal	1.01	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	20.35 mm	19.60 mm principal	0.99	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	18.75 mm	17.86 mm principal	0.92	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	18.57 mm	21.19 mm principal	0.91	ABS-mortgage backed security	Long	USA
JNL Government Money Market Fund	18.18 mm	18.18 mm shares	0.89	Short-term investment vehicle	Long	USA
Federal National Mortgage Association, Inc.	18.06 mm	18.53 mm principal	0.88	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	17.65 mm	17.06 mm principal	0.86	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	16.53 mm	16.42 mm principal	0.81	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	15.40 mm	17.85 mm principal	0.75	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	15.28 mm	16.55 mm principal	0.75	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	15.02 mm	15.99 mm principal	0.73	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	14.98 mm	14.09 mm principal	0.73	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	14.85 mm	16.41 mm principal	0.73	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR5 Trust	14.83 mm	15.84 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	USA
Connecticut Avenue Securities Trust 2024-R04	14.69 mm	14.70 mm principal	0.72	ABS-mortgage backed security	Long	USA
BRAVO Residential Funding Trust 2023-NQM5	14.67 mm	14.43 mm principal	0.72	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	13.36 mm	12.96 mm principal	0.65	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	13.27 mm	13.81 mm principal	0.65	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	12.97 mm	13.82 mm principal	0.63	ABS-mortgage backed security	Long	USA
CSMCM Trust	12.90 mm	14.97 mm principal	0.63	ABS-mortgage backed security	Long	USA
MFA 2023-NQM3 Trust	12.45 mm	12.24 mm principal	0.61	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	12.35 mm	12.56 mm principal	0.60	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	12.09 mm	13.46 mm principal	0.59	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	12.00 mm	12.25 mm principal	0.59	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	11.91 mm	14.32 mm principal	0.58	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	11.61 mm	12.46 mm principal	0.57	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	11.53 mm	11.99 mm principal	0.56	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	11.14 mm	10.86 mm principal	0.54	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	11.07 mm	12.10 mm principal	0.54	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	11.00 mm	12.65 mm principal	0.54	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	10.85 mm	16.91 mm principal	0.53	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	10.74 mm	10.48 mm principal	0.53	ABS-mortgage backed security	Long	USA
FMC GMSR Issuer Trust	10.65 mm	11.30 mm principal	0.52	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	10.52 mm	12.17 mm principal	0.51	ABS-mortgage backed security	Long	USA
J.P. Morgan Mortgage Acquisition Trust 2006-HE3	10.29 mm	19.95 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	10.05 mm	9.84 mm principal	0.49	ABS-mortgage backed security	Long	USA
Bridge Street CLO I Ltd	10.04 mm	10.00 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	9.88 mm	9.69 mm principal	0.48	ABS-mortgage backed security	Long	USA
FMC GMSR Issuer Trust	9.84 mm	10.50 mm principal	0.48	ABS-collateralized bond/debt obligation	Long	USA
Merrill Lynch Mortgage Capital Inc.	9.71 mm	28.52 mm principal	0.47	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	9.60 mm	9.48 mm principal	0.47	ABS-mortgage backed security	Long	USA
Primose Funding LLC	9.46 mm	9.63 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	9.15 mm	10.14 mm principal	0.45	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	9.12 mm	13.82 mm principal	0.45	Debt	Long	USA
Federal National Mortgage Association, Inc.	9.10 mm	9.84 mm principal	0.44	ABS-mortgage backed security	Long	USA
Labrador Aviation Finance Limited	9.05 mm	9.78 mm principal	0.44	ABS-collateralized bond/debt obligation	Long	Bermuda
Federal National Mortgage Association, Inc.	8.95 mm	10.00 mm principal	0.44	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	8.90 mm	10.63 mm principal	0.44	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	8.80 mm	8.34 mm principal	0.43	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2023-3	8.71 mm	8.65 mm principal	0.43	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2005-45	8.55 mm	13.54 mm principal	0.42	ABS-mortgage backed security	Long	USA
