Fidelity Rutland Square Trust II date 2023-11-30

Filling information for fund Fidelity Rutland Square Trust II as Treemap, fund includes 1088 total holdings based on latest SEC fillings.

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Symbol Cusip Name Amount Value Title Of Class Pay of profile
3617MLYN1 3617MLYN1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 58660.61 54234.95 USGA Long
36202FCP9 36202FCP9 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 149645.4611 147779.25 USGA Long
15137EBN2 15137EBN2 CENT CLO 21 LTD/CENT CLO 21 CORP 2189335.05 2185851.82 CORP Long
14318XAB1 14318XAB1 CARMAX AUTO OWNER TR 2023-4 2359000.0 2368569.99 CORP Long
29250NBX2 29250NBX2 ENBRIDGE INC 325000.0 334058.32 CORP Long
31414SED1 31414SED1 FNMA GTD MTG PASS THRU CTF 4995.3504 4968.45 USGSE Long
548661EK9 548661EK9 LOWES COS INC 1200000.0 1182429.38 CORP Long
31297EJ72 31297EJ72 FED HOME LOAN MTG CORP - GOLD 2114.2593 2163.41 USGSE Long
902613AH1 902613AH1 UBS GROUP AG 375000.0 333133.26 CORP Long
224044CE5 224044CE5 COX COMMUNICATIONS INC 240000.0 234493.88 CORP Long
06051GJR1 06051GJR1 BANK OF AMERICA CORPORATION 1050000.0 1026963.34 CORP Long
38141GZV9 38141GZV9 GOLDMAN SACHS GROUP INC (THE) 5000000.0 4996846.9 CORP Long
91324PEP3 91324PEP3 UNITEDHEALTH GROUP INC 640000.0 652500.17 CORP Long
06738EBQ7 06738EBQ7 BARCLAYS PLC 1100000.0 1092515.51 CORP Long
38013JAB9 38013JAB9 GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-1 881690.84 879164.35 CORP Long
31418EE55 31418EE55 FNMA GTD MTG PASS THRU CTF 784267.47 713872.41 USGSE Long
36262JAF2 36262JAF2 GS MTG-BACKED SECS TR 2021-GR2 833539.98 702663.78 CORP Long
31403DDX4 31403DDX4 FNMA GTD MTG PASS THRU CTF 9004.5268 9137.56 USGSE Long
31847RAF9 31847RAF9 FIRST AMERN FINL CORP 355000.0 349523.06 CORP Long
90291VAB6 90291VAB6 USAA AUTO OWNER TRUST 2023-A 1834000.0 1835082.79 CORP Long
855244BE8 855244BE8 STARBUCKS CORP 765000.0 760064.51 CORP Long
876030AC1 876030AC1 TAPESTRY INC 165000.0 166779.32 CORP Long
07274NAE3 07274NAE3 BAYER US FINANCE II LLC 4750000.0 4746406.86 CORP Long
36179WXL7 36179WXL7 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 1021239.05 915598.0 USGA Long
3128LXDC1 3128LXDC1 FED HOME LOAN MTG CORP - GOLD 13701.864 14079.49 USGSE Long
98164GAF7 98164GAF7 WORLD OMNI AUTO RECEIVABLES TRUST 2022-A 600000.0 556929.48 CORP Long
67571EAC1 67571EAC1 OCTANE RECEIVABLES TRUST 2022-1 780000.0 761482.02 CORP Long
775109CF6 775109CF6 ROGERS COMMUNICATIONS INC 1305000.0 1258210.96 CORP Long
278865BP4 278865BP4 ECOLAB INC 1055000.0 1069421.43 CORP Long
