Brighthouse Funds Trust II

MetLife Aggregate Bond Index Portfolio

Underlying fund Index Fund

Series ID: S000006509

LEI: 549300NRL8B3H8T0W741

SEC CIK: 710826

$1.94B Avg Monthly Net Assets

$2.09B Total Assets

$202.40M Total Liabilities

$1.89B Net Assets

MetLife Aggregate Bond Index Portfolio is an Underlying fund in Brighthouse Funds Trust II , based in North Carolina, United States of America. The fund has four share classes and monthly net assets of $1.94B. On August 29th, 2024 it reported 1,392 holdings, the largest being National Bank Of Canada (1.0%), NBC Global Finance Limited (0.8%) and United States Treasury (0.7%). Data provided by Fincoded.

Share Classes

Name	Class/Contract ID	Ticker	Monthly Returns (2 years)
Class A	C000017796
Class B	C000017797
Class E	C000017798
Class G	C000075817

Holdings

From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024. Historic holdings data available from Fincoded.

Name	Profile	Category	Country	Value $USD	# Shares	% of Fund
3M Co (3M COMPANY)	Long	Debt	US	$715K	–	0.04
Abbott Laboratories	Long	Debt	US	$1M	–	0.07
AbbVie Inc	Long	Debt	US	$1M	–	0.08
AbbVie Inc	Long	Debt	US	$966K	–	0.05
AbbVie Inc	Long	Debt	US	$395K	–	0.02
AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA)	Long	Debt	IE	$2M	–	0.10
AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA)	Long	Debt	IE	$859K	–	0.05
Air Lease Corp	Long	Debt	US	$863K	–	0.05
Alexandria Real Estate Equities Inc	Long	Debt	US	$738K	–	0.04
Alibaba Group Holding Ltd	Long	Debt	KY	$1M	–	0.06
Allstate Corp/The	Long	Debt	US	$878K	–	0.05
Alphabet Inc	Long	Debt	US	$625K	–	0.03
Altria Group Inc	Long	Debt	US	$1M	–	0.06
Amazon.com Inc	Long	Debt	US	$2M	–	0.09
Amazon.com Inc	Long	Debt	US	$950K	–	0.05
America Movil SAB de CV	Long	Debt	MX	$881K	–	0.05
American Express Co	Long	Debt	US	$3M	–	0.15
American Honda Finance Corp	Long	Debt	US	$889K	–	0.05
American Honda Finance Corp	Long	Debt	US	$282K	–	0.01
American International Group Inc (AMERICAN INTL GROUP)	Long	Debt	US	$728K	–	0.04
American Tower Corp	Long	Debt	US	$921K	–	0.05
American Water Capital Corp	Long	Debt	US	$857K	–	0.05
Amgen Inc	Long	Debt	US	$2M	–	0.10
Amgen Inc	Long	Debt	US	$1M	–	0.07
Amgen Inc	Long	Debt	US	$853K	–	0.05
Anheuser-Busch InBev Worldwide Inc	Long	Debt	US	$2M	–	0.10
Anheuser-Busch InBev Worldwide Inc	Long	Debt	US	$997K	–	0.05
Aon Corp / Aon Global Holdings PLC (AON CORP/AON GLOBAL HOLD)	Long	Debt	US	$993K	–	0.05
Appalachian Power Co	Long	Debt	US	$622K	–	0.03
Apple Inc	Long	Debt	US	$2M	–	0.11
Apple Inc	Long	Debt	US	$948K	–	0.05
Apple Inc	Long	Debt	US	$608K	–	0.03
Ares Capital Corp	Long	Debt	US	$888K	–	0.05
Asian Development Bank	Long	Debt	XX	$3M	–	0.16
Asian Development Bank	Long	Debt	XX	$2M	–	0.09