PRET 2021-NPL5 LLC	8.53 mm	8.58 mm principal	0.42	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	8.46 mm	8.17 mm principal	0.41	ABS-mortgage backed security	Long	USA
Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-2	8.25 mm	9.52 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	USA
Residential Asset Securitization Trust 2007-A8	8.20 mm	15.52 mm principal	0.40	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	8.16 mm	8.83 mm principal	0.40	ABS-mortgage backed security	Long	USA
Progress Residential 2021-SFR3 Trust	8.02 mm	8.50 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	USA
SoFi Professional Loan Program 2017-F LLC	7.51 mm	8.00 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	7.47 mm	7.60 mm principal	0.37	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	7.31 mm	8.73 mm principal	0.36	ABS-mortgage backed security	Long	USA
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-Ar1	7.30 mm	7.28 mm principal	0.36	ABS-mortgage backed security	Long	USA
CIM Trust 2023-R4	7.25 mm	7.20 mm principal	0.35	ABS-mortgage backed security	Long	USA
Structured Asset Investment Loan Trust 2006-4	7.22 mm	20.50 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	USA
NP SPE II LLC	7.21 mm	7.47 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	7.19 mm	10.26 mm principal	0.35	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	7.19 mm	7.56 mm principal	0.35	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	7.17 mm	6.91 mm principal	0.35	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	7.16 mm	7.72 mm principal	0.35	ABS-mortgage backed security	Long	USA
CSMC 2021-RPL3 Trust	7.02 mm	7.94 mm principal	0.34	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	7.01 mm	7.56 mm principal	0.34	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	6.87 mm	8.34 mm principal	0.34	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	6.78 mm	46.26 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
PRPM 2021-6, LLC	6.62 mm	6.69 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	6.58 mm	7.60 mm principal	0.32	ABS-mortgage backed security	Long	USA
CSMC 2020-SPT1 Trust	6.57 mm	7.00 mm principal	0.32	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	6.51 mm	8.37 mm principal	0.32	ABS-mortgage backed security	Long	USA
Morgan Stanley Mortgage Loan Trust 2006-16AX	6.06 mm	17.39 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	6.06 mm	7.28 mm principal	0.30	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	6.03 mm	35.70 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	6.02 mm	6.49 mm principal	0.29	ABS-mortgage backed security	Long	USA
HalseyPoint CLO II, Ltd.	6.02 mm	6.00 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
HSI Asset Securitization Corporation Trust 2007-NC1	6.01 mm	8.80 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	5.91 mm	6.20 mm principal	0.29	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	5.81 mm	36.90 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	5.81 mm	6.65 mm principal	0.28	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	5.76 mm	6.29 mm principal	0.28	ABS-mortgage backed security	Long	USA
COLT 2023-1 Mortgage Loan Trust	5.64 mm	5.60 mm principal	0.28	ABS-mortgage backed security	Long	USA
Sunnova Sol II Issuer, LLC	5.63 mm	6.72 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
Government National Mortgage Association	5.63 mm	39.32 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
Government National Mortgage Association	5.55 mm	39.47 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
Sapphire Aviation Finance II Limited	5.52 mm	6.03 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
Securitized Asset Backed Receivables LLC Trust 2006-Nc3	5.50 mm	16.12 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
Government National Mortgage Association	5.42 mm	78.44 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
Visio 2021-1R Trust	5.33 mm	6.16 mm principal	0.26	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	5.27 mm	36.51 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
Alternative Loan Trust 2007-3T1	5.22 mm	10.88 mm principal	0.26	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	5.22 mm	6.30 mm principal	0.26	ABS-mortgage backed security	Long	USA