87264ABB0 87264ABB0 T-MOBILE USA INC 1150000.0 1118482.13 CORP Long
22822VAZ4 22822VAZ4 CROWN CASTLE INC 1115000.0 1024252.8 CORP Long
67077MBA5 67077MBA5 NUTRIEN LTD 400000.0 395063.43 CORP Long
056054AA7 056054AA7 BX COMMERCIAL MORTGAGE TRUST 2019-XL 4061248.3485 4050936.03 CORP Long
883556CV2 883556CV2 THERMO FISHER SCIENTIFIC INC 1515000.0 1518857.89 CORP Long
62947QBA5 62947QBA5 NXP BV/NXP FDG LLC 895000.0 891241.0 CORP Long
03063FAE4 03063FAE4 AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-1 755000.0 714837.32 CORP Long
31411HJ35 31411HJ35 FNMA GTD MTG PASS THRU CTF 2282.7516 2316.35 USGSE Long
31404A3G7 31404A3G7 FNMA GTD MTG PASS THRU CTF 17350.5009 17320.42 USGSE Long
12653VAE6 12653VAE6 CSMC 2019-ICE4 1012481.07 1006612.53 CORP Long
824348BR6 824348BR6 SHERWIN WILLIAMS CO 420000.0 411642.84 CORP Long
92840VAL6 92840VAL6 VISTRA OPERATIONS CO LLC 1210000.0 1190867.0 CORP Long
74460WAF4 74460WAF4 PUBLIC STORAGE 345000.0 347537.39 CORP Long
31371LDG1 31371LDG1 FNMA GTD MTG PASS THRU CTF 193312.8478 192144.1 USGSE Long
46647PCZ7 46647PCZ7 JPMORGAN CHASE and CO 1710000.0 1672635.44 CORP Long
142921AB1 142921AB1 CARMAX AUTO OWNER TR 2023-2 1925204.7 1921407.81 CORP Long
03465LAC9 03465LAC9 ANGEL OAK MORTGAGE TRUST LLC 408325.87 378738.66 CORP Long
18977W2A7 18977W2A7 CNO GLOBAL FUNDING 1360000.0 1212681.37 CORP Long
06738ECC7 06738ECC7 BARCLAYS PLC 645000.0 659451.81 CORP Long
3138EQDZ2 3138EQDZ2 FNMA GTD MTG PASS THRU CTF 87651.2085 87161.89 USGSE Long
3132D6CX6 3132D6CX6 FED HOME LOAN MTG CORP - GOLD 224918.99 219577.86 USGSE Long
842434CW0 842434CW0 SOUTHERN CALIFORNIA GAS CO 815000.0 758184.14 CORP Long
44920UAS7 44920UAS7 HYUNDAI CAP SVCS INC 380000.0 361665.61 CORP Long
15034AAA3 15034AAA3 CEDAR FUNDING LT 5722000.0 5713634.44 CORP Long
45262BAA1 45262BAA1 IMPERIAL BRANDS FINANCE PLC 2265000.0 2222181.44 CORP Long
31411ETV9 31411ETV9 FNMA GTD MTG PASS THRU CTF 2366.6244 2443.16 USGSE Long
05609QAA4 05609QAA4 BX TR 2021-ACNT 1838000.0 1802245.57 CORP Long
25466AAQ4 25466AAQ4 DISCOVER BANK 975000.0 945567.9 CORP Long
31413MUF2 31413MUF2 FNMA GTD MTG PASS THRU CTF 667.8226 678.84 USGSE Long
05875TAA5 05875TAA5 BALLYROCK CLO 15 LTD / BALLYROCK CLO 15 LLC 375000.0 372602.63 CORP Long
23636AAT8 23636AAT8 DANSKE BANK A/S 775000.0 773992.97 CORP Long
38141GXJ8 38141GXJ8 GOLDMAN SACHS GROUP INC (THE) 1005000.0 975906.16 CORP Long
55819JAN3 55819JAN3 MADISON PARK FUNDING XXXIII LTD 1910000.0 1901271.3 CORP Long
31410GGR8 31410GGR8 FNMA GTD MTG PASS THRU CTF 5062.2838 5217.89 USGSE Long
3138ERYP9 3138ERYP9 FNMA GTD MTG PASS THRU CTF 164232.13 152223.74 USGSE Long
92538KAC7 92538KAC7 VERUS SECURITIZATION TRUST 2021-5 350812.26 271483.29 CORP Long
3140X6C66 3140X6C66 FNMA GTD MTG PASS THRU CTF 43647.9 43398.1 USGSE Long
34531NAA4 34531NAA4 FORD CR AUTO OWNER TR 2020-REV1 2000000.0 1915657.4 CORP Long
58769FAB1 58769FAB1 MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2 1970000.0 1977031.32 CORP Long
78398BAA9 78398BAA9 SCG 2023-NASH MTG TR 655000.0 654177.32 CORP Long
701094AQ7 701094AQ7 PARKER-HANNIFIN CORP 1690000.0 1669647.99 CORP Long
24381WAC2 24381WAC2 DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 193917.05 162874.25 CORP Long
55037AAA6 55037AAA6 AKER BP ASA 337000.0 307161.18 CORP Long
34532JAC8 34532JAC8 FORD CR AUTO OWNER TR 2020-REV2 570000.0 523289.13 CORP Long
23636ABF7 23636ABF7 DANSKE BANK A/S 3260000.0 3268012.88 CORP Long
48206KAA4 48206KAA4 JUNIPER VALLEY PARK CLO LLC 2000000.0 2002362.0 CORP Long
31403DBX6 31403DBX6 FNMA GTD MTG PASS THRU CTF 4880.9666 4953.77 USGSE Long
92537TAA3 92537TAA3 VERUS SECURITIZATION TR 2020-INV1 35545.191 35030.47 CORP Long
161175CM4 161175CM4 CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 435000.0 440477.19 CORP Long
92539YAB8 92539YAB8 VERUS SECURITIZATION TR 2023-7 178277.09 179259.38 CORP Long
67571BAA1 67571BAA1 OCTANE RECEIVABLES TRUST 2023-1 166706.83 166193.77 CORP Long
14149YBA5 14149YBA5 CARDINAL HEALTH INC 1180000.0 1155292.1 CORP Long
11120VAF0 11120VAF0 BRIXMOR OPERATING PARTNERSHIP LP 965000.0 949453.33 CORP Long
709599BU7 709599BU7 PENSKE TRUCK LEASING CO L P / PTL FIN CORP 810000.0 807087.87 CORP Long
05608WAA2 05608WAA2 BX TRUST 1649775.44 1618171.52 CORP Long
05608KAA8 05608KAA8 BX COMMERCIAL MORTGAGE TRUST 2021-VINO 1209325.44 1186534.49 CORP Long
760759BB5 760759BB5 REPUBLIC SERVICES INC 280000.0 278871.43 CORP Long
902613AM0 902613AM0 UBS GROUP AG 4470000.0 4366308.69 CORP Long
67448VAG5 67448VAG5 OBX 2020-EXP2 TR 97427.75 77198.62 CORP Long
46647PCK0 46647PCK0 JPMORGAN CHASE and CO 3000000.0 2912928.57 CORP Long
14040HCZ6 14040HCZ6 CAPITAL ONE FINANCIAL CORP 415000.0 412565.55 CORP Long
097023CZ6 097023CZ6 BOEING CO 3500000.0 3477648.86 CORP Long
3133KHDK9 3133KHDK9 FED HOME LOAN MTG CORP - GOLD 129064.19 119354.97 USGSE Long
45276NAA9 45276NAA9 IMPERIAL FUND MORTGAGE TRUST 2022-NQM4 1397535.31 1342141.34 CORP Long
92538BAB9 92538BAB9 VERUS SECURITIZATION TR 2021-R1 79474.12 71932.22 CORP Long
784024AC5 784024AC5 SCF EQUIPMENT LEASING 2023-1 LLC 430000.0 433553.65 CORP Long
03067BAF6 03067BAF6 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 625000.0 617711.69 CORP Long
372460AB1 372460AB1 GENUINE PARTS CO 410000.0 391816.2 CORP Long
