FABFX Holdings — Franklin Flexible Alpha Bond Fund
All 439 reported holdings of Franklin Flexible Alpha Bond Fund (FABFX) by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets | Value (USD) |
|---|---|---|
| Ift Money Market Portfolio Oemf-Sweep Money Market Portfolio | 6.34% | $25.73M |
| Govt Natl Mortg Assn 3.5% 10/01/2049 Sf2 | 4.01% | $16.27M |
| Fannie Mae or Freddie Mac 3% 10/01/2049 FNL | 2.03% | $8.23M |
| Federal Home Loan Mortgage Corp. 2.5% 10/01/2034 Fni | 2.03% | $8.22M |
| Voya Clo Ltd. Frn 04/25/2031 2013-2a A1r 144a | 1.78% | $7.23M |
| Atrium XII FRN 04/22/2027 144A 12A AR | 1.72% | $6.98M |
| Centurylink, Inc. 6.45% 06/15/2021 | 1.22% | $4.96M |
| Navient Corp. 8.00% 03/25/2020 | 1.18% | $4.77M |
| Turkiye Vakiflar Bankasi Tao 2.375% 11/04/2022 Reg S | 1.05% | $4.28M |
| Madison Park Euro Funding XIV DAC FRN 07/15/2032 144A 14A A1N | 1.05% | $4.26M |
| U S Treasury Note/bond I/l 0.375% 07/15/2027 Index Linked To Cpurnsa | 1.01% | $4.10M |
| BX Commercial Mortgage Trust 2019-XL FRN 10/15/2036 144A 2019-XL A | 0.95% | $3.86M |
| Freddie Mac Structured Agency Credit Risk Debt N Frn 10/25/2028 2016-Dna2 M3 | 0.94% | $3.81M |
| State Grid Overseas Investment 2016 Ltd. 3.50% 05/04/2027 144a | 0.91% | $3.70M |
| Blackrock European CLO IX DAC FRN 12/15/2032 144A 9A A | 0.91% | $3.68M |
| Export-Import Bank Of India 3.875% 02/01/2028 144a | 0.89% | $3.62M |
| Fannie Mae Connecticut Avenue Securities Frn 01/25/2024 2014-C01 M2 | 0.86% | $3.51M |
| LCM XXII Ltd FRN 10/20/2028 144A 22A A2R | 0.85% | $3.43M |
| U S Treasury Note/bond I/l 0.625% 01/15/2026 Index Linked To Cpurnsa | 0.79% | $3.21M |
| Fannie Mae Connecticut Avenue Securities Frn 09/25/2029 2017-C02 2m2 | 0.79% | $3.21M |
| Freddie Mac Structured Agency Credit Risk Debt Note Frn 10/25/2029 2017-Dna2 M2 | 0.79% | $3.19M |
| Banca Popolare Di Milano Scrl 0.625% 06/08/2024 Reg S | 0.78% | $3.16M |
| Freddie Mac Structured Agency Credit Risk Debt Note Frn 07/25/2029 2017-Dna1 M2 | 0.75% | $3.04M |
| Carlyle Euro CLO 2019-2 DAC FRN 08/15/2032 2019-2A A2A 144A | 0.75% | $3.02M |
| U S Treasury Note/bond I/l 0.125% 07/15/2026 Index Linked To Cpurnsa | 0.74% | $3.00M |
| Madison Park Funding XXXI Ltd FRN 01/23/2031 2018-31A B 144A | 0.73% | $2.98M |
| Gilbert Park CLO Ltd FRN 10/15/2030 144A 2017-1A B | 0.73% | $2.98M |
| Burnham Park Clo Ltd. Frn 10/20/2029 144a 1a Br | 0.73% | $2.97M |
| Fannie Mae Connecticut Avenue Securities Frn 11/25/2024 2014-C04 1m2 | 0.72% | $2.94M |
| Fannie Mae Connecticut Avenue Securities Frn 10/25/23 2013-C01 M2 | 0.72% | $2.91M |
| Ares European CLO VIII BV FRN 04/17/2032 144A 8A AR | 0.71% | $2.90M |
| Fannie Mae Connecticut Avenue Securities Frn 10/25/2029 2017-C03 1m2 | 0.71% | $2.90M |
| Spain Government Bond 2.7% 10/31/2048 144A REG S | 0.71% | $2.87M |
| AES Corp/VA 4% 03/15/2021 | 0.69% | $2.80M |
| Freddie Mac Structured Agency Credit Risk Debt Note Frn 4/25/2024 2014-Dn2 M3 | 0.69% | $2.79M |
