JNL/Neuberger Berman Strategic Income Fund

Fund Profile

Fund profile

Fund manager

JNL Series Trust

Total assets

$830.08 mm

Liabilities

$144.35 mm

Net assets

$685.73 mm

Number of holdings

1.19 k

Top 200 of 1193 Holdings

As of Jun 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Federal National Mortgage Association, Inc.	22.34 mm	22.65 mm principal	3.26	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	17.09 mm	20.92 mm principal	2.49	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	15.06 mm	15.00 mm principal	2.20	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	11.73 mm	11.70 mm principal	1.71	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	7.32 mm	7.77 mm principal	1.07	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	6.65 mm	6.83 mm principal	0.97	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	5.79 mm	5.99 mm principal	0.84	ABS-mortgage backed security	Long	USA
Magnetite XXIV, Limited	5.20 mm	5.20 mm principal	0.76	ABS-collateralized bond/debt obligation	Long	USA
Starwood Mortgage Residential Trust 2021-5	4.89 mm	5.93 mm principal	0.71	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	4.70 mm	4.74 mm principal	0.69	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2021-6	4.45 mm	5.36 mm principal	0.65	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	3.99 mm	3.80 mm principal	0.58	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	3.48 mm	3.27 mm principal	0.51	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust 2022-R03	3.21 mm	3.06 mm principal	0.47	ABS-mortgage backed security	Long	USA
JNL Government Money Market Fund - Class SL	3.14 mm	3.14 mm shares	0.46	Short-term investment vehicle	Long	USA
Federal National Mortgage Association, Inc.	3.08 mm	3.37 mm principal	0.45	ABS-mortgage backed security	Long	USA
Balboa Bay Loan Funding 2024-1 Ltd	3.01 mm	3.00 mm principal	0.44	ABS-collateralized bond/debt obligation	Long	USA
Navient Private Education Refi Loan Trust 2021-F	2.95 mm	3.44 mm principal	0.43	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	2.93 mm	3.03 mm principal	0.43	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust 2022-R04	2.84 mm	2.73 mm principal	0.41	ABS-mortgage backed security	Long	USA
522 Funding CLO 2019-5, Ltd.	2.82 mm	2.85 mm principal	0.41	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	2.66 mm	2.46 mm principal	0.39	ABS-mortgage backed security	Long	USA
NWG NatWest Group plc	2.54 mm	3.06 mm principal	0.37	Debt	Long	USA
Kayne CLO 6 Ltd	2.45 mm	2.45 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	USA
KIOR Kior Inc	2.45 mm	2.66 mm principal	0.36	Debt	Long	USA
Federal National Mortgage Association, Inc.	2.41 mm	2.55 mm principal	0.35	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust 2022-R08	2.36 mm	2.15 mm principal	0.34	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	2.33 mm	2.41 mm principal	0.34	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	2.33 mm	2.25 mm principal	0.34	ABS-mortgage backed security	Long	USA
SG Residential Mortgage Trust 2021-2	2.33 mm	2.84 mm principal	0.34	ABS-mortgage backed security	Long	USA
BA The Boeing Company	2.30 mm	2.55 mm principal	0.34	Debt	Long	USA
COF Capital One Financial Corporation	2.30 mm	2.50 mm principal	0.34	Debt	Long	USA
Federal National Mortgage Association, Inc.	2.29 mm	2.43 mm principal	0.33	ABS-mortgage backed security	Long	USA
Enbridge Pipelines (Southern Lights) L.L.C.	2.25 mm	2.25 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	2.23 mm	2.30 mm principal	0.33	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust 2021-R01	2.22 mm	2.19 mm principal	0.32	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	2.19 mm	2.18 mm principal	0.32	ABS-mortgage backed security	Long	USA
USB U.S. Bancorp	2.12 mm	2.34 mm principal	0.31	Debt	Long	USA
PM Philip Morris International Inc.	2.11 mm	2.13 mm principal	0.31	Debt	Long	USA
CVS CVS Health Corporation	2.10 mm	2.44 mm principal	0.31	Debt	Long	USA
MetroNet Infrastructure Issuer LLC	2.06 mm	2.05 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	USA
JNL Government Money Market Fund	2.05 mm	2.05 mm shares	0.30	Short-term investment vehicle	Long	USA
SO The Southern Company	2.01 mm	2.07 mm principal	0.29	Debt	Long	USA
Signal Peak CLO 11 Ltd	2.00 mm	2.00 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	2.00 mm	1.87 mm principal	0.29	ABS-mortgage backed security	Long	USA
Warnermedia Holdings, Inc.	1.99 mm	2.56 mm principal	0.29	Debt	Long	USA