Asian Development Bank	Long	Debt	XX	$788K	–	0.04
Asian Infrastructure Investment Bank/The	Long	Debt	XX	$959K	–	0.05
Asian Infrastructure Investment Bank/The	Long	Debt	XX	$47K	–	0.00
AstraZeneca PLC	Long	Debt	GB	$1M	–	0.05
AT&T Inc	Long	Debt	US	$2M	–	0.10
AT&T Inc	Long	Debt	US	$2M	–	0.09
AT&T Inc	Long	Debt	US	$1M	–	0.06
AT&T Inc	Long	Debt	US	$829K	–	0.04
AT&T Inc	Long	Debt	US	$107K	–	0.01
Atmos Energy Corp	Long	Debt	US	$882K	–	0.05
AUSTRALIA AND NEW ZEALAND BK GRP LT	Long	Short-term investment vehicle	US	$5M	–	0.26
AvalonBay Communities Inc	Long	Debt	US	$173K	–	0.01
AXA SA	Long	Debt	FR	$429K	–	0.02
Banco Santander SA	Long	Debt	ES	$2M	–	0.11
BANK 2018-BNK15	Long	ABS-mortgage backed security	US	$847K	–	0.04
BANK 2019-BNK20	Long	ABS-mortgage backed security	US	$145K	–	0.01
BANK 2021-BNK33	Long	ABS-mortgage backed security	US	$842K	–	0.04
BANK 2024-BNK47	Long	ABS-mortgage backed security	US	$1M	–	0.05
BANK 2024-BNK47	Long	ABS-mortgage backed security	US	$413K	–	0.02
Bank of America Corp	Long	Debt	US	$3M	–	0.16
Bank of America Corp	Long	Debt	US	$3M	–	0.16
Bank of America Corp	Long	Debt	US	$2M	–	0.13
Bank of America Corp	Long	Debt	US	$2M	–	0.09
Bank of America Corp	Long	Debt	US	$2M	–	0.08
Bank of Montreal	Long	Debt	CA	$2M	–	0.11
Bank Of Montreal, London	Long	Repurchase agreement	US	$2M	–	0.11
BANK OF MONTREAL, LONDON	Long	Short-term investment vehicle	US	$4M	–	0.21
Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP)	Long	Debt	US	$2M	–	0.09
BANK OF NOVA SCOTIA HOUSTON	Long	Short-term investment vehicle	US	$2M	–	0.11
BANK OF NOVA SCOTIA HOUSTON	Long	Short-term investment vehicle	US	$2M	–	0.11
BANK OF NOVA SCOTIA HOUSTON	Long	Short-term investment vehicle	US	$2M	–	0.11
Bank of Nova Scotia/The	Long	Debt	CA	$983K	–	0.05
BANK5 2023-5YR1	Long	ABS-mortgage backed security	US	$1M	–	0.05
BANK5 2024-5YR7	Long	ABS-mortgage backed security	US	$1M	–	0.08
Barclays Bank PLC	Long	Repurchase agreement	US	$10M	–	0.53
Barclays PLC	Long	Debt	GB	$3M	–	0.18
Barclays PLC	Long	Debt	GB	$2M	–	0.11
BAT Capital Corp	Long	Debt	US	$1M	–	0.06
BBCMS Mortgage Trust 2022-C15 (Barclays Commercial Mortgage Securities LLC)	Long	ABS-mortgage backed security	US	$649K	–	0.03
BBCMS Mortgage Trust 2024-C26 (Barclays Commercial Mortgage Securities LLC)	Long	ABS-mortgage backed security	US	$728K	–	0.04
BBCMS Mortgage Trust 2024-C26 (Barclays Commercial Mortgage Securities LLC)	Long	ABS-mortgage backed security	US	$728K	–	0.04
BBCMS Mortgage Trust 2024-C26 (Barclays Commercial Mortgage Securities LLC)	Long	ABS-mortgage backed security	US	$565K	–	0.03
Becton Dickinson & Co	Long	Debt	US	$2M	–	0.09
Benchmark 2018-B1 Mortgage Trust (BENCHMARK Mortgage Trust)	Long	ABS-mortgage backed security	US	