JNL/JPMorgan U.S. Government & Quality Bond Fund

Fund Profile

Fund profile

Fund manager

JNL Series Trust

Total assets

$1.29 bn

Liabilities

$1.35 mm

Net assets

$1.29 bn

Number of holdings

309.00

Top 200 of 309 Holdings

As of Jun 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Treasury, United States Department of	61.27 mm	65.00 mm principal	4.77	Debt	Long	USA
Treasury, United States Department of	42.41 mm	48.00 mm principal	3.30	Debt	Long	USA
Treasury, United States Department of	38.25 mm	33.25 mm principal	2.98	Debt	Long	USA
JNL Government Money Market Fund	37.97 mm	37.97 mm shares	2.95	Short-term investment vehicle	Long	USA
Treasury, United States Department of	37.38 mm	40.00 mm principal	2.91	Debt	Long	USA
Treasury, United States Department of	34.33 mm	50.00 mm principal	2.67	Debt	Long	USA
Federal National Mortgage Association, Inc.	28.80 mm	35.00 mm principal	2.24	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	24.14 mm	25.00 mm principal	1.88	Debt	Long	USA
Federal National Mortgage Association, Inc.	23.00 mm	24.21 mm principal	1.79	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	22.48 mm	25.00 mm principal	1.75	Debt	Long	USA
Treasury, United States Department of	22.13 mm	25.00 mm principal	1.72	Debt	Long	USA
Treasury, United States Department of	21.37 mm	27.50 mm principal	1.66	Debt	Long	USA
Federal National Mortgage Association, Inc.	20.94 mm	22.14 mm principal	1.63	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	20.66 mm	21.72 mm principal	1.61	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	19.69 mm	20.00 mm principal	1.53	Debt	Long	USA
Treasury, United States Department of	18.22 mm	30.00 mm principal	1.42	Debt	Long	USA
Resolution Funding Corporation	15.98 mm	20.66 mm principal	1.24	Debt	Long	USA
Treasury, United States Department of	14.11 mm	15.00 mm principal	1.10	Debt	Long	USA
Federal National Mortgage Association, Inc.	12.30 mm	13.02 mm principal	0.96	ABS-mortgage backed security	Long	USA
Progress Residential 2020-SFR3 Trust	12.20 mm	12.86 mm principal	0.95	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	11.96 mm	13.84 mm principal	0.93	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	11.83 mm	12.00 mm principal	0.92	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	11.75 mm	13.00 mm principal	0.91	Debt	Long	USA
Federal National Mortgage Association, Inc.	11.73 mm	12.13 mm principal	0.91	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	11.30 mm	13.76 mm principal	0.88	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	11.16 mm	15.00 mm principal	0.87	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	11.09 mm	11.46 mm principal	0.86	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	10.92 mm	15.00 mm principal	0.85	Debt	Long	USA
Tricon American Homes 2020-SFR1 Trust	10.77 mm	11.63 mm principal	0.84	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	10.72 mm	13.56 mm principal	0.83	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	10.42 mm	11.55 mm principal	0.81	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	10.27 mm	12.87 mm principal	0.80	ABS-mortgage backed security	Long	USA
SCF Equipment Leasing 2022-2 LLC	9.93 mm	9.85 mm principal	0.77	ABS-collateralized bond/debt obligation	Long	USA
Treasury, United States Department of	9.89 mm	10.00 mm principal	0.77	Debt	Long	USA
Treasury, United States Department of	9.79 mm	10.00 mm principal	0.76	Debt	Long	USA
GS Mortgage Securities Trust 2017-GS7	9.79 mm	10.50 mm principal	0.76	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	9.76 mm	10.00 mm principal	0.76	Debt	Long	USA
T-Mobile USA, Inc.	9.35 mm	10.00 mm principal	0.73	Debt	Long	USA
Federal National Mortgage Association, Inc.	9.04 mm	10.45 mm principal	0.70	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	8.86 mm	11.23 mm principal	0.69	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Trust 2020-GC45	8.82 mm	10.00 mm principal	0.69	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	8.64 mm	9.76 mm principal	0.67	ABS-mortgage backed security	Long	USA
CSAIL 2015-C3 Commercial Mortgage Trust	8.62 mm	8.78 mm principal	0.67	ABS-mortgage backed security	Long	USA
Bank of America Corporation	8.56 mm	8.32 mm principal	0.67	Debt	Long	USA
Federal National Mortgage Association, Inc.	8.38 mm	10.15 mm principal	0.65	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	8.11 mm	9.19 mm principal	0.63	ABS-mortgage backed security	Long	USA
KeyBank National Association	7.97 mm	8.00 mm principal	0.62	Debt	Long	USA
