Jackson Variable Series Trust · net assets $2.49B · 425 holdings as of March 31, 2020. Monthly N-PORT disclosure: the full book, not just equities.
ABS-MBS: 70.8% · ABS-CBDO: 20.6% · DBT: 4.9% · STIV: 3.6%
| Month 1 | Month 2 | Month 3 | |
|---|---|---|---|
| Sales | $65.9M | $44.9M | $122M |
| Reinvestment | $0 | $0 | $0 |
| Redemptions | $44.7M | $67.2M | $262M |
| Net realized gain (non-derivative) | $-777K | $-505K | $-1.27M |
| Net unrealized appreciation (non-derivative) | $37.3M | $31.1M | $-127M |
The three months of the reporting period, as filed; month 3 ends March 31, 2020.
| Tenor | Investment grade | Non-investment grade |
|---|---|---|
| 3 months | $-564 | $-1.76K |
| 1 year | $-5.73K | $-23.4K |
| 5 years | $-34.7K | $-49.2K |
| 10 years | $-321K | $-75.9K |
| 30 years | $-493K | $-107K |
| Holding | Value | % of net assets |
|---|---|---|
| Jnl Government Money Market Fund STIV | $81.4M | 3.26% |
| Treasury, United States Department Of DBT | $68.1M | 2.73% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $67.5M | 2.71% |
| Federal National Mortgage Association, Inc. ABS-MBS | $39.9M | 1.60% |
| Federal National Mortgage Association, Inc. ABS-MBS | $37.6M | 1.51% |
| Cim Trust 2017-3rr B2 ABS-CBDO | $34.5M | 1.38% |
| Csmcm Trust ABS-MBS | $30.5M | 1.22% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $29.4M | 1.18% |
| Federal National Mortgage Association, Inc. ABS-MBS | $28.1M | 1.13% |
| Federal National Mortgage Association, Inc. ABS-MBS | $27.9M | 1.12% |
| Volt Lxxxv, LLC ABS-CBDO | $26.8M | 1.07% |
| Federal National Mortgage Association, Inc. ABS-MBS | $26.6M | 1.07% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $25.8M | 1.04% |
| Treasury, United States Department Of DBT | $24.4M | 0.98% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $24.3M | 0.97% |
| Cim Trust 2016-2rr ABS-CBDO | $23.9M | 0.96% |
| Cim Trust 2016-1rr ABS-MBS | $23.7M | 0.95% |
| Cim Trust 2016-3rr ABS-CBDO | $23.7M | 0.95% |
| Federal National Mortgage Association, Inc. ABS-MBS | $23.1M | 0.93% |
| Federal National Mortgage Association, Inc. ABS-MBS | $22.7M | 0.91% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $22.1M | 0.88% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $21.6M | 0.86% |
| Federal National Mortgage Association, Inc. ABS-MBS | $21.6M | 0.86% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $21.5M | 0.86% |
| Federal National Mortgage Association, Inc. ABS-MBS | $21.5M | 0.86% |
| Federal National Mortgage Association, Inc. ABS-MBS | $21.3M | 0.85% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $20.9M | 0.84% |
| Federal National Mortgage Association, Inc. ABS-MBS | $20.7M | 0.83% |
| Prpm 2020-1 LLC ABS-CBDO | $19.8M | 0.79% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $19.3M | 0.77% |
| Federal National Mortgage Association, Inc. ABS-MBS | $18.9M | 0.76% |
| Federal National Mortgage Association, Inc. ABS-MBS | $18.7M | 0.75% |
| Federal National Mortgage Association, Inc. ABS-MBS | $18.6M | 0.75% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $18.4M | 0.74% |
| Federal National Mortgage Association, Inc. ABS-MBS | $17.6M | 0.71% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $17.4M | 0.70% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $17.2M | 0.69% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $17M | 0.68% |
| Federal National Mortgage Association, Inc. ABS-MBS | $16.9M | 0.68% |
| Federal National Mortgage Association, Inc. ABS-MBS | $16.8M | 0.67% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $16.4M | 0.66% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $16M | 0.64% |
| Federal National Mortgage Association, Inc. ABS-MBS | $15.6M | 0.62% |
| Federal National Mortgage Association, Inc. ABS-MBS | $14.9M | 0.60% |
| Federal National Mortgage Association, Inc. ABS-MBS | $14.7M | 0.59% |
| Deutsche Alt-a Securities Mortgage Loan Trust Series 2007-2 ABS-MBS | $14.7M | 0.59% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $14.6M | 0.58% |
| Treasury, United States Department Of DBT | $14.5M | 0.58% |
| Residential Asset Securitization Trust 2007-a8 ABS-MBS | $14M | 0.56% |
| Federal National Mortgage Association, Inc. ABS-MBS | $13.4M | 0.54% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $13.3M | 0.53% |
| Federal National Mortgage Association, Inc. ABS-MBS | $13.1M | 0.53% |
| Federal National Mortgage Association, Inc. ABS-MBS | $12.7M | 0.51% |
| Federal National Mortgage Association, Inc. ABS-MBS | $12.4M | 0.50% |
| Labrador Aviation Finance Limited ABS-CBDO | $12.3M | 0.49% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $12M | 0.48% |
| Vericrest Opportunity Loan Transferee ABS-CBDO | $11.6M | 0.47% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $11.1M | 0.45% |
| Federal National Mortgage Association, Inc. ABS-MBS | $11.1M | 0.45% |
| Federal Home Loan Mortgage Corporation ABS-MBS | $11M | 0.44% |
Showing top 60 of 425 holdings.
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