Statistiche di base
Valore del portafoglio $ 1.870.669.250
Posizioni attuali 483
Ultime partecipazioni, performance, AUM (da depositi 13F, 13D)

JNL SERIES TRUST - JNL/DoubleLine Total Return Fund (A) ha dichiarato un totale di 483 partecipazioni negli ultimi documenti depositati presso la SEC. Il valore più recente del portafoglio è pari a $ 1.870.669.250 USD. Il patrimonio gestito effettivo (AUM) corrisponde a questo valore più la liquidità (che non viene dichiarata). Le principali partecipazioni di JNL SERIES TRUST - JNL/DoubleLine Total Return Fund (A) sono Fannie Mae Pool (US:US3140LFQD91) , JNL Government Money Market Fund (US:46628D437) , FNCL UMBS 3.0 SD7553 03-01-52 (US:US3132DVMA07) , Ginnie Mae II Pool (US:US3622ABEL24) , and FNMA 30YR 2.5% 09/01/2050# (US:US3140X7WF24) . Le nuove posizioni di JNL SERIES TRUST - JNL/DoubleLine Total Return Fund (A) includono Fannie Mae Pool (US:US3140LFQD91) , FNCL UMBS 3.0 SD7553 03-01-52 (US:US3132DVMA07) , Ginnie Mae II Pool (US:US3622ABEL24) , FNMA 30YR 2.5% 09/01/2050# (US:US3140X7WF24) , and FEDERAL HOME LN MTG MLT CTF GT 5250 NH 3% 08/25/2052 (US:US3137H8RE38) .

JNL SERIES TRUST - JNL/DoubleLine Total Return Fund (A) - Valore del portafoglio
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Gli aumenti più importanti di questo trimestre

Utilizziamo la variazione dell'allocazione del portafoglio perché è l'indicatore più significativo. Le variazioni possono essere dovute a transazioni o a variazioni dei prezzi delle azioni.

Titolo Azioni
(in milioni)		 Valore
(in milioni di $)		 Portafoglio % ΔPortafoglio %
51,25 51,25 2,7251 1,9283
18,42 0,9794 0,9794
13,59 0,7227 0,7227
9,09 0,4831 0,4831
7,79 0,4143 0,4143
7,52 0,3997 0,3997
6,00 0,3188 0,3188
5,03 0,2676 0,2676
3,82 0,2030 0,2030
3,43 0,1826 0,1826
Gli aumenti più importanti di questo trimestre

Utilizziamo la variazione dell'allocazione del portafoglio perché è l'indicatore più significativo. Le variazioni possono essere dovute a transazioni o a variazioni dei prezzi delle azioni.

Titolo Azioni
(in milioni)		 Valore
(in milioni di $)		 Portafoglio % ΔPortafoglio %
-1,67 -0,0891 -0,0891
16,49 0,8768 -0,0829
7,42 0,3944 -0,0739
2,86 0,1521 -0,0711
1,15 0,0610 -0,0591
0,82 0,0436 -0,0505
0,27 0,0146 -0,0413
11,74 0,6245 -0,0371
17,81 0,9472 -0,0364
10,60 0,5637 -0,0308
13F e depositi di fondi

Questo modulo è stato depositato il 2025-08-27 per il periodo di riferimento 2025-06-30. Fai clic sull'icona del link per visualizzare la cronologia completa delle transazioni.

Esegui l'upgrade per sbloccare i dati premium ed esportarli in Excel .

28-07-2022: Nota importante: abbiamo modificato il trattamento della colonna Δ % portafoglio in questa tabella. In precedenza, la indicavamo come variazione percentuale nell'allocazione del portafoglio. Ora la indichiamo come variazione grezza dell'allocazione del portafoglio (sempre in percentuale). In termini di formula, in precedenza la indicavamo come 100 * (allocazione attuale - allocazione precedente) / allocazione precedente. Ora la indichiamo come (allocazione attuale - allocazione precedente).
Titolo Tipo Prezzo medio dell'azione Azioni
(in milioni)		 ΔAzioni
(%)		 ΔAzioni
(%)		 Valore
(in milioni di $)		 Portafoglio
(%)		 ΔPortafoglio
(%)
US3140LFQD91 / Fannie Mae Pool 55,35 2,21 2,9430 0,1087
46628D437 / JNL Government Money Market Fund 51,25 236,65 51,25 236,66 2,7251 1,9283
US3132DVMA07 / FNCL UMBS 3.0 SD7553 03-01-52 25,04 -2,32 1,3314 -0,0102
US3622ABEL24 / Ginnie Mae II Pool 24,78 -3,60 1,3177 -0,0278
FMCC / Federal Home Loan Mortgage Corporation 24,48 -1,52 1,3015 0,0006
US3140X7WF24 / FNMA 30YR 2.5% 09/01/2050# 22,84 -3,08 1,2144 -0,0190
FMCC / Federal Home Loan Mortgage Corporation 21,75 -3,67 1,1567 -0,0253
US3137H8RE38 / FEDERAL HOME LN MTG MLT CTF GT 5250 NH 3% 08/25/2052 20,60 -1,00 1,0951 0,0063
US3137BRRX57 / Federal Home Loan Mortgage Corporation 19,87 -1,63 1,0567 -0,0006
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 18,76 1,03 0,9976 0,0256
FMCC / Federal Home Loan Mortgage Corporation 18,53 -3,54 0,9853 -0,0202
FMCC / Federal Home Loan Mortgage Corporation 18,42 0,9794 0,9794
FMCC / Federal Home Loan Mortgage Corporation 17,81 -5,21 0,9472 -0,0364
FMCC / Federal Home Loan Mortgage Corporation 17,55 -4,23 0,9333 -0,0259
US3140X8GW14 / UMBS 16,68 -2,89 0,8869 -0,0121
FMCC / Federal Home Loan Mortgage Corporation 16,49 -10,07 0,8768 -0,0829
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 16,00 -3,75 0,8506 -0,0193
US74333FAE97 / PROG_21-SFR5 15,43 1,41 0,8207 0,0241
US3136B1R308 / Federal National Mortgage Association, Inc. 15,25 1,94 0,8108 0,0279
US3140HWQB15 / Federal National Mortgage Association, Inc. 15,19 0,87 0,8077 0,0195
US3132DQGV23 / Federal National Mortgage Association, Inc. 15,00 -3,96 0,7973 -0,0199
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 14,52 -1,96 0,7723 -0,0031
Connecticut Avenue Securities Trust 2024-R04 / ABS-MBS (US20753GAA94) 14,02 -1,41 0,7454 0,0012
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 13,59 0,7227 0,7227
US3140XBNR72 / Fannie Mae Pool 13,59 -2,48 0,7223 -0,0068
US3140QKF786 / FNMA 30YR 3% 04/01/2051#CB0189 13,42 -2,24 0,7137 -0,0049
PRET 2024-NPL6, LLC / ABS-MBS (US69381QAA40) 13,34 -5,18 0,7092 -0,0270