Federal National Mortgage Association, Inc.	7.94 mm	10.00 mm principal	0.62	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	7.88 mm	9.00 mm principal	0.61	ABS-mortgage backed security	Long	USA
CP Atlas Buyer, Inc.	7.65 mm	8.12 mm principal	0.60	ABS-collateralized bond/debt obligation	Long	USA
Citigroup Commercial Mortgage Trust 2020-GC46	7.62 mm	8.75 mm principal	0.59	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	7.61 mm	10.00 mm principal	0.59	Debt	Long	USA
Federal National Mortgage Association, Inc.	7.49 mm	9.94 mm principal	0.58	ABS-mortgage backed security	Long	USA
Protective Life Global Funding	7.45 mm	7.79 mm principal	0.58	Debt	Long	USA
Federal National Mortgage Association, Inc.	7.38 mm	9.00 mm principal	0.57	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	7.27 mm	9.15 mm principal	0.57	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	7.25 mm	7.50 mm principal	0.56	ABS-mortgage backed security	Long	USA
AMSR 2020-SFR3 Trust	7.04 mm	7.39 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	7.01 mm	8.51 mm principal	0.55	ABS-mortgage backed security	Long	USA
T AT&T Inc.	6.67 mm	7.52 mm principal	0.52	Debt	Long	USA
Federal National Mortgage Association, Inc.	6.61 mm	7.66 mm principal	0.51	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	6.59 mm	7.09 mm principal	0.51	ABS-mortgage backed security	Long	USA
Federal Farm Credit Banks Funding Corporation	6.39 mm	7.50 mm principal	0.50	Debt	Long	USA
Government National Mortgage Association	6.17 mm	6.95 mm principal	0.48	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	6.06 mm	7.50 mm principal	0.47	ABS-mortgage backed security	Long	USA
BNP Paribas	6.04 mm	6.47 mm principal	0.47	Debt	Long	USA
FirstKey Homes 2020-SFR1 Trust	5.90 mm	6.23 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	5.86 mm	7.04 mm principal	0.46	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	5.79 mm	6.71 mm principal	0.45	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	5.77 mm	7.30 mm principal	0.45	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	5.76 mm	6.99 mm principal	0.45	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	5.64 mm	5.92 mm principal	0.44	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	5.51 mm	6.68 mm principal	0.43	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	5.49 mm	6.00 mm principal	0.43	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust 2019-C53	5.35 mm	6.00 mm principal	0.42	ABS-mortgage backed security	Long	USA
PG&E Recovery Funding LLC	5.21 mm	5.12 mm principal	0.40	Debt	Long	USA
PM Philip Morris International Inc.	5.11 mm	5.00 mm principal	0.40	Debt	Long	USA
Federal National Mortgage Association, Inc.	5.09 mm	5.62 mm principal	0.40	ABS-mortgage backed security	Long	USA
FHLBanks Office of Finance	5.09 mm	5.00 mm principal	0.40	Debt	Long	USA
Penske Truck Leasing Co., L.P.	5.07 mm	5.00 mm principal	0.39	Debt	Long	USA
Federal Home Loan Mortgage Corporation	4.96 mm	5.81 mm principal	0.39	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	4.91 mm	5.28 mm principal	0.38	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	4.81 mm	5.32 mm principal	0.37	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	4.70 mm	5.24 mm principal	0.37	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	4.53 mm	4.57 mm principal	0.35	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	4.52 mm	5.05 mm principal	0.35	ABS-mortgage backed security	Long	USA
Treasury, United States Department of	4.51 mm	5.00 mm principal	0.35	Debt	Long	USA
Federal Home Loan Mortgage Corporation	4.45 mm	4.49 mm principal	0.35	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	4.36 mm	5.06 mm principal	0.34	ABS-mortgage backed security	Long	USA
Tennessee Valley Authority	4.33 mm	4.50 mm principal	0.34	Debt	Long	USA
Bank 2020-BNK26	4.26 mm	5.00 mm principal	0.33	ABS-mortgage backed security	Long	USA
CF Hippolyta Issuer LLC	4.26 mm	4.50 mm principal	0.33	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	4.23 mm	4.70 mm principal	0.33	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	4.22 mm	4.49 mm principal	0.33	ABS-mortgage backed security	Long	USA
TAK Takeda Pharmaceutical Company Limited	4.21 mm	5.00 mm principal	0.33	Debt	Long	USA
Federal Home Loan Mortgage Corporation	4.18 mm	5.59 mm principal	0.32	ABS-mortgage backed security	Long	USA
KR The Kroger Co.	4.03 mm	5.00 mm principal	0.31	Debt	Long	USA