33767JAG7 33767JAG7 FIRSTKEY HOMES 2020-SFR2 1100000.0 1002865.71 CORP Long
693475BQ7 693475BQ7 PNC FINANCIAL SERVICES GRP INC 345000.0 344829.66 CORP Long
12651QAA7 12651QAA7 CSMC 2017-CHOP A 1855465.59 1769023.9 CORP Long
465077AK1 465077AK1 ISRAEL ELECTRIC CORP LTD 1365000.0 1337416.0 CORP Long
38141GZH0 38141GZH0 GOLDMAN SACHS GROUP INC (THE) 1115000.0 1107569.09 CORP Long
46647PCG9 46647PCG9 JPMORGAN CHASE and CO 10000000.0 9956156.4 CORP Long
62954HAX6 62954HAX6 NXP B V/NXP FDG LLC/NXP USA INC 70000.0 64806.7 CORP Long
36202FVG8 36202FVG8 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 243686.72 234987.76 USGA Long
06675FAZ0 06675FAZ0 BANQUE FED CRED MUTUEL PARIS 650000.0 639946.9 CORP Long
411707AH5 411707AH5 HARDEES FDG LLC / CARLS JR FDG LLC 1055162.5 913640.94 CORP Long
853254CB4 853254CB4 STANDARD CHARTERED PLC 200000.0 196648.0 CORP Long
00206RGL0 00206RGL0 AT and T INC 340000.0 326117.19 CORP Long
44918CAB8 44918CAB8 HYUNDAI AUTO RECEIVABLES TRUST 2023-C 2182000.0 2188391.95 CORP Long
46641Q837 46641Q837 J P MORGAN EXCHANGE-TRADED FD TR 7534812.0 379302436.08 RF Long
19688EAB4 19688EAB4 COLT FUNDING LLC 434489.07 350506.16 CORP Long
3138ERDM9 3138ERDM9 FNMA GTD MTG PASS THRU CTF 321980.303 310337.46 USGSE Long
92339GAB9 92339GAB9 VERDANT RECEIVABLES 2023-1 LLC 955000.0 953594.62 CORP Long
709599AZ7 709599AZ7 PENSKE TRUCK LEASING CO L P / PTL FIN CORP 660000.0 643853.14 CORP Long
05608BAG5 05608BAG5 BX COMMERCIAL MORTGAGE TRUST 2019-IMC 603734.0 597471.47 CORP Long
3140X4GD2 3140X4GD2 FNMA GTD MTG PASS THRU CTF 651317.05 671080.61 USGSE Long
36202FEJ1 36202FEJ1 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 10345.1887 10216.79 USGA Long
30168AAC6 30168AAC6 EXETER AUTOMOBILE RECEIVABLES TRUST 2022-6 170000.0 169799.16 CORP Long
50249AAF0 50249AAF0 LYB INTERNATIONAL FINANCE III LLC 692000.0 639544.3 CORP Long
31402RR92 31402RR92 FNMA GTD MTG PASS THRU CTF 19372.0316 19652.58 USGSE Long
31419ANJ2 31419ANJ2 FNMA GTD MTG PASS THRU CTF 18253.8924 18590.43 USGSE Long
30303M8L9 30303M8L9 META PLATFORMS INC 645000.0 641134.05 CORP Long
22822VBA8 22822VBA8 CROWN CASTLE INC 305000.0 297720.58 CORP Long
595017BC7 595017BC7 MICROCHIP TECHNOLOGY INC 1220000.0 1177078.94 CORP Long
444859BU5 444859BU5 HUMANA INC 300000.0 306054.47 CORP Long
13645RBD5 13645RBD5 CANADIAN PACIFIC RAILWAY CO 7739000.0 7414637.38 CORP Long
874054AJ8 874054AJ8 TAKE-TWO INTERACTV SOFTWR INC 950000.0 943681.61 CORP Long
14040HCK9 14040HCK9 CAPITAL ONE FINANCIAL CORP 5000000.0 4998643.4 CORP Long
057071409 057071409 BAIRD FDS INC 14242570.747 132740759.36 RF Long
67448TBF1 67448TBF1 OBX 2020-EXP1 TR 175363.044 164713.67 CORP Long
06051GJD2 06051GJD2 BANK OF AMERICA CORPORATION 4500000.0 4189690.49 CORP Long
46591JAA4 46591JAA4 J P MORGAN CHASE COML MTG SECS TR 2019-BROOK 1298647.11 1196765.39 CORP Long
025816CR8 025816CR8 AMERICAN EXPRESS CO 8000000.0 8009979.76 CORP Long
500631AX4 500631AX4 KOREA ELEC POWER CORP 1750000.0 1750755.37 CORP Long
3128NC3S1 3128NC3S1 FEDERAL HOME LOAN MORTGAGE COR PORATION 4144.9316 4189.97 USGSE Long
606822CH5 606822CH5 MITSUBISHI UFJ FINANCIAL GROUP INC 10000000.0 9925888.4 CORP Long
50065RAK3 50065RAK3 KOREA HOUSING FINANCE CORP 1600000.0 1568503.02 CORP Long
193051AJ8 193051AJ8 AMERICOLD REALTY TRUST 2020 1705488.56 1681891.25 CORP Long
31418EM23 31418EM23 FNMA GTD MTG PASS THRU CTF 836517.81 840501.64 USGSE Long
31416BLD8 31416BLD8 FNMA GTD MTG PASS THRU CTF 42927.862 43502.85 USGSE Long
3140Q9XM0 3140Q9XM0 FNMA GTD MTG PASS THRU CTF 442336.32 422194.49 USGSE Long
06368D3S1 06368D3S1 BANK OF MONTREAL QUE 1490000.0 1449648.76 CORP Long
31677QBR9 31677QBR9 FIFTH THIRD BANK CINN OH 520000.0 467642.36 CORP Long
14686GAD8 14686GAD8 CARVANA AUTO RECEIVABLES TR 2022-N1 318328.84 310218.71 CORP Long
92936UAC3 92936UAC3 WP CAREY INC 1440000.0 1408940.84 CORP Long
24380VAB7 24380VAB7 DEEPHAVEN RESIDENTIAL MTG TR 2021-1 80514.16 72202.37 CORP Long
74256LEL9 74256LEL9 PRINCIPAL LIFE GLOBAL FDG II 930000.0 912808.96 CORP Long
571748AZ5 571748AZ5 MARSH and MCLENNAN COS INC 170000.0 165192.26 CORP Long
87166RDE4 87166RDE4 SYMPHONY CLO XXI LTD 3117000.0 3107303.01 CORP Long
571676AT2 571676AT2 MARS INC 1260000.0 1240964.88 CORP Long
30711XQA5 30711XQA5 FANNIE MAE CONNECTICUT AVENUE 8907.3049 8907.33 USGSE Long
03027XAP5 03027XAP5 AMERICAN TOWER CORP 645000.0 606904.89 CORP Long
31573TAC2 31573TAC2 ELLINGTON FINL MTG TR 2019-2 72648.0817 67185.5 CORP Long
165183CT9 165183CT9 CHESAPEAKE FUNDING II LLC 1108405.88 1103506.06 CORP Long
29278GAM0 29278GAM0 ENEL FINANCE INTL NV 1105000.0 990230.83 CORP Long
87264ABU8 87264ABU8 T-MOBILE USA INC 255000.0 239598.89 CORP Long
91282CJK8 91282CJK8 UST NOTES 2890000.0 2902417.98 UST Long
057071722 057071722 BAIRD FDS INC 36036320.204 363246107.66 RF Long
92538DAA7 92538DAA7 VERUS SECURITIZATION TR 2021-R2 288748.63 250307.7 CORP Long
37045XDF0 37045XDF0 GENERAL MTRS FINL CO INC 4061000.0 4060877.03 CORP Long
31573JAC4 31573JAC4 ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3 260322.1767 202445.14 CORP Long
88167QAB2 88167QAB2 TESLA AUTO LEASE TRUST 2023-B 883000.0 884106.49 CORP Long
38141GZU1 38141GZU1 GOLDMAN SACHS GROUP INC (THE) 840000.0 810164.17 CORP Long
31368HMT7 31368HMT7 FNMA GTD MTG PASS THRU CTF 1686.2097 1736.63 USGSE Long
05401AAS0 05401AAS0 AVOLON HOLDINGS FUNDING LTD 300000.0 299175.49 CORP Long
05591UAG2 05591UAG2 BSREP COML MTG TR 2021-DC 322220.08 259533.74 CORP Long
3130AV7L0 3130AV7L0 FEDERAL HOME LOAN BANK 2285000.0 2283180.73 USGSE Long
83368RAU6 83368RAU6 SOCIETE GENERALE 365000.0 354288.87 CORP Long
55903VBG7 55903VBG7 MAGALLANES INC 450000.0 450408.16 CORP Long
12595HAA6 12595HAA6 COMM 2017-PANW MORTGAGE TRUST 100000.0 89861.37 CORP Long
92540CAB3 92540CAB3 VERUS SECURITIZATION TR 2023-INV3 415000.0 418218.28 CORP Long
17320QAJ8 17320QAJ8 CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P 560000.0 502584.49 CORP Long
80290CAY0 80290CAY0 SANTANDER BANK NA - SBCLN 156792.86 156121.13 CORP Long
3128M76Q4 3128M76Q4 FED HOME LOAN MTG CORP - GOLD 1555.3849 1586.87 USGSE Long
816851BQ1 816851BQ1 SEMPRA 330000.0 330329.65 CORP Long
571903BD4 571903BD4 MARRIOTT INTERNATIONAL INC/MD 190000.0 190276.13 CORP Long
31402QVG3 31402QVG3 FNMA GTD MTG PASS THRU CTF 1727.6 1772.15 USGSE Long
80287UAE9 80287UAE9 SANTANDER RETAIL AUTO LEASE TR 2022-B 445000.0 433676.84 CORP Long
58769JAF4 58769JAF4 MERCEDES-BENZ FINANCE NORTH AMERICA LLC 670000.0 663757.54 CORP Long
98138HAG6 98138HAG6 WORKDAY INC 525000.0 498537.88 CORP Long
617455696 617455696 BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN. 9279847.342 92705674.95 RF Long
91282CJB8 91282CJB8 UST NOTES 43945000.0 44106360.77 UST Long
716973AC6 716973AC6 PFIZER INVESTMENT ENTERPRISES PTE LTD 965000.0 947279.42 CORP Long
74368CBL7 74368CBL7 PROTECTIVE LIFE GLOBAL FUNDING 715000.0 692156.07 CORP Long
126650CF5 126650CF5 CVS HEALTH CORP 5000000.0 4916593.35 CORP Long
82652MAA8 82652MAA8 SIERRA TIMESHARE 2019-2 RECEIVABLES FDG LLC 378534.9059 370381.64 CORP Long
432917AC6 432917AC6 HILTON GRAND VACATIONS TRUST 2023-1A 243651.4 243446.32 CORP Long
24702EAF7 24702EAF7 DELL EQUIPMENT FINANCE TRUST 2023-3 100000.0 100758.82 CORP Long
709599BF0 709599BF0 PENSKE TRUCK LEASING CO L P / PTL FIN CORP 390000.0 384122.2 CORP Long
31418UEL4 31418UEL4 FNMA GTD MTG PASS THRU CTF 74724.58 74295.23 USGSE Long
46652RAG9 46652RAG9 J P MORGAN CHASE COML MTG SECS TR 2020-609M 995000.0 887352.64 CORP Long
06051GHY8 06051GHY8 BANK OF AMERICA CORPORATION 4400000.0 4190616.8 CORP Long
31620MBQ8 31620MBQ8 FIDELITY NATIONAL INFORMATION SERVICES INC 555000.0 547763.28 CORP Long
03067DAG0 03067DAG0 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1 690000.0 668952.45 CORP Long
3137G1BY2 3137G1BY2 FREDDIE MAC WHOLE LOAN SEC TR 43248.2903 41825.47 USGSE Long
36264YAE0 36264YAE0 GS MTG SECS CORP TR 2021-ROSS 685000.0 532235.55 CORP Long
345287AB2 345287AB2 FORDL 2023-A 776611.03 775412.95 CORP Long
91282CHV6 91282CHV6 UST NOTES 14360000.0 14403753.2 UST Long
78468R663 78468R663 SPDR NYSE TECHNOLOGY ETF 274467.0 25207049.28 RF Long
432917AB8 432917AB8 HILTON GRAND VACATIONS TRUST 2023-1A 1313806.5995 1309273.7 CORP Long
44328UAF3 44328UAF3 HPEFS EQUIPMENT TRUST 2023-2 215000.0 216610.84 CORP Long
67578KAA4 67578KAA4 OCWEN LN INVT TR 2023-HB1 138100.83 130931.26 CORP Long
31416CME3 31416CME3 FNMA GTD MTG PASS THRU CTF 679.075 675.67 USGSE Long
89239HAB4 89239HAB4 TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST 2534803.83 2531150.67 CORP Long
36202EBU2 36202EBU2 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 10948.6366 10803.2 USGA Long
3138X6M85 3138X6M85 FNMA GTD MTG PASS THRU CTF 290869.44 279021.46 USGSE Long
36202EGN3 36202EGN3 GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 5344.815 5274.21 USGA Long
03465CAA3 03465CAA3 ANGEL OAK MORTGAGE TRUST 2021-1 483628.3 402075.75 CORP Long
89169DAA9 89169DAA9 TOWD PT MTG TR 2017-3 101460.35 99052.57 CORP Long
34959EAA7 34959EAA7 FORTINET INC 675000.0 610922.34 CORP Long
418056AX5 418056AX5 HASBRO INC 1915000.0 1860686.77 CORP Long
44918MAB6 44918MAB6 HYUNDAI AUTO RECEIVABLES TRUST 2022-B 1253715.01 1249256.05 CORP Long
53218CAA8 53218CAA8 LIFE 2021-BMR MTG TR 1631730.45 1590712.83 CORP Long
55820TAJ7 55820TAJ7 MADISON PARK FUNDING XXIII LTD 1203249.92 1201526.87 CORP Long
14040HCM5 14040HCM5 CAPITAL ONE FINANCIAL CORP 1150000.0 1087561.89 CORP Long
89177BAA3 89177BAA3 TOWD PT MTG TR 2019-1 440924.47 412251.64 CORP Long
3617MRJ47 3617MRJ47 GNMA GUARANTEED PASS THRU CERT 25656.76 23721.08 USGA Long
89115A2S0 89115A2S0 THE TORONTO DOMINION BANK 1625000.0 1633191.9 CORP Long
36418HAD4 36418HAD4 GALTON FDG MTG TR 2020-H1 625000.0 443954.69 CORP Long
3133L75R4 3133L75R4 FED HOME LOAN MTG CORP - GOLD 578260.33 492678.32 USGSE Long
928668BR2 928668BR2 VOLKSWAGEN GROUP AMER FIN LLC 760000.0 739460.71 CORP Long
693475BL8 693475BL8 PNC FINANCIAL SERVICES GRP INC 920000.0 900431.41 CORP Long
595112BP7 595112BP7 MICRON TECHNOLOGY INC 165000.0 158728.72 CORP Long
857477CD3 857477CD3 STATE STREET CORP 1155000.0 1154425.09 CORP Long
55817AAN4 55817AAN4 MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC 3229000.0 3218528.35 CORP Long
928668BU5 928668BU5 VOLKSWAGEN GROUP AMER FIN LLC 3660000.0 3666423.45 CORP Long
758750AC7 758750AC7 REGAL REXNORD CORP 605000.0 603943.71 CORP Long
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