FMCC / Federal Home Loan Mortgage Corporation 12,95 -0,69 0,6886 0,0061
FMCC / Federal Home Loan Mortgage Corporation 12,65 -4,38 0,6728 -0,0198
US3136ALB751 / Federal National Mortgage Association, Inc. 12,50 3,37 0,6649 0,0318
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 11,96 -3,22 0,6361 -0,0109
US12652YAA91 / CSMCM Trust 11,77 -2,13 0,6256 -0,0036
US10569UAA34 / BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM5 SER 2023-NQM5 CL A1 V/R REGD 144A P/P 6.50500000 11,74 -7,10 0,6245 -0,0371
US3136BLQ781 / FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR VARIABLE REGD 0.00000000 11,63 0,01 0,6181 0,0097
US31418EF214 / Fannie Mae Pool 11,18 -2,49 0,5946 -0,0056
US31418DWR96 / Fannie Mae Pool 10,89 -2,02 0,5792 -0,0027
US30259RAK14 / FMC GMSR Issuer Trust 10,85 2,27 0,5768 0,0217
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 10,75 -3,64 0,5713 -0,0123
US3133KPT651 / Federal Home Loan Mortgage Corporation 10,73 -0,68 0,5704 0,0051
US38383CFY12 / Government National Mortgage Association 10,60 -6,67 0,5637 -0,0308
US31418ECS72 / Fannie Mae Pool 10,49 -2,74 0,5576 -0,0067
US3132DVMN28 / Freddie Mac Pool 10,15 -2,77 0,5398 -0,0066
US55286MAA80 / MFA 2023-NQM3 TRUST SER 2023-NQM3 CL A1 V/R REGD 144A P/P 0.00000000 10,15 -4,31 0,5398 -0,0155
US31418CGD02 / Fannie Mae Pool 10,13 -1,95 0,5386 -0,0021
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 10,09 -2,03 0,5366 -0,0025
US30259RAH84 / FMC GMSR Issuer Trust 10,05 2,23 0,5341 0,0198
Bridge Street CLO I Ltd / ABS-CBDO (US10805YAL56) 10,03 0,27 0,5333 0,0098
US31418DXL18 / Fannie Mae Pool 10,02 -1,94 0,5327 -0,0020
US3133KJ3Y66 / Freddie Mac Pool 9,73 -1,68 0,5171 -0,0006
US46630BAF31 / JP Morgan Mortgage Acquisition Trust 2006-WMC4 9,66 2,45 0,5135 0,0201
US59020VAS25 / Merrill Lynch Mortgage Capital Inc. 9,33 2,55 0,4963 0,0199
PRPM 2024-6, LLC. / ABS-MBS (US74390PAA57) 9,28 -3,02 0,4936 -0,0074
Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The / ABS-MBS (US3136BWLP99) 9,09 0,4831 0,4831
US3140HYAD01 / Federal National Mortgage Association, Inc. 9,03 1,24 0,4803 0,0134
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 8,81 -3,54 0,4686 -0,0096
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 8,69 0,42 0,4622 0,0091
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 8,69 -3,13 0,4622 -0,0075
FMCC / Federal Home Loan Mortgage Corporation 8,46 0,20 0,4500 0,0079
US74333VAL80 / Progress Residential, Series 2021-SFR3, Class E2 8,34 1,53 0,4433 0,0135
US3132DNAE31 / FR 03/52 FIXED 3 8,33 -1,41 0,4429 0,0007
US3136A7XH01 / Federal National Mortgage Association, Inc. 8,06 -3,56 0,4284 -0,0089
US3140X8QX86 / Fannie Mae Pool 7,99 -3,09 0,4247 -0,0067
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) 7,79 0,4143 0,4143
US25152BAE83 / Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-2 7,78 -0,92 0,4134 0,0027
US12668AKP92 / Alternative Loan Trust 2005-45 7,70 -1,92 0,4097 -0,0015
PRET 2024-NPL9, LLC / ABS-CBDO (US74143TAA79) 7,62 -5,63 0,4054 -0,0174
US83401BAC00 / SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC 7,57 0,92 0,4027 0,0099
FMCC / Federal Home Loan Mortgage Corporation 7,52 0,3997 0,3997
US3132FCDW29 / Freddie Mac Gold Pool 7,49 -1,63 0,3982 -0,0003
US86360WAE21 / Structured Asset Investment Loan Trust 2006-4 7,48 5,36 0,3979 0,0261
FMCC / Federal Home Loan Mortgage Corporation 7,47 -4,56 0,3972 -0,0125
LAFL / Labrador Aviation Finance Ltd 2016-1A 7,42 -17,11 0,3944 -0,0739
US62954JAB08 / NP SPE II LLC 7,27 -0,01 0,3864 0,0060
US761128AA51 / Residential Asset Securitization Trust 2007-A8 7,26 -2,37 0,3863 -0,0031
FMCC / Federal Home Loan Mortgage Corporation 7,21 0,03 0,3831 0,0061
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 7,10 0,42 0,3776 0,0075
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 7,03 -1,31 0,3738 0,0010
US3133BHLS31 / Federal Home Loan Mortgage Corporation 7,00 -1,92 0,3720 -0,0013
US12659LAD47 / CORP CMO 6,71 2,18 0,3567 0,0131
US38382M3T40 / Government National Mortgage Association 6,61 -0,68 0,3512 0,0031
US3140X9Y909 / Federal National Mortgage Association, Inc. 6,59 -2,34 0,3501 -0,0028
US3128MJS355 / Freddie Mac Gold Pool 6,53 -1,95 0,3473 -0,0014
US31418AXL78 / FNMA, Other 6,50 -2,42 0,3455 -0,0030
US251510LD38 / Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2006-AR1 6,47 -3,10 0,3437 -0,0055
US12569UAA97 / CORP CMO 6,44 -2,05 0,3425 -0,0017
US38383GY623 / Government National Mortgage Association 6,43 0,08 0,3417 0,0056
US3128MJSY79 / Freddie Mac Gold Pool 6,42 -1,91 0,3413 -0,0012
US12661GAA76 / CSMC 2021-RPL3 Trust 6,41 -2,17 0,3409 -0,0021
US61749KAE38 / Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-WMC2, Class A2C 6,10 3,32 0,3245 0,0153
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 6,07 -1,79 0,3230 -0,0007
US3137AX2D40 / Federal Home Loan Mortgage Corporation - REMIC 6,05 -2,55 0,3217 -0,0033
HalseyPoint CLO II, Ltd. / ABS-CBDO (US40638TAL61) 6,02 0,17 0,3199 0,0055
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 6,00 0,3188 0,3188
US3137B4J498 / Federal Home Loan Mortgage Corporation 5,90 0,36 0,3135 0,0060
US38382USE28 / Government National Mortgage Association 5,65 -4,06 0,3006 -0,0078
US3128M9VU30 / Freddie Mac Gold Pool 5,55 -1,33 0,2951 0,0007