Federal National Mortgage Association, Inc.	3.99 mm	4.35 mm principal	0.31	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	3.91 mm	4.64 mm principal	0.30	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	3.90 mm	5.14 mm principal	0.30	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	3.89 mm	5.23 mm principal	0.30	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	3.89 mm	4.50 mm principal	0.30	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	3.89 mm	4.60 mm principal	0.30	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	3.83 mm	4.16 mm principal	0.30	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	3.82 mm	4.71 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	3.82 mm	4.10 mm principal	0.30	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	3.81 mm	4.44 mm principal	0.30	ABS-mortgage backed security	Long	USA
Progress Residential 2022-SFR3 Trust	3.77 mm	4.01 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
MS Morgan Stanley	3.77 mm	4.30 mm principal	0.29	Debt	Long	USA
Government National Mortgage Association	3.75 mm	4.44 mm principal	0.29	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	3.67 mm	4.26 mm principal	0.29	ABS-mortgage backed security	Long	USA
Toyota Motor Credit Corporation	3.55 mm	3.50 mm principal	0.28	Debt	Long	USA
Federal National Mortgage Association, Inc.	3.50 mm	3.73 mm principal	0.27	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	3.45 mm	3.86 mm principal	0.27	ABS-mortgage backed security	Long	USA
Hyundai Capital America	3.44 mm	3.88 mm principal	0.27	Debt	Long	USA
Federal National Mortgage Association, Inc.	3.38 mm	4.00 mm principal	0.26	Debt	Long	USA
Treasury, United States Department of	3.23 mm	5.00 mm principal	0.25	Debt	Long	USA
Federal National Mortgage Association, Inc.	3.20 mm	3.36 mm principal	0.25	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	3.18 mm	3.47 mm principal	0.25	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	3.16 mm	3.72 mm principal	0.25	ABS-mortgage backed security	Long	USA
Tennessee Valley Authority	3.12 mm	6.00 mm principal	0.24	Debt	Long	USA
Federal National Mortgage Association, Inc.	3.08 mm	4.00 mm principal	0.24	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	3.00 mm	3.72 mm principal	0.23	ABS-mortgage backed security	Long	USA
Eleven Madison Trust 2015-11MD Mortgage Trust	2.86 mm	2.99 mm principal	0.22	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	2.84 mm	3.14 mm principal	0.22	ABS-mortgage backed security	Long	USA
Worldwide Plaza Trust 2017-WWP	2.80 mm	3.94 mm principal	0.22	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	2.65 mm	3.02 mm principal	0.21	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	2.63 mm	2.63 mm principal	0.20	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	2.60 mm	3.07 mm principal	0.20	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	2.57 mm	2.80 mm principal	0.20	ABS-mortgage backed security	Long	USA
Banco Santander, S.A.	2.53 mm	2.60 mm principal	0.20	Debt	Long	USA
Federal National Mortgage Association, Inc.	2.53 mm	2.77 mm principal	0.20	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	2.52 mm	2.61 mm principal	0.20	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	2.49 mm	2.80 mm principal	0.19	ABS-mortgage backed security	Long	USA
Archer-Daniels-Midland Company	2.39 mm	2.63 mm principal	0.19	Debt	Long	USA
Federal National Mortgage Association, Inc.	2.27 mm	2.27 mm principal	0.18	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	2.16 mm	2.35 mm principal	0.17	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	2.14 mm	2.22 mm principal	0.17	ABS-mortgage backed security	Long	USA
Cargill, Incorporated	2.13 mm	2.48 mm principal	0.17	Debt	Long	USA
Federal Home Loan Mortgage Corporation	2.08 mm	2.26 mm principal	0.16	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	2.03 mm	2.14 mm principal	0.16	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	2.03 mm	2.24 mm principal	0.16	ABS-mortgage backed security	Long	USA
ZTS Zoetis Inc.	1.85 mm	2.20 mm principal	0.14	Debt	Long	USA
Federal National Mortgage Association, Inc.	1.85 mm	1.93 mm principal	0.14	ABS-mortgage backed security	Long	USA
STT State Street Corporation	1.81 mm	2.00 mm principal	0.14	Debt	Long	USA