| Neuberger Berman Loan Advisers CLO 32 Ltd FRN 01/19/2032 144A 2019-32A B | 0.69% | $2.79M |
| Freddie Mac Structured Agency Credit Risk Debt Note Frn 04/25/2028 2015-Dna3 M3 | 0.68% | $2.76M |
| Freddie Mac Structured Agency Credit Risk Debt N Frn 09/25/2024 2014-Hq2 M3 | 0.67% | $2.70M |
| Voya CLO 2014-1 Ltd FRN 04/18/2031 2014-1A BR2 144A | 0.65% | $2.65M |
| Mill City Mortgage Loan Trust 2018-1 FRN 05/25/2062 2018-1 A1 144A | 0.65% | $2.65M |
| China Overseas Finance Cayman VII Ltd 4.25% 04/26/2023 REG S | 0.65% | $2.63M |
| Fannie Mae Connecticut Avenue Securities Frn 08/25/28 2016-C01 1m2 | 0.62% | $2.53M |
| Fannie Mae Connecticut Avenue Securities Frn 7/25/2025 2015-C03 1m2 | 0.62% | $2.52M |
| Madison Park Funding XXVI Ltd FRN 07/29/2030 07-4A AR 144A | 0.62% | $2.50M |
| Freddie Mac Structured Agency Credit Risk Debt Note Frn 08/25/2029 Hqa1 M2 | 0.61% | $2.46M |
| Fannie Mae Connecticut Avenue Securities Frn 05/25/2024 2014-C02 2m2 | 0.60% | $2.44M |
| Towd Point Mortgage Trust 2019-1 FRN 03/25/2058 2019-1 A1 144A | 0.60% | $2.43M |
| Banca Monte Dei Paschi Di Siena Spa 2.125% 11/26/2063 Reg S | 0.60% | $2.42M |
| Freddie Mac Structured Agency Credit Risk Debt Note Frn 11/25/2023 2013-Dn2 M2 | 0.59% | $2.40M |
| Dryden 38 Senior Loan Fund FRN 07/15/2030 2015-38A CR 144A | 0.59% | $2.40M |
| Edf SA 5.625% 7/22/2167144a Perp | 0.57% | $2.31M |
| Fannie Mae Connecticut Avenue Securities Frn 07/25/2024 2014-C03 2m2 | 0.56% | $2.28M |
| Hca, Inc. 7.50% 02/15/2022 | 0.56% | $2.28M |
| Alinea CLO 2018-1 Ltd FRN 07/20/2031 2018-1A B 144A | 0.56% | $2.26M |
| Spain Government Bond 1.45% 04/30/2029 144A REG S | 0.55% | $2.24M |
| Cgnpc International Ltd. 3.75% 12/11/2027 Reg S | 0.55% | $2.23M |
| Three Gorges Finance I Cayman Islands Ltd. 3.70% 06/10/2025 144a | 0.55% | $2.23M |
| Export-Import Bank Of China 3.625% 07/31/2024 144a | 0.55% | $2.22M |
| Freddie Mac Structured Agency Credit Risk Debt Note Frn 11/25/2028 2016-Hqa2 M3 | 0.54% | $2.20M |
| Cnpc General Capital Ltd. 3.40% 04/16/2023 144a | 0.53% | $2.16M |
| Eleven Madison Trust Mortgage Trust Frn 09/10/2035 144a 2015-11md A | 0.53% | $2.15M |
| GS Mortgage Securities Trust 2017-GS6 3.433% 05/10/2050 2017-GS6 A3 | 0.53% | $2.15M |
| BXP Trust 3.379% 06/13/2039 2017-GM A 144A | 0.53% | $2.14M |
| Freddie Mac Structured Agency Credit Risk Debt N Frn 05/25/2028 2015-Hqa2 M3 | 0.53% | $2.14M |
| Freddie Mac Structured Agency Credit Risk Debt Note Frn 10/25/2027 2015-Dna1 M3 | 0.52% | $2.13M |
| Fannie Mae Connecticut Avenue Securities Frn 01/25/2029 2016-C04 1m2 | 0.52% | $2.11M |
| Export-Import Bank Of Korea 2.875% 01/21/2025 | 0.51% | $2.08M |
| Freddie Mac Structured Agency Credit Risk Debt Note Frn 03/25/2030 2017-Dna3 M2 | 0.50% | $2.04M |
| Towd Point Mortgage Trust 2017-4 FRN 06/25/2057 2017-4 A1 144A | 0.50% | $2.02M |
| TCI-Flatiron Clo 2017-1 Ltd FRN 11/17/2030 2017-1A A 144A | 0.49% | $2.00M |
| Freddie Mac Structured Agency Credit Risk Debt N Frn 08/25/2024 14-Dn3 M3 | 0.49% | $1.98M |