Federal Home Loan Mortgage Corporation	1.99 mm	2.10 mm principal	0.29	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.95 mm	2.02 mm principal	0.28	ABS-mortgage backed security	Long	USA
Ginnie Mae II	1.91 mm	1.90 mm principal	0.28	ABS-mortgage backed security	Long	USA
Navient Private Education Refi Loan Trust 2023-A	1.90 mm	1.89 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	1.88 mm	2.30 mm principal	0.27	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.87 mm	2.28 mm principal	0.27	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.87 mm	1.89 mm principal	0.27	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.86 mm	1.97 mm principal	0.27	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.86 mm	1.92 mm principal	0.27	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.85 mm	1.88 mm principal	0.27	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.85 mm	2.17 mm principal	0.27	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.84 mm	2.25 mm principal	0.27	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.84 mm	1.90 mm principal	0.27	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.84 mm	1.95 mm principal	0.27	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.83 mm	1.89 mm principal	0.27	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.80 mm	1.90 mm principal	0.26	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.80 mm	1.90 mm principal	0.26	ABS-mortgage backed security	Long	USA
OneMain Financial Issuance Trust 2022-2	1.79 mm	1.81 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
PNC The PNC Financial Services Group, Inc.	1.79 mm	1.99 mm principal	0.26	Debt	Long	USA
Federal Home Loan Mortgage Corporation	1.78 mm	1.94 mm principal	0.26	ABS-mortgage backed security	Long	USA
Cold Storage Trust 2020-ICE5	1.76 mm	1.77 mm principal	0.26	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.76 mm	1.86 mm principal	0.26	ABS-mortgage backed security	Long	USA
Milos CLO, Ltd.	1.75 mm	1.75 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	1.75 mm	1.71 mm principal	0.26	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.74 mm	1.77 mm principal	0.25	ABS-mortgage backed security	Long	USA
CyrusOne Data Centers Issuer I LLC	1.73 mm	1.86 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
Taco Bell Funding, LLC	1.73 mm	1.78 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
Sequoia Mortgage Trust 2024-4	1.72 mm	1.73 mm principal	0.25	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.72 mm	1.87 mm principal	0.25	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust 2021-VOLT	1.71 mm	1.75 mm principal	0.25	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.70 mm	1.86 mm principal	0.25	ABS-mortgage backed security	Long	USA
BX Trust	1.68 mm	1.69 mm principal	0.24	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	1.67 mm	2.19 mm principal	0.24	Debt	Long	USA
Taubman Centers Commercial Mortgage Trust 2022-DPM	1.66 mm	1.65 mm principal	0.24	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust 2024-CES2	1.65 mm	1.66 mm principal	0.24	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.64 mm	1.85 mm principal	0.24	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust 2023-R01	1.63 mm	1.53 mm principal	0.24	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.62 mm	1.61 mm principal	0.24	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.62 mm	1.64 mm principal	0.24	ABS-mortgage backed security	Long	USA
Chase Home Lending Mortgage Trust Series 2024-4	1.61 mm	1.62 mm principal	0.24	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.61 mm	1.60 mm principal	0.23	ABS-mortgage backed security	Long	USA
VOD Vodafone Group Public Limited Company	1.60 mm	1.85 mm principal	0.23	Debt	Long	USA
Federal National Mortgage Association, Inc.	1.59 mm	1.65 mm principal	0.23	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.59 mm	1.61 mm principal	0.23	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.59 mm	1.68 mm principal	0.23	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.58 mm	1.61 mm principal	0.23	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.58 mm	1.60 mm principal	0.23	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust 2022-R02	1.58 mm	1.50 mm principal	0.23	ABS-mortgage backed security	Long	USA
BPR Trust 2022-OANA	1.57 mm	1.58 mm principal	0.23	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.57 mm	1.71 mm principal	0.23	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.56 mm	1.56 mm principal	0.23	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust 2024-CES1	1.56 mm	1.57 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