Shenton Aircraft Investment I Limited	5.20 mm	5.44 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Federal Home Loan Mortgage Corporation	5.11 mm	5.01 mm principal	0.25	ABS-mortgage backed security	Long	USA
Affirm Asset Securitization Trust 2023-B	5.10 mm	5.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
Katayma CLO I, Ltd.	5.04 mm	5.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
Upstart Securitization Trust 2021-4	5.03 mm	5.25 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
Empower CLO 2024-1 Ltd	5.03 mm	5.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
FirstKey Homes 2020-SFR1 Trust	4.96 mm	5.10 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	4.92 mm	31.50 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-7 Trust	4.89 mm	17.01 mm principal	0.24	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	4.88 mm	19.94 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
Treasury, United States Department of	4.88 mm	8.85 mm principal	0.24	Debt	Long	USA
WaMu Asset-Backed Certificates, WaMu Series 200X-HEX Trust	4.86 mm	13.61 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
Government National Mortgage Association	4.85 mm	35.13 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
Progress Residential 2021-SFR8 Trust	4.82 mm	5.10 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
Nomura Resecuritization Trust 2011-4R	4.76 mm	5.52 mm principal	0.23	ABS-mortgage backed security	Long	USA
Aligned Data Centers Issuer, LLC	4.74 mm	5.00 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
Starwood Mortgage Residential Trust 2021-2	4.70 mm	5.54 mm principal	0.23	ABS-mortgage backed security	Long	USA
New Residential Mortgage Loan Trust 2020-RPL1	4.69 mm	5.30 mm principal	0.23	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	4.65 mm	57.76 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
Taco Bell Funding, LLC	4.61 mm	4.91 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
Treasury, United States Department of	4.56 mm	7.75 mm principal	0.22	Debt	Long	USA
Federal Home Loan Mortgage Corporation	4.55 mm	4.92 mm principal	0.22	ABS-mortgage backed security	Long	USA
JPMCC Commercial Mortgage Securities Trust 2016-JP2	4.54 mm	5.08 mm principal	0.22	ABS-mortgage backed security	Long	USA
Galaxy XXII CLO Ltd	4.50 mm	4.50 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
MASTR Adjustable Rate Mortgages Trust 2007-R5	4.43 mm	8.72 mm principal	0.22	ABS-mortgage backed security	Long	USA
BX Trust 2019-OC11	4.42 mm	4.94 mm principal	0.22	ABS-mortgage backed security	Long	USA
Ginnie Mae REMIC Trust 2020-095	4.40 mm	25.89 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
PR Mortgage Loan Trust	4.39 mm	4.61 mm principal	0.21	ABS-mortgage backed security	Long	USA
Merrill Lynch Mortgage Investors Trust, Series 2006-HE3	4.31 mm	16.42 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
Natixis Commercial Mortgage Securities Trust 2020-2PAC	4.30 mm	4.42 mm principal	0.21	ABS-mortgage backed security	Long	USA
Bravo Residential Funding Trust 2020-RPL1	4.27 mm	4.50 mm principal	0.21	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	4.27 mm	4.64 mm principal	0.21	ABS-mortgage backed security	Long	USA
Colt 2023-2 Mortgage Loan Trust	4.26 mm	4.20 mm principal	0.21	ABS-mortgage backed security	Long	USA
BBCMS 2018-TALL Mortgage Trust	4.24 mm	6.13 mm principal	0.21	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	4.23 mm	4.48 mm principal	0.21	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Trust 2017-GS7	4.20 mm	4.80 mm principal	0.21	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	4.17 mm	4.61 mm principal	0.20	ABS-mortgage backed security	Long	USA
HOMES Trust	4.15 mm	4.10 mm principal	0.20	ABS-mortgage backed security	Long	USA
Carval CLO X-C Ltd.	4.02 mm	4.00 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
Government National Mortgage Association	3.99 mm	74.64 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
OBX 2023-NQM3 Trust	3.95 mm	3.92 mm principal	0.19	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	3.89 mm	3.98 mm principal	0.19	ABS-mortgage backed security	Long	USA
OBX 2023-NQM4 Trust	3.88 mm	3.84 mm principal	0.19	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	3.84 mm	3.73 mm principal	0.19	ABS-mortgage backed security	Long	USA
JPMDB Commercial Mortgage Securities Trust 2019-COR6	3.79 mm	4.42 mm principal	0.19	ABS-mortgage backed security	Long	USA