| Atrium XIII FRN 11/21/2030 144A 2013-A B | 0.49% | $1.98M |
| Octagon Investment Partners Xxiii Ltd. Frn 07/15/2027 2015-1a Cr 144a | 0.49% | $1.97M |
| Octagon Investment Partners 33 Ltd FRN 01/20/2031 144A 2017-1A A2 | 0.48% | $1.96M |
| TCI-Flatiron Clo 2017-1 Ltd FRN 11/17/30 2017-1A B 144A | 0.48% | $1.95M |
| Burnham Park Clo Ltd. Frn 10/20/2029 144a 1a Cr | 0.48% | $1.94M |
| Banco Bpm Spa 0.75% 03/31/2023 Reg S | 0.47% | $1.93M |
| Burnham Park Clo Ltd. Frn 10/20/2029 144a 16-1a Dr | 0.47% | $1.91M |
| Madison Park Funding XXXI Ltd FRN 01/23/2031 2018-31A C 144A | 0.47% | $1.91M |
| Industrial & Commercial Bank Of China Ltd. New Yo 2.452% 10/20/2021 | 0.47% | $1.90M |
| Armada Euro CLO IV DAC FRN 07/15/2033 144A 4A B | 0.47% | $1.90M |
| Bluemountain Clo Ltd. Frn 11/20/2028 144a 2012-2a Dr2 | 0.46% | $1.89M |
| Banca Monte Dei Paschi Di Siena Spa 2.875% 07/16/2062 Reg S | 0.46% | $1.85M |
| Towd Point Mortgage Trust 2018-4 FRN 06/25/2058 2018-4 A1 144A | 0.45% | $1.82M |
| Jyske Realkredit A/S 1% 04/01/2026 | 0.45% | $1.81M |
| Sinopec Group Overseas Development 2015 Ltd. 2.50% 04/28/2020 144a | 0.44% | $1.80M |
| Kookmin Bank 2.25% 02/03/2022 144a | 0.44% | $1.80M |
| Fannie Mae Connecticut Avenue Securities Frn 05/25/2024 2014-C02 1m2 | 0.44% | $1.79M |
| Sound Point Euro CLO II Funding DAC FRN 10/26/2032 2A A 144A | 0.44% | $1.79M |
| Cnooc Finance 2015 USA LLC 3.50% 05/05/2025 | 0.44% | $1.78M |
| Dunedin Park CLO DAC FRN 10/22/2032 144A 1A A1 | 0.44% | $1.77M |
| Imperial Brands Finance PLC 4.25% 07/21/2025 144a | 0.44% | $1.77M |
| Fannie Mae Connecticut Avenue Securities Frn 01/25/2029 2016-C05 2m2 | 0.43% | $1.74M |
| Sequoia Mortgage Trust 2016-2 FRN 8/25/46 2016-2 A4 144A | 0.42% | $1.72M |
| United Mexican States 4.15% 03/28/2027 | 0.42% | $1.72M |
| Mill City Mortgage Loan Trust 2018-4 FRN 04/25/2066 2018-4 A1B 144A | 0.42% | $1.71M |
| Freddie Mac Structured Agency Credit Risk Debt Note Frn 07/25/2028 2016-Dna1 M3 | 0.42% | $1.71M |
| Freddie Mac Structured Agency Credit Risk Debt N Frn 03/25/2029 2016-Hqa3 M2 | 0.41% | $1.67M |
| Jpmbb Commercial Mortgage Securities Trust 3.8218% 07/15/2048 2015-C30 A5 | 0.40% | $1.63M |
| Jpmbb Commercial Mortgage Securities Trust 3.5761% 03/17/2049 2016-C1 A5 | 0.40% | $1.61M |
| Republic Of Gabon 6.375% 12/12/2024 144a | 0.39% | $1.60M |
| Korea East-West Power Co Ltd 3.875% 07/19/2023 144A | 0.39% | $1.59M |
| Angolan Government International Bond 8.25% 05/09/2028 144A | 0.39% | $1.57M |
| Freddie Mac Structured Agency Credit Risk Debt N Frn 05/25/2025 2015-Hq2 M3 | 0.39% | $1.57M |
| Euro-Galaxy V CLO BV FRN 11/10/2030 144A 2016-5A BR | 0.38% | $1.56M |
| BlueMountain CLO XXIV Ltd FRN 04/20/2031 144A 2019-24A A2 | 0.38% | $1.56M |
| Republic Of Iraq 5.80% 01/15/2028 144a | 0.38% | $1.54M |
| CIM Trust 2019-INV1 FRN 02/25/2049 2019-INV1 A1 144A | 0.38% | $1.54M |
| Banque Centrale De Tunisie International Bond 5.625% 02/17/2024 Reg S | 0.38% | $1.53M |
