Grundläggande statistik
| Portföljvärde | $ 112 258 647 |
| Aktuella positioner | 398 |
Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)
FLTGX - Fidelity Limited Term Securitized Completion Fund har redovisat 398 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 112 258 647 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). FLTGX - Fidelity Limited Term Securitized Completion Funds största innehav är Fidelity Cash Central Fund (US:US31635A1051) , Ginnie Mae (US:US21H0606630) , Ginnie Mae (US:US21H0606713) , GS Mortgage Securities Trust 2018-GS9 (US:US36255NAT28) , and Ginnie Mae (US:US21H0526606) . FLTGX - Fidelity Limited Term Securitized Completion Funds nya positioner inkluderar Ginnie Mae (US:US21H0606630) , Ginnie Mae (US:US21H0606713) , GS Mortgage Securities Trust 2018-GS9 (US:US36255NAT28) , Ginnie Mae (US:US21H0526606) , and Ginnie Mae (US:US21H0526788) .
Största ökningarna detta kvartal
Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiekurser.
| Värdepapper | Aktier (MM) |
Värde (MM$) |
Portfölj % av | ΔPortfölj % av |
|---|---|---|---|---|
| 10,45 | 10,45 | 14,7693 | 11,2260 | |
| 2,22 | 3,1399 | 6,2799 | ||
| 3,34 | 4,7207 | 4,7207 | ||
| 3,34 | 4,7207 | 4,7207 | ||
| 2,61 | 3,6877 | 3,6877 | ||
| 2,61 | 3,6877 | 3,6877 | ||
| 2,22 | 3,1352 | 3,1352 | ||
| 2,01 | 2,8468 | 2,8468 | ||
| 2,01 | 2,8468 | 2,8468 | ||
| 1,64 | 2,3163 | 2,3163 |
Största minskningarna detta kvartal
Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiepriser.
| Värdepapper | Aktier (MM) |
Värde (MM$) |
Portfölj % av | ΔPortfölj % av |
|---|---|---|---|---|
| −1,64 | −2,3163 | −4,6326 | ||
| −2,22 | −3,1399 | −3,1399 | ||
| 1,29 | 1,8281 | −1,1888 | ||
| 0,87 | 1,2313 | −0,9656 | ||
| 1,01 | 1,4330 | −0,9540 | ||
| 1,01 | 1,4265 | −0,9497 | ||
| 1,00 | 1,4098 | −0,9314 | ||
| 1,00 | 1,4098 | −0,9314 | ||
| 0,96 | 1,3546 | −0,8814 | ||
| 0,91 | 1,2818 | −0,8510 |
13F- och fond arkiveringar
Denna blankett lämnades in den 2025-07-24 för rapporteringsperioden 2025-05-31. Klicka på länksymbolen för att se hela transaktionshistoriken.
Uppgradera för att låsa upp premiumdata och exportera till Excel
.
022-07-28: Viktig notering - Vi har ändrat behandlingen av Δ Portfolio % kolumnen i denna tabell. Tidigare rapporterade vi den som den procentuella förändringen i portföljallokeringen. Vi rapporterar den nu som den råa förändringen i portföljallokeringen (fortfarande rapporterad som en procent). I formeltermer rapporterade vi det tidigare som 100 * (nuvarande allokering - tidigare allokering) / tidigare allokering. Nu rapporterar vi det som (aktuell allokering - tidigare allokering).
| Värdepapper | Typ | Genomsnittligt aktiepris | Aktier (MM) |
ΔAktier (%) |
ΔAktier (%) |
Värde ($MM) |
Portfölj (%) |
ΔPortfölj (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US31635A1051 / Fidelity Cash Central Fund | 10,45 | 592,51 | 10,45 | 592,84 | 14,7693 | 11,2260 | |||
| UST NOTES 3.75% 04/30/2027 / DBT (US91282CMY48) | 3,34 | 4,7207 | 4,7207 | ||||||
| UST NOTES 3.75% 04/30/2027 / DBT (US91282CMY48) | 3,34 | 4,7207 | 4,7207 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 2,61 | 3,6877 | 3,6877 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 2,61 | 3,6877 | 3,6877 | ||||||
| US21H0606630 / Ginnie Mae | 2,22 | −200,00 | 3,1399 | 6,2799 | |||||
| US21H0606713 / Ginnie Mae | 2,22 | 3,1352 | 3,1352 | ||||||
| UST NOTES 3.75% 05/15/2028 / DBT (US91282CND91) | 2,01 | 2,8468 | 2,8468 | ||||||
| UST NOTES 3.75% 05/15/2028 / DBT (US91282CND91) | 2,01 | 2,8468 | 2,8468 | ||||||
| US36255NAT28 / GS Mortgage Securities Trust 2018-GS9 | 1,96 | 150,45 | 2,7657 | 0,9313 | |||||
| US21H0526606 / Ginnie Mae | 1,64 | 2,3163 | 2,3163 | ||||||
| US21H0526788 / Ginnie Mae | 1,64 | 2,3141 | 2,3141 | ||||||
| KUBOTA CREDIT OWNER TRUST 2024-2 5.26% 11/15/2028 144A / ABS-CBDO (US50117DAC02) | 1,63 | 59,78 | 2,2982 | −0,0924 | |||||
| KUBOTA CREDIT OWNER TRUST 2024-2 5.26% 11/15/2028 144A / ABS-CBDO (US50117DAC02) | 1,63 | 59,78 | 2,2982 | −0,0924 | |||||
| BMO 2025-5C9 MTG TR 5.7785% 04/15/2058 / ABS-MBS (US096933AC06) | 1,45 | 2,0510 | 2,0510 | ||||||
| US48129RAX35 / JPMDB COMMERCIAL MORTGAGE SECU JPMDB 2019 COR6 A4 | 1,32 | 1,8657 | 1,8657 | ||||||
| US345340AA14 / Ford Credit Auto Owner Trust 2021-REV1 | 1,29 | 0,70 | 1,8281 | −1,1888 | |||||
| US92867YAD67 / VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 5.48% 12/20/2028 | 1,01 | −0,30 | 1,4330 | −0,9540 | |||||
| GMF FLOORPLAN OWNER REVOLVING TR 5.13% 03/15/2029 144A / ABS-CBDO (US361886DA91) | 1,01 | 470,62 | 1,4285 | 1,0122 | |||||
| GMF FLOORPLAN OWNER REVOLVING TR 5.13% 03/15/2029 144A / ABS-CBDO (US361886DA91) | 1,01 | 470,62 | 1,4285 | 1,0122 | |||||
| US17305EGE95 / CITIBANK CREDIT CARD ISSUANCE TRUST SER 2017-A6 CL A6 V/R REGD 2.53163000 | 1,01 | −0,20 | 1,4265 | −0,9497 | |||||
| US34528QGA67 / Ford Credit Floorplan Master Owner Trust A | 1,00 | 0,10 | 1,4098 | −0,9314 | |||||
| US34528QGA67 / Ford Credit Floorplan Master Owner Trust A | 1,00 | 0,10 | 1,4098 | −0,9314 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,98 | 1,3915 | 1,3915 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,98 | 1,3915 | 1,3915 | ||||||
| US21H0506640 / Ginnie Mae | 0,97 | 1,3716 | 1,3716 | ||||||
| US36263HAA68 / GM Financial Revolving Receivables Trust 2021-1 | 0,96 | 0,63 | 1,3546 | −0,8814 | |||||
| US01F0204630 / FNCI 2 6/20 | 0,95 | 1,3404 | 1,3404 | ||||||
| US01F0424675 / Uniform Mortgage-Backed Security, TBA | 0,94 | 1,3230 | 1,3230 | ||||||
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 4.65% 07/15/2029 / ABS-CBDO (US02589BAE02) | 0,91 | −0,22 | 1,2818 | −0,8510 | |||||
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 4.65% 07/15/2029 / ABS-CBDO (US02589BAE02) | 0,91 | −0,22 | 1,2818 | −0,8510 | |||||
| US233258AC69 / DLLAD 2023-1 LLC | 0,87 | −6,84 | 1,2313 | −0,9656 | |||||
| DELL EQUIPMENT FINANCE TRUST 24-1 5.39% 03/22/2030 144A / ABS-CBDO (US24702GAE52) | 0,86 | −0,47 | 1,2108 | −0,8101 | |||||
| US14041NFV82 / Capital One Multi-Asset Execution Trust | 0,78 | 0,39 | 1,0996 | −0,7200 | |||||
| DLLMT 2024-1 LLC 4.84% 08/21/2028 144A / ABS-CBDO (US23347AAE10) | 0,75 | 1,0670 | 1,0670 | ||||||
| US06540JBA97 / BANK, Series 2020-BN26, Class ASB | 0,74 | −2,77 | 1,0419 | −0,7398 | |||||
| US3140X9X679 / Fannie Mae Pool | 0,71 | 5 346,15 | 1,0009 | 0,9684 | |||||
| EVERGREEN CR CARD TR 5.24% 05/15/2029 144A / ABS-CBDO (US30023JCX46) | 0,70 | −0,28 | 0,9955 | −0,6629 | |||||
| EVERGREEN CR CARD TR 5.24% 05/15/2029 144A / ABS-CBDO (US30023JCX46) | 0,70 | −0,28 | 0,9955 | −0,6629 | |||||
| US05609WAA18 / BX Trust, Series 2022-IND, Class A | 0,66 | 0,9304 | 0,9304 | ||||||
| AMERICAN EXPRESS CR ACC MST TR 5.23% 04/15/2029 / ABS-CBDO (US02582JKH22) | 0,64 | −0,16 | 0,8983 | −0,5975 | |||||
| AMERICAN EXPRESS CR ACC MST TR 5.23% 04/15/2029 / ABS-CBDO (US02582JKH22) | 0,64 | −0,16 | 0,8983 | −0,5975 | |||||
| US68269BAA61 / OneMain Financial Issuance Trust 2019-2 | 0,58 | 0,8219 | 0,8219 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0,55 | 0,7758 | 0,7758 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0,55 | 0,7758 | 0,7758 | ||||||
| US78472UAA60 / SREIT Trust 2021-MFP | 0,54 | −6,37 | 0,7698 | −0,5963 | |||||
| REACH ABS TRUST 2025-1 4.96% 08/16/2032 144A / ABS-CBDO (US75525PAA03) | 0,54 | −17,95 | 0,7696 | −0,7875 | |||||
| REACH ABS TRUST 2025-1 4.96% 08/16/2032 144A / ABS-CBDO (US75525PAA03) | 0,54 | −17,95 | 0,7696 | −0,7875 | |||||
| US05608WAA27 / BX Trust | 0,53 | 0,19 | 0,7456 | −0,4908 | |||||
| DTP COML MTG TR 2023-STE2 A CSTR 01/15/2041 144A / ABS-MBS (US23346GAA76) | 0,51 | −0,39 | 0,7260 | −0,4836 | |||||
| DTP COML MTG TR 2023-STE2 A CSTR 01/15/2041 144A / ABS-MBS (US23346GAA76) | 0,51 | −0,39 | 0,7260 | −0,4836 | |||||
| GS MTG-BACKED SECS TR 2024-RPL2 A1 3.75% 07/25/2061 144A / ABS-CBDO (US36269MAA99) | 0,51 | 96,54 | 0,7236 | 0,1107 | |||||
| GS MTG-BACKED SECS TR 2024-RPL2 A1 3.75% 07/25/2061 144A / ABS-CBDO (US36269MAA99) | 0,51 | 96,54 | 0,7236 | 0,1107 | |||||
| VERIZON MASTER TRUST 4.62% 11/20/2030 / ABS-CBDO (US92348KDM27) | 0,50 | 0,20 | 0,7125 | −0,4708 | |||||
| VERIZON MASTER TRUST 4.62% 11/20/2030 / ABS-CBDO (US92348KDM27) | 0,50 | 0,20 | 0,7125 | −0,4708 | |||||
| UNITED STATES TREASURY BOND 4.625% 11/15/2044 / DBT (US912810UF39) | 0,50 | 0,7060 | 0,7060 | ||||||
| UST NOTES 3.75% 04/15/2028 / DBT (US91282CMW81) | 0,50 | 0,7045 | 0,7045 | ||||||
| UST NOTES 3.75% 04/15/2028 / DBT (US91282CMW81) | 0,50 | 0,7045 | 0,7045 | ||||||
| US12636MAE84 / CSAIL 2016-C6 Commercial Mortgage Trust | 0,49 | 0,41 | 0,6947 | −0,4552 | |||||
| US12595XAS27 / CSAIL 2018-CX12 Commercial Mortgage Trust | 0,49 | 0,21 | 0,6866 | −0,4501 | |||||
| US21H0426617 / Ginnie Mae | 0,47 | 0,6672 | 0,6672 | ||||||
| PRPM 2024-RPL4 A1 LLC STEP 12/25/2054 144A / ABS-CBDO (US74448MAA45) | 0,46 | −3,15 | 0,6530 | −0,4648 | |||||
| PRPM 2024-RPL4 A1 LLC STEP 12/25/2054 144A / ABS-CBDO (US74448MAA45) | 0,46 | −3,15 | 0,6530 | −0,4648 | |||||
| US36253PAB85 / GS Mortgage Securities Trust 2017-GS6 | 0,43 | 0,6138 | 0,6138 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,43 | 0,6082 | 0,6082 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,43 | 0,6082 | 0,6082 | ||||||
| CFMT 2024-R1 A1 LLC 4% 10/25/2054 144A / ABS-CBDO (US12530YAA73) | 0,41 | −7,22 | 0,5823 | −0,4603 | |||||
| CFMT 2024-R1 A1 LLC 4% 10/25/2054 144A / ABS-CBDO (US12530YAA73) | 0,41 | −7,22 | 0,5823 | −0,4603 | |||||
| US12532CAZ86 / CFCRE Commercial Mortgage Trust 2017-C8 | 0,41 | 4,31 | 0,5823 | −0,3436 | |||||
| US34528QGA67 / Ford Credit Floorplan Master Owner Trust A | 0,41 | −0,49 | 0,5735 | −0,3824 | |||||
| DLLAD 2024-1 LLC 5.3% 07/20/2029 144A / ABS-CBDO (US23346MAC01) | 0,41 | −0,49 | 0,5733 | −0,3848 | |||||
| DLLAD 2024-1 LLC 5.3% 07/20/2029 144A / ABS-CBDO (US23346MAC01) | 0,41 | −0,49 | 0,5733 | −0,3848 | |||||
| FORD CR AUTO OWNER TR 24-1 A 4.87% 08/15/2036 144A / ABS-CBDO (US34533BAA89) | 0,40 | −0,49 | 0,5721 | −0,3818 | |||||
| FORD CR AUTO OWNER TR 24-1 A 4.87% 08/15/2036 144A / ABS-CBDO (US34533BAA89) | 0,40 | −0,49 | 0,5721 | −0,3818 | |||||
| WELLS FARGO CARD ISSUANCE TRUST 4.94% 02/15/2029 / ABS-CBDO (US92970QAA31) | 0,40 | −0,25 | 0,5711 | −0,3804 | |||||
| WELLS FARGO CARD ISSUANCE TRUST 4.94% 02/15/2029 / ABS-CBDO (US92970QAA31) | 0,40 | −0,25 | 0,5711 | −0,3804 | |||||
| US361886CS19 / GMF Floorplan Owner Revolving Trust | 0,40 | −0,25 | 0,5683 | −0,3802 | |||||
| BARINGS EQUIPMENT FINANCE LLC 2025-A 4.64% 10/13/2028 144A / ABS-CBDO (US06764MAB00) | 0,40 | 0,00 | 0,5654 | −0,3762 | |||||
| AFFIRM ASSET SECURITIZATION TR 2025-X1 5.19% 04/15/2030 144A / ABS-CBDO (US00834MAB90) | 0,40 | 0,5651 | 0,5651 | ||||||
| US17326DAC65 / Citigroup Commercial Mortgage Trust 2017-P8 | 0,39 | 0,26 | 0,5493 | −0,3613 | |||||
| US161571HT41 / Chase Issuance Trust, Series 2023-A1, Class A | 0,38 | −0,26 | 0,5338 | −0,3562 | |||||
| BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A / ABS-MBS (US05612HAA95) | 0,37 | −0,82 | 0,5167 | −0,3479 | |||||
| BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A / ABS-MBS (US05612HAA95) | 0,37 | −0,82 | 0,5167 | −0,3479 | |||||
| US31418EBJ82 / Fannie Mae Pool | 0,35 | −3,28 | 0,5014 | −0,3602 | |||||
| FORDO 2024-B 5.1% 04/15/2029 / ABS-CBDO (US34531QAD16) | 0,35 | 0,00 | 0,4893 | −0,3245 | |||||
| FORDO 2024-B 5.1% 04/15/2029 / ABS-CBDO (US34531QAD16) | 0,35 | 0,00 | 0,4893 | −0,3245 | |||||
| BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A / ABS-MBS (US05611VAA98) | 0,33 | 0,4691 | 0,4691 | ||||||
| US38012RAA41 / GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-1 5.12% 04/11/2035 144A | 0,30 | −0,65 | 0,4309 | −0,2888 | |||||
| BA CR CARD TR 4.93% 05/15/2029 / ABS-CBDO (US05522RDJ41) | 0,30 | −0,33 | 0,4293 | −0,2852 | |||||
| BA CR CARD TR 4.93% 05/15/2029 / ABS-CBDO (US05522RDJ41) | 0,30 | −0,33 | 0,4293 | −0,2852 | |||||
| DELL EQUIP FIN TR 2025-1 4.61% 02/24/2031 144A / ABS-CBDO (US24703UAE38) | 0,30 | 0,4261 | 0,4261 | ||||||
| DELL EQUIP FIN TR 2025-1 4.61% 02/24/2031 144A / ABS-CBDO (US24703UAE38) | 0,30 | 0,4261 | 0,4261 | ||||||
| US08162TBB89 / BENCHMARK 2018-B7 Mortgage Trust | 0,30 | 0,68 | 0,4177 | −0,2727 | |||||
| US3133KYUY30 / Freddie Mac Pool | 0,29 | −2,66 | 0,4143 | −0,2927 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0,29 | 0,4127 | 0,4127 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0,29 | 0,4127 | 0,4127 | ||||||
| US31418DU421 / Fannie Mae Pool | 0,29 | −2,73 | 0,4036 | −0,2848 | |||||
| US3137H5YC59 / Freddie Mac Multifamily Structured Pass Through Certificates | 0,28 | 1,08 | 0,3961 | −0,2567 | |||||
| US61691RAE62 / Morgan Stanley Capital I Trust 2018-H4 | 0,28 | 0,36 | 0,3959 | −0,2613 | |||||
| US233063AT32 / DBJPM 2020-C9 A5 | 0,26 | 0,3679 | 0,3679 | ||||||
| ONITY LOAN INVESTMENT TRUST 2024-HB2 A 5% 08/25/2037 144A / ABS-CBDO (US68278DAA19) | 0,26 | −9,51 | 0,3635 | −0,3053 | |||||
| ONITY LOAN INVESTMENT TRUST 2024-HB2 A 5% 08/25/2037 144A / ABS-CBDO (US68278DAA19) | 0,26 | −9,51 | 0,3635 | −0,3053 | |||||
| US31418DRV63 / FANNIE MAE POOL FN MA4099 | 0,26 | 0,3634 | 0,3634 | ||||||
| ENTERPRISE FLEET FINANCING 2024-3 LLC 4.98% 08/21/2028 144A / ABS-CBDO (US29375QAC24) | 0,25 | −0,40 | 0,3563 | −0,2379 | |||||
| ENTERPRISE FLEET FINANCING 2024-3 LLC 4.98% 08/21/2028 144A / ABS-CBDO (US29375QAC24) | 0,25 | −0,40 | 0,3563 | −0,2379 | |||||
| CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.11% 04/17/2028 144A / ABS-CBDO (US17331QAD88) | 0,25 | 0,00 | 0,3550 | −0,2359 | |||||
| CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.11% 04/17/2028 144A / ABS-CBDO (US17331QAD88) | 0,25 | 0,00 | 0,3550 | −0,2359 | |||||
| GM FINANCIAL REVOLVING RECEIVABLES TRUST 2025-1 4.8% 12/11/2037 144A / ABS-CBDO (US36271NAB10) | 0,25 | 0,3540 | 0,3540 | ||||||
| US05609BCD91 / BX Trust, Series 2021-LBA, Class AJV | 0,25 | 0,00 | 0,3532 | −0,2332 | |||||
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2025-A 4.68% 05/15/2030 / ABS-CBDO (US98164PAF71) | 0,25 | 0,3528 | 0,3528 | ||||||
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2025-A 4.68% 05/15/2030 / ABS-CBDO (US98164PAF71) | 0,25 | 0,3528 | 0,3528 | ||||||
| JOHN DEERE OWNER TRUST 2025 4.23% 03/15/2028 REGS / ABS-CBDO (US47800DAB01) | 0,25 | 0,3526 | 0,3526 | ||||||
| JOHN DEERE OWNER TRUST 2025 4.23% 03/15/2028 REGS / ABS-CBDO (US47800DAB01) | 0,25 | 0,3526 | 0,3526 | ||||||
| CCG RECEIVABLES TRUST. 4.69% 10/14/2032 144A / ABS-CBDO (US12515XAC48) | 0,25 | 0,3524 | 0,3524 | ||||||
| CCG RECEIVABLES TRUST. 4.69% 10/14/2032 144A / ABS-CBDO (US12515XAC48) | 0,25 | 0,3524 | 0,3524 | ||||||
| ARI FLEET LEASE TRUST 2025-A 4.7% 01/17/2034 144A / ABS-CBDO (US04033CAD83) | 0,25 | 0,3500 | 0,3500 | ||||||
| ARI FLEET LEASE TRUST 2025-A 4.7% 01/17/2034 144A / ABS-CBDO (US04033CAD83) | 0,25 | 0,3500 | 0,3500 | ||||||
| US01F0206619 / FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | 0,23 | 0,3296 | 0,3296 | ||||||
| BANK5 2025-5YR14 5.646% 04/15/2058 / ABS-MBS (US06604MAC29) | 0,21 | 0,2919 | 0,2919 | ||||||
| BANK5 2025-5YR14 5.646% 04/15/2058 / ABS-MBS (US06604MAC29) | 0,21 | 0,2919 | 0,2919 | ||||||
| USTN TII 2.375% 02/15/2055 / DBT (US912810UH94) | 0,20 | 0,2862 | 0,2862 | ||||||
| USTN TII 2.375% 02/15/2055 / DBT (US912810UH94) | 0,20 | 0,2862 | 0,2862 | ||||||
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 4.87% 05/15/2031 / ABS-CBDO (US80287NAD75) | 0,20 | 0,2846 | 0,2846 | ||||||
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 4.87% 05/15/2031 / ABS-CBDO (US80287NAD75) | 0,20 | 0,2846 | 0,2846 | ||||||
| AFFIRM ASSET SECURITIZATION TRUST 2024-A 5.61% 02/15/2029 144A / ABS-CBDO (US00834BAF40) | 0,20 | −0,50 | 0,2839 | −0,1896 | |||||
| AFFIRM ASSET SECURITIZATION TRUST 2024-A 5.61% 02/15/2029 144A / ABS-CBDO (US00834BAF40) | 0,20 | −0,50 | 0,2839 | −0,1896 | |||||
| CARVANA AUTO RECEIVABLES TR 2025-P1 4.98% 05/12/2031 / ABS-CBDO (US14689MAE03) | 0,20 | 0,2836 | 0,2836 | ||||||
| CARVANA AUTO RECEIVABLES TR 2025-P1 4.98% 05/12/2031 / ABS-CBDO (US14689MAE03) | 0,20 | 0,2836 | 0,2836 | ||||||
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2 A1 5.545% 02/25/2065 144A / ABS-CBDO (US802638AA49) | 0,20 | 0,2834 | 0,2834 | ||||||
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TR 4.34% 11/15/2029 / ABS-CBDO (US89231HAD89) | 0,20 | 0,2829 | 0,2829 | ||||||
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TR 4.34% 11/15/2029 / ABS-CBDO (US89231HAD89) | 0,20 | 0,2829 | 0,2829 | ||||||
| BOFA AUTO TRUST 2025-1 4.35% 11/20/2029 144A / ABS-CBDO (US05594BAD82) | 0,20 | 0,2825 | 0,2825 | ||||||
| BOFA AUTO TRUST 2025-1 4.35% 11/20/2029 144A / ABS-CBDO (US05594BAD82) | 0,20 | 0,2825 | 0,2825 | ||||||
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2025-A 4.35% 12/15/2027 / ABS-CBDO (US98164PAB67) | 0,20 | 0,2823 | 0,2823 | ||||||
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2025-A 4.35% 12/15/2027 / ABS-CBDO (US98164PAB67) | 0,20 | 0,2823 | 0,2823 | ||||||
| VERUS 2025-4 5.448% 05/25/2070 144A / ABS-CBDO (US92540UAC18) | 0,20 | 0,2822 | 0,2822 | ||||||
| BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A / ABS-MBS (US12433BAA52) | 0,20 | −1,00 | 0,2819 | −0,1921 | |||||
| BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A / ABS-MBS (US12433BAA52) | 0,20 | −1,00 | 0,2819 | −0,1921 | |||||
| US3137FBBX34 / FHMS K068 A2 3.244% 08/25/2027 | 0,20 | 0,00 | 0,2766 | −0,1814 | |||||
| US3137FCJK14 / FHMS K070 A2 (MF) 3.303% 11-25-27 | 0,20 | 0,52 | 0,2765 | −0,1812 | |||||
| US3133L7X445 / FR RC1599 | 0,20 | −3,47 | 0,2758 | −0,2006 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,19 | 0,2715 | 0,2715 | ||||||
| US3140X8AS65 / Fannie Mae Pool | 0,19 | −5,47 | 0,2690 | −0,2037 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,19 | −5,56 | 0,2647 | −0,2008 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,19 | −5,56 | 0,2647 | −0,2008 | |||||
| OWN EQUIPMENT FUND I LLC 5.7% 12/20/2032 144A / ABS-CBDO (US69121NAA63) | 0,19 | −6,53 | 0,2633 | −0,2051 | |||||
| OWN EQUIPMENT FUND I LLC 5.7% 12/20/2032 144A / ABS-CBDO (US69121NAA63) | 0,19 | −6,53 | 0,2633 | −0,2051 | |||||
| BANKERS HEALTHCARE GROUP SECURITIZATION TRUST 4.82% 04/17/2036 144A / ABS-CBDO (US08860AAA79) | 0,19 | 0,2626 | 0,2626 | ||||||
| BANKERS HEALTHCARE GROUP SECURITIZATION TRUST 4.82% 04/17/2036 144A / ABS-CBDO (US08860AAA79) | 0,19 | 0,2626 | 0,2626 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,19 | −8,42 | 0,2617 | −0,2143 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0,18 | −8,96 | 0,2594 | −0,2129 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0,18 | −8,96 | 0,2594 | −0,2129 | |||||
| US90278PBA75 / UBS Commercial Mortgage Trust, Series 2019-C18, Class A4 | 0,18 | 0,00 | 0,2575 | −0,1716 | |||||
| USAA AUTO OWNER TR 2024-A 5.03% 03/15/2029 144A / ABS-CBDO (US90327VAC28) | 0,18 | 0,00 | 0,2560 | −0,1710 | |||||
| USAA AUTO OWNER TR 2024-A 5.03% 03/15/2029 144A / ABS-CBDO (US90327VAC28) | 0,18 | 0,00 | 0,2560 | −0,1710 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,18 | −3,23 | 0,2553 | −0,1834 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,18 | −3,23 | 0,2553 | −0,1834 | |||||
| BBCMS Mortgage Trust 2022-C14 ASB 2.901% 02/15/2055 / ABS-MBS (US07336AAF49) | 0,18 | 0,00 | 0,2501 | −0,1647 | |||||
| BBCMS Mortgage Trust 2022-C14 ASB 2.901% 02/15/2055 / ABS-MBS (US07336AAF49) | 0,18 | 0,00 | 0,2501 | −0,1647 | |||||
| US36250SAF65 / GS Mortgage Securities Corp II | 0,18 | −9,28 | 0,2499 | −0,2059 | |||||
| PRPM 2024-RCF6 A1 LLC VAR 10/25/2054 144A / ABS-CBDO (US74390FAA75) | 0,18 | −3,31 | 0,2479 | −0,1776 | |||||
| US3138EQD259 / Fannie Mae Pool | 0,17 | −9,57 | 0,2416 | −0,2012 | |||||
| US3140XKDT48 / UMBS, 15 Year | 0,17 | −4,55 | 0,2382 | −0,1769 | |||||
| BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A / ABS-MBS (US05612GAA13) | 0,17 | −3,47 | 0,2371 | −0,1695 | |||||
| BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A / ABS-MBS (US05612GAA13) | 0,17 | −3,47 | 0,2371 | −0,1695 | |||||
| US95000HBE18 / Wells Fargo Commercial Mortgage Trust 2016-LC24 | 0,17 | 0,60 | 0,2367 | −0,1546 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,16 | −3,53 | 0,2322 | −0,1675 | |||||
| US46652JAW27 / JPMDB Commercial Mortgage Securities Trust 2020-COR7 | 0,16 | 0,00 | 0,2319 | −0,1537 | |||||
| US3133KYU800 / UMBS | 0,15 | −2,58 | 0,2145 | −0,1514 | |||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.75% 10/25/2051 / ABS-CBDO (US3137H3EQ18) | 0,15 | −4,46 | 0,2127 | −0,1566 | |||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.75% 10/25/2051 / ABS-CBDO (US3137H3EQ18) | 0,15 | −4,46 | 0,2127 | −0,1566 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,15 | −3,85 | 0,2121 | −0,1552 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,15 | −3,85 | 0,2121 | −0,1552 | |||||
| BRAVO RESIDENTIAL FDG TR 2025-NQM5 STEP 02/25/2065 144A / ABS-CBDO (US10569RAC60) | 0,15 | 0,2121 | 0,2121 | ||||||
| BRAVO RESIDENTIAL FDG TR 2025-NQM5 STEP 02/25/2065 144A / ABS-CBDO (US10569RAC60) | 0,15 | 0,2121 | 0,2121 | ||||||
| RCO VIII MORTGAGE LLC 2025-3 A1 VAR 05/25/2030 144A / ABS-CBDO (US74939GAA31) | 0,15 | 0,2118 | 0,2118 | ||||||
| RCO VIII MORTGAGE LLC 2025-3 A1 VAR 05/25/2030 144A / ABS-CBDO (US74939GAA31) | 0,15 | 0,2118 | 0,2118 | ||||||
| GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1 4.52% 10/15/2027 144A / ABS-CBDO (US39154GAH92) | 0,15 | 0,2117 | 0,2117 | ||||||
| GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1 4.52% 10/15/2027 144A / ABS-CBDO (US39154GAH92) | 0,15 | 0,2117 | 0,2117 | ||||||
| VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 4.41% 11/15/2027 144A / ABS-CBDO (US92887TAB70) | 0,15 | 0,2117 | 0,2117 | ||||||
| VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 4.41% 11/15/2027 144A / ABS-CBDO (US92887TAB70) | 0,15 | 0,2117 | 0,2117 | ||||||
| GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1 4.49% 04/16/2029 144A / ABS-CBDO (US39154GAJ58) | 0,15 | 0,2116 | 0,2116 | ||||||
| US24703GAC87 / Dell Equipment Finance Trust | 0,15 | −28,16 | 0,2099 | −0,2741 | |||||
| US31418DSM55 / FNMA UMBS, 15 Year | 0,15 | −3,95 | 0,2077 | −0,1492 | |||||
| AMUR EQUIP FIN RECEIVABLES XV LLC 4.7% 09/22/2031 144A / ABS-CBDO (US03237FAB13) | 0,15 | 0,2054 | 0,2054 | ||||||
| AMUR EQUIP FIN RECEIVABLES XV LLC 4.7% 09/22/2031 144A / ABS-CBDO (US03237FAB13) | 0,15 | 0,2054 | 0,2054 | ||||||
| US44965LAA26 / ILPT Trust | 0,14 | −0,69 | 0,2046 | −0,1360 | |||||
| US36250SAE90 / GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051 | 0,14 | 0,00 | 0,2046 | −0,1348 | |||||
| US06650AAD90 / BANK 2017-BNK8 | 0,14 | 1,41 | 0,2037 | −0,1314 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0,14 | 0,1977 | 0,1977 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0,14 | 0,1977 | 0,1977 | ||||||
| US08162FAE34 / Benchmark 2019-B12 Mortgage Trust | 0,14 | 0,00 | 0,1968 | −0,1312 | |||||
| US36257HBP01 / GS Mortgage Securities Trust 2019-GC40 | 0,14 | 0,1964 | 0,1964 | ||||||
| US96328GBG10 / Wheels Fleet Lease Funding 1 LLC | 0,13 | −15,69 | 0,1831 | −0,1778 | |||||
| ALA TRUST 2025-OANA A 6.04263% 06/15/2030 144A / ABS-MBS (US009920AA71) | 0,13 | 0,1774 | 0,1774 | ||||||
| US46645UAU16 / JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP4 ASB | 0,12 | −14,49 | 0,1675 | −0,1580 | |||||
| PRPM 2024-RCF4 A1 LLC VAR 07/25/2054 144A / ABS-CBDO (US74448JAA16) | 0,12 | −6,45 | 0,1653 | −0,1272 | |||||
| PRPM 2024-RCF4 A1 LLC VAR 07/25/2054 144A / ABS-CBDO (US74448JAA16) | 0,12 | −6,45 | 0,1653 | −0,1272 | |||||
| US361886CT91 / GMF Floorplan Owner Revolving Trust | 0,12 | −0,86 | 0,1636 | −0,1094 | |||||
| OPORTUN FUNDING TRUST 2025-1 A 4.96% 08/16/2032 144A / ABS-CBDO (US68377PAA49) | 0,12 | −23,33 | 0,1628 | −0,1896 | |||||
| GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.25% 10/27/2059 144A / ABS-CBDO (US39571XAB01) | 0,12 | −39,15 | 0,1627 | −0,2825 | |||||
| GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.25% 10/27/2059 144A / ABS-CBDO (US39571XAB01) | 0,12 | −39,15 | 0,1627 | −0,2825 | |||||
| ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A / ABS-CBDO (US29375RAB24) | 0,11 | −20,86 | 0,1565 | −0,1707 | |||||
| AVIS BUDGET RENTCAR FDG AE LLC 5.12% 08/20/2031 144A / ABS-CBDO (US05377RKQ64) | 0,11 | 0,1559 | 0,1559 | ||||||
| WELLS FARGO CARD ISSUANCE TRUST 4.29% 10/15/2029 / ABS-CBDO (US92970QAE52) | 0,11 | 0,00 | 0,1555 | −0,1030 | |||||
| US165183CZ56 / Chesapeake Funding II LLC, Series 2023-2A, Class A1 | 0,11 | −14,29 | 0,1527 | −0,1448 | |||||
| BENCHMARK 2024-V9 MORTGAGE TRUST 5.6019% 08/15/2057 / ABS-MBS (US081919AN29) | 0,10 | −0,97 | 0,1451 | −0,0970 | |||||
| US3140XKQL74 / UMBS | 0,10 | 0,1449 | 0,1449 | ||||||
| HPEFS EQUIP TR 2024-2 5.36% 10/20/2031 144A / ABS-CBDO (US40444MAE12) | 0,10 | −0,99 | 0,1423 | −0,0950 | |||||
| US161571HN70 / Chase Issuance Trust | 0,10 | 0,00 | 0,1420 | −0,0942 | |||||
| US161571HN70 / Chase Issuance Trust | 0,10 | 0,00 | 0,1420 | −0,0942 | |||||
| WELLS FARGO COML MTG TR 2024-GRP TSFR1M+229.06 10/15/2041 144A / ABS-MBS (US95003YAC66) | 0,10 | 0,00 | 0,1420 | −0,0937 | |||||
| WELLS FARGO COML MTG TR 2024-GRP TSFR1M+229.06 10/15/2041 144A / ABS-MBS (US95003YAC66) | 0,10 | 0,00 | 0,1420 | −0,0937 | |||||
| US02582JJZ49 / American Express Credit Account Master Trust 2023-1 | 0,10 | 0,00 | 0,1420 | −0,0944 | |||||
| WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A / ABS-MBS (US95003YAA01) | 0,10 | 0,00 | 0,1418 | −0,0939 | |||||
| WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A / ABS-MBS (US95003YAA01) | 0,10 | 0,00 | 0,1418 | −0,0939 | |||||
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC 4.9% 05/15/2031 144A / ABS-CBDO (US73747LAB45) | 0,10 | 0,00 | 0,1418 | −0,0939 | |||||
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC 4.9% 05/15/2031 144A / ABS-CBDO (US73747LAB45) | 0,10 | 0,00 | 0,1418 | −0,0939 | |||||
| CROSS 2025-H4 MTG TR A1 VAR 06/25/2070 144A / ABS-CBDO (US22790AAA34) | 0,10 | 0,1416 | 0,1416 | ||||||
| AVIS BUDGET RENTCAR FDG AE LLC 4.8% 08/20/2029 144A / ABS-CBDO (US05377RKL77) | 0,10 | 0,1415 | 0,1415 | ||||||
| VERD 2025-1A A2 4.85% 03/13/2028 144A / ABS-CBDO (US92340GAB68) | 0,10 | 0,1415 | 0,1415 | ||||||
| VERD 2025-1A A2 4.85% 03/13/2028 144A / ABS-CBDO (US92340GAB68) | 0,10 | 0,1415 | 0,1415 | ||||||
| GMF FLOORPLAN OWNER REVOLVING TR 4.79% 03/15/2029 144A / ABS-CBDO (US361886DZ43) | 0,10 | 0,1414 | 0,1414 | ||||||
| GMF FLOORPLAN OWNER REVOLVING TR 4.79% 03/15/2029 144A / ABS-CBDO (US361886DZ43) | 0,10 | 0,1414 | 0,1414 | ||||||
| AUTONATION FINANCE TRUST 2025-1 4.72% 04/10/2028 144A / ABS-CBDO (US05330QAB86) | 0,10 | 0,1414 | 0,1414 | ||||||
| CCG RECEIVABLES TRUST. 4.48% 10/14/2032 144A / ABS-CBDO (US12515XAB64) | 0,10 | 0,1413 | 0,1413 | ||||||
| CCG RECEIVABLES TRUST. 4.48% 10/14/2032 144A / ABS-CBDO (US12515XAB64) | 0,10 | 0,1413 | 0,1413 | ||||||
| AFFIRM ASSET SECURITIZATION TR 2025-X1 A 5.24% 04/15/2030 144A / ABS-CBDO (US00834MAA18) | 0,10 | 0,1413 | 0,1413 | ||||||
| US06541BBK35 / BANK 2023-BNK45 | 0,10 | −1,98 | 0,1413 | −0,0966 | |||||
| WELLS FARGO COML MORTAGE TR 2024-MGP TSFR1M+199.073 08/15/2041 144A / ABS-MBS (US95003TAA16) | 0,10 | −1,00 | 0,1410 | −0,0951 | |||||
| WELLS FARGO COML MORTAGE TR 2024-MGP TSFR1M+199.073 08/15/2041 144A / ABS-MBS (US95003TAA16) | 0,10 | −1,00 | 0,1410 | −0,0951 | |||||
| WELLS FARGO COML MTG TR 2025-VTT A VAR 03/15/2038 144A / ABS-MBS (US94990GAA76) | 0,10 | 0,1409 | 0,1409 | ||||||
| WELLS FARGO COML MTG TR 2025-VTT A VAR 03/15/2038 144A / ABS-MBS (US94990GAA76) | 0,10 | 0,1409 | 0,1409 | ||||||
| US26863LAA26 / ELP Commercial Mortgage Trust 2021-ELP | 0,10 | 0,00 | 0,1408 | −0,0929 | |||||
| BX TRUST 2025-DIME A TSFR1M+115 02/15/2035 144A / ABS-MBS (US05613UAA97) | 0,10 | 280,77 | 0,1408 | 0,0775 | |||||
| BX TRUST 2025-DIME A TSFR1M+115 02/15/2035 144A / ABS-MBS (US05613UAA97) | 0,10 | 280,77 | 0,1408 | 0,0775 | |||||
| US05609PAA66 / BX 2021-LBA3 Mortgage Trust, Series 2021-PAC, Class A | 0,10 | 0,00 | 0,1407 | −0,0929 | |||||
| ARI FLEET LEASE TRUST 2025-A 4.38% 01/17/2034 144A / ABS-CBDO (US04033CAB28) | 0,10 | 0,1407 | 0,1407 | ||||||
| WELLS FARGO COML MORTAGE TR 2024-MGP A12 TSFR1M+179.1 08/15/2041 144A / ABS-MBS (US95003TAS24) | 0,10 | −1,00 | 0,1406 | −0,0955 | |||||
| WELLS FARGO COML MORTAGE TR 2024-MGP A12 TSFR1M+179.1 08/15/2041 144A / ABS-MBS (US95003TAS24) | 0,10 | −1,00 | 0,1406 | −0,0955 | |||||
| GNII II 5.5% 12/20/2054#MB0092 / ABS-MBS (US3618N5C643) | 0,10 | 0,1393 | 0,1393 | ||||||
| GNII II 5.5% 12/20/2054#MB0092 / ABS-MBS (US3618N5C643) | 0,10 | 0,1393 | 0,1393 | ||||||
| US17326FAD96 / Citigroup Commercial Mortgage Trust 2017-C4 | 0,10 | 0,00 | 0,1370 | −0,0904 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,10 | −2,06 | 0,1357 | −0,0943 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,10 | −2,06 | 0,1357 | −0,0943 | |||||
| US89176EAB65 / TPMT 18-1 A2 144A FRN 01-25-58/06-25-25 | 0,10 | 0,1356 | 0,1356 | ||||||
| US90276TAC80 / UBS COML MTG TR 2017-C5 3.345% 11/15/2050 | 0,10 | −11,21 | 0,1355 | −0,1175 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,10 | −4,04 | 0,1352 | −0,0991 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,10 | −4,04 | 0,1352 | −0,0991 | |||||
| MERCHANTS FLEET FUNDING LLC 5.82% 04/20/2037 144A / ABS-CBDO (US588926AF24) | 0,09 | −6,93 | 0,1333 | −0,1043 | |||||
| MERCHANTS FLEET FUNDING LLC 5.82% 04/20/2037 144A / ABS-CBDO (US588926AF24) | 0,09 | −6,93 | 0,1333 | −0,1043 | |||||
| US31418DQ544 / Federal National Mortgage Association, Inc. | 0,09 | 0,1321 | 0,1321 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0,09 | −4,17 | 0,1314 | −0,0947 | |||||
| US588926AA37 / Merchants Fleet Funding LLC | 0,09 | −14,85 | 0,1217 | −0,1161 | |||||
| DLLAA 2025-1 LLC 4.95% 09/20/2029 144A / ABS-CBDO (US233249AC53) | 0,09 | −1,16 | 0,1214 | −0,0810 | |||||
| DLLAA 2025-1 LLC 4.95% 09/20/2029 144A / ABS-CBDO (US233249AC53) | 0,09 | −1,16 | 0,1214 | −0,0810 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,09 | −4,49 | 0,1208 | −0,0886 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,09 | −4,49 | 0,1208 | −0,0886 | |||||
| MFRA TRUST VAR 02/25/2066 144A / ABS-CBDO (US55287AAA34) | 0,09 | −3,41 | 0,1202 | −0,0879 | |||||
| MFRA TRUST VAR 02/25/2066 144A / ABS-CBDO (US55287AAA34) | 0,09 | −3,41 | 0,1202 | −0,0879 | |||||
| ARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A / ABS-CBDO (US04033HAB15) | 0,08 | −18,18 | 0,1149 | −0,1189 | |||||
| ARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A / ABS-CBDO (US04033HAB15) | 0,08 | −18,18 | 0,1149 | −0,1189 | |||||
| US95001VAS97 / WELLS FARGO COML MTG TR 2019-C51 ASB 3.16% 06/15/2052 | 0,08 | −6,02 | 0,1108 | −0,0848 | |||||
| UST NOTES 4.75% 02/15/2045 / DBT (US912810UJ50) | 0,08 | 0,1104 | 0,1104 | ||||||
| UST NOTES 4.75% 02/15/2045 / DBT (US912810UJ50) | 0,08 | 0,1104 | 0,1104 | ||||||
| CARMAX SELECT RECEIVABLES TRUST 2024-A 5.4% 11/15/2028 / ABS-CBDO (US14319FAD50) | 0,08 | 0,00 | 0,1070 | −0,0713 | |||||
| US10569GAA40 / BRAVO Residential Funding Trust 2023-RPL1 | 0,08 | −3,85 | 0,1067 | −0,0784 | |||||
| BX COML MTG TR 2023-XL3 B TSFR1M+239.052 12/09/2040 144A / ABS-MBS (US12434GAC96) | 0,07 | 0,00 | 0,1015 | −0,0671 | |||||
| BX COML MTG TR 2023-XL3 B TSFR1M+239.052 12/09/2040 144A / ABS-MBS (US12434GAC96) | 0,07 | 0,00 | 0,1015 | −0,0671 | |||||
| US31418DVZ22 / Fannie Mae Pool | 0,07 | −2,74 | 0,1012 | −0,0713 | |||||
| US23312LAR96 / DBJPM 16-C1 Mortgage Trust | 0,07 | 0,00 | 0,0998 | −0,0655 | |||||
| CFMT 2024-HB15 LLC VAR 08/25/2034 144A / ABS-CBDO (US15723AAA97) | 0,07 | −13,16 | 0,0940 | −0,0846 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,07 | 0,0934 | 0,0934 | ||||||
| US55316VAA26 / MHC Commercial Mortgage Trust 2021-MHC | 0,06 | −59,87 | 0,0872 | −0,2703 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,06 | 0,0861 | 0,0861 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,06 | 0,0861 | 0,0861 | ||||||
| MORGAN STANLEY CAP I TR 2024-NSTB A VAR 07/20/2032 144A / ABS-MBS (US61690BAA08) | 0,06 | −1,75 | 0,0799 | −0,0544 | |||||
| MORGAN STANLEY CAP I TR 2024-NSTB A VAR 07/20/2032 144A / ABS-MBS (US61690BAA08) | 0,06 | −1,75 | 0,0799 | −0,0544 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,06 | 0,0794 | 0,0794 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,06 | 0,0794 | 0,0794 | ||||||
| OPORTUN FUNDING TRUST 2024-3 5.26% 08/15/2029 144A / ABS-CBDO (US68377NAA90) | 0,05 | −26,39 | 0,0750 | −0,0949 | |||||
| OPORTUN FUNDING TRUST 2024-3 5.26% 08/15/2029 144A / ABS-CBDO (US68377NAA90) | 0,05 | −26,39 | 0,0750 | −0,0949 | |||||
| ENTERPRISE FLEET FINANCING 2024-4 LLC 4.56% 11/20/2028 144A / ABS-CBDO (US29374MAC29) | 0,05 | 0,00 | 0,0708 | −0,0469 | |||||
| PEAC SOLUTIONS RECEIVABLES 2025-1 LLC 4.94% 10/20/2028 144A / ABS-CBDO (US69392HAB96) | 0,05 | 0,00 | 0,0708 | −0,0471 | |||||
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C4 XB CSTR 05/15/2058 / ABS-MBS (US949931AE97) | 0,05 | 0,0706 | 0,0706 | ||||||
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C4 XB CSTR 05/15/2058 / ABS-MBS (US949931AE97) | 0,05 | 0,0706 | 0,0706 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,05 | −3,92 | 0,0700 | −0,0521 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,05 | −3,92 | 0,0700 | −0,0521 | |||||
| US95001QAU58 / Wells Fargo Commercial Mortgage Trust 2018-C46 | 0,05 | 0,00 | 0,0693 | −0,0450 | |||||
| BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A / ABS-MBS (US123910AA98) | 0,05 | −6,25 | 0,0649 | −0,0501 | |||||
| BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A / ABS-MBS (US123910AA98) | 0,05 | −6,25 | 0,0649 | −0,0501 | |||||
| US08163MAE75 / Benchmark 2021-B31 Mortgage Trust | 0,04 | 0,00 | 0,0610 | −0,0407 | |||||
| MARLETTE FUNDING TRUST 2024-1 5.95% 07/17/2034 144A / ABS-CBDO (US57108VAA08) | 0,04 | −46,05 | 0,0590 | −0,1217 | |||||
| MARLETTE FUNDING TRUST 2024-1 5.95% 07/17/2034 144A / ABS-CBDO (US57108VAA08) | 0,04 | −46,05 | 0,0590 | −0,1217 | |||||
| US 2YR NOTE (CBT) FUT SEP25 TUU5 / DIR (N/A) | 0,03 | 0,0367 | 0,0367 | ||||||
| US 2YR NOTE (CBT) FUT SEP25 TUU5 / DIR (N/A) | 0,03 | 0,0367 | 0,0367 | ||||||
| US06541WAW29 / BANK 2017-BNK5 | 0,02 | 0,00 | 0,0335 | −0,0219 | |||||
| US95003QAE98 / Wells Fargo Commercial Mortgage Trust 2021-C61 | 0,02 | 4,55 | 0,0325 | −0,0213 | |||||
| SANTANDER DRIVE AUTO RECEIVABLES TR 4.74% 01/16/2029 / ABS-CBDO (US80288DAC02) | 0,02 | 0,00 | 0,0283 | −0,0188 | |||||
| SANTANDER DRIVE AUTO RECEIVABLES TR 4.74% 01/16/2029 / ABS-CBDO (US80288DAC02) | 0,02 | 0,00 | 0,0283 | −0,0188 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,02 | 0,0281 | 0,0281 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,02 | 0,0281 | 0,0281 | ||||||
| US01F0206791 / UMBS, 30 Year, Single Family | 0,02 | 0,0275 | 0,0275 | ||||||
| LCH OIS SOFRV3.25% MAC 06/18/28 / DIR (N/A) | 0,02 | 0,0268 | 0,0268 | ||||||
| LCH OIS SOFRV3.25% MAC 06/18/28 / DIR (N/A) | 0,02 | 0,0268 | 0,0268 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,02 | 0,0242 | 0,0242 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,02 | 0,0242 | 0,0242 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0,02 | 0,0239 | 0,0239 | ||||||
| US3133GAS729 / UMBS | 0,02 | −6,25 | 0,0224 | −0,0161 | |||||
| US08161HAD26 / BENCHMARK 2018-B4 | 0,02 | −11,76 | 0,0222 | −0,0178 | |||||
| US31418D4B54 / FNMA UMBS, 15 Year | 0,01 | −6,67 | 0,0212 | −0,0151 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,01 | 0,0212 | 0,0212 | ||||||
| US31418D3L46 / Fannie Mae Pool | 0,01 | 0,00 | 0,0204 | −0,0145 | |||||
| US3132D6AF79 / FR SB8106 | 0,01 | 0,00 | 0,0204 | −0,0145 | |||||
| US31418D2Q42 / Fannie Mae Pool | 0,01 | 0,00 | 0,0201 | −0,0143 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0,01 | 0,00 | 0,0200 | −0,0143 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0,01 | 0,00 | 0,0200 | −0,0143 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0,01 | 0,00 | 0,0200 | −0,0146 | |||||
| US3132D6AK64 / Freddie Mac Pool | 0,01 | 0,00 | 0,0199 | −0,0141 | |||||
| US3140XDYW05 / FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0,01 | 0,0198 | 0,0198 | ||||||
| US3132D57J52 / Freddie Mac Pool | 0,01 | −7,14 | 0,0197 | −0,0141 | |||||
| US31418DZZ85 / Fannie Mae Pool | 0,01 | −7,14 | 0,0197 | −0,0141 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0,01 | 0,0197 | 0,0197 | ||||||
| US31418DXG23 / Fannie Mae Pool | 0,01 | −7,14 | 0,0192 | −0,0138 | |||||
| US31418DX805 / Federal National Mortgage Association (FNMA) | 0,01 | 0,00 | 0,0190 | −0,0136 | |||||
| US3132D57K26 / FHLG 15YR 2% 04/01/2036#SB8098 | 0,01 | 0,00 | 0,0184 | −0,0132 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,01 | 0,0183 | 0,0183 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,01 | 0,0183 | 0,0183 | ||||||
| MSCS SWAP PAY 3.87 11/07/29 / DIR (N/A) | 0,01 | 0,0177 | 0,0177 | ||||||
| MSCS SWAP PAY 3.87 11/07/29 / DIR (N/A) | 0,01 | 0,0177 | 0,0177 | ||||||
| US3140X86D42 / FNMA UMBS, 15 Year | 0,01 | 0,00 | 0,0175 | −0,0126 | |||||
| US3132D56Z04 / Freddie Mac Pool | 0,01 | 0,00 | 0,0174 | −0,0125 | |||||
| US31418DU751 / FNCI UMBS 1.5 MA4205 12-01-35 | 0,01 | 0,00 | 0,0173 | −0,0126 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,01 | 0,0172 | 0,0172 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,01 | 0,0172 | 0,0172 | ||||||
| US3132D57A44 / Freddie Mac Pool | 0,01 | 0,00 | 0,0171 | −0,0123 | |||||
| US3132D56U17 / Freddie Mac Pool | 0,01 | 0,00 | 0,0171 | −0,0122 | |||||
| BX TRUST 2025-ROIC B TSFR1M+149.33 03/15/2030 144A / ABS-MBS (US05593VAG86) | 0,01 | 0,00 | 0,0168 | −0,0114 | |||||
| MSCS SWAP REC 3.87 11/07/29 / DIR (N/A) | 0,01 | 0,0142 | 0,0142 | ||||||
| GSCM SWAP PAY 3.455 08/29/2029 / DIR (N/A) | 0,01 | 0,0140 | 0,0140 | ||||||
| GSCM SWAP PAY 3.455 08/29/2029 / DIR (N/A) | 0,01 | 0,0140 | 0,0140 | ||||||
| US12515DAR52 / CD 2017-CD4 MORTGAGE TRUST CD 2017-CD4 A4 | 0,01 | 0,0138 | 0,0138 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,01 | 0,0137 | 0,0137 | ||||||
| US90276EAD94 / UBSCM_17-C1 | 0,01 | 0,0125 | 0,0125 | ||||||
| SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-A 5.67% 07/25/2031 144A / ABS-CBDO (US81378RAB06) | 0,01 | −11,11 | 0,0119 | −0,0101 | |||||
| SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-A 5.67% 07/25/2031 144A / ABS-CBDO (US81378RAB06) | 0,01 | −11,11 | 0,0119 | −0,0101 | |||||
| CITI SWAP PAY 4.03 04/25/30 / DIR (N/A) | 0,01 | 0,0116 | 0,0116 | ||||||
| CITI SWAP PAY 4.03 04/25/30 / DIR (N/A) | 0,01 | 0,0116 | 0,0116 | ||||||
| CITI SWAP REC 4.03 04/25/30 / DIR (N/A) | 0,01 | 0,0104 | 0,0104 | ||||||
| CITI SWAP REC 4.03 04/25/30 / DIR (N/A) | 0,01 | 0,0104 | 0,0104 | ||||||
| LCH OIS SOFRV3.25% MAC 06/18/29 / DIR (N/A) | 0,01 | 0,0104 | 0,0104 | ||||||
| LCH OIS SOFRV3.25% MAC 06/18/29 / DIR (N/A) | 0,01 | 0,0104 | 0,0104 | ||||||
| GSCM SWAP PAY 3.1415 09/15/2025 / DIR (N/A) | 0,01 | 0,0086 | 0,0086 | ||||||
| GSCM SWAP PAY 3.1415 09/15/2025 / DIR (N/A) | 0,01 | 0,0086 | 0,0086 | ||||||
| GSCM SWAP REC 3.455 08/29/2029 / DIR (N/A) | 0,01 | 0,0073 | 0,0073 | ||||||
| GSCM SWAP REC 3.455 08/29/2029 / DIR (N/A) | 0,01 | 0,0073 | 0,0073 | ||||||
| US05608VAA44 / BX 2021-MFM1 | 0,00 | 0,00 | 0,0070 | −0,0046 | |||||
| SBNA AUTO LEASE TRUST 2024-C 4.56% 02/22/2028 144A / ABS-CBDO (US78398DAC11) | 0,00 | −25,00 | 0,0056 | −0,0038 | |||||
| SBNA AUTO LEASE TRUST 2024-C 4.56% 02/22/2028 144A / ABS-CBDO (US78398DAC11) | 0,00 | −25,00 | 0,0056 | −0,0038 | |||||
| LCH OIS SOFRV3.25% MAC 06/18/27 / DIR (N/A) | 0,00 | 0,0019 | 0,0019 | ||||||
| LCH OIS SOFRV3.25% MAC 06/18/27 / DIR (N/A) | 0,00 | 0,0019 | 0,0019 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,00 | 0,0007 | 0,0007 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,00 | 0,0007 | 0,0007 | ||||||
| LCH OIS SOFRV3.5% MAC 06/18/45 / DIR (N/A) | 0,00 | 0,0006 | 0,0006 | ||||||
| LCH OIS SOFRV3.5% MAC 06/18/45 / DIR (N/A) | 0,00 | 0,0006 | 0,0006 | ||||||
| GSCM SWAP REC 3.1415 09/15/2025 / DIR (N/A) | 0,00 | 0,0004 | 0,0004 | ||||||
| LCH OIS SOFRV3.25% MAC 06/18/30 / DIR (N/A) | −0,00 | −0,0004 | −0,0004 | ||||||
| SBLOFI SWAP CY562346 11/18/64 S / DCR (N/A) | −0,00 | −0,0008 | −0,0008 | ||||||
| SBLOFI SWAP CY562346 11/18/64 S / DCR (N/A) | −0,00 | −0,0008 | −0,0008 | ||||||
| SBLOFI SWAP CY873245 04/17/65 S / DCR (N/A) | −0,00 | −0,0017 | −0,0017 | ||||||
| GSCOFI SWAP CY885799 12/15/56 S / DCR (N/A) | −0,00 | −0,0025 | −0,0025 | ||||||
| GSCOFI SWAP CY885799 12/15/56 S / DCR (N/A) | −0,00 | −0,0025 | −0,0025 | ||||||
| SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) | −0,00 | −0,0025 | −0,0025 | ||||||
| US LONG BOND(CBT) FUT SEP25 USU5 / DIR (N/A) | −0,00 | −0,0038 | −0,0038 | ||||||
| US LONG BOND(CBT) FUT SEP25 USU5 / DIR (N/A) | −0,00 | −0,0038 | −0,0038 | ||||||
| SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) | −0,00 | −0,0049 | −0,0049 | ||||||
| SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) | −0,00 | −0,0049 | −0,0049 | ||||||
| SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) | −0,00 | −0,0049 | −0,0049 | ||||||
| SBLOFI SWAP CY873245 04/17/65 S / DCR (N/A) | −0,00 | −0,0052 | −0,0052 | ||||||
| MSCS SWAP CY885799 12/15/56 S / DCR (N/A) | −0,01 | −0,0074 | −0,0074 | ||||||
| US ULTRA BOND CBT FUT SEP25 WNU5 / DIR (N/A) | −0,01 | −0,0086 | −0,0086 | ||||||
| US ULTRA BOND CBT FUT SEP25 WNU5 / DIR (N/A) | −0,01 | −0,0086 | −0,0086 | ||||||
| US 5YR NOTE (CBT) FUT SEP25 FVU5 / DIR (N/A) | −0,01 | −0,0096 | −0,0096 | ||||||
| GSCM SWAP PAY 3.97 04/13/26 / DIR (N/A) | −0,01 | −0,0117 | −0,0117 | ||||||
| GSCM SWAP PAY 3.97 04/13/26 / DIR (N/A) | −0,01 | −0,0117 | −0,0117 | ||||||
| US 10YR NOTE FUT (CBT)SEP25 TYU5 / DIR (N/A) | −0,01 | −0,0117 | −0,0117 | ||||||
| US 10YR NOTE FUT (CBT)SEP25 TYU5 / DIR (N/A) | −0,01 | −0,0117 | −0,0117 | ||||||
| SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) | −0,01 | −0,0124 | −0,0124 | ||||||
| GSCOFI SWAP CY885799 12/15/56 S / DCR (N/A) | −0,01 | −0,0124 | −0,0124 | ||||||
| GSCOFI SWAP CY885799 12/15/56 S / DCR (N/A) | −0,01 | −0,0124 | −0,0124 | ||||||
| GSCM SWAP REC 3.97 04/13/26 / DIR (N/A) | −0,01 | −0,0150 | −0,0150 | ||||||
| GSCM SWAP REC 3.97 04/13/26 / DIR (N/A) | −0,01 | −0,0150 | −0,0150 | ||||||
| SBLOFI SWAP CY873245 04/17/65 S / DCR (N/A) | −0,01 | −0,0209 | −0,0209 | ||||||
| SBLOFI SWAP CY873245 04/17/65 S / DCR (N/A) | −0,01 | −0,0209 | −0,0209 | ||||||
| US01F0206619 / FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | −0,02 | −108,15 | −0,0275 | −0,3571 | |||||
| US01F0124606 / Uniform Mortgage-Backed Security, TBA | −0,59 | −0,8368 | −0,8368 | ||||||
| US21H0526606 / Ginnie Mae | −1,64 | −200,00 | −2,3163 | −4,6326 | |||||
| US21H0606630 / Ginnie Mae | −2,22 | −3,1399 | −3,1399 |