PRPM 2024-4, LLC	3.76 mm	3.73 mm principal	0.18	ABS-mortgage backed security	Long	USA
Aligned Data Centers Issuer, LLC	3.75 mm	4.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
J.P. Morgan Mortgage Acquisition Trust 2006-HE3	3.73 mm	4.10 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
OBX 2022-NQM7 Trust	3.72 mm	3.74 mm principal	0.18	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	3.68 mm	19.50 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
Government National Mortgage Association	3.65 mm	27.89 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
J.P. Morgan Mortgage Acquisition Trust 2006-HE3	3.65 mm	3.97 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
IndyMac MBS, Inc.	3.64 mm	6.44 mm principal	0.18	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2023-4	3.62 mm	3.61 mm principal	0.18	ABS-mortgage backed security	Long	USA
Residential Asset Securitization Trust 2006-A12	3.57 mm	8.99 mm principal	0.17	ABS-mortgage backed security	Long	USA
Morgan Stanley Capital I Trust 2019-L3	3.54 mm	3.85 mm principal	0.17	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	3.53 mm	25.18 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
Government National Mortgage Association	3.52 mm	65.60 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
RFMSI Series 2007-S5 Trust	3.44 mm	4.15 mm principal	0.17	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	3.43 mm	17.94 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
Taco Bell Funding, LLC	3.38 mm	3.93 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	3.34 mm	3.53 mm principal	0.16	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	3.30 mm	6.88 mm principal	0.16	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	3.21 mm	53.61 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
AMSR 2019-SFR1 Trust	3.17 mm	3.30 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	3.15 mm	3.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
Sound Point Clo XXI Ltd	3.14 mm	3.14 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	3.08 mm	18.74 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
Wells Fargo Commercial Mortgage Trust 2020-C55	3.07 mm	57.80 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
Wells Fargo Commercial Mortgage Trust 2020-C56	3.07 mm	57.34 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
BX Commercial Mortgage Trust 2021-VOLT	3.04 mm	3.06 mm principal	0.15	ABS-mortgage backed security	Long	USA
Allegro CLO V-S Ltd	3.01 mm	3.00 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
BlueMountain CLO 2014-2 Ltd	3.01 mm	3.00 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
HalseyPoint CLO I, Ltd	3.00 mm	3.00 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Warwick Capital CLO 4 Ltd.	3.00 mm	3.00 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
Ares LIX CLO Ltd	3.00 mm	3.00 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
Structured Asset Investment Loan Trust 2006-3	2.98 mm	4.67 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
Alternative Loan Trust 2006-19CB	2.97 mm	4.96 mm principal	0.15	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust 2021-CIP	2.96 mm	2.98 mm principal	0.14	ABS-mortgage backed security	Long	USA
Residential Accredit Loans, Inc.	2.93 mm	3.99 mm principal	0.14	ABS-mortgage backed security	Long	USA
Sunnova Helios III Issuer, LLC	2.87 mm	3.14 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
Merrill Lynch Alternative Note Asset Trust, Series 2007-AF1	2.85 mm	9.85 mm principal	0.14	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	2.84 mm	2.77 mm principal	0.14	ABS-mortgage backed security	Long	USA
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-Ar1	2.80 mm	3.02 mm principal	0.14	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	2.77 mm	78.36 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	2.76 mm	2.84 mm principal	0.14	ABS-mortgage backed security	Long	USA
Structured Asset Securities Corporation	2.76 mm	4.94 mm principal	0.13	ABS-mortgage backed security	Long	USA
Credit Suisse First Boston Mortgage Securities Corp.	2.76 mm	5.11 mm principal	0.13	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	2.76 mm	2.87 mm principal	0.13	ABS-mortgage backed security	Long	USA
Structured Asset Investment Loan Trust 2006-BNC3	2.75 mm	4.75 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA