Statistik Asas
| Nilai Portfolio | $ 112,258,647 |
| Kedudukan Semasa | 398 |
Pegangan Terkini, Prestasi, AUM (dari 13F, 13D)
FLTGX - Fidelity Limited Term Securitized Completion Fund telah mendedahkan 398 jumlah pegangan dalam pemfailan SEC terkini mereka. Nilai portfolio terkini dikira sebagai $ 112,258,647 USD. Aset Sebenar Di Bawah Pengurusan (AUM) ialah nilai ini ditambah dengan tunai (yang tidak didedahkan). Pegangan teratas FLTGX - Fidelity Limited Term Securitized Completion Fund ialah 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) . Kedudukan baharu FLTGX - Fidelity Limited Term Securitized Completion Fund termasuk 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) .
Kenaikan Teratas Suku Tahun Ini
Kami menggunakan perubahan dalam peruntukan portfolio kerana ini adalah metrik yang paling bermakna. Perubahan boleh disebabkan oleh perdagangan atau perubahan dalam harga saham.
| Sekuriti | Saham (MM) |
Nilai (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 10.45 | 10.45 | 14.7693 | 11.2260 | |
| 2.22 | 3.1399 | 6.2799 | ||
| 3.34 | 4.7207 | 4.7207 | ||
| 3.34 | 4.7207 | 4.7207 | ||
| 2.61 | 3.6877 | 3.6877 | ||
| 2.61 | 3.6877 | 3.6877 | ||
| 2.22 | 3.1352 | 3.1352 | ||
| 2.01 | 2.8468 | 2.8468 | ||
| 2.01 | 2.8468 | 2.8468 | ||
| 1.64 | 2.3163 | 2.3163 |
Penurunan Teratas Suku Tahun Ini
Kami menggunakan perubahan dalam peruntukan portfolio kerana ini adalah metrik yang paling bermakna. Perubahan boleh disebabkan oleh perdagangan atau perubahan dalam harga saham.
| Sekuriti | Saham (MM) |
Nilai (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| -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 dan Pemfailan Dana
Borang ini telah difailkan pada 2025-07-24 untuk tempoh pelaporan 2025-05-31. Klik ikon pautan untuk melihat sejarah transaksi penuh.
Tingkatkan untuk membuka data premium dan eksport ke Excel 
.
28-07-2022: Nota Penting - Kami telah menukar layanan lajur Δ Portfolio % dalam jadual ini. Sebelum ini, kami melaporkannya sebagai peratus perubahan dalam peruntukan portfolio. Kini kami melaporkannya sebagai perubahan mentah dalam peruntukan portfolio (masih dilaporkan sebagai peratus). Dari segi formula, kami sebelum ini melaporkannya sebagai 100 * (peruntukan semasa - peruntukan terdahulu ) / peruntukan terdahulu. Kami kini melaporkannya sebagai (peruntukan semasa - peruntukan terdahulu).
| Sekuriti | Jenis | Purata Harga Saham | Saham (MM) |
ΔSaham (%) |
ΔSaham (%) |
Nilai ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| 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 |