Federal Home Loan Mortgage Corporation	1.79 mm	2.03 mm principal	0.14	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.76 mm	1.86 mm principal	0.14	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.71 mm	1.91 mm principal	0.13	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.70 mm	1.75 mm principal	0.13	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.68 mm	1.82 mm principal	0.13	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.66 mm	1.99 mm principal	0.13	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.63 mm	1.82 mm principal	0.13	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.61 mm	1.86 mm principal	0.13	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.61 mm	1.61 mm principal	0.13	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.58 mm	1.78 mm principal	0.12	ABS-mortgage backed security	Long	USA
OKE ONEOK, Inc.	1.57 mm	1.52 mm principal	0.12	Debt	Long	USA
Federal National Mortgage Association, Inc.	1.44 mm	1.38 mm principal	0.11	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.34 mm	1.35 mm principal	0.10	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.31 mm	1.40 mm principal	0.10	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.30 mm	1.33 mm principal	0.10	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.25 mm	1.33 mm principal	0.10	ABS-mortgage backed security	Long	USA
NTR Nutrien Ltd.	1.23 mm	1.23 mm principal	0.10	Debt	Long	USA
Federal National Mortgage Association, Inc.	1.21 mm	1.17 mm principal	0.09	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.00 mm	1.28 mm principal	0.08	ABS-mortgage backed security	Long	USA
Enterprise Products Operating LLC	986.65 k	1.01 mm principal	0.08	Debt	Long	USA
Government National Mortgage Association	979.25 k	1.02 mm principal	0.08	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	941.35 k	1.11 mm principal	0.07	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	905.10 k	908.82 k principal	0.07	ABS-mortgage backed security	Long	USA
Nomura Credit & Capital, Inc.	899.89 k	1.08 mm principal	0.07	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	828.70 k	865.46 k principal	0.06	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	818.12 k	980.93 k principal	0.06	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	805.62 k	803.27 k principal	0.06	ABS-mortgage backed security	Long	USA
MultiCare Health System	754.43 k	1.25 mm principal	0.06	Debt	Long	USA
BBCMS Trust 2015-VFM	743.16 k	775.02 k principal	0.06	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	671.94 k	718.89 k principal	0.05	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	664.92 k	759.42 k principal	0.05	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	658.96 k	735.75 k principal	0.05	ABS-mortgage backed security	Long	USA
Ameren Illinois Company	644.63 k	625.00 k principal	0.05	Debt	Long	USA
Federal Home Loan Mortgage Corporation	610.06 k	597.53 k principal	0.05	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	559.80 k	559.08 k principal	0.04	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	531.22 k	568.20 k principal	0.04	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	510.89 k	522.27 k principal	0.04	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	476.52 k	477.97 k principal	0.04	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	420.29 k	420.64 k principal	0.03	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	418.41 k	415.97 k principal	0.03	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	412.19 k	411.60 k principal	0.03	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	399.17 k	393.36 k principal	0.03	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	383.55 k	388.74 k principal	0.03	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	375.43 k	392.40 k principal	0.03	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	370.00 k	370.40 k principal	0.03	ABS-mortgage backed security	Long	USA
U.S. Department of Veterans Affairs	346.69 k	336.07 k principal	0.03	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	339.14 k	341.93 k principal	0.03	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	320.65 k	323.34 k principal	0.02	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	288.25 k	281.90 k principal	0.02	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	282.93 k	280.27 k principal	0.02	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	277.65 k	278.57 k principal	0.02	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	275.87 k	283.06 k principal	0.02	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	239.89 k	303.64 k principal	0.02	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	234.54 k	230.88 k principal	0.02	ABS-mortgage backed security	Long	USA
Alternative Loan Trust 2006-OA17	229.15 k	262.64 k principal	0.02	ABS-mortgage backed security	Long	USA