Mga Batayang Estadistika
Nilai Portofolio $ 665,206,067
Posisi Saat Ini 531
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)

VSCFX - Voya Securitized Credit Fund Class P telah mengungkapkan total kepemilikan 531 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 665,206,067 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama VSCFX - Voya Securitized Credit Fund Class P adalah RFM_22-FRR1 (US:US74971BBR50) , RFM_22-FRR1 (US:US74971BBM63) , RFM_22-FRR1 (US:US74971BBP94) , Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class (US:US61747C7074) , and Freddie Mac Structured Agency Credit Risk Debt Notes (US:US35564KQY81) . Posisi baru VSCFX - Voya Securitized Credit Fund Class P meliputi: RFM_22-FRR1 (US:US74971BBR50) , RFM_22-FRR1 (US:US74971BBM63) , RFM_22-FRR1 (US:US74971BBP94) , Freddie Mac Structured Agency Credit Risk Debt Notes (US:US35564KQY81) , and STACR_22-DNA2 (US:US35564KSJ96) .

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
4.70 0.6986 0.6961
4.20 0.6243 0.6878
4.08 0.6067 0.6067
4.05 0.6028 0.6028
3.35 0.4977 0.4977
2.42 0.3599 0.3599
6.30 0.9373 0.3274
2.17 0.3227 0.3227
2.16 0.3212 0.3212
2.05 0.3044 0.3044
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
0.00 0.00 -3.1393
7.40 7.40 1.1012 -1.1691
0.01 0.0021 -0.5292
-3.02 -0.4496 -0.3861
0.01 0.0013 -0.0869
6.08 0.9051 -0.0739
6.06 0.9012 -0.0506
-0.74 -0.1106 -0.0471
3.71 0.5515 -0.0464
2.53 0.3762 -0.0352
Pengajuan 13F dan Dana

Formulir ini diajukan pada 2023-05-19 untuk periode pelaporan 2023-03-31. 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
(%)
US74971BBR50 / RFM_22-FRR1 11.30 -27.72 1.6808 0.0185
US74971BBM63 / RFM_22-FRR1 8.58 -28.36 1.2764 0.0027
US74971BBP94 / RFM_22-FRR1 7.60 -28.72 1.1306 -0.0031
US61747C7074 / Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class 7.40 -71.42 7.40 -71.42 1.1012 -1.1691
US35564KQY81 / Freddie Mac Structured Agency Credit Risk Debt Notes 6.37 -28.56 0.9471 -0.0005
US35564KSJ96 / STACR_22-DNA2 6.30 9.85 0.9373 0.3274
US92890PBG81 / WFRBS Commercial Mortgage Trust 2013-C14, Series 2013-C14, Class D 6.08 -33.91 0.9051 -0.0739
US50219QAS30 / LNSTR_16-4 6.06 -32.32 0.9012 -0.0506
US81753RAQ20 / Series RR 2014-1 Trust 5.76 -27.51 0.8575 0.0120
US74166VAC00 / Prima Capital CRE Securitization 2019-VII Ltd 5.75 -28.63 0.8547 -0.0014
US87190TAG85 / SYMPHONY STATIC CLO I LTD SSTAT 2021-1A D 5.17 -19.45 0.7696 0.0867
US36459DCE94 / GAM 2022-FRR3 BK71 1/52 5.08 -27.73 0.7559 0.0084
US36459DCU37 / GAM RE-REMIC Trust 2022-FRR3 5.07 -25.51 0.7542 0.0304
US364614AG26 / GAM Re-REMIC Trust 2021-FRR1 5.05 -26.85 0.7512 0.0172
EQUIFAX INC0 C 04/06/2023 / DBT (000000000) 4.70 20,313.04 0.6986 0.6961
US67115LAG95 / OHA Credit Partners XVI 4.54 -19.56 0.6748 0.0751
US87190CBE93 / TCW CLO 2020-1 Ltd 4.33 -21.26 0.6438 0.0594
US86772RAA32 / Sunrun Jupiter Issuer 2022-1, LLC 4.75%, Due 07/30/2057 4.29 -28.88 0.6383 -0.0032
US86744TAB26 / Helios Issuer LLC, Series 2021-B, Class B 4.27 -24.96 0.6358 0.0303
US26245XAU19 / Dryden 86 CLO Ltd 4.26 -19.40 0.6341 0.0717
AGILENT TECHNOLOGIES / DBT (000000000) 4.20 -791.27 0.6243 0.6878
US92330MAS89 / Venture XXI CLO Ltd 4.15 -21.20 0.6178 0.0575
US055631HH13 / BMD2 Re-Remic Trust 2019-FRR1 4.08 -28.04 0.6071 0.0042
US20755AAD46 / Connecticut Avenue Securities Trust, Series 2023-R02, Class 1B1 4.08 0.6067 0.6067
US57110PAA93 / Marlette Funding Trust, Series 2023-1A, Class A 4.05 0.6028 0.6028
US46650RAN61 / J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON 3.87 -28.86 0.5762 -0.0027
US36459TAE64 / GAM_21-F 3.82 -28.26 0.5676 0.0021
US98920MAA09 / ZAXBY_21-1A 3.79 -27.49 0.5644 0.0081
US55954YAQ89 / Magnetite XXVI Ltd 3.79 -19.68 0.5636 0.0620
US97316LAE83 / THL Credit Wind River 2017-3 Clo Ltd 3.71 -21.17 0.5522 0.0514
US35564KRN18 / Freddie Mac Structured Agency Credit Risk Debt Notes 3.71 -28.50 0.5519 0.0001
US61690VAJ70 / Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 3.71 -34.07 0.5515 -0.0464
US08163ABR32 / BMARK 2020 B18 AGNF 144A 3.67 -25.81 0.5466 0.0200
US08186PAS20 / Benefit Street Partners CLO XVIII Ltd 3.63 -22.36 0.5395 0.0429
US36459TBY10 / GAM_21-F 3.57 -27.18 0.5310 0.0098
US55820WAA99 / Atrium XIV LLC 3.55 -19.00 0.5276 0.0621
US974153AB40 / Wingstop Funding LLC 3.51 -27.71 0.5218 0.0059
US83609NAW02 / Sound Point Clo XIV Ltd 3.51 -18.11 0.5215 0.0663
US364614AS63 / GAM Re-REMIC Trust 2021-FRR1 3.49 -26.42 0.5188 0.0147
US364614AE77 / GAM Re-REMIC Trust 2021-FRR1 3.45 -25.50 0.5137 0.0207
US872659AC10 / TPI Re-REMIC Trust, Series 2022-FRR1, Class AK34 3.42 -28.80 0.5094 -0.0020
US35564KRF83 / Freddie Mac Structured Agency Credit Risk Debt Notes 3.40 -30.21 0.5056 -0.0122
US03842VAB36 / AQUA FINANCE TRUST 2017-A 3.37 -31.06 0.5016 -0.0184
US36319TAU07 / GALAXY XXIII CLO LTD 3.37 -19.58 0.5013 0.0559
US12529YCA82 / Cascade Funding Mortgage Trust 2021-FRR1 3.35 -28.77 0.4978 -0.0016
US33852ABD81 / Flagstar Mortgage Trust 2019-1 3.35 0.4977 0.4977
US36459DAS09 / GAM 2022-FRR3 BK61 1/52 3.34 -28.16 0.4973 0.0025
US87159QCB23 / Symphony CLO XIV Ltd 3.32 -20.88 0.4946 0.0479
US06760PAQ46 / Barings CLO Ltd 2018-III 3.25 -19.76 0.4828 0.0527
US92938GAQ10 / WFRBS Commercial Mortgage Trust 2013-C17 3.24 -29.41 0.4825 -0.0061
US05591VAJ44 / BPR Trust 2021-WILL 3.19 -30.02 0.4748 -0.0102
US36459TBC99 / GAM_21-F 3.16 -28.34 0.4707 0.0012
US36459TBE55 / GAM_21-F 3.16 -26.69 0.4701 0.0118
US35564KPN36 / Freddie Mac STACR REMIC Trust 2021-HQA4 3.15 -26.83 0.4683 0.0109
US26251HAA14 / Dryden 92 CLO Ltd 3.10 -19.11 0.4617 0.0538
US36459TAQ94 / GAM_21-F 3.09 -27.47 0.4600 0.0066
US74971BAS43 / RFM_22-FRR1 3.04 -26.25 0.4527 0.0140
US36459DCQ25 / GAM 2022-FRR3 BK89 1/52 3.04 -26.26 0.4515 0.0138
US09748RAA68 / Bojangles Issuer LLC 2.91 -29.14 0.4331 -0.0038
US36459TAS50 / GAM_21-F 2.91 -28.14 0.4327 0.0023
US055631EU50 / BMD2_19-FRR1 2.90 -27.96 0.4316 0.0033
US33851YBD76 / Flagstar Mortgage Trust 2020-1NV 2.86 -24.51 0.4248 0.0225
US83405FAC77 / SOFI_20-B 2.83 -28.63 0.4209 -0.0006
US43731AAB98 / Home RE 2019-1 Ltd 2.82 -28.61 0.4195 -0.0005
US74971BBC81 / RFM_22-FRR1 2.80 -25.84 0.4168 0.0151
US69702AAA16 / Palmer Square CLO Ltd 2.75 -16.82 0.4097 0.0576
US09630QAQ47 / BlueMountain CLO XXX Ltd 2.71 -22.12 0.4038 0.0331
US74971BAE56 / RFM_22-FRR1 2.61 -26.32 0.3883 0.0116
US67389JAC27 / Oaktown Re VII Ltd 2.58 -22.08 0.3832 0.0317
US35564KLU15 / Freddie Mac STACR REMIC Trust 2021-DNA6 2.56 -29.76 0.3811 -0.0067
US617458BE35 / Morgan Stanley Capital I Trust 2011-C1 2.55 -30.14 0.3795 -0.0087
US17325DAL73 / Citigroup Commercial Mortgage Trust 2016-P5 2.53 -34.64 0.3762 -0.0352
US61690VAG32 / Morgan Stanley Bank of America Merrill Lynch Trust 2.51 -33.60 0.3737 -0.0286
US83401BAC00 / SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC 2.50 -27.72 0.3724 0.0041
US30295DAL64 / FREMF 2016-K57 Mortgage Trust 2.44 -28.18 0.3636 0.0017
US46656DCV10 / J.P. Morgan Mortgage Trust 2023-2 2.42 0.3599 0.3599
US83390UAC18 / SoFi Professional Loan Program 2020-C Trust 2.39 -22.61 0.3551 0.0271
US3137FMD588 / Freddie Mac Multifamily Structured Pass Through Certificates 2.38 -31.73 0.3545 -0.0166
US36459DDC20 / GAM 2022-FRR3 C728 1/52 2.34 -28.24 0.3474 0.0014
US90355DBJ19 / UWM Mortgage Trust 2021-INV5 2.32 -31.25 0.3454 -0.0136
US364614AQ08 / GAM_21-FRR1 2.32 -26.44 0.3448 0.0098
US06541FAL31 / BANK 2017-BNK4 2.31 -32.66 0.3439 -0.0211
US36459DDE85 / GAM 2022-FRR3 D728 1/52 2.29 -27.40 0.3403 0.0053
US46640UAN28 / JPMBB Commercial Mortgage Securities Trust 2013-C17 2.28 -30.98 0.3395 -0.0120
US00217LAJ17 / AREIT 2019-CRE3 D 2.28 -30.63 0.3387 -0.0102
US20754LAF67 / Fannie Mae Connecticut Avenue Securities 2.27 -30.99 0.3384 -0.0120
US03066NAG97 / AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2019-3 AMCAR 2019-3 D 2.27 -29.65 0.3372 -0.0054
US06539XAN49 / BANK 2020-BNK27 2.24 -31.40 0.3334 -0.0141
US36459DAU54 / GAM 2022-FRR3 CK61 1/52 2.24 -28.00 0.3329 0.0024
US69702FAA03 / Palmer Square Loan Funding 2021-2 Ltd 2.24 -21.08 0.3326 0.0313
US07335CAK09 / Barclays Commercial Mortgage Trust 2019-C4 2.23 -34.10 0.3315 -0.0281
US36459DBU46 / GAM 2022-FRR3 CK47 1/52 2.20 -29.13 0.3272 -0.0028
US67402JAJ07 / Oaktree CLO Ltd 2.17 -21.85 0.3230 0.0276
US36169BAB27 / GCAT 2023-NQM1 Trust 2.17 0.3227 0.3227
US362925CE73 / GS Mortgage-Backed Securities Trust 2022-PJ5 2.16 0.3212 0.3212
US03882KBC53 / Arbor Multifamily Mortgage Securities Trust 2020-MF1 2.15 -29.95 0.3191 -0.0065
US36459DBW02 / GAM 2022-FRR3 DK47 1/52 2.14 -29.37 0.3189 -0.0038
US35564KXA23 / CORP CMO 2.12 -29.54 0.3152 -0.0045
US67402GAE70 / Oaktree CLO 2020-1 Ltd 2.11 -22.59 0.3136 0.0240
US36257QAR74 / GS Mortgage-Backed Securities Corp Trust 2019-PJ3 2.08 -28.93 0.3100 -0.0017
US78397FAJ21 / SGCMS_20-COVE 2.08 -28.87 0.3094 -0.0014
US86772FAA93 / SUNRUN ATLAS ISSUER 2019-2 LLC SER 2019-2 CL A REGD 144A P/P 3.61000000 2.07 -29.19 0.3075 -0.0029
US86745PAA12 / SNVA_20-2A 2.06 -30.95 0.3071 -0.0108
US46655KDF03 / J.P. Morgan Mortgage Trust 2022-6 2.05 0.3044 0.3044
US20753VBE74 / Connecticut Avenue Securities Trust 2020-SBT1 2.02 -29.45 0.3012 -0.0040
US75279YAC57 / Radnor RE 2021-1 Ltd 2.00 -26.08 0.2983 0.0099
US46591LBW00 / JP Morgan Mortgage Trust 2019-INV3 1.98 -28.56 0.2945 -0.0001
US35564KND71 / Freddie Mac Structured Agency Credit Risk Debt Notes 1.97 5.90 0.2936 0.0954
US364614AJ64 / GAM Re-REMIC Trust 2021-FRR1 1.92 -28.41 0.2861 0.0005
US00968FAB22 / Ajax Mortgage Loan Trust 2019-D 1.91 -28.61 0.2848 -0.0003
US46648CAZ77 / JPMMT_17-1 1.91 -30.39 0.2840 -0.0075
US46651FAR29 / JP MORGAN MORTGAGE TRUST 2019-HYB1 SER 2019-HYB1 CL B1 V/R REGD 144A P/P 3.94796100 1.91 -30.25 0.2838 -0.0069
US29429EAN13 / Citigroup Commercial Mortgage Trust 2016-P4 1.88 -32.16 0.2801 -0.0150
US36459DBG51 / GAM 2022-FRR3 DK41 1/52 1.86 -27.44 0.2762 0.0041
US36459TCA25 / GAM_21-F 1.84 -25.34 0.2744 0.0117
US36267JBM18 / GSMBS 2022-PJ6 A24 1.83 0.2717 0.2717
US81748GEJ67 / Sequoia Mortgage Trust 2019-CH3 1.81 -29.14 0.2697 -0.0023
DOLLAR GEN CORP NEW 0 CP 03/04/2023 / DBT (000000000) 1.80 -1,083.06 0.2677 0.2872
US17322AAP75 / Citigroup Commercial Mortgage Trust 2014-GC19 1.77 -30.73 0.2640 -0.0085
US67647ECF25 / Oceanview Mortgage Trust 2021-5 1.76 -29.48 0.2620 -0.0035
US85573AAD72 / Starwood Mortgage Residential Trust 2020-1 1.76 -29.83 0.2612 -0.0048
US552732AD18 / MFA 2021-INV2 Trust 1.75 -20.31 0.2610 0.0268
US36257QAS57 / GS Mortgage-Backed Securities Corp Trust 2019-PJ3 1.75 -28.48 0.2596 0.0001
US038779AB06 / ARBYS FUNDING LLC ARBYS 2020-1A A2 1.71 -27.70 0.2544 0.0028
US12565KAA51 / CLI Funding VIII LLC 1.70 -31.20 0.2524 -0.0097
US46656DDF50 / J.P. Morgan Mortgage Trust 2023-2 1.66 0.2466 0.2466
US46591KBU60 / JP Morgan Mortgage Trust 2019-8 1.61 -29.07 0.2400 -0.0019
US05608BAL45 / BX Commercial Mortgage Trust 2019-IMC 1.59 -29.61 0.2366 -0.0036
US36459DCG43 / GAM 2022-FRR3 CK71 1/52 1.58 -25.84 0.2358 0.0086
US784456AF27 / SMB Private Education Loan Trust 2014-A 1.58 -28.91 0.2353 -0.0013
US61771MAX83 / Morgan Stanley Capital I Trust 2019-H7 1.57 -30.94 0.2334 -0.0083
US81746DCD03 / Sequoia Mortgage Trust 2017-5 1.57 -26.10 0.2330 0.0076
US46651GBF54 / JP Morgan Mortgage Trust 2019-7 1.56 -29.10 0.2317 -0.0019
US892725AU65 / TRFIG_21-1A 1.55 -28.45 0.2313 0.0003
US03066EAG98 / AmeriCredit Automobile Receivables Trust 2020-2 1.55 -29.73 0.2300 -0.0040
US83407EAA29 / SoFi Consumer Loan Program 2023-1S Trust 1.50 0.2238 0.2238
US36459DCS80 / GAM 2022-FRR3 CK89 1/52 1.50 -25.17 0.2229 0.0100
US380241AA78 / Goddard Funding LLC 1.49 -29.23 0.2216 -0.0023
US08163DAG25 / Benchmark 2021-B25 Mortgage Trust 1.47 -31.20 0.2191 -0.0086
US055631FB60 / BMD2 Re-Remic Trust, Series 2019-FRR1, Class 4A 1.46 -27.70 0.2176 0.0025
US89680HAF91 / Triton Container Finance VIII LLC 1.46 -30.75 0.2166 -0.0068
US00142MAJ99 / AIG CLO 2019-2 Ltd 1.45 -21.20 0.2162 0.0201
US26209XAF87 / DRIVEN BRANDS FUNDING LLC 1.44 -29.66 0.2150 -0.0034
US87240NBC92 / TCW CLO 2017-1A Ltd 1.44 -21.56 0.2149 0.0190
US85573EAD94 / Starwood Mortgage Residential Trust 2020-INV 1.44 -31.85 0.2146 -0.0105
US88432CBD74 / THL Credit Wind River 2014-1 CLO Ltd 1.44 -22.22 0.2145 0.0173
US46651HBW60 / JPMMT_19-LTV3 1.44 -28.78 0.2140 -0.0008
US39809PAL94 / Greystone Commercial Real Estate Notes 1.43 -29.05 0.2130 -0.0015
US364614AC12 / GAM_21-FRR1 1.43 -27.40 0.2129 0.0032
US46653JBU43 / JP Morgan Mortgage Trust 1.42 -26.15 0.2105 0.0067
US36267CAE57 / GS Mortgage Securities Corp Trust 2023-FUN 1.40 0.2084 0.2084
US74166QAE70 / Prima Capital CRE Securitization 2019-VII Ltd 1.40 -29.08 0.2083 -0.0017
US33851YBE59 / Flagstar Mortgage Trust 2020-1NV 1.39 -25.67 0.2072 0.0079
US46651YBT64 / JP MORGAN MORTGAGE TRUST 2019-9 SER 2019-9 CL B2A V/R REGD 144A P/P 3.54856900 1.39 -27.59 0.2063 0.0027
US83401AAC27 / Social Professional Loan Program Series 2018-D Class BFX 1.38 -26.11 0.2050 0.0067
US78450QAA13 / SMB Private Education Loan Trust 2023-A 1.35 0.2008 0.2008
US35564KBS78 / Freddie Mac STACR REMIC Trust 2021-HQA1 1.35 -28.62 0.2004 -0.0003
US81748KEG31 / Sequoia Mortgage Trust 2020-2 1.33 -27.66 0.1986 0.0024
US78490DAC83 / SOFI PROFESSIONAL LOAN PROGRAM 2018-C TRUST SER 2018-C CL BFX REGD 144A P/P 4.13000000 1.32 -29.46 0.1961 -0.0025
US20754WAC91 / CORP CMO 1.31 0.1951 0.1951
US07335UCJ16 / Bayview MSR Opportunity Master Fund Trust 2021-INV2 1.29 -30.68 0.1920 -0.0060
US05609VAQ86 / BX Commercial Mortgage Trust, Series 2021-VOLT, Class F 1.29 0.1919 0.1919
US81749BCE92 / Sequoia Mortgage Trust 2023-1 1.27 0.1882 0.1882
US44555QCF46 / Hundred Acre Wood Trust 2021-INV3 1.26 -27.71 0.1876 0.0022
US46649CBF95 / JP Morgan Mortgage Trust 2018-4 1.24 -26.28 0.1849 0.0055
US46591FAZ71 / JP Morgan Mortgage Trust 2019-5 1.23 -27.93 0.1832 0.0015
US46651ABB70 / JPMMT_19-LTV2 1.23 -26.11 0.1831 0.0059
US03066KAH32 / AmeriCredit Automobile Receivables Trust, Series 2019-2, Class D 1.23 -29.89 0.1830 -0.0035
US25755TAK60 / Domino's Pizza Master Issuer LLC 1.23 -28.56 0.1828 -0.0001
US46651ABC53 / JPMMT_19-LTV2 1.22 -25.92 0.1821 0.0064
US85573MAB54 / Starwood Mortgage Residential Trust 2020-3 1.22 -31.18 0.1809 -0.0070
US585490CB93 / Mello Mortgage Capital Acceptance 2022-INV1 1.21 -30.29 0.1805 -0.0046
US585499BR63 / Mello Mortgage Capital Acceptance 2018-MTG2 1.21 -27.21 0.1804 0.0032
US95003DBP24 / Wells Fargo Commercial Mortgage Trust 2021-C60 1.21 -31.81 0.1802 -0.0087
US36459DBJ90 / GAM 2022-FRR3 EK41 1/52 1.21 -28.09 0.1802 0.0011
US46649TBA34 / JP Morgan Mortgage Trust 2018-3 1.21 -27.79 0.1802 0.0018
US92855HAA32 / Vivint Solar Financing VII LLC, Series 2020-1A, Class A 1.20 -29.14 0.1788 -0.0015
US46651BAZ31 / JP Morgan Mortgage Trust 1.20 -26.11 0.1786 0.0058
US81748TCF84 / Sequoia Mortgage Trust 2021-7 1.19 -29.47 0.1773 -0.0024
US08163AAF03 / BENCHMARK MORTGAGE 1.19 -32.31 0.1768 -0.0099
US36258FAT66 / GS Mortage-Backed Securities Trust 2020-PJ1 1.18 -28.57 0.1749 -0.0001
US92330YAW30 / Venture 33 CLO Ltd 1.17 -19.81 0.1747 0.0190
US12557LAZ85 / CIM Trust 2019-INV3 1.15 0.1718 0.1718
US64830BAZ04 / New Residential Mortgage Loan Trust 2017-6 1.15 -30.75 0.1716 -0.0054
US45661EAF16 / IndyMac INDX Mortgage Loan Trust 2006-AR2 1.15 -33.74 0.1710 -0.0134
US95002KBK88 / WFMBS_20-1 1.14 -24.93 0.1693 0.0080
US86745JAB35 / SUNNOVA HELIOS II ISSUER LLC 2018-1 1.13 -31.12 0.1686 -0.0063
US872480AE88 / TIF Funding II LLC 1.13 -30.67 0.1679 -0.0052
US81746KCC62 / Sequoia Mortgage Trust 2017-2 1.13 -29.84 0.1675 -0.0032
US599808BL58 / Mill City Mortgage Trust 2015-2 1.12 -28.73 0.1672 -0.0005
US81748GEQ01 / Sequoia Mortgage Trust 2019-CH3 1.11 -26.99 0.1655 0.0035
US749389BH45 / RCKT Mortgage Trust 2020-1 1.11 -26.83 0.1648 0.0038
US35564KDB26 / Freddie Mac Structured Agency Credit Risk Debt Notes 1.10 -30.34 0.1640 -0.0044
US81747CCH25 / Sequoia Mortgage Trust 2019-CH2 1.10 -27.57 0.1638 0.0021
US20049AAJ79 / Commercial Mortgage Trust, Series 2020-CBM, Class F 1.10 -28.68 0.1636 -0.0003
US46650MBF32 / JPMMT_18-8 1.10 -28.80 0.1629 -0.0006
US06541FAJ84 / BANK 2017-BNK4 D 3.357% 05/15/2050 144A 1.08 -31.53 0.1600 -0.0071
US17327GAA22 / CGCMT_18-C6 1.07 -36.30 0.1598 -0.0195
US81748ACE29 / Sequoia Mortgage Trust 2020-3 1.05 -27.25 0.1562 0.0028
US88167HAH93 / Tesla Auto Lease Trust 2020-A 1.05 -29.75 0.1557 -0.0027
US46591DAY58 / JP Morgan Mortgage Trust 2019-INV1 1.05 -26.96 0.1557 0.0034
US03882KBA97 / Arbor Multifamily Mortgage Securities Trust 2020-MF1 1.03 -31.15 0.1536 -0.0058
US36830RCC25 / GCAT 2022-INV3 Trust 1.03 0.1535 0.1535
US07336NCJ63 / BVINV_22-2 1.02 -28.44 0.1517 0.0002
US69335PET84 / PFS Financing Corp 1.02 0.1514 0.1514
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US08161HAN08 / Benchmark Mortgage Trust Series 2018-B4 Class XD 0.60 -3.23 0.0892 0.0234
US23342KAD63 / DRB Prime Student Loan Trust 2017-A 0.59 0.17 0.0884 0.0253
US12595JAY01 / CSAIL 2017-CX10 Commercial Mortgage Trust 0.59 -3.11 0.0882 0.0232
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CBOT 10 Year US Treasury Note / DIR (000000000) 0.56 -192.75 0.0838 0.1473
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US403950AA61 / HGI CRE CLO 2021-FL3 Ltd 0.49 0.0731 0.0731
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US61771MAA80 / Morgan Stanley Capital I Trust 2019-H7 0.48 -2.06 0.0707 0.0190
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US46651DAR70 / JP Morgan Mortgage Trust 2019-INV2 0.37 0.81 0.0557 0.0162
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WMALT / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust 0.35 -0.85 0.0522 0.0145
US46643TAC62 / JPMBB Commercial Mortgage Securities Trust 2014-C26 0.35 -12.63 0.0515 0.0093
US46591KBE29 / JP Morgan Mortgage Trust 2019-8 0.34 4.91 0.0509 0.0162
US552757AC01 / MFA 2020-NQM3 Trust 0.34 -4.49 0.0507 0.0128
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US06541FAC32 / BANK 2017-BNK4 0.33 -4.09 0.0488 0.0124
US94986KAA43 / Wells Fargo Mortgage Backed Securities 2007-AR7 Trust 0.33 -2.98 0.0486 0.0128
US81748JAU97 / SEMT_19-4 0.33 5.84 0.0486 0.0158
US67113CAX48 / OBX 2020-INV1 Trust 0.31 2.30 0.0463 0.0140
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US93934FGH91 / Washington Mutual Mortgage Pass Through Certificates 0.30 1.01 0.0447 0.0131
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US92925GAE35 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 2A3 0.30 -1.00 0.0444 0.0124
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US12667F6H31 / Alternative Loan Trust 2005-J2 0.30 -4.22 0.0440 0.0112
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US3622EQAA38 / GSAA Home Equity Trust 2007-1 0.28 -7.89 0.0417 0.0093
US33852AAR86 / Flagstar Mortgage Trust 2019-1 0.28 1.09 0.0414 0.0121
US20267UAC36 / Commonbond Student Loan Trust 2016-B 0.28 0.00 0.0411 0.0118
US63935BAA17 / Navient Private Education Refi Loan Trust 2020-H 0.27 -6.53 0.0406 0.0096
US3137F84T76 / Freddie Mac Multifamily Structured Pass Through Certificates 0.27 -1.81 0.0406 0.0111
US81745DAH44 / SEMT 2013-9 B2 7/43 0.27 -1.09 0.0405 0.0112
US46628YAT73 / JP Morgan Mortgage Trust 2006-S2 0.27 -1.81 0.0404 0.0110
US36252SAX53 / GS Mortgage Securities Trust 2019-GC38 0.27 -0.74 0.0398 0.0111
US25157TAA25 / Deutsche Mortgage Securities Inc Re-REMIC Trust Certificates, Series 2007-WM1, Class A1 0.27 -2.21 0.0395 0.0107
US67448WAQ15 / OBX 2020-EXP3 Trust 0.26 -1.50 0.0390 0.0107
US12648HBD61 / CSMC Trust 2014-IVR2 0.26 -0.38 0.0387 0.0109
US46650JAK07 / JPMMT_18-6 0.25 2.43 0.0378 0.0114
US126694XC78 / CHL Mortgage Pass-Through Trust 2006-1 0.25 0.00 0.0370 0.0106
US46643TAE29 / JPMBB Commercial Mortgage Securities Trust 2014-C26 0.24 -11.85 0.0355 0.0067
US36258FAD15 / GS Mortage-Backed Securities Trust 2020-PJ1 0.24 5.36 0.0351 0.0113
US12557LAQ86 / CIM Trust 2019-INV3 0.24 -3.29 0.0350 0.0091
US12667GYX59 / Alternative Loan Trust 2005-31 0.23 -3.35 0.0345 0.0090
ULTRA U.S. TREASURY BOND / DIR (000000000) 0.22 -22,200.00 0.0329 0.0330
US46640NAM02 / JPMorgan Chase Commercial Mortgage Securities Trust 0.22 -36.60 0.0329 -0.0041
US36263UAD19 / GS Mortgage Securities Trust 2021-GSA3 0.22 -10.00 0.0322 0.0067
US92926UAA97 / WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1 0.21 -3.17 0.0320 0.0084
US69375BAM90 / PSMC 2019-3 Trust 0.21 -0.93 0.0319 0.0088
US20267VAD91 / Commonbond Student Loan Trust 2017-A-GS 0.21 0.96 0.0314 0.0092
US92922F4V78 / CORP CMO 0.21 -4.11 0.0313 0.0079
US12647VAZ85 / CSMC Trust 2013-IVR5 0.21 -4.63 0.0308 0.0077
US12669F6Z19 / CWMBS, Inc. 0.20 -5.29 0.0294 0.0073
US81746LCD29 / Sequoia Mortgage Trust 2015-3 0.20 1.03 0.0293 0.0086
US12544TAG94 / CHL Mortgage Pass-Through Trust 2007-7 0.19 -3.08 0.0282 0.0074
US302957AS43 / FREMF 2018-K156 Mortgage Trust 0.19 6.86 0.0279 0.0092
US07386HVR91 / CORP CMO 0.18 -4.17 0.0274 0.0069
US92925VAF76 / WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust 0.18 -3.17 0.0274 0.0072
US92922F6W34 / WAMU Mortgage Pass-Through Certificates Trust, Series 2005-AR16, Class 1A1 0.18 -3.21 0.0271 0.0071
US3623414A44 / GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1 0.18 -1.64 0.0269 0.0073
US07389NAA37 / Bear Stearns Asset Backed Securities Trust 2006-SD4 0.18 -1.64 0.0269 0.0073
US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA 0.18 -1.65 0.0266 0.0073
US17307G6K99 / CITIGROUP MORTGAGE LOAN TRUST 2006-AR2 CMLTI 2006-AR2 1A1 0.18 -3.28 0.0264 0.0068
US93363PAC41 / WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust 0.17 -5.95 0.0259 0.0062
US46651DAC02 / JP Morgan Mortgage Trust 2019-INV2 0.16 -1.21 0.0243 0.0067
US12646XAY85 / CSMC Trust 2013-IVR3 0.16 -8.05 0.0239 0.0054
US949831AS01 / Wells Fargo Mortgage Backed Securities 2019-3 Trust 0.16 9.03 0.0235 0.0082
US12668AX598 / Alternative Loan Trust 2005-65CB 0.15 -1.35 0.0219 0.0061
US36258FAA75 / GS Mortage-Backed Securities Trust 2020-PJ1 0.14 2.94 0.0209 0.0063
US67113AAQ31 / OBX 2019-EXP3 Trust 0.14 -1.42 0.0208 0.0058
US02151NBV38 / Alternative Loan Trust 2007-18CB 0.13 11.76 0.0198 0.0071
US02147QAM42 / Alternative Loan Trust 2006-19CB 0.13 -2.92 0.0198 0.0052
US67112VBB09 / OBX 2019-INV2 Trust 0.13 -4.38 0.0195 0.0049
US07386HZC86 / Bear Stearns ALT-A Trust 2005-10 0.13 -3.70 0.0194 0.0050
US30295DAS18 / FREMF 2016-K57 Mortgage Trust 0.12 -7.46 0.0185 0.0042
US20267TAC62 / Commonbond Student Loan Trust 2016-A 0.12 1.72 0.0177 0.0053
US18976GAK22 / CitiMortgage Alternative Loan Trust Series 2007-A6 0.12 -1.68 0.0175 0.0048
US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 0.12 -4.13 0.0173 0.0044
US86359SAD62 / Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC5, Class A4 0.11 -8.94 0.0167 0.0035
US268571AC08 / ELFI 2018 A B 144A 0.11 0.94 0.0160 0.0047
US92977YBU47 / Wachovia Mortgage Loan Trust LLC Series 2005-B Trust 0.11 -2.75 0.0159 0.0042
US46650HAC25 / JPMMT_19-1 0.10 -2.83 0.0155 0.0041
US749357AN95 / RCKT Mortgage Trust 2019-1 0.10 0.98 0.0155 0.0046
US36257QAA40 / GSMBS_19-PJ3 0.10 -6.54 0.0150 0.0036
US30298CAN11 / FREMF 2019-KG01 Mortgage Trust 0.10 -4.85 0.0146 0.0037
US16163CAH51 / CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 2A3 0.09 -3.09 0.0140 0.0036
US46630UAA25 / JP MORGAN MORTGAGE TRUST 2007-A3 JPMMT 2007-A3 1A1 0.09 -3.37 0.0129 0.0034
US46591NBH98 / JP Morgan Mortgage Trust 2020-LTV1 0.08 -8.79 0.0124 0.0027
US94985GAH92 / Wells Fargo Alternative Loan 2007-PA3 Trust 0.08 -1.20 0.0123 0.0034
US92977YBP51 / Wachovia Mortgage Loan Trust LLC Series 2005-B Trust 0.08 -2.38 0.0122 0.0032
US93934FBF80 / Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-7 Trust 0.08 -1.27 0.0117 0.0033
US73316PHP80 / Popular ABS Mortgage Pass-Through Trust 2005-D 0.08 -7.14 0.0117 0.0027
CBOT US TREASURE BOND / DIR (000000000) 0.08 -112.85 0.0117 0.0751
US36257LAA52 / GS Mortgage-Backed Securities Corp Trust 2019-PJ2 0.08 -4.94 0.0116 0.0029
US94989AAX37 / Wells Fargo Commercial Mortgage Trust 2014-LC18 0.08 -20.21 0.0113 0.0013
US20268KAD28 / Commonbond Student Loan Trust 2017-B-GS 0.08 0.00 0.0112 0.0031
US61748HSH56 / Morgan Stanley Mortgage Loan Trust 2005-10 0.07 0.00 0.0110 0.0031
US86359DUS43 / LEHMAN XS TRUST LXS 2005 5N 3A1B 0.06 -12.33 0.0096 0.0017
US12555DAA37 / CIM Trust 2019-INV1 0.05 -8.62 0.0079 0.0017
US362341MC04 / GSR Mortgage Loan Trust 2005-AR5 0.05 -3.70 0.0079 0.0021
US94983PAF53 / Wells Fargo Mortgage Backed Securities 2006-AR4 Trust 0.05 -5.66 0.0075 0.0018
US863579MS48 / Structured Adjustable Rate Mortgage Loan Trust Series 2005-4 0.05 -25.40 0.0070 0.0003
US46651HAJ68 / JP MORGAN MORTGAGE TRUST 0.05 -16.36 0.0070 0.0011
US161630AB47 / CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A2 0.05 -9.80 0.0070 0.0015
US36418WAG42 / GFMT_19-1 0.04 -4.35 0.0066 0.0017
US46650TAQ58 / J.P. Morgan Mortgage Trust 2019-2 0.04 0.00 0.0062 0.0018
US69374XAA81 / PSMC 2019-2 Trust 0.04 -9.52 0.0057 0.0011
US30295DAU63 / FREMF 2016-K57 Mortgage Trust 0.03 -5.56 0.0052 0.0013
US67448QAC50 / Onslow Bay Financial LLC Trust, Series 2019-EXP1, Class 1A3 0.03 -28.26 0.0050 0.0000
CBOT 5 Year US Treasury Note / DIR (000000000) 0.03 -239.13 0.0048 0.0073
US46650TAC62 / JPMMT_19-2 0.03 0.00 0.0043 0.0012
US20268MAD83 / Commonbond Student Loan Trust 2018-BGS 0.02 -5.88 0.0025 0.0006
CBOT 2 Year US Treasury Note / DIR (000000000) 0.01 -99.72 0.0021 -0.5292
US30298CAQ42 / FREMF 2019-KG01 Mortgage Trust 0.01 0.00 0.0021 0.0006
US46651HBH93 / JPMMT 2019-LTV3 A15 0.01 -15.38 0.0017 0.0003
US80285HAG56 / Santander Drive Auto Receivables Trust, Series 2019-1, Class D 0.01 -99.04 0.0013 -0.0869
US12624PAF27 / COMM 2012-CCRE3 Mortgage Trust 0.00 -66.67 0.0006 -0.0004
US92890NAA72 / WFRBS Commercial Mortgage Trust 2012-C10 0.00 -70.00 0.0005 -0.0007
US36248FAJ12 / GS Mortgage Securities Trust 2011-GC3 0.00 0.0000 0.0000
US02666AAG31 / American Homes 4 Rent 2015-SFR1 0.00 0.0000 0.0000
US38141W2733 / Goldman Sachs Financial Square Funds - Government Fund 0.00 -100.00 0.00 -100.00 -3.1393
US617458BJ22 / Morgan Stanley Capital I Trust 2011-C1 0.00 0.0000 0.0000
CBOT 2 Year US Treasury Note / DIR (000000000) -0.05 -92.59 -0.0068 0.0567
CBOT US TREASURE BOND / DIR (000000000) -0.20 -67.71 -0.0292 0.0343
US 10YR ULTRA / DIR (000000000) -0.74 22.41 -0.1106 -0.0471
CBOT 5 Year US Treasury Note / DIR (000000000) -3.02 397.86 -0.4496 -0.3861