| Israel Electric Corp. Ltd. 4.25% 08/14/2028 144a | 0.38% | $1.53M |
| Discover Card Execution Note Trust 1.89% 10/15/2024 A3 A | 0.38% | $1.52M |
| Freddie Mac Structured Agency Credit Risk Debt N Frn 10/25/2024 2014-Dn4 M3 | 0.37% | $1.52M |
| DBCG 2017-BBG Mortgage Trust FRN 6/15/2034 2017-BBG A 144A | 0.37% | $1.50M |
| Madison Park Funding XIV Ltd FRN 10/22/2030 2014-14A BRR 144A | 0.37% | $1.49M |
| Morgan Stanley 3.70% 10/23/2024 | 0.37% | $1.49M |
| Bank Of America Corp. 3.55% 03/05/2024 Fixed To Float | 0.36% | $1.46M |
| U S Treasury Note/bond I/l 0.25% 01/15/2025 Index Linked To Cpurnsa | 0.36% | $1.46M |
| Madison Park Funding XXIX LTD FRN 10/18/2030 2018-29A 2A 144A | 0.36% | $1.45M |
| Hsbc Holdings PLC Frn 03/13/2023 Fixed To Float | 0.35% | $1.43M |
| Towd Point Mortgage Trust Frn 04/25/2056 144a 2016-3 A1 | 0.35% | $1.43M |
| Republic Of Colombia 5.00% 06/15/2045 | 0.35% | $1.40M |
| Flagship Clo Viii Ltd. Frn 01/16/2026 2014-8a Crr 144a | 0.34% | $1.38M |
| Kazakhstan Temir Zholy Finance Bv 6.95% 07/10/2042 144a | 0.33% | $1.35M |
| Kazakhstan Government International Bond 4.875% 10/14/2044 144a | 0.33% | $1.34M |
| Avoca CLO XVII Designated Activity Co FRN 10/15/2032 144A 17A CL B1R | 0.33% | $1.34M |
| Dominion Energy, Inc. 2.85% 08/15/2026 | 0.33% | $1.32M |
| Dorchester Park CLO DAC FRN 04/20/2028 2015-1A CR 144A | 0.33% | $1.32M |
| U S Treasury Note/bond I/l 0.375% 07/15/2025 Index Linked To Cpurnsa | 0.32% | $1.32M |
| Octagon Loan Funding Ltd FRN 11/18/2031 144A 14-1A DRR | 0.30% | $1.23M |
| Dryden 45 Senior Loan Fund FRN 10/15/2030 2016-45A CR 144A | 0.30% | $1.23M |
| Blackrock European CLO IX DAC FRN 12/15/2032 144A 9A B | 0.30% | $1.23M |
| Tencent Holdings Ltd. 2.985% 01/19/2023 144a | 0.30% | $1.22M |
| Harbor Park CLO Ltd FRN 01/20/2031 144A 1A D | 0.30% | $1.21M |
| Fannie Mae Connecticut Avenue Securities Frn 07/25/2024 2014-C03 1m2 | 0.30% | $1.21M |
| Rzd Capital PLC (russian Railways) 5.70% 04/05/2022 Regs | 0.29% | $1.18M |
| Octagon Investment Partners Xxiii Ltd. Frn 07/15/2027 2015-1a Br 144a | 0.29% | $1.18M |
| Bellemeade Re 2018-1 Ltd 3.69113% 04/25/2028 144A | 0.29% | $1.17M |
| BRAVO Residential Funding Trust 2019-1 3.50 03/25/2058 2019-1 A1C 144A | 0.29% | $1.16M |
| Towd Point Mortgage Trust Frn 10/25/2056 2017-1 A1 144a | 0.29% | $1.16M |
| Fannie Mae Connecticut Avenue Securities Frn 05/25/2029 2016-C07 2m2 | 0.28% | $1.14M |
| TCI-Flatiron Clo 2017-1 Ltd FRN 11/17/2030 2017-1A C 144A | 0.28% | $1.13M |
| Alibaba Group Holding Ltd. 2.80% 06/06/2023 | 0.27% | $1.12M |
| Athene Global Funding 2.75% 06/25/2024 144A | 0.27% | $1.11M |
| Towd Point Mortgage Trust Frn 04/25/2057 144a 2017-2 A1 | 0.27% | $1.11M |
| Russian Foreign Bond - Eurobond 4.875% 09/16/2023 144A | 0.27% | $1.09M |
| Realkredit Danmark A/S 1% 04/01/2027 | 0.27% | $1.09M |
| CIM Trust 2018-INV1 FRN 08/25/2048 2018-INV1 A4 144A | 0.27% | $1.08M |
| Harvest Operations Corp 4.2% 06/01/2023 144A | 0.26% | $1.07M |
| Goldman Sachs Group, Inc. 3.75% 05/22/2025 | 0.26% | $1.06M |
| Citigroup, Inc. 2.65% 10/26/2020 | 0.26% | $1.06M |
| CARLYLE US CLO 2017-4 Ltd FRN 01/15/2030 2017-4A B 144A | 0.26% | $1.05M |
| Flagstar Mortgage Trust 2018-6RR FRN 10/25/2048 144A 2018-6RR 1A3 | 0.26% | $1.04M |
| Sinopec Group Overseas Development 2015 Ltd. 3.25% 04/28/2025 144a | 0.26% | $1.04M |
| Banca Popolare Di Milano Scrl 0.875% 09/14/2023 Reg S | 0.25% | $1.03M |
| Sealed Air Corp. 5.25% 04/01/2023 144a | 0.25% | $1.02M |
| Bank Of China Ltd/macau 2.875% 04/20/2022 Reg S | 0.25% | $1.01M |
| China Construction Bank Corp/hong Kong 2.75% 12/04/2020 Reg S | 0.25% | $1.00M |
| Mill City Mortgage Loan Trust 2017-1 FRN 11/25/2058 2017-1 A1 144A | 0.25% | $998.07K |
| BlueMountain CLO XXIV Ltd FRN 04/20/2031 2019-24A D 144A | 0.24% | $989.72K |
| Long Point Park CLO Ltd FRN 01/17/2030 144A 2017-1A A2 | 0.24% | $975.30K |
| COMM 2014-277P Mortgage Trust FRN 08/10/2049 2014-277P A 144A | 0.24% | $961.61K |
| Aptiv Corp 4.15% 03/15/2024 | 0.24% | $958.28K |
| Long Point Park CLO Ltd FRN 01/17/2030 2017-1A B 144A | 0.24% | $954.35K |
| Fannie Mae Connecticut Avenue Securities Frn 5/25/2030 2017-C07 1m1 | 0.23% | $950.00K |
| Sound Point Euro CLO II Funding DAC FRN 10/26/2032 144A 2A B1 | 0.23% | $946.51K |
| Fannie Mae Connecticut Avenue Securities Frn 07/25/2029 2017-C01 1m2 | 0.23% | $932.66K |
| Towd Point Mortgage Trust FRN 07/25/2056 2016-4 A1 144A | 0.23% | $931.60K |
| Bluemountain Clo Ltd. Frn 11/20/2028 144a 2a Br2 | 0.23% | $913.71K |
| Freddie Mac Structured Agency Credit Risk Debt N Frn 08/25/2024 2014-Hq1 M3 | 0.22% | $887.81K |
| Southern Co/the 3.25% 07/01/2026 | 0.22% | $887.48K |
| Dunedin Park CLO DAC FRN 10/22/2032 144A 1A A2A | 0.22% | $884.56K |
| Fedex Corp. 3.20% 02/01/2025 | 0.22% | $883.63K |
| Enterprise Products Operating LLC 3.35% 03/15/2023 | 0.22% | $880.96K |
| Hsbc Holdings PLC 4.30% 03/08/2026 | 0.21% | $872.49K |
| Cole Park Clo Ltd. Frn 10/20/2028 15-1a Br 144a | 0.21% | $851.64K |
| ARES LII CLO Ltd FRN 04/22/2031 144A 52A D | 0.21% | $840.14K |
| Ukraine Government 7.375% 09/25/2032 144a | 0.21% | $838.01K |
| Maxim Integrated Products, Inc. 3.45% 06/15/2027 | 0.20% | $823.79K |
| BX Commercial Mortgage Trust 2018-IND FRN 11/15/2035 144A 2018-IND A | 0.20% | $800.99K |
| Wells Fargo Mortgage Backed Securities 2018-1 FRN 07/25/2047 2018-1 A3 144A | 0.20% | $796.67K |
| Carlyle GMS Finance MM CLO 2015-1 LLC FRN 10/15/2031 2015-1A A2R 144A | 0.20% | $793.56K |
| Energy Transfer Operating LP 7.5% 10/15/2020 | 0.19% | $787.12K |
| Ares European CLO VIII BV FRN 04/17/2032 8A BR 144a | 0.19% | $780.71K |
| BlueMountain EUR CLO FRN 01/15/2033 5A A 144A | 0.19% | $780.71K |
| American Homes 4 Rent 3.678% 12/17/2036 2014-Sfr3 A 144a | 0.19% | $779.83K |
| Columbia Cent CLO 27 Ltd FRN 10/25/2028 2018-27A A2A 144A | 0.19% | $762.91K |
| Madison Park Funding XXXI Ltd FRN 01/23/2031 144A 31A A2A | 0.18% | $744.90K |
| American Tower Corp. 3.375% 10/15/2026 | 0.18% | $728.96K |
| Republic Of Colombia 9.85% 06/28/2027 | 0.18% | $719.78K |
| Dryden 64 CLO Ltd FRN 04/18/2031 2018-64A C 144A | 0.17% | $708.80K |
| Neuberger Berman Loan Advisers CLO 32 Ltd FRN 01/19/2032 2019-32A D 144A | 0.17% | $694.24K |
| Bamll Commercial Mortgage Securities Trust 3.218% 04/14/2033 2015-200p A 144a | 0.16% | $632.21K |
| Comm Mortgage Trust 3.178% 02/10/2035 144a 2015-3bp A | 0.16% | $630.33K |
| Allergan Funding Scs 3.80% 03/15/2025 | 0.16% | $630.03K |
| Korea Development Bank 3.375% 03/12/2023 | 0.15% | $624.75K |
| GS Mortgage Securities Trust 2.85% 10/10/2049 | 0.15% | $620.05K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE FRN 9/6/2038 2016-NINE A 144A | 0.15% | $619.75K |
| South Africa Republic Of 7.00% 02/28/2031 | 0.15% | $612.88K |
| Fannie Mae Connecticut Avenue Securities Frn 07/25/2025 2015-C03 2m2 | 0.15% | $601.50K |
| Uruguay Republic Of 3.70% 06/26/2037 Index Linked | 0.15% | $594.58K |
| Fannie Mae Connecticut Avenue Securities Frn 11/25/2029 2017-C04 2m2 | 0.14% | $586.81K |
| Peruvian Government International Bond 6.55% 03/14/2037 | 0.14% | $585.10K |
| Antares CLO 2018-1 Ltd FRN 04/20/2031 2018-1A B 144A | 0.14% | $584.75K |
| Madison Park Funding XXIX LTD 10/18/2030 144A 29A D | 0.14% | $573.34K |
| Atrium XIII FRN 11/21/2030 144A 2013A C | 0.14% | $572.40K |
| Towd Point Mortgage Trust 2018-5 FRN 07/25/2058 2018-5 A1A 144A | 0.14% | $565.50K |
| Wynn Las Vegas Llc/capital Corp. 5.50% 03/01/2025 144a | 0.14% | $559.12K |
| Adagio CLO VIII DAC FRN 04/15/2032 144A VIII-A B1 | 0.14% | $557.65K |
| Madison Park Funding XIV Ltd FRN 10/22/2030 2014-14A CRR 144A | 0.14% | $552.74K |
| Baidu Inc 4.375% 05/14/2024 | 0.13% | $534.52K |
| Neuberger Berman Loan Advisers CLO 26 Ltd FRN 10/18/2030 144A 2017-26A B | 0.13% | $529.10K |
| Freddie Mac Structured Agency Credit Risk Debt Note Frn 01/25/2025 2015-Dn1 M3 | 0.13% | $526.45K |
| Towd Point Mortgage Trust 2018-1 Frn 01/25/2058 2018-1 A1 144a | 0.13% | $517.45K |
| Freddie Mac Structured Agency Credit Risk Debt Note Frn 04/25/2029 2016-Hqa4 M2 | 0.13% | $515.22K |
| Goldman Sachs Group, Inc. Frn 09/15/2020 | 0.12% | $504.17K |
| Ellington Clo III Ltd FRN 07/20/2030 2018-3A A1 144A | 0.12% | $497.62K |
| ICBCIL Finance Co Ltd 2.5% 09/29/2021 144A | 0.12% | $497.35K |
| Fannie Mae Connecticut Avenue Securities Frn 04/25/2029 2016-C02 1m2 | 0.12% | $489.56K |
| Jpmbb Commercial Mortgage Securities Trust Frn 07/15/2048 2015-C30 As | 0.12% | $489.31K |
| FREMF 2018-K72 Mortgage Trust 3.9916% 12/25/2050 2018-K72 B 144A | 0.12% | $485.40K |
| Morgan Stanley Capital I Trust 3.912% 09/09/2032 144a 2014-150e A | 0.12% | $481.78K |
| Octagon Investment Partners 33 Ltd FRN 01/20/2031 144A 2017-1A B | 0.12% | $477.28K |
| CGRBS Commercial Mortgage Trust FRN 03/13/2035 2013-VN05 C 144A | 0.12% | $476.52K |
| Betony CLO 2 Ltd FRN 04/30/2031 2018-1A C 144A | 0.11% | $452.96K |
| SABIC Capital II BV 4.5% 10/10/2028 144A | 0.11% | $444.47K |
| Fannie Mae Connecticut Avenue Securities Frn 11/25/2024 2014-C04 2m2 | 0.11% | $428.68K |
| Freddie Mac Structured Agency Credit Risk Debt Note Frn 03/25/2025 15-Hq1 M3 | 0.11% | $427.14K |
| Bayer US Finance II LLC 3.875% 12/15/2023 144A | 0.10% | $419.26K |
| Fannie Mae Connecticut Avenue Securities Frn 05/25/2025 2015-C02 1m2 | 0.10% | $417.21K |
| Towd Point Mortgage Trust 3% 10/25/2053 144A 2015-1 AE | 0.10% | $409.62K |
| Mexico City Airport Trust 5.50% 07/31/2047 144a | 0.10% | $402.77K |
| Fannie Mae Connecticut Avenue Securities Frn 02/25/2030 2017-C06 1m2 | 0.10% | $398.60K |
| Radnor RE 2018-1 Ltd FRN 03/25/2028 2018-1 M1 144A | 0.10% | $395.29K |
| Ammc Clo 21 Ltd. Frn 11/02/2030 2017-21a C 144a | 0.09% | $382.68K |
| Gilbert Park CLO Ltd FRN 10/15/2030 144A 2017-1A D | 0.09% | $381.21K |
| Towd Point Mortgage Trust Frn 10/25/2056 2016-5 A1 144a | 0.09% | $366.10K |
| CARLYLE US CLO 2017-4 Ltd FRN 01/15/2030 2017-4A C 144A | 0.09% | $366.00K |
| Edwards Lifesciences Corp 4.3% 06/15/2028 | 0.08% | $338.85K |
| Fannie Mae Connecticut Avenue Securities Frn 12/25/2030 2018-C04 2m1 | 0.08% | $335.40K |
| Indonesia Government International Bond 4.35% 01/08/2027 144A | 0.08% | $327.64K |
| Progress Residential 2018-SFR2 Trust 3.712% 08/17/2035 144A SFR2 A | 0.07% | $296.54K |
| Freddie Mac Structured Agency Credit Risk Debt N Frn 02/25/2024 2014-Dn1 M2 | 0.07% | $294.47K |
| Octagon Investment Partners Xxiii Ltd. Frn 07/15/2027 2015-1a Dr 144 | 0.07% | $292.14K |
| Freddie Mac Structured Agency Credit Risk Debt N Frn 09/25/24 14-Hq2 M2 | 0.07% | $286.46K |
| BlueMountain EUR CLO FRN 01/15/2033 144A 5A B | 0.07% | $278.83K |
| Euro-Galaxy III CLO BV FRN 01/17/2031 144A 3A B2ER | 0.07% | $278.34K |
| Galaxy XXVII CLO Ltd FRN 05/16/2031 18-27A D 144A | 0.07% | $268.34K |
| Freddie Mac Structured Agency Credit Risk Debt Note Frn 04/25/2028 2015-Dna3 M2 | 0.06% | $259.60K |
| Towd Point Mortgage Trust 2018-2 FRN 03/25/2058 2018-2 A1 144A | 0.06% | $257.15K |
| Dexia Credit Local SA 2.375% 09/20/2022 144a | 0.06% | $253.71K |
| Freddie Mac Structured Agency Credit Risk Debt Note Frn 04/25/2030 2017-Hqa3 M2 | 0.06% | $253.53K |
| BlueMountain Fuji US Clo II Ltd FRN 10/20/2030 2017-2A A1A 144A | 0.06% | $250.16K |
| Fannie Mae Connecticut Avenue Securities Frn 09/25/2028 C02 1m2 | 0.06% | $236.72K |
| TCI-Flatiron Clo 2017-1 Ltd FRN 11/17/30 2017-1A D 144A | 0.06% | $233.06K |
| Octagon Investment Partners 33 Ltd FRN 01/20/2031 144A 2017-1A C | 0.06% | $230.86K |
| Republic of Belarus International Bond 7.625% 06/29/2027 144A | 0.06% | $230.25K |
| Freddie Mac Structured Agency Credit Risk Debt N Frn 10/25/2024 2014-Hq3 M3 | 0.06% | $227.83K |
| Towd Point Mortgage Trust Frn 11/25/2057 144a 2015-2 2a1 | 0.05% | $222.72K |
| Freddie Mac Structured Agency Credit Risk Debt N Frn 11/27/2028 2016-Hqa2 M2 | 0.05% | $214.96K |
| Capital One Financial Corp. 3.05% 03/09/2022 | 0.05% | $203.96K |
| San Jose Ca Redev Agy Successor Agy Tax Allocati | 0.05% | $203.30K |
| Toronto-Dominion Bank 2.25% 03/15/2022 144a | 0.05% | $201.24K |
| West Clo Ltd. Frn 07/18/2026 14-1a A2r 144a | 0.04% | $169.64K |
| Dominican Republic 8.90% 02/15/2023 144a | 0.04% | $151.82K |
| Citizens Ppty Ins Corp. Fla | 0.03% | $134.66K |
| Freddie Mac Structured Agency Credit Risk Debt Note Frn 10/25/2027 2015-Dna1 M2 | 0.03% | $132.45K |
| Freddie Mac Structured Agency Credit Risk Debt N Frn 05/25/2028 2015-Hqa2 M2 | 0.03% | $129.74K |
| Cincinnati Ohio | 0.03% | $119.95K |
| Colorado St Brd Governors Univ Enterprise Sys Re | 0.03% | $119.22K |
| Fannie Mae Connecticut Avenue Securities Frn 05/27/2025 2015-C02 2m2 | 0.03% | $117.12K |
| Orlando Health, Inc. 3.777% 10/01/2028 | 0.03% | $113.66K |
| Towd Point Mortgage Trust 2017-5 Frn 02/25/2057 2017-5 A1 144a | 0.03% | $109.92K |
| Teays Valley Ohio Loc Sch Dist | 0.03% | $109.76K |
| Reynolds American, Inc. 4.45% 06/12/2025 | 0.03% | $107.41K |
| Banc Of America Commercial Mortgage Trust 3.705% 09/15/2048 2015-Ubs7 A4 | 0.03% | $107.51K |
| Freddie Mac Structured Agency Credit Risk Debt N Frn 12/25/2028 2016-Dna3 M2 | 0.03% | $105.31K |
| Bamll Commercial Mortgage Securities Trust 2.959% 12/10/2030 144a 2012-Park A | 0.03% | $102.92K |
| Kb Home 8.00% 03/15/2020 | 0.03% | $102.28K |
| Anthem, Inc. 2.95% 12/01/2022 | 0.03% | $102.43K |
| Duke Energy Indiana, Inc. 3.75% 07/15/2020 | 0.03% | $101.38K |
| Fannie Mae Connecticut Avenue Securities Frn 02/25/2025 2015-C01 2m2 | 0.02% | $100.52K |
| Deutsche Bank AG Frn 08/20/2020 | 0.02% | $100.24K |
| Royal Bank Of Canada 2.10% 10/14/2021 | 0.02% | $100.27K |
| Bank Of Nova Scotia/the 1.875% 04/26/2022 | 0.02% | $100.00K |
| Bank Of America Corp. 5.50% 12/04/2019 | 0.02% | $97.52K |
| Dryden 49 Senior Loan Fund FRN 07/18/2030 144A 2017-49A C | 0.01% | $58.53K |
| Carlyle US Clo 2017-2 Ltd FRN 07/20/2031 17-A2 B 144A | 0.01% | $58.56K |
| Conseco Finance Securitizations Corp. Frn 03/01/2033 2002-2 M1 | 0.01% | $57.83K |
| Jackson National Life Global Funding 2.25% 04/29/2021 144a | 0.01% | $50.28K |
| Freddie Mac Structured Agency Credit Risk Debt Note Frn 12/25/27 2015-Dna2 M2 | 0.01% | $46.55K |
| Oceaneering International, Inc. 4.65% 11/15/2024 | 0.01% | $46.75K |
| American Airlines Pass Through Trust 3.20% 12/15/2029 | 0.01% | $45.45K |
| Fannie Mae Connecticut Avenue Securities Frn 07/25/2029 2017-C01 1b1 | 0.01% | $38.82K |
| Fannie Mae Connecticut Avenue Securities Frn 02/25/2025 2015-C01 1m2 | 0.01% | $28.46K |
| Jackson National Life Global Funding 2.10% 10/25/2021 144a | 0.01% | $25.07K |
| Thornburg Mortgage Securities Trust Frn 4/25/2045 05-1 A3 | 0.00% | $17.59K |
| Providence & Saint Joseph Health | 0.00% | $15.37K |
| JPMDB Commercial Mortgage Securities Trust FRN 03/15/2050 2017-C5 XA IO | 0.00% | $10.55K |
| Texas St | 0.00% | $5.27K |
FABFX overview: performance, fees, allocation and SEC filings