Mga Batayang Estadistika
Nilai Portofolio $ 342,658,180
Posisi Saat Ini 241
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)

JNL INVESTORS SERIES TRUST - JNL/PPM America Low Duration Bond Fund (A) telah mengungkapkan total kepemilikan 241 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 342,658,180 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama JNL INVESTORS SERIES TRUST - JNL/PPM America Low Duration Bond Fund (A) adalah JNL Government Money Market Fund (US:46628D437) , United States Treasury Note/Bond (US:US912828S273) , FANNIE MAE 0.250000% 07/10/2023 (US:US3135G05G45) , Fannie Mae or Freddie Mac (US:US01F0204A48) , and California Republic Auto Receivables Trust 2018-1 (US:US13057FAE16) . Posisi baru JNL INVESTORS SERIES TRUST - JNL/PPM America Low Duration Bond Fund (A) meliputi: United States Treasury Note/Bond (US:US912828S273) , FANNIE MAE 0.250000% 07/10/2023 (US:US3135G05G45) , Fannie Mae or Freddie Mac (US:US01F0204A48) , California Republic Auto Receivables Trust 2018-1 (US:US13057FAE16) , and FREDDIE MAC 0.375% 05/05/2023 (US:US3137EAER64) .

JNL INVESTORS SERIES TRUST - JNL/PPM America Low Duration Bond Fund (A) - Nilai Portofolio
Tambahkan Dana Ini
ke Dasbor Anda
Peningkatan Tertinggi Kuartal Ini

Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.

Keamanan Saham
(MM)		 Nilai
(Juta Dolar AS)		 Portfolio % ΔPorsyento ng Portfolio
5.60 1.4818 1.4818
6.55 1.7327 1.4754
5.20 1.3756 1.3756
12.04 12.04 3.1866 0.8148
2.50 0.6615 0.6615
2.43 0.6435 0.6435
2.37 0.6260 0.6260
2.35 0.6212 0.6212
3.39 0.8962 0.5525
2.04 0.5396 0.5396
Penurunan Tertinggi Kuartal Ini

Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.

Keamanan Saham
(MM)		 Nilai
(Juta Dolar AS)		 Portfolio % ΔPorsyento ng Portfolio
1.01 0.2678 -0.5078
1.96 0.5197 -0.5023
0.54 0.1438 -0.4316
0.51 0.1349 -0.3889
1.62 0.4283 -0.3797
2.03 0.5380 -0.3711
1.27 0.3359 -0.3466
3.05 0.8081 -0.3245
1.59 0.4208 -0.2789
1.04 0.2755 -0.2511
Pengajuan 13F dan Dana

Formulir ini diajukan pada 2020-11-24 untuk periode pelaporan 2020-09-30. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.

Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. .

2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
Keamanan Ketik Harga Saham Rata-rata Saham
(MM)		 ΔSaham
(%)		 ΔSaham
(%)		 Nilai
($MM)		 Portpolyo
(%)		 ΔPortofolio
(%)
46628D437 / JNL Government Money Market Fund 12.04 29.41 12.04 29.41 3.1866 0.8148
US912828S273 / United States Treasury Note/Bond 6.55 548.86 1.7327 1.4754
US3135G05G45 / FANNIE MAE 0.250000% 07/10/2023 5.60 1.4818 1.4818
US01F0204A48 / Fannie Mae or Freddie Mac 5.20 1.3756 1.3756
US13057FAE16 / California Republic Auto Receivables Trust 2018-1 4.11 0.22 1.0863 0.0422
US3137EAER64 / FREDDIE MAC 0.375% 05/05/2023 4.02 0.20 1.0628 0.0412
US3132A9UR66 / Freddie Mac Pool 4.01 -8.71 1.0623 -0.0584
US912828ZH65 / United States Treasury Note/Bond 4.01 0.05 1.0613 0.0395
US14040HBS31 / Capital One Financial Corp 4.00 -0.05 1.0588 0.0385
US065603AC67 / BANK OF THE WEST AUTO TRUST 2018-1 A3 3.43% 12/15/2022 144A 3.72 -8.66 0.9854 -0.0537
US05526DAV73 / BAT Capital Corp 3.51 0.03 0.9282 0.0344
US12510FAB04 / CCG Receivables Trust 2019-2 3.50 -12.03 0.9272 -0.0878
US23291JAC27 / DLL 2018-2 LLC SER 2018-ST2 CL A3 REGD 144A P/P 3.46000000 3.39 151.19 0.8962 0.5525
US737415AL35 / Post Apt Homes 3.375% 12/01/22 3.14 0.03 0.8299 0.0307
US928668AN24 / Volkswagen Group of America Finance LLC 3.12 -0.73 0.8261 0.0247
US86787EAX58 / Truist Bank 3.07 -0.49 0.8136 0.0261
US6174468K89 / Morgan Stanley 3.05 -31.29 0.8081 -0.3245
US92343VEN01 / Verizon Communications Inc 2.79 0.51 0.7371 0.0308
US254687FV35 / Walt Disney Co/The 2.63 1.31 0.6971 0.0342
US3133834G32 / Federal Home Loan Banks 2.62 -0.27 0.6943 0.0238
US17325FAY43 / Citibank NA 2.61 -0.38 0.6899 0.0227
US431282AM42 / Highwoods Realty LP 2.59 0.27 0.6853 0.0272
US57629WCU27 / MassMutual Global Funding II 2.58 0.62 0.6820 0.0290
US362569AC94 / GM Financial Automobile Leasing Trust 2020-3 2.50 0.6615 0.6615
US06406RAM97 / Bank of New York Mellon Corp/The 2.44 0.08 0.6452 0.0241
US3137EAEV76 / Federal Home Loan Mortgage Corp 2.43 0.6435 0.6435
US92928QAC24 / WEA FINANCE LLC 144A LIFE SR UNSEC 3.15% 04-05-22 2.38 0.17 0.6300 0.0243
US91282CAC55 / United States Treasury Note/Bond 2.37 0.6260 0.6260
US98163BAC63 / World Omni Select Auto Trust 2019-A 2.35 0.6212 0.6212
US00138CAG33 / AIG Global Funding 2.27 -0.57 0.6005 0.0186
US912828ZD51 / United States Treasury Note/Bond 2.22 0.00 0.5873 0.0216
US30262LAF04 / FREMF Mortgage Trust, Series 2011-K12, Class B 2.22 -0.67 0.5870 0.0178
US20030NCR08 / Comcast Corp 2.21 -0.23 0.5844 0.0202
RY.PRT / Royal Bank of Canada, 6.75% Dep Shares Fixed/Float Non-cum Preferred Shares C-2 2.18 0.00 0.5778 0.0214
US36256DAA46 / GLS Auto Receivables Issuer Trust 2019-1 2.18 54.99 0.5760 0.2180
US90331HNV14 / US Bank N.A. 2.16 -0.18 0.5715 0.0201
US06051GGT04 / Bank of America Corp 2.16 -0.14 0.5704 0.0202
US29444UBC99 / Equinix Inc 2.13 -0.05 0.5632 0.0205
US00287YBQ17 / AbbVie Inc 2.12 -0.09 0.5609 0.0202
US86562MAX83 / Sumitomo Mitsui Financial Group Inc 2.11 -0.24 0.5583 0.0195
US38141GGQ10 / Goldman Sachs Group Inc 5.25% 07/27/21 2.08 -0.95 0.5503 0.0151
US9128287C81 / United States Treasury Note/Bond 2.06 -0.34 0.5445 0.0183
US294429AM71 / Equifax Inc 2.05 -0.19 0.5433 0.0191
US3140KEGE29 / Fannie Mae Pool 2.04 0.5396 0.5396
US63743HET59 / National Rural Utilities Cooperative Finance Corp 2.04 -0.29 0.5391 0.0183
US912828Z609 / United States Treasury Note/Bond 2.03 -42.99 0.5380 -0.3711
US912828YT13 / United States Treasury Note/Bond 2.03 -0.29 0.5376 0.0183
US37045XCJ37 / General Motors Financial Co Inc 2.03 0.20 0.5365 0.0206
US59217GEH83 / Metropolitan Life Global Funding I 2.02 0.35 0.5343 0.0215
US161175AY09 / Charter Communications Operating LLC / Charter Communications Operating Capital 2.02 0.5341 0.5341
US981464GH70 / World Financial Network Credit Card Master Trust 2.00 0.5296 0.5296
US345397YS67 / Ford Motor Credit Co LLC 2.00 0.5296 0.5296
US912828ZR48 / United States Treasury Note/Bond 2.00 -19.98 0.5292 -0.1076
US91282CAG69 / US TREASURY N/B 08/22 0.125 2.00 0.5292 0.5292
US912828ZP81 / UST NOTES 0.125% 05/15/2023 2.00 0.10 0.5289 0.0199
US912828ZW33 / United States Treasury Note/Bond 2.00 0.5288 0.5288
US912828ZY98 / United States Treasury Note/Bond 2.00 0.5287 0.5287
US74114NAE76 / PRESTIGE AUTO RECEIVABLES TRUST 2018-1 PART 2018-1A A3 1.96 -51.04 0.5197 -0.5023
US43283AAA34 / Hilton Grand Vacations Trust 2017-A 1.95 -5.29 0.5168 -0.0089
US61691BAG68 / Morgan Stanley Capital Barclays Bank Trust 2016-MART 1.95 0.83 0.5156 0.0231
US12592BAF13 / CNH Industrial Capital LLC 1.92 -0.88 0.5072 0.0145
US23291JAD00 / DLL Securitization Trust Series 2018-A4 1.91 -0.21 0.5059 0.0176
17IP / Sky Ltd 1.90 -0.68 0.5035 0.0151
US58769EAC21 / MERCEDES-BENZ AUTO LEASE TRUST 1.90 0.5033 0.5033
US494550BL94 / Kinder Morgan Ener Part 3.95% Senior Notes 09/01/22 1.84 -0.49 0.4866 0.0158
US606822BS23 / Mitsubishi UFJ Financial Group Inc 1.83 0.4835 0.4835
US36255JAF12 / GM Financial Consumer Automobile Receivables Trust 2018-3 1.77 -0.23 0.4683 0.0164
US12597UAA51 / CIG Auto Receivables Trust 2020-1 1.75 0.4631 0.4631
US02588QAC24 / American Express Credit Account Master Trust 1.73 0.4586 0.4586
US65339KBF66 / NextEra Energy Capital Holdings Inc 1.73 -0.52 0.4578 0.0147
US14913R2C07 / Caterpillar Financial Services Corp 1.73 0.64 0.4575 0.0195
US07274NAE31 / Bayer US Finance II LLC 1.64 -0.43 0.4333 0.0140
US110122CM85 / CORP. NOTE 1.62 0.4300 0.4300
US23291KAF21 / DHR 2.05 11/15/22 1.62 -48.96 0.4283 -0.3797
US46647PAH91 / JPMorgan Chase & Co 1.61 0.4263 0.4263
US857477BE26 / State Street Corp. 1.61 0.31 0.4249 0.0170
US3135G05X77 / FANNIE MAE 0.375% 08/25/2025 1.59 0.4213 0.4213
US446150AQ78 / Huntington Bancshares Inc/OH 1.59 0.13 0.4212 0.0162
US70450YAC75 / PayPal Holdings, Inc. 2.40%, due 10/01/2024 1.59 -42.08 0.4208 -0.2789
US11135FAX96 / Broadcom Inc 1.57 0.4154 0.4154
US165183BY90 / Chesapeake Funding II LLC, Series 2019-1A, Class A1 1.57 -12.65 0.4147 -0.0428
US02209SBA06 / Altria Group Inc 1.56 -0.38 0.4126 0.0136
US694308JE87 / Pacific Gas and Electric Co 1.56 -39.14 0.4123 -0.2404
US94946DAA90 / Welk Resorts LLC, Series 2019-AA, Class A 1.56 -4.37 0.4115 -0.0031
US63307A2J35 / National Bank of Canada 1.55 0.58 0.4102 0.0172
US225401AQ16 / Credit Suisse Group AG 1.55 1.84 0.4095 0.0222
US05565EAR62 / BMW US Capital LLC 1.55 0.39 0.4089 0.0164
US67079BAB62 / Nutrition & Biosciences Inc 1.54 0.4071 0.4071
US20453KAC99 / BBVA USA 1.53 -0.46 0.4042 0.0130
US94988J5X19 / Wells Fargo Bank NA 1.52 -0.39 0.4031 0.0133
US126650DC17 / Cvs Health Corp 3.350000% 03/09/2021 Bond 1.52 -0.65 0.4021 0.0121
US023135BQ82 / Amazon.com Inc 1.52 0.40 0.4012 0.0163
US00287YAU38 / AbbVie Inc 1.52 -0.33 0.4010 0.0135
US912828S760 / United States Treasury Note/Bond 1.51 -0.20 0.4002 0.0140
US06051GJD25 / Bank of America Corp 1.51 0.13 0.3994 0.0151
US04364YAC12 / Ascentium Equipment Receivables 2017-2 Trust 1.50 -15.91 0.3975 -0.0577
US29273RAQ20 / Energy Transfer Partners 5.2% Senior Notes 02/01/22 1.50 -0.99 0.3970 0.0107
US23291RAB69 / DLL 2019-3 LLC DLL 2019-MT3 A2 1.50 -25.60 0.3963 -0.1166
US23636AAW18 / Danske Bank A/S 1.48 0.61 0.3926 0.0168
US68504WAA53 / Orange Lake Timeshare Trust 2018-A 1.45 -8.76 0.3833 -0.0214
US12632QAU76 / COMM 2014-CCRE18 MORTGAGE TRUST SER 2014-CR18 CL ASB REGD 3.45200000 1.43 -7.61 0.3790 -0.0162
US03027XAZ33 / American Tower Corp 1.43 0.63 0.3785 0.0162
US76131VAA17 / Retail Properties of America Inc 1.43 14.73 0.3772 0.0606
US785592AJ58 / Sabine Pass Liquefaction LLC 1.42 0.57 0.3745 0.0159
US205887BW12 / Conagra Brands Inc 1.40 0.00 0.3710 0.0136
US03522AAG58 / Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 1.40 -0.14 0.3704 0.0131
US69353RFT05 / PNC BANK NA PITTSBURGH PA 1.743/VAR 02/24/2023 1.38 0.15 0.3654 0.0139
US3137FJG785 / Federal Home Loan Mortgage Corporation 1.35 -14.42 0.3565 -0.0449
US89114QCA40 / Toronto-Dominion Bank/The 1.34 0.07 0.3539 0.0134
VR5B / Seven & i Holdings Co Ltd 1.34 -0.45 0.3533 0.0113
US361886BK91 / Gmf Floorplan Owner Revolving Trust Gfort 2018-2 A1 Bond 1.32 -0.15 0.3483 0.0122
US37045XCZ78 / General Motors Financial Co Inc 1.30 0.3448 0.3448
US78081BAA17 / Royalty Pharma PLC 1.30 0.3433 0.3433
US166756AE66 / Chevron USA Inc 1.30 0.3430 0.3430
US00287YBL20 / AbbVie Inc 1.29 0.00 0.3422 0.0126
US172967LV16 / Citigroup Inc 1.29 -0.23 0.3412 0.0117
US80281LAM72 / Santander UK Group Holdings PLC 1.28 0.3388 0.3388
US98162WAF41 / World Omni Auto Receivables Trust, Series 2018-D, Class B 1.27 0.3364 0.3364
US39154TAQ13 / GreatAmerica Leasing Receivables Funding LLC Series 2018-1 1.27 -52.60 0.3359 -0.3466
US12591YBB02 / Commercial Mortgage Trust, Series 2014-UBS3, Class A3 1.26 0.64 0.3329 0.0142
US88732JAX63 / Time Warner Cable Inc. 4.125% Senior Notes 02/15/21 1.26 0.3321 0.3321
US38013FAF80 / GM Financial Consumer Automobile Receivables Trust 2018-4 1.22 3.29 0.3238 0.0219
US141781BL76 / Cargill Inc 1.22 0.50 0.3225 0.0135
US3137EAEU93 / Federal Home Loan Mortgage Corp 1.19 0.3149 0.3149
US16412XAD75 / CHENIERE CORPUS CHRISTI HLDGS LLC 7.00% 06/30/2024 1.15 0.3047 0.3047
US36254MAF59 / GM Financial Consumer Automobile Receivables Trust 2017-3 1.15 -0.09 0.3030 0.0109
US53944YAM57 / Lloyds Banking Group PLC 1.13 0.18 0.3000 0.0116
US126650CL25 / CVS Health Corp 1.13 0.2983 0.2983
US46647CAA36 / JP Morgan Mortgage Trust 2016-2 1.12 -11.46 0.2966 -0.0259
US23317HAD44 / SITE Centers Corp 1.11 1.37 0.2933 0.0147
US718172CN75 / Philip Morris International, Inc. 1.10 0.82 0.2920 0.0130
US25272KAG85 / Dell International LLC/EMC Corp. 1.10 0.27 0.2901 0.0113
US11135FAY79 / Broadcom, Inc. 1.09 0.2888 0.2888
US780097BD21 / Royal Bank of Scotland Group PLC 1.07 -0.46 0.2841 0.0093
US22822VAJ08 / Crown Castle International Corp 1.06 -0.38 0.2810 0.0094
US785592AH92 / Sabine Pass Liquefaction LLC 1.06 0.2804 0.2804
US02209SBH58 / Altria Group Inc 1.05 0.38 0.2789 0.0111
US36257FAF71 / GMCAR 19-2 B 2.87% 10-16-24/02-16-23 1.05 4.08 0.2767 0.0205
US55336VBK52 / MPLX LP 1.04 0.29 0.2764 0.0109
US75886AAL26 / Energy Transfer Partners LP / Regency Energy Finance Corp 1.04 -1.14 0.2760 0.0069
US95000U2N22 / Wells Fargo & Co 1.04 -49.61 0.2755 -0.2511
US78081BAB99 / Royalty Pharma PLC 1.04 0.2744 0.2744
US22550L2B68 / Credit Suisse AG/New York NY 1.04 -0.19 0.2739 0.0094
US034863AQ39 / Anglo American Capital PLC 1.03 0.49 0.2738 0.0113
US39154TAX63 / Great American Auto Leasing Inc 2019-1 1.03 1.38 0.2729 0.0137
US125523AE07 / Cigna Corp 1.03 -0.48 0.2723 0.0089
BTI / British American Tobacco p.l.c. - Depositary Receipt (Common Stock) 1.03 0.2715 0.2715
US38141GWC40 / Goldman Sachs Group Inc/The 1.02 -0.29 0.2687 0.0091
US912828T677 / United States Treasury Note/Bond 1.01 -66.74 0.2678 -0.5078
US86562MAD20 / SUMITOMO MITSUI FINL GRP SR UNSECURED 03/21 VAR 1.01 0.2665 0.2665
US949746RT05 / Wells Fargo & Co 1.00 0.2659 0.2659
US06739FJJ12 / Barclays Bank PLC 1.00 -0.30 0.2658 0.0090
US06051GHF90 / Bank of America Corp 1.00 -0.30 0.2654 0.0091
US24704GAC78 / Dell Equipment Finance Trust 2020-2 1.00 0.2646 0.2646
US12508VAB99 / CCG Receivables Trust 2018-1 0.98 -41.77 0.2584 -0.1689
EQNR / Equinor ASA - Depositary Receipt (Common Stock) 0.97 1.46 0.2578 0.0129
US032654AN54 / Analog Devices Inc 0.96 0.2547 0.2547
US404280CJ69 / HSBC Holdings PLC 0.95 0.2522 0.2522
US36254MAG33 / GM Financial Consumer Automobile Receivables Trust 2017-3 0.90 0.2389 0.2389
US46647EAT82 / JP Morgan Mortgage Trust 2016-3 0.90 -9.11 0.2379 -0.0141
US3137FHJG98 / Federal Home Loan Mortgage Corporation 0.90 -21.43 0.2379 -0.0536
US74368CAX20 / Protective Life Global Funding 0.88 0.2331 0.2331
US40438DAC39 / HPEFS Equipment Trust 2019-1 0.88 0.00 0.2322 0.0086
US24704GAB95 / Dell Equipment Finance Trust 2020-2 0.87 0.2297 0.2297
US125504AA87 / CIG Auto Receivables Trust, Series 2019-1A, Class A 0.86 7.87 0.2287 0.0245
US064229AC15 / Bank of The West Auto Trust, Series 2017-1, Class A3 0.86 -18.10 0.2276 -0.0402
US07274NAJ28 / Bayer US Finance II LLC 0.86 0.2268 0.2268
US04365JAC36 / Ascentium Equipment Receivables 2017-1 Trust 0.85 -42.16 0.2255 -0.1500
US17401QAL59 / Citizens Bank NA 0.83 0.00 0.2187 0.0079
US29364GAM50 / ENTERGY CORP NEW 0.9% 09/15/2025 0.82 0.2179 0.2179
US55336VBR06 / MPLX LP 0.79 0.2078 0.2078
US39154TAR95 / GreatAmerica Leasing Receivables Funding LLC Series 2018-1 0.76 1.20 0.2012 0.0097
US96042JAC09 / Westlake Automobile Receivables Trust, Series 2019-1A, Class A2A 0.76 -52.42 0.2001 -0.2051
US17322AAE29 / Citigroup Commercial Mortgage Trust 2014-GC19 0.72 -5.61 0.1914 -0.0039
US125523AF71 / Cigna Corp 0.72 -0.42 0.1904 0.0063
US3140QES949 / Federal National Mortgage Association, Inc. 0.72 0.1902 0.1902
US948741AH62 / Weingarten Realty Investors 3.375% 10/15/22 0.71 -2.07 0.1881 0.0032
US02665WDL28 / American Honda Finance Corp 0.71 0.1873 0.1873
US231021AU00 / Cummins Inc 0.71 0.1868 0.1868
US45674CAA18 / INFOR INC SR UNSECURED 144A 07/25 1.75 0.70 2.35 0.1844 0.0111
US46643KAA97 / JP Morgan Mortgage Trust 2014-5 0.69 -9.80 0.1827 -0.0123
US38148YAC21 / Goldman Sachs Group Inc/The 0.68 -0.15 0.1810 0.0064
US06051GFZ72 / Bank of America Corp 0.64 -0.16 0.1702 0.0060
US582839AJ52 / Mead Johnson Nutrition Co 0.64 -0.78 0.1694 0.0052
US40438DAB55 / HPEFS Equipment Trust 2019-1 0.64 -29.31 0.1693 -0.0612
US61763KAY01 / Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 0.63 -4.23 0.1678 -0.0010
US553896AA94 / MVW Owner Trust 2017-1 0.63 -6.08 0.1677 -0.0043
US134429BE86 / Campbell Soup Co 0.61 0.16 0.1618 0.0063
US98161TAD72 / World Omni Auto Receivables Trust, Series 2017-B, Class A3 0.60 -21.86 0.1599 -0.0373
US254683CF08 / Discover Card Execution Note Trust, Series 2018-A3, Class A3 0.60 0.1590 0.1590
US06051GGS21 / Bank of America Corp. 0.58 -0.17 0.1545 0.0054
US12591YBC84 / COMM 2014-UBS3 Mortgage Trust 0.58 0.70 0.1531 0.0066
US46645GAE89 / JP MORGAN TRUST 2015-6 JPMMT 2015-6 A5 0.57 -27.34 0.1520 -0.0495
US98163DAB47 / World Omni Select Auto Trust 2020-A 0.56 0.1485 0.1485
US92937UAD00 / WFRBS Commercial Mortgage Trust 2013-C13 0.55 0.55 0.1452 0.0063
US36248FAG72 / GS Mortgage Securities Trust 2011-GC3 0.55 -17.22 0.1450 -0.0239
US98162DAE94 / World Omni Select Auto Trust 2018-1 0.55 -37.79 0.1444 -0.0791
US92939LAE65 / WFRBS Commercial Mortgage Trust 2014-C25 0.55 1.11 0.1443 0.0069
US126650CW89 / CVS Health Corp 0.54 -75.94 0.1438 -0.4316
US05529SAC35 / BBCMS TRUST 2013-TYSN BBCMS 2013-TYSN A2 0.54 0.00 0.1421 0.0052
US25272KAD54 / Dell International LLC / EMC Corp 0.51 -75.23 0.1349 -0.3889
US89236TFW09 / TOYOTA MTR CREDIT SR UNSEC FRN (L+15) 10-09-20 0.50 0.00 0.1323 0.0048
US902613AB45 / UBS Group AG 0.49 0.1309 0.1309
US00928QAT85 / Aircastle Ltd 0.49 0.1297 0.1297
US74113NAB47 / PART 19-1A A2 144A 2.44% 07-15-22/12-15-20 0.45 -43.29 0.1196 -0.0835
US45674CAB90 / Infor Inc 0.44 0.69 0.1156 0.0051
US17401QAN16 / Citizens Bank NA/Providence RI 0.43 -0.46 0.1145 0.0039
US46649HAF91 / JP Morgan Mortgage Trust 2017-6 0.42 -34.94 0.1111 -0.0532
US98162YAB92 / WORLD OMNI AUTO RECEIVABLES TRUST 2019-A WOART 2019-A A2 0.41 -69.57 0.1095 -0.2364
US233050AC77 / DBUBS_11-LC1A 0.39 -52.68 0.1027 -0.1065
US12596JAB98 / CNH EQUIPMENT TRUST CNH 2019 A A2 0.37 -48.69 0.0987 -0.0868
US19687XAA54 / COLT 2019-1 Mortgage Loan Trust 0.37 -15.37 0.0979 -0.0135
US14313FAD15 / CarMax Auto Owner Trust 0.34 -17.85 0.0891 -0.0152
US31679RAD70 / FITAT 2017-1 A3 1.8% 02/15/2022 0.33 -65.87 0.0871 -0.1588
US38376PWS54 / Government National Mortgage Association 0.32 -10.70 0.0840 -0.0067
US12509KAB26 / CCG Receivables Trust REMIC 0.31 -25.18 0.0828 -0.0236
US12596EAC84 / CNH Equipment Trust 2018-B 0.29 -17.70 0.0777 -0.0132
US14315NAH35 / CarMax Auto Owner Trust, Series 2019-1, Class A2A 0.29 -61.34 0.0763 -0.1138
US39154TAK43 / GreatAmerica Leasing Receivables Funding LLC Series 2017-1 0.28 -36.22 0.0743 -0.0378
US36176DGR89 / Government National Mortgage Association 0.27 -5.88 0.0720 -0.0017
US03066GAB59 / AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2019 1 A2A 0.25 -63.29 0.0664 -0.1072
US571183AC62 / Marlin Leasing Receivables LLC 0.24 -57.17 0.0627 -0.0779
US89238KAD46 / Toyota Auto Receivables Owner Trust, Series 2017-D, Class A3 0.23 -38.90 0.0621 -0.0358
US3137APH609 / Federal Home Loan Mortgage Corporation 0.23 -12.17 0.0612 -0.0060
US3136A7TE26 / Federal National Mortgage Association, Inc. 0.22 -6.69 0.0590 -0.0020
US3137AJSU92 / Federal Home Loan Mortgage Corporation 0.22 -7.88 0.0590 -0.0025
US3137A2YS42 / Federal Home Loan Mortgage Corporation 0.20 -26.55 0.0535 -0.0168
US14314PAC05 / CarMax Auto Owner Trust, Series 2017-2, Class A3 0.20 -54.71 0.0535 -0.0603
US82652XAA46 / Sierra Receivables Funding Co. LLC, Series 2016-1A, Class A 0.19 -9.86 0.0510 -0.0035
US3136A6T619 / Federal National Mortgage Association, Inc. 0.19 -15.62 0.0503 -0.0069
US31680YAB39 / Fifth Third Auto Trust 2019-1 0.15 -51.33 0.0387 -0.0378
US98162XAB10 / World Omni Automobile Lease Securitization Trust, Series 2019-A, Class A2 0.10 -41.82 0.0256 -0.0167
US3136A1UU78 / Federal National Mortgage Association, Inc. 0.07 -18.29 0.0178 -0.0031
US36257AAB70 / GM Financial Automobile Leasing Trust 2019-2 0.04 -87.11 0.0109 -0.0703
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) 0.02 0.0054 0.0054
US81747AAG04 / Sequoia Mortgage Trust 2019-1 0.02 -80.00 0.0046 -0.0173
US32059DAA28 / First Investors Auto Owner Trust 2018-2 0.01 -93.71 0.0027 -0.0380
US3137GAWY95 / Freddie Mac REMICS 0.01 -53.33 0.0019 -0.0021
US3137A3V306 / Federal Home Loan Mortgage Corporation 0.01 -64.29 0.0014 -0.0023
US98162WAB37 / World Omni Auto Receivables Trust 2018-D 0.00 -95.40 0.0013 -0.0210
FUTURE - PHYSICALLY DELIVERED / DIR (N/A) -0.03 -0.0087 -0.0087