OBX 2021-NQM4 Trust	1.56 mm	1.87 mm principal	0.23	ABS-mortgage backed security	Long	USA
Gobierno Federal de los Estados Unidos Mexicanos	1.55 mm	33.01 mm principal	0.23	Debt	Long	Mexico
Comision De Promocion Del Peru Para La Exportacion Y El Turismo	1.55 mm	6.21 mm principal	0.23	Debt	Long	Peru
Frontier Issuer LLC	1.55 mm	1.55 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	1.55 mm	1.57 mm principal	0.23	ABS-mortgage backed security	Long	USA
MED Trust 2021-MDLN	1.55 mm	1.55 mm principal	0.23	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.55 mm	1.54 mm principal	0.23	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.54 mm	1.88 mm principal	0.23	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.54 mm	1.46 mm principal	0.22	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.54 mm	1.68 mm principal	0.22	ABS-mortgage backed security	Long	USA
ORCL Oracle Corporation	1.54 mm	2.03 mm principal	0.22	Debt	Long	USA
Federal Home Loan Mortgage Corporation	1.54 mm	1.48 mm principal	0.22	ABS-mortgage backed security	Long	USA
J.P. Morgan Mortgage Trust 2024-4	1.53 mm	1.54 mm principal	0.22	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.53 mm	1.52 mm principal	0.22	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.50 mm	1.52 mm principal	0.22	ABS-mortgage backed security	Long	USA
Trinitas CLO Ltd	1.50 mm	1.50 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	1.50 mm	1.55 mm principal	0.22	ABS-mortgage backed security	Long	USA
Ginnie Mae REMIC Trust 2020-095	1.50 mm	1.99 mm principal	0.22	ABS-mortgage backed security	Long	USA
Chase Home Lending Mortgage Trust Series 2024-2	1.50 mm	1.51 mm principal	0.22	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.48 mm	1.61 mm principal	0.22	ABS-mortgage backed security	Long	USA
The Republic of Indonesia, The Government of	1.48 mm	24.97 bn principal	0.22	Debt	Long	Indonesia
Federal Home Loan Mortgage Corporation	1.48 mm	19.73 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	1.45 mm	1.50 mm principal	0.21	ABS-mortgage backed security	Long	USA
The Huntington National Bank	1.45 mm	1.45 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	1.45 mm	1.44 mm principal	0.21	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.45 mm	1.46 mm principal	0.21	ABS-mortgage backed security	Long	USA
BAC Bank of America Corporation	1.45 mm	1.53 mm principal	0.21	Debt	Long	USA
Lorca Telecom Bondco SA.	1.44 mm	1.38 mm principal	0.21	Debt	Long	Spain
Navient Private Education Refi Loan Trust 2021-E	1.43 mm	1.65 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	1.43 mm	1.61 mm principal	0.21	ABS-mortgage backed security	Long	USA
AerCap Ireland Capital Designated Activity Company	1.43 mm	1.66 mm principal	0.21	Debt	Long	USA
Commonwealth Bank of Australia	1.42 mm	1.42 mm principal	0.21	Debt	Long	USA
T-Mobile USA, Inc.	1.42 mm	2.08 mm principal	0.21	Debt	Long	USA
Romania, Government of	1.42 mm	6.08 mm principal	0.21	Debt	Long	Romania
Imperial Brands Finance PLC	1.41 mm	1.44 mm principal	0.21	Debt	Long	USA
Federal National Mortgage Association, Inc.	1.41 mm	1.41 mm principal	0.21	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.41 mm	1.46 mm principal	0.21	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.41 mm	1.59 mm principal	0.21	ABS-mortgage backed security	Long	USA
Lloyds Banking Group PLC	1.41 mm	1.42 mm principal	0.21	Debt	Long	USA
Federal National Mortgage Association, Inc.	1.40 mm	1.42 mm principal	0.20	ABS-mortgage backed security	Long	USA
Svenska Handelsbanken AB	1.39 mm	1.39 mm principal	0.20	Debt	Long	USA
Federal National Mortgage Association, Inc.	1.38 mm	1.43 mm principal	0.20	ABS-mortgage backed security	Long	USA
SCHW The Charles Schwab Corporation	1.38 mm	1.62 mm principal	0.20	Debt	Long	USA
Stack Infrastructure Issuer, LLC	1.38 mm	1.37 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
Ginnie Mae II	1.37 mm	1.38 mm principal	0.20	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.37 mm	1.26 mm principal	0.20	ABS-mortgage backed security	Long	USA
BBCMS Mortgage Trust 2024-5C27	1.37 mm	1.34 mm principal	0.20	ABS-mortgage backed security	Long	USA
Gracie Point International Funding 2024-1, LLC	1.37 mm	1.37 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
Federal Home Loan Mortgage Corporation	1.36 mm	1.49 mm principal	0.20	ABS-mortgage backed security	Long	USA
JPMorgan Chase & Co.	1.35 mm	1.48 mm principal	0.20	Debt	Long	USA