US40430TAD46 / HSI Asset Securitization Corp. Trust, Series 2007-NC1, Class A4 5,50 1,09 0,2922 0,0077
US38383V3J58 / Government National Mortgage Association 5,48 -1,31 0,2915 0,0007
US3140XTBM22 / FANNIE MAE POOL FN FP0043 5,47 -2,39 0,2909 -0,0024
US38383RA232 / GNMA, Series 2022-83 5,38 -3,06 0,2860 -0,0044
US92837UAD19 / Visio 2021-1R Trust 5,33 2,19 0,2835 0,0104
US3133KKVK23 / Federal Home Loan Mortgage Corporation 5,29 -2,31 0,2813 -0,0021
US3140J93H21 / Federal National Mortgage Association, Inc. 5,27 -2,32 0,2801 -0,0021
US3140LDY866 / Fannie Mae Pool 5,18 1,27 0,2754 0,0077
US81377CAB46 / SECURITIZED ASSET BACKED RECEI SABR 2006 NC3 A2B 5,11 1,43 0,2715 0,0080
US33767MAG06 / FirstKey Homes Trust, Series 2020-SFR1, Class D 5,07 0,72 0,2693 0,0061
SoFi Consumer Loan Program 2025-2 Trust / ABS-CBDO (US83407HAC16) 5,03 0,2676 0,2676
US00792FAA66 / Affirm Asset Securitization Trust, Series 2023-B, Class A 5,03 -0,38 0,2673 0,0032
US48585JAA88 / Katayma CLO I Ltd 5,02 0,02 0,2670 0,0042
US38381DUB45 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-129 CL IO V/R 0.98719000 5,02 -1,55 0,2668 0,0000
Empower CLO 2024-1 Ltd / ABS-CBDO (US29244RAA32) 5,02 0,24 0,2666 0,0048
Bain Capital Credit CLO 2024-6 Ltd / ABS-CBDO (US05685XAA63) 5,01 0,20 0,2664 0,0047
US38382KG566 / Government National Mortgage Association 5,00 -1,19 0,2657 0,0010
US38382LR298 / Government National Mortgage Association 4,98 -0,20 0,2650 0,0037
US74333TAL35 / Progress Residential 2021-SFR8 Trust 4,94 0,73 0,2628 0,0060
US82321UAA16 / Shenton Aircraft Investment I Ltd 4,93 -3,45 0,2620 -0,0051
US02149VAF67 / Alternative Loan Trust 2007-3T1 4,91 0,16 0,2612 0,0045
US31424UPY63 / Federal National Mortgage Association, Inc. 4,91 -2,81 0,2609 -0,0033
US80307AAA79 / SAPPHIRE AVIATION FINANCE II LTD 4,85 -5,25 0,2580 -0,0100
US01627AAA60 / Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2 4,83 0,86 0,2569 0,0062
US38382J3Q72 / GNMA CMO IO 4,81 -1,82 0,2555 -0,0007
US31424UPE00 / Federal National Mortgage Association, Inc. 4,77 -1,04 0,2537 0,0013
US85573HAE09 / Starwood Mortgage Residential Trust 2021-2 4,76 4,61 0,2533 0,0150
US87342RAG92 / Taco Bell Funding LLC 4,68 0,49 0,2488 0,0051
US46590MAW01 / JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 4,66 -0,49 0,2478 0,0026
US64828XAD57 / New Residential Mortgage Loan Trust 2020-RPL1 4,63 0,74 0,2461 0,0056
US65539CAW64 / Nomura Resecuritization Trust 2011-4R 4,55 -0,13 0,2420 0,0035
US19688NAA63 / COLT 2023-1 Mortgage Loan Trust 4,51 -9,16 0,2399 -0,0201
US93935HAG20 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A4 4,49 -2,28 0,2389 -0,0017
US542514TT14 / WaMu Asset-Backed Certificates, WaMu Series 200X-HEX Trust 4,41 0,73 0,2344 0,0054
US05606FAN33 / BX TRUST BX 2019 OC11 E 144A 4,32 -3,10 0,2295 -0,0036
US10568YAF51 / BRAVO Residential Funding Trust, Series 2020-RPL1, Class M1 4,27 0,52 0,2271 0,0047
US38382GDB59 / Ginnie Mae REMIC Trust 2020-095 4,21 -0,75 0,2240 0,0018
US36254CBB54 / GS Mortgage Securities Trust 2017-GS7 4,19 2,00 0,2227 0,0078
US3137FMES76 / FHR 4894 DZ 4,10 -2,96 0,2182 -0,0031
US590212AC00 / Merrill Lynch Mortgage Investors Trust, Series 2006-HE3 4,10 -0,68 0,2181 0,0019
AASET 2024-2 Ltd / ABS-CBDO (US00038QAA67) 4,07 -1,24 0,2165 0,0007
US38380RYD69 / Ginnie Mae II 4,07 -5,55 0,2162 -0,0091
Carval CLO X-C Ltd. / ABS-CBDO (US146918AA59) 4,01 0,25 0,2133 0,0038
US69358KAA60 / PR Mortgage Loan Trust 4,00 -1,46 0,2124 0,0003
US57645WAA80 / MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 R5 A1 144A 3,93 -3,06 0,2092 -0,0032
US3128MJVG27 / Federal Home Loan Mortgage Corporation 3,86 -3,19 0,2050 -0,0035
US01627AAB44 / Aligned Data Centers Issuer LLC 3,84 0,31 0,2040 0,0039
US48129RAY18 / JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR6 SER 2019-COR6 CL AS REGD 3.40970000 3,83 1,57 0,2035 0,0063
Angel Oak Mortgage Trust 2025-7 / ABS-MBS (US03466TAD90) 3,82 0,2030 0,2030
US31418CAM64 / Federal National Mortgage Association, Inc. 3,79 -1,43 0,2016 0,0003
US46629VAC90 / JP Morgan Mortgage Acquisition Trust 2006-HE3 3,74 5,41 0,1990 0,0132
US63875DAL55 / Natixis Commercial Mortgage Securities Trust 2020- 3,72 0,68 0,1979 0,0044
US38381DFX30 / Government National Mortgage Association 3,70 -1,57 0,1968 0,0000
US43761KAA25 / SER 2023-NQM2 CL A1 V/R REGD 144A P/P 6.45600000 3,63 -5,88 0,1931 -0,0089
US46629VAE56 / JP Morgan Mortgage Acquisition Trust 2006-HE3 3,63 6,24 0,1930 0,0142
US61691UBH14 / Morgan Stanley Capital I Trust 2019-L3, Series 2019-L3, Class AS 3,60 2,77 0,1912 0,0080
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3,58 -1,41 0,1901 0,0003
US38382NXY83 / Government National Mortgage Association 3,53 -1,45 0,1875 0,0002
US38383DA992 / Government National Mortgage Association 3,53 -3,29 0,1874 -0,0034
US38383L7E43 / Government National Mortgage Association 3,49 -1,38 0,1858 0,0003
US76113XAA90 / Residential Asset Securitization Trust 2006-A12 3,44 -0,89 0,1829 0,0013
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) 3,43 0,1826 0,1826
US67117DAA81 / OBX 22-NQM7 A1 5.11% 08-25-62/26 3,39 -2,89 0,1802 -0,0025
US67117PAA12 / OBX Trust, Series 2023-NQM3, Class A1 3,37 -5,50 0,1792 -0,0074
US87342RAJ32 / TACO BELL FUNDING, LLC BELL 2021 1A A23 144A 3,35 1,03 0,1782 0,0046