J.P. Morgan Mortgage Trust 2024-2	1.35 mm	1.36 mm principal	0.20	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.35 mm	1.34 mm principal	0.20	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.35 mm	1.36 mm principal	0.20	ABS-mortgage backed security	Long	USA
MRVL Marvell Technology, Inc.	1.34 mm	1.30 mm principal	0.20	Debt	Long	USA
Sotheby's Artfi Master Trust	1.34 mm	1.33 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
Banque Federative du Credit Mutuel	1.33 mm	1.34 mm principal	0.19	Debt	Long	USA
Federal Home Loan Mortgage Corporation	1.32 mm	1.37 mm principal	0.19	ABS-mortgage backed security	Long	USA
BX Trust 2019-OC11	1.31 mm	1.49 mm principal	0.19	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust 2022-4	1.29 mm	1.40 mm principal	0.19	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.29 mm	1.56 mm principal	0.19	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust 2021-R03	1.28 mm	1.27 mm principal	0.19	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Trust 2015-GS1	1.28 mm	1.37 mm principal	0.19	ABS-mortgage backed security	Long	USA
D Dominion Energy, Inc.	1.27 mm	1.22 mm principal	0.19	Debt	Long	USA
Foundry JV Holdco LLC	1.27 mm	1.24 mm principal	0.18	Debt	Long	USA
Federal National Mortgage Association, Inc.	1.26 mm	1.42 mm principal	0.18	ABS-mortgage backed security	Long	USA
Prestige Auto Receivables Trust 2021-1	1.25 mm	1.35 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
CMCSA Comcast Corporation	1.25 mm	2.07 mm principal	0.18	Debt	Long	USA
Government National Mortgage Association	1.25 mm	1.66 mm principal	0.18	ABS-mortgage backed security	Long	USA
Sandor-Palota	1.25 mm	573.56 mm principal	0.18	Debt	Long	Hungary
Federal National Mortgage Association, Inc.	1.25 mm	1.36 mm principal	0.18	ABS-mortgage backed security	Long	USA
Navient Private Education Refi Loan Trust 2021-G	1.24 mm	1.43 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
Federal National Mortgage Association, Inc.	1.24 mm	1.40 mm principal	0.18	ABS-mortgage backed security	Long	USA
UBS Group AG	1.23 mm	1.25 mm principal	0.18	Debt	Long	USA
Gobierno Federal de los Estados Unidos Mexicanos	1.23 mm	25.22 mm principal	0.18	Debt	Long	Mexico
Federal National Mortgage Association, Inc.	1.23 mm	1.34 mm principal	0.18	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.22 mm	1.48 mm principal	0.18	ABS-mortgage backed security	Long	USA
British Telecommunications Public Limited Company	1.21 mm	900.00 k principal	0.18	Debt	Long	UK
Ginnie Mae REMIC Trust 2020-095	1.21 mm	1.61 mm principal	0.18	ABS-mortgage backed security	Long	USA
EIX Edison International	1.21 mm	1.26 mm principal	0.18	Debt	Long	USA
Morgan Stanley	1.21 mm	1.23 mm principal	0.18	Debt	Long	USA
Presidencia da Republica	1.21 mm	7.70 mm principal	0.18	Debt	Long	Brazil
Federal Home Loan Mortgage Corporation	1.20 mm	1.22 mm principal	0.18	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.20 mm	1.36 mm principal	0.18	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.19 mm	1.44 mm principal	0.17	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.19 mm	1.30 mm principal	0.17	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.19 mm	1.26 mm principal	0.17	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust 2024-XL5	1.19 mm	1.20 mm principal	0.17	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.18 mm	1.33 mm principal	0.17	ABS-mortgage backed security	Long	USA
Charter Communications Operating, LLC	1.18 mm	1.61 mm principal	0.17	Debt	Long	USA
Federal Home Loan Mortgage Corporation	1.18 mm	1.33 mm principal	0.17	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.18 mm	1.44 mm principal	0.17	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.17 mm	1.17 mm principal	0.17	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.17 mm	1.18 mm principal	0.17	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association, Inc.	1.16 mm	1.20 mm principal	0.17	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corporation	1.16 mm	1.41 mm principal	0.17	ABS-mortgage backed security	Long	USA
Subway Funding LLC	1.15 mm	1.15 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
Government National Mortgage Association	1.15 mm	1.46 mm principal	0.17	ABS-mortgage backed security	Long	USA
Intesa Sanpaolo SPA	1.15 mm	1.05 mm principal	0.17	Debt	Long	USA
AON North America, Inc.	1.15 mm	1.18 mm principal	0.17	Debt	Long	USA
Bank of Nova Scotia, The	1.14 mm	1.15 mm principal	0.17	Debt	Long	USA
Westpac Banking Corporation	1.14 mm	1.39 mm principal	0.17	Debt	Long	USA
Verus Securitization Trust 2021-6	1.14 mm	1.38 mm principal	0.17	ABS-mortgage backed security	Long	USA