PRPM 2024-4, LLC / ABS-MBS (US74390EAA01) 3,32 -5,50 0,1763 -0,0073
Government National Mortgage Association / ABS-CBDO (US38383LNL08) 3,30 -3,60 0,1753 -0,0037
US45660LSU43 / RESIDENTIAL ASSET SECURITIZATION TRUST 200 SER 2005-A8CB CL A6 REGD 5.00000000 3,29 -1,17 0,1747 0,0007
Government National Mortgage Association / ABS-CBDO (US38381LVU33) 3,27 0,68 0,1739 0,0038
FMCC / Federal Home Loan Mortgage Corporation 3,27 -4,86 0,1738 -0,0060
US38380RJ841 / GNMA, Series 2021-52 3,26 -1,57 0,1731 -0,0000
FMCC / Federal Home Loan Mortgage Corporation 3,26 -0,64 0,1731 0,0016
US38380RE719 / Ginnie Mae II 3,25 -1,46 0,1727 0,0002
US3137B4HG43 / Federal Home Loan Mortgage Corporation 3,23 -4,21 0,1717 -0,0047
US31422M2Y11 / Federal National Mortgage Association, Inc. 3,21 -2,99 0,1705 -0,0025
US12598UAA43 / COLT 2023-2 Mortgage Loan Trust 3,20 -6,73 0,1701 -0,0094
US749580AB23 / RFMSI Series 2007-S5 Trust 3,20 -1,63 0,1699 -0,0001
US35564K2G38 / Freddie Mac Structured Agency Credit Risk Debt Notes 3,12 -0,51 0,1661 0,0017
US67448GAA13 / OBX 23-NQM4 A1 144A 6.113% 03-25-63/05-25-27 3,02 -6,77 0,1604 -0,0089
Allegro CLO V-S Ltd / ABS-CBDO (US01750RAC43) 3,01 0,10 0,1600 0,0027
Warwick Capital CLO 4 Ltd. / ABS-CBDO (US93655QAA31) 3,01 0,23 0,1599 0,0029
US09626QBC06 / BlueMountain CLO 2014-2 Ltd 3,01 0,23 0,1599 0,0029
CBAM 2017-1 Ltd / ABS-CBDO (US14987LAC54) 3,01 0,23 0,1599 0,0028
US04018EAC57 / ARES LIX CLO LTD SER 2021-59A CL B1 V/R REGD 144A P/P 0.00000000 3,00 1,62 0,1598 0,0050
US3140Q75Y98 / Fannie Mae Pool 3,00 -2,53 0,1597 -0,0015
US91682NAC74 / Upstart Securitization Trust 2021-4 2,86 -32,92 0,1521 -0,0711
US761118TB44 / RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA1 A21 2,86 1,35 0,1518 0,0043
Bank5 2024-5YR10 / ABS-MBS (US06604AAP93) 2,82 2,59 0,1497 0,0060
Research-Driven Pagaya Motor Trust 2025-3 / ABS-CBDO (US76090QAB95) 2,81 0,1497 0,1497
US3137H3SR45 / Federal Home Loan Mortgage Corporation 2,78 -1,49 0,1478 0,0001
US863587AA91 / Structured Asset Investment Loan Trust 2006-3 2,77 -1,25 0,1472 0,0005
Benchmark 2024-V9 Mortgage Trust / ABS-MBS (US081919AN29) 2,72 0,89 0,1447 0,0035
US92539TAA16 / Verus Securitization Trust, Series 2023-4, Class A1 2,71 -11,46 0,1442 -0,0161
Benchmark 2024-V10 Mortgage Trust / ABS-MBS (US08163UAC36) 2,71 0,86 0,1440 0,0035
US86745PAA12 / SNVA_20-2A 2,71 -0,88 0,1439 0,0010
MF1 2025-FL17 LLC / ABS-CBDO (US55287HAA86) 2,70 0,00 0,1438 0,0023
US86361KAA51 / Structured Asset Investment Loan Trust 2006-BNC3 2,70 1,65 0,1438 0,0045
AREIT 2025-CRE10 LTD / ABS-CBDO (US00193DAA63) 2,70 0,19 0,1438 0,0025
LoanCore 2025-CRE8 Issuer LLC / ABS-CBDO (US53947FAA93) 2,70 -0,18 0,1436 0,0020
BBCMS Mortgage Trust 2024-5C29 / ABS-MBS (US05555PAC68) 2,68 1,55 0,1424 0,0044
Government National Mortgage Association / ABS-CBDO (US38381L5V06) 2,67 3,94 0,1417 0,0075
US590227AA21 / Merrill Lynch Alternative Note Asset Trust Series 2,66 -1,63 0,1416 -0,0001
US02147QAR39 / Alternative Loan Trust 2006-19CB 2,64 -1,01 0,1405 0,0007
US466317AA25 / J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2022-NLP CL A V/R REGD 144A P/P 1.28650000 2,61 0,89 0,1386 0,0034
BDS 2024-FL13 LLC / ABS-CBDO (US05555MAA71) 2,60 0,23 0,1385 0,0025
US32029GAA22 / First Franklin Mortgage Loan Trust Series 2007-FF2 2,60 3,54 0,1383 0,0068
FMCC / Federal Home Loan Mortgage Corporation 2,60 -1,96 0,1382 -0,0006
US50203JAE82 / LFT CRE 2021 FL1 06/39 1 2,60 -0,19 0,1380 0,0019
US05592AAA88 / BPR Trust 2021-TY 2,58 0,63 0,1370 0,0030
US95002EBF34 / Wells Fargo Commercial Mortgage Trust, Series 2020-C55, Class XA 2,55 -4,96 0,1354 -0,0048
INCREF 2025-FL1 LLC / ABS-CBDO (US45339NAA46) 2,54 0,1350 0,1350
US38382WPN10 / Government National Mortgage Association 2,53 -1,21 0,1348 0,0005
US38381HMA67 / Government National Mortgage Association 2,53 -2,43 0,1347 -0,0012
Switch ABS Issuer, LLC / ABS-CBDO (US871044AE30) 2,52 1,16 0,1341 0,0036
US87277JAA97 / TRTX 2022-FL5 Issuer Ltd 2,52 -7,84 0,1339 -0,0091
US2254W0PC33 / Credit Suisse First Boston Mortgage Acceptance Corp. 2,51 -0,75 0,1336 0,0011
Carlyle US CLO 2017-2, Ltd. / ABS-CBDO (US14315JBA60) 2,51 0,36 0,1333 0,0026
MF1 2024-FL15 LLC / ABS-CBDO (US58003MAA45) 2,51 0,24 0,1333 0,0024
GWT Commercial Mortgage Trust 2024-WLF2 / ABS-MBS (US362414AA28) 2,51 0,24 0,1332 0,0024
US3138YJJY33 / Federal National Mortgage Association, Inc. 2,50 -3,10 0,1332 -0,0021
US251510MH33 / Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB1 2,48 -2,13 0,1319 -0,0008
Morgan Stanley Capital I Trust 2024-NSTB / ABS-MBS (US61690BAA08) 2,48 0,85 0,1319 0,0032
US863576AA29 / Structured Asset Securities Corp Trust 2005-5 2,45 -7,47 0,1304 -0,0083
US38382NPW10 / Government National Mortgage Association 2,45 -3,43 0,1304 -0,0025
US232434AU41 / Alternative Loan Trust 2006-OC8 2,45 -6,07 0,1301 -0,0062
AASET 2024-1 / ABS-CBDO (US00255JAB61) 2,41 -0,78 0,1283 0,0010
US3137AXTB96 / Federal Home Loan Mortgage Corporation 2,39 2,84 0,1273 0,0055
Horizon Aircraft Finance III Limited / ABS-CBDO (US43990EAA91) 2,39 -0,29 0,1272 0,0016
US36252AAG13 / GS Mortgage Securities Trust 2015-GS1 2,39 0,72 0,1271 0,0029
US007036KH85 / Rate Adjustable Mortgage Trust 2,36 -1,17 0,1255 0,0005
Tesla Sustainable Energy Trust 2024-1 / ABS-CBDO (US88164AAC80) 2,35 -3,66 0,1247 -0,0027
US05493MAG96 / BBCMS Mortgage Trust 2021-C11 2,34 -4,21 0,1246 -0,0035
US38381DBP42 / GOVERNMENT NATL MTG ASSN GTD LTIFAMILY MULTIFAMILY REMIC PASS THRU 0.00000000 2,34 -6,48 0,1244 -0,0065
US78486BAA26 / STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A 2,33 3,42 0,1238 0,0059
US95002RBB33 / Wells Fargo Commercial Mortgage Trust, Series 2020-C56, Class XA 2,32 -5,15 0,1234 -0,0046
US30227FAA84 / Extended Stay America Trust 2,32 -0,86 0,1232 0,0009
US3132AEA484 / Federal Home Loan Mortgage Corporation 2,31 -2,03 0,1230 -0,0006
US16163BAW46 / Chase Mortgage Finance Trust Series 2006-S2 2,26 -3,58 0,1204 -0,0025
US89656CAA18 / Trinity Rail Leasing 2010 LLC 2,26 -3,17 0,1204 -0,0020
US04545EAA10 / ABFC Trust, Series 2007-WMC1, Class A1A 2,26 4,00 0,1204 0,0065
US05493EAZ51 / BBCMS Mortgage Trust 2021-C9 2,24 -3,90 0,1191 -0,0029
US3132JMEK18 / Federal Home Loan Mortgage Corporation 2,24 -1,67 0,1191 -0,0001
US3128MJW480 / Freddie Mac Gold Pool 2,24 -2,74 0,1190 -0,0014
Angel Oak Mortgage Trust 2025-7 / ABS-MBS (US03466TAC18) 2,21 0,1174 0,1174
US74143FAA75 / PRET_21-RN2 2,17 -7,90 0,1153 -0,0080
US74927WAB00 / RBSGC Mortgage Loan Trust, 2007-A 2,13 0,14 0,1132 0,0019
US46645JAH59 / JPMBB Commercial Mortgage Securities Trust 2015-C33 2,10 1,11 0,1119 0,0030
US38382LNX54 / Government National Mortgage Association 2,10 0,1117 0,1117
US863579B319 / Structured Adjustable Rate Mortgage Loan Trust 2005-3XS 2,09 -1,92 0,1112 -0,0004
US05950AAV89 / Banc of America Alternative Loan Trust 2006-4 2,09 0,58 0,1111 0,0024
US3137BF4T52 / Federal Home Loan Mortgage Corporation 2,09 1,11 0,1110 0,0029
US38382GAK85 / Ginnie Mae REMIC Trust 2020-095 2,08 -2,57 0,1107 -0,0011
US3136B9MX26 / FNMA, Series 2020-M15, Class X1 2,08 -1,61 0,1106 -0,0001
US61766RBE53 / MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUS SER 2016-C31 CL C V/R REGD 4.45782200 2,07 -18,63 0,1103 -0,0232
Bojangles Issuer LLC / ABS-CBDO (US09748RAC25) 2,03 1,29 0,1082 0,0031
PRPM 2024-7 LLC / ABS-MBS (US74448LAA61) 2,03 -7,21 0,1082 -0,0066
Bridgecrest Lending Auto Securitization Trust 2025-2 / ABS-CBDO (US10807HAE62) 2,02 0,1074 0,1074
CLI Funding IX LLC / ABS-CBDO (US12571WAG87) 2,02 0,1072 0,1072
US69346MAD11 / PNMAC GMSR Issuer Trust 2,01 0,35 0,1069 0,0020
Rockford Tower CLO 2024-1 Ltd / ABS-CBDO (US77342BAA89) 2,01 0,05 0,1067 0,0017
Magnetite XL, Limited / ABS-CBDO (US55955RAA77) 2,01 0,05 0,1067 0,0017
Apidos CLO XLVIII Ltd / ABS-CBDO (US03770WAA99) 2,01 0,15 0,1066 0,0018
Marble Point CLO XXV Ltd / ABS-CBDO (US565923AQ22) 2,00 0,10 0,1066 0,0017
US83614BAQ23 / Sound Point CLO XXIII 2,00 -0,05 0,1064 0,0016
US23802WAA99 / DATABANK ISSUER LLC 1,96 0,67 0,1040 0,0023
US94989XBL82 / Wells Fargo Commercial Mortgage Trust 2015-NXS4 1,96 2,52 0,1040 0,0041
Sound Point Clo XXI Ltd / ABS-CBDO (US83613HAL15) 1,96 -17,72 0,1040 -0,0204
US362631AF04 / GSR Mortgage Loan Trust 2006-OA1 1,93 -6,35 0,1028 -0,0053
US3128MJ3E82 / Freddie Mac Gold Pool 1,93 -2,08 0,1024 -0,0005
US437300AG11 / HOME PARTNERS OF AMERICA 2021-1 TRUST SER 2021-1 CL D REGD 144A P/P 2.47700000 1,93 2,07 0,1024 0,0036
US45071KDE10 / IXIS Real Estate Capital Trust 2006-HE1 1,93 0,89 0,1024 0,0025
US144526AC49 / CARRINGTON MORTGAGE LOAN TRUST SERIES 2007-RFC1 SER 2007-RFC1 CL A3 V/R REGD 1.84800000 1,89 -7,39 0,1007 -0,0063
BMO 2024-5C7 Mortgage Trust / ABS-MBS (US09660WAX92) 1,89 2,22 0,1006 0,0037
US12635RBD98 / CSAIL 2015-C4 Commercial Mortgage Trust 1,88 2,12 0,1001 0,0036
NJ 2025-WBRK Mortgage Trust / ABS-MBS (US65486BAA98) 1,87 0,97 0,0995 0,0025
US20048KAA51 / COMM 2018-HCLV MORTGAGE TRUST SER 2018-HCLV CL A V/R REGD 144A P/P 2.76538000 1,87 -4,06 0,0992 -0,0026
US12658WAC38 / CSMC 2021-B33 SER 2021-B33 CL A2 REGD 144A P/P 3.16710000 1,86 1,31 0,0990 0,0028
Upstart Securitization Trust 2024-1 / ABS-CBDO (US91684NAA90) 1,85 -17,05 0,0985 -0,0184
US76113WAA18 / Residential Asset Securitization Trust 2007-A3 1,84 -2,13 0,0978 -0,0006
US3128MJVE78 / Federal Home Loan Mortgage Corporation 1,83 -3,12 0,0975 -0,0016
US78449RAL96 / SLG Office Trust, Series 2021-OVA, Class E 1,83 1,16 0,0971 0,0026
US38217TAA34 / Goodgreen 2020-1 Trust 1,82 -1,09 0,0968 0,0005
US94989WAZ05 / Wells Fargo Commercial Mortgage Trust 2015-C31 1,81 0,56 0,0961 0,0020
US95000HBM34 / Wells Fargo Commercial Mortgage Trust 2016-LC24 1,80 2,22 0,0956 0,0035
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) 1,78 0,0948 0,0948
US46652JAY82 / JPMDB Commercial Mortgage Securities Trust, Series 2020-COR7, Class XA 1,78 -8,91 0,0946 -0,0077
US16165YAU64 / Aircraft Lease Securitisation Limited 1,74 -1,58 0,0928 0,0000
US3140J7XW05 / Federal National Mortgage Association 1,74 -2,75 0,0923 -0,0011
US03880RAA77 / Arbor Realty Collateralized Loan Obligation Ltd 1,71 -15,79 0,0908 -0,0153
US38382CS691 / The Government National Mortgage Association Guaranteed REMIC Pass-Through Securities 1,68 0,36 0,0894 0,0017
US36255NAZ87 / GS Mortgage Securities Trust 2018-GS9 1,68 -6,09 0,0893 -0,0043
US12807CAA18 / CAL Funding IV Ltd 1,68 -3,28 0,0893 -0,0016
US38381ERY67 / Government National Mortgage Association 1,68 -3,12 0,0891 -0,0015
US30319YAA64 / FS RIALTO 1,65 -20,42 0,0879 -0,0208
US08162WBF23 / Benchmark Mortgage Trust, Series 2020-B19, Class XA 1,60 -5,62 0,0849 -0,0037
US38406JAJ79 / GRACE TRUST 2020-GRCE SER 2020-GRCE CL D V/R REGD 144A P/P 2.67990000 1,58 2,27 0,0841 0,0032
US05549RAA59 / BBCMS TRUST 2018-CBM BBCMS 2018-CBM A 1,57 -0,95 0,0832 0,0005
US94989YBF97 / WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32 WFCM 2016-C32 C 1,55 0,58 0,0824 0,0018
US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A 1,54 -10,96 0,0817 -0,0086
US38382RCV87 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-58 CL SL V/R 3.65075000 1,53 11,06 0,0812 0,0092
US01627AAD00 / ALIGNED DATA CENTERS ISSUER LLC SER 2023-1A CL A2 REGD 144A P/P 6.00000000 1,52 -0,33 0,0806 0,0010
US61691UBF57 / MORGAN STANLEY CAPITAL I TRUST 2019-L3 SER 2019-L3 CL XA V/R REGD 0.64532000 1,51 -5,32 0,0804 -0,0032
NBC Funding LLC / ABS-CBDO (US62878YAC84) 1,51 0,00 0,0803 0,0013
Sound Point CLO 38, Ltd. / ABS-CBDO (US835937AA13) 1,50 0,20 0,0800 0,0014
Bain Capital Credit Clo 2022-6, Limited / ABS-CBDO (US05685LAN47) 1,50 0,27 0,0799 0,0015
US62481WAL19 / MP CLO VIII Ltd 1,50 0,20 0,0799 0,0014
CBAM 2017-2 Ltd / ABS-CBDO (US12481KAU25) 1,50 0,07 0,0798 0,0013
US38382QS923 / Government National Mortgage Association 1,45 -1,56 0,0772 -0,0000
US48275RAA59 / KREF, Series 2021-FL2, Class A 1,44 -14,88 0,0764 -0,0119
US31418CV272 / FANNIE MAE 3.50% 04/01/2048 FNL FNCL 1,43 -1,92 0,0760 -0,0003
SNDPT / Sounds Point CLO IV-R LTD 1,43 -18,62 0,0758 -0,0159
US46629VAD73 / JP Morgan Mortgage Acquisition Trust 1,40 5,57 0,0746 0,0050
ROCK Trust 2024-CNTR / ABS-MBS (US74970WAA80) 1,40 1,16 0,0745 0,0020
US08163JAH77 / Benchmark 2021-B29 Mortgage Trust 1,40 -2,85 0,0744 -0,0010
VEGAS Trust 2024-TI / ABS-MBS (US92254AAA51) 1,39 0,72 0,0741 0,0016
US86745LAA08 / Helios Issuer, LLC Series 2019-AA Class A 1,35 -1,53 0,0718 0,0000
US40417QAC96 / HERO Funding Trust, Series 2016-4A, Class A2 1,35 -1,46 0,0716 0,0001
US31418CEF77 / Fannie Mae Pool 1,35 -1,75 0,0716 -0,0001
US38381HKJ94 / Government National Mortgage Association 1,34 -1,90 0,0713 -0,0002
US78432WAC73 / SFO_21-555 1,32 0,0702 0,0702
US362334QE72 / GS Mortgage Securities Corp. 1,31 -1,13 0,0698 0,0004
US12594CBK53 / COMM 2016-DC2 Mortgage Trust 1,31 0,85 0,0695 0,0017
ARDN 2025-ARCP Mortgage Trust / ABS-MBS (US039961AA52) 1,27 0,0677 0,0677
BFLD Trust 2025-EWEST / ABS-MBS (US05494JAE01) 1,27 0,0676 0,0676
1345 Trust 2025-AOA / ABS-MBS (US68271CAA09) 1,26 0,0672 0,0672
US87276WAA18 / TPG Real Estate Finance Issuer LTD 1,26 -4,90 0,0671 -0,0024
US74927XAD49 / RBSGC Mortgage Loan Trust 2007-B 1,25 -7,05 0,0666 -0,0039
US39809PAA30 / Greystone CRE Notes 2021-FL3 Ltd 1,24 -26,58 0,0661 -0,0225
US93934NAG07 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust 1,24 1,06 0,0660 0,0017
US3140F5AD54 / Fannie Mae Pool 1,23 -2,07 0,0656 -0,0003
US02150EAF07 / Alternative Loan Trust 2007-5CB 1,22 -1,77 0,0649 -0,0001
US05610HAA14 / BX Commercial Mortgage Trust 2022-LP2 1,22 -13,57 0,0647 -0,0090
US76113FBA75 / Residential Asset Securitization Trust 2006-A6 1,21 0,58 0,0643 0,0014
US12667GLC59 / Alternative Loan Trust, Series 2005-23CB, Class A2 1,20 -2,19 0,0640 -0,0005
Luminace Abs-2024 Issuer LLC / ABS-CBDO (US55026NAA19) 1,18 -0,50 0,0629 0,0007
US225470AB92 / Credit Suisse Securities (USA) LLC 1,17 -4,87 0,0623 -0,0022
GoodLeap Home Improvement Solutions Trust 2024-1 / ABS-CBDO (US381935AA36) 1,17 -10,04 0,0620 -0,0058
US3132M3YK78 / Federal Home Loan Mortgage Corporation 1,16 -0,60 0,0618 0,0006
US40430TAB89 / HASC 2007-NC1 A2 1,16 0,78 0,0616 0,0014
US38380RUJ75 / Government National Mortgage Association 1,15 -1,37 0,0613 0,0001
US94989EAL11 / Wells Fargo Commercial Mortgage Trust 2015-LC20 1,15 -50,00 0,0610 -0,0591
US61946NAB47 / Mosaic Solar Loan Trust 2020-1 1,13 -3,83 0,0601 -0,0014
US97064EAA64 / Willis Engine Structured Trust IV 1,13 -7,38 0,0601 -0,0038
US36252SAX53 / GS Mortgage Securities Trust 2019-GC38 1,12 -6,53 0,0594 -0,0031
US05551VBK89 / BBCMS Trust 1,11 -5,12 0,0592 -0,0022
US95001YAF16 / Wells Fargo Commercial Mortgage Trust 2019-C54 1,06 -5,21 0,0561 -0,0022
US55284AAA60 / MF1 2021-FL7 Ltd 1,05 -36,24 0,0556 -0,0302
US75114TAD37 / Rali Series 2006-Qs5 Trust 1,04 -0,76 0,0554 0,0005
US437300AL06 / HOME PARTNERS AMER 2021-1 TR 3.325% 09/19/2041 144A 1,03 1,58 0,0546 0,0017
US36258YBJ64 / GS Mortgage Securities Trust 2020-GC45 1,02 -4,94 0,0543 -0,0019
US57643MMK70 / Master Asset Securitization Trust 1,01 -0,30 0,0539 0,0007
US749228AD45 / RALI Series 2006-QS4 Trust 1,01 -2,51 0,0538 -0,0005
US95000XAH08 / Wells Fargo Commercial Mortgage Trust 2017-C39 1,01 -12,74 0,0536 -0,0069
Battalion CLO XXIII Ltd. / ABS-CBDO (US07135LAL09) 1,01 0,60 0,0535 0,0011
US36179RQS12 / Government National Mortgage Association 1,00 -1,67 0,0534 -0,0001
Marble Point CLO XXV Ltd / ABS-CBDO (US565923AU34) 1,00 -0,30 0,0534 0,0007
Cedar Funding IX CLO Ltd / ABS-CBDO (US15033EAN85) 1,00 0,30 0,0534 0,0010
Carval CLO IX-C Ltd. / ABS-CBDO (US14688HAA05) 1,00 0,10 0,0534 0,0009
Warwick Capital CLO 3 Ltd / ABS-CBDO (US93655PAA57) 1,00 0,10 0,0533 0,0009
Katayma CLO II, Ltd. / ABS-CBDO (US485862AA40) 1,00 0,00 0,0533 0,0009
Bridge Street CLO IV Ltd / ABS-CBDO (US107934AA93) 1,00 0,10 0,0533 0,0009
US48585JAE01 / Katayma CLO I Ltd 1,00 0,10 0,0533 0,0009
US83614VAC90 / Sound Point CLO XXIX Ltd 1,00 0,30 0,0533 0,0010
OCP CLO 2017-13 Ltd / ABS-CBDO (US67097LAV80) 1,00 0,10 0,0532 0,0009
US07132LAN91 / Battalion CLO XI Ltd 1,00 0,10 0,0532 0,0009
US56606GAA22 / MARBLE POINT CLO XXII LTD SER 2021-2A CL A V/R REGD 144A P/P 1.32525000 1,00 0,00 0,0532 0,0008
US26243EAB74 / DRYDEN 53 CLO LTD 1,00 0,00 0,0532 0,0008
US08163HAG39 / Benchmark Mortgage Trust, Series 2021-B27, Class XA 0,99 -3,88 0,0528 -0,0012
US17313FAA03 / Citigroup Mortgage Loan Trust 2007-AR8 0,98 1,14 0,0521 0,0014
US32051G2W45 / First Horizon Mortgage Pass-Through Trust 2006-AR1 0,97 -3,76 0,0517 -0,0012
AASET 2024-1 / ABS-CBDO (US00255JAC45) 0,95 -3,44 0,0507 -0,0010
US3132L6CR01 / Federal Home Loan Mortgage Corporation 0,94 -1,56 0,0502 -0,0000
US02147RAG56 / Alternative Loan Trust 2006-15CB 0,93 -0,64 0,0494 0,0005
Upgrade Master Pass-Thru Trust Series 2025-ST1 / ABS-CBDO (US91533KAA88) 0,92 -8,12 0,0488 -0,0035
US37959PAA57 / SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30 0,90 -4,56 0,0478 -0,0015
US3136AED463 / Federal National Mortgage Association, Inc. 0,90 -8,28 0,0477 -0,0035
US38378DY257 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-32 CL Z 3.50000000 0,89 -1,11 0,0474 0,0002
US225470YH07 / Credit Suisse Securities (USA) LLC 0,89 -0,11 0,0474 0,0007
US46634ABH68 / Jp Morgan Resecuritization Trust Series 2009-10 0,89 -1,66 0,0473 -0,0001
US12544ABL89 / CHL Mortgage Pass-Through Trust 2006-18 0,88 -1,01 0,0468 0,0003
US08162TBC62 / BENCHMARK 2018-B7 MORTGAGE TRUST SER 2018-B7 CL XA V/R REGD 0.60375200 0,88 -6,70 0,0467 -0,0025
US437300AJ59 / HOME PARTNERS OF AMERICA 2021-1 TRUST SER 2021-1 CL E REGD 144A P/P 2.57700000 0,87 1,04 0,0463 0,0012
US94985GAE61 / Wells Fargo Alternative Loan 2007-PA3 Trust 0,86 -0,69 0,0456 0,0004
US83609GBQ73 / SOUND POINT CLO LTD SNDPT 2015 2A BRRR 144A 0,85 1,19 0,0452 0,0012
US17309VAA17 / Cmalt (Citimortgage Alternative Loan Trust), Series 2006-A4 0,84 -1,06 0,0449 0,0003
US50203JAA60 / LFT CRE 2021-FL1 Ltd 0,84 0,0448 0,0448
US12658WAA71 / CSMC 2021-B33 SER 2021-B33 CL A1 REGD 144A P/P 3.05250000 0,83 -2,35 0,0442 -0,0004
US05609KAA79 / BX Commercial Mortgage Trust 2021-XL2 0,83 -26,51 0,0439 -0,0149
US05609VAN55 / BX Commercial Mortgage Trust, Series 2021-VOLT, Class E 0,82 -54,42 0,0436 -0,0505
US12545AAE47 / CHL Mortgage Pass-Through Trust 2007-8 0,82 0,99 0,0434 0,0011
AREIT 2024-CRE9 Ltd / ABS-CBDO (US00193AAA25) 0,81 -10,14 0,0429 -0,0041
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) 0,81 0,0428 0,0428
US93936HAP10 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust 0,80 -4,67 0,0423 -0,0014
US94985GAH92 / Wells Fargo Alternative Loan 2007-PA3 Trust 0,78 -0,38 0,0415 0,0005
US76200RAV06 / RFMSI Series 2007-S7 Trust 0,76 2,01 0,0406 0,0015
US3132JNU211 / Federal Home Loan Mortgage Corporation 0,76 -1,04 0,0404 0,0002
US76113WAB90 / Residential Asset Securitization Trust 2007-A3 0,76 3,55 0,0404 0,0020
US61764PBZ45 / Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 0,75 -12,88 0,0400 -0,0052
US55275SAG57 / MASTR Alternative Loan Trust 2007-1 0,75 -2,73 0,0398 -0,0005
US46642EBE59 / JPMBB Commercial Mortgage Securities Trust 2014-C21 0,74 -5,41 0,0391 -0,0016
US93934NAE58 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust 0,69 0,87 0,0370 0,0009
US55284JAA79 / MF1 2022-FL8 Ltd 0,68 -12,53 0,0364 -0,0046
US12566WAL46 / CMALT (Citimortgage Alternative Loan Trust), Series 2007-A5 0,65 -1,07 0,0345 0,0002
US17329CAA99 / Citigroup Mortgage Loan Trust 2021-JL1 0,65 -8,11 0,0344 -0,0024
US3138WH5S78 / Fannie Mae Pool 0,64 -2,14 0,0341 -0,0002
US55348UAU25 / MRCD 2019-MARK Mortgage Trust 0,63 -0,78 0,0336 0,0003
US31418BL952 / Federal National Mortgage Association, Inc. 0,61 -1,31 0,0322 0,0001
US38380RM647 / Government National Mortgage Association 0,60 -1,49 0,0318 0,0000
US91835GAA22 / VOLT CV LLC, Series 2021-CF2, Class A1 0,57 -5,82 0,0301 -0,0014
US76114CAG15 / Residential Asset Securitization Trust, Series 2007-A6, Class 2A1 0,56 0,53 0,0300 0,0006
US3136A4UV90 / Federal National Mortgage Association, Inc. 0,54 -6,74 0,0288 -0,0016
US858102AX41 / STEELE CREEK CLO 2016-1 LTD 0,51 -20,13 0,0270 -0,0063
Benefit Street Partners Clo XXXVII Ltd / ABS-CBDO (US08182TAA79) 0,50 0,20 0,0266 0,0005
US05552XBJ63 / BBCMS MORTGAGE TRUST 2021-C12 SER 2021-C12 CL XA V/R REGD 0.95972000 0,49 -3,71 0,0262 -0,0006
US61754PAA21 / Morgan Stanley Mortgage Loan Trust 2007-8XS 0,49 4,73 0,0259 0,0015
US45661SAD53 / IndyMac INDA Mortgage Loan Trust 2006-AR2 0,49 -0,82 0,0258 0,0002
US74958YAB83 / RFMSI Series 2007-S4 Trust 0,48 3,21 0,0257 0,0012
US36250VAJ17 / GS Mortgage Securities Trust 2015-GC34 0,48 -27,69 0,0255 -0,0092
US92258VAB36 / Velocity Commercial Capital Loan Trust 2017-2 0,48 -29,91 0,0254 -0,0103
US36254CAX83 / GS MORTGAGE SECURITIES TRUST 2017-GS7 SER 2017-GS7 CL XA V/R REGD 1.27778700 0,47 -7,28 0,0251 -0,0015
US23345LAJ89 / DOLP Trust 2021-NYC 0,47 2,17 0,0251 0,0009
US94985JBP49 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 7 A38 0,46 0,66 0,0244 0,0005
US3137BLFY98 / Federal Home Loan Mortgage Corporation 0,45 1,13 0,0238 0,0006
US63170MAA18 / Nassau 2018-I Ltd 0,43 -30,62 0,0227 -0,0095
US12596WAE49 / CSAIL 2019-C16 Commercial Mortgage Trust 0,42 -6,21 0,0225 -0,0011
US3137A4T985 / Federal Home Loan Mortgage Corporation 0,42 -1,63 0,0225 -0,0000
US46651WAJ36 / JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP 0,41 0,98 0,0220 0,0005
US3136B1VR21 / Federal National Mortgage Association, Inc. 0,41 -0,73 0,0218 0,0002
US00500RAA32 / ACREC 2021-FL1 Ltd 0,39 0,0206 0,0206
US12531YAQ17 / CFCRE_16-C4 0,39 -36,97 0,0206 -0,0116
US61755GBF90 / Morgan Stanley Mortgage Loan Trust 2007-12 0,37 -1,85 0,0198 -0,0001
US749583AD28 / RFMSI Trust, Series 2007-S2, Class A4 0,36 1,42 0,0189 0,0005
US92557UAW71 / Vibrant Clo III Ltd 0,35 -23,62 0,0184 -0,0053
US36251SAA69 / GS MORTGAGE SECURITIES CORP TRUST 2018-TWR SER 2018-TWR CL A V/R REGD 144A P/P 2.66538000 0,34 -0,88 0,0180 0,0001
US38383MQQ41 / Government National Mortgage Association 0,31 11,47 0,0166 0,0020
US83406GAA85 / Sofi Alternative Trust 2021-1 0,29 -27,27 0,0154 -0,0054
US02150EAE32 / Alternative Loan Trust 2007-5CB 0,28 10,16 0,0150 0,0016
US06539WBE57 / BANK 2020-BNK25 0,28 1,84 0,0148 0,0005
US65535VSD19 / Nomura Asset Acceptance Corporation, Alternative Loan Trust, Series 2006-AP1 0,27 0,00 0,0146 0,0002
US92873FAA57 / VOLT XCVI LLC, Series 2021-NPL5, Class A1 0,27 -74,39 0,0146 -0,0413
US949922AA68 / Wells Fargo Alternative Loan 2007-PA5 Trust 0,27 -2,19 0,0143 -0,0001
US95001FBA21 / Wells Fargo Commercial Mortgage Trust 0,26 -16,72 0,0140 -0,0026
US94132LAA52 / Waterfall Commercial Mortgage Trust 2015-SBC5 0,26 -11,42 0,0136 -0,0015
US36251SAN80 / GS MORTGAGE SECURITIES CORP TRUST 2018-TWR SER 2018-TWR CL D V/R REGD 144A P/P 3.36538000 0,25 4,15 0,0134 0,0007
US90276EAF43 / UBS COMMERCIAL MORTGAGE TRUST 2017-C1 SER 2017-C1 CL XA V/R REGD 1.72909700 0,25 -14,97 0,0133 -0,0021
US91835EAA73 / VOLT_21-NPL6 0,24 -49,59 0,0130 -0,0123
US74927XBA90 / RBSGC Mortgage Loan Trust 2007-B 0,24 4,74 0,0129 0,0008
US125039AK30 / CD 2017-CD6 Mortgage Trust 0,22 1,37 0,0119 0,0004
US31398NRP14 / Federal National Mortgage Association, Inc. 0,22 -5,29 0,0114 -0,0005
US54910TBA97 / LSTAR Commercial Mortgage Trust 2017-5 0,21 -24,18 0,0110 -0,0033
US3137B7AC33 / Federal Home Loan Mortgage Corporation 0,20 5,95 0,0104 0,0007
US3136AEUQ82 / Federal National Mortgage Association, Inc. 0,19 0,53 0,0101 0,0002
US38382RPN25 / Government National Mortgage Association 0,19 11,83 0,0101 0,0012
US36251PAF18 / GS Mortgage Securities Trust 2016-GS3 0,18 -26,53 0,0096 -0,0032
US92873AAA60 / VOLT XCIV LLC 2.2395% 02/27/2051 144A 0,18 -64,69 0,0096 -0,0170
US78473TAJ97 / STARM Mortgage Loan Trust 2007-2 0,18 -2,78 0,0093 -0,0001
US3132M3KX46 / Federal Home Loan Mortgage Corporation 0,16 -0,61 0,0087 0,0001
US61766NBC83 / Morgan Stanley Bank of America Merrill Lynch Trust 0,16 -21,74 0,0086 -0,0022
US46590LAV45 / JPMDB Commercial Mortgage Securities Trust 2016-C2 0,15 8,70 0,0080 0,0008
US29429CAJ45 / Citigroup Commercial Mortgage Trust 2016-P3 0,14 -28,35 0,0074 -0,0028
US74957VAP40 / RFMSI Series 2006-S6 Trust 0,13 -0,78 0,0068 0,0001
US31394CCK62 / Fannie Mae REMICS 0,12 -2,38 0,0065 -0,0001
US07387UGR68 / Bear Stearns Asset Backed Securities I LLC 0,12 -0,85 0,0063 0,0001
US36251SAQ12 / GS MORTGAGE SECURITIES CORP TRUST 2018-TWR SER 2018-TWR CL E V/R REGD 144A P/P 3.86538000 0,10 -24,82 0,0055 -0,0017
US36251SAS77 / GS MORTGAGE SECURITIES CORP TRUST 2018-TWR SER 2018-TWR CL F V/R REGD 144A P/P 4.56538000 0,09 -12,00 0,0047 -0,0005
US36251SAU24 / GS Mortgage Securities Corp. Trust, Series 2018-TWR, Class G 0,08 0,00 0,0043 0,0001
US3136A0R335 / Federal National Mortgage Association, Inc. 0,08 1,32 0,0041 0,0001
US20268MAD83 / Commonbond Student Loan Trust 2018-BGS 0,07 2,78 0,0040 0,0001
US3138ELXW86 / Federal National Mortgage Association, Inc. 0,07 -29,90 0,0036 -0,0015
US40537YAN31 / Halcyon Loan Advisors Funding 2013-2 Ltd 0,06 -58,65 0,0029 -0,0041
US23312LAW81 / DBJPM 16-C1 Mortgage Trust 0,05 -55,83 0,0028 -0,0035
US36252AAE64 / GS Mortgage Securities Trust 2015-GS1 0,05 -15,00 0,0027 -0,0004
US95000LBC63 / Wells Fargo Commercial Mortgage Trust 2016-C33 0,04 -45,00 0,0024 -0,0018
US17324TAG40 / Citigroup Commercial Mortgage Trust 2016-GC36 0,04 -59,34 0,0020 -0,0028
US95000AAX54 / Wells Fargo & Company 0,03 3,03 0,0019 0,0001
US36250VAF94 / GS MORTGAGE SECURITIES TRUST 2015-GC34 XA CSTR 10/10/2048 0,02 -72,15 0,0012 -0,0030
US61766LBT52 / Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 0,02 -67,80 0,0010 -0,0021
US12594CBG42 / COMM 2016-DC2 Mortgage Trust 0,02 -66,67 0,0010 -0,0017
US93934XAC74 / Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 2A2 0,02 0,00 0,0009 0,0000
US3137ARCX22 / Federal Home Loan Mortgage Corporation 0,02 0,00 0,0009 0,0000
US12593QBF63 / COMM 2015-CCRE26 Mortgage Trust 0,01 250,00 0,0008 0,0006
US12591KAF21 / COMM 2013-CCRE12 Mortgage Trust 0,01 0,00 0,0006 0,0000
US36253GAG73 / GS Mortgage Securities Trust 2014-GC24 0,00 0,0001 0,0000
US126281BB90 / CSAIL 2015-C1 Commercial Mortgage Trust 0,00 0,0000 0,0000
US3137A4MS36 / Federal Home Loan Mortgage Corporation 0,00 0,0000 -0,0000
US12629NAG07 / COMM 2015-DC1 Mortgage Trust 0,00 0,0000 -0,0000
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) -1,67 -0,0891 -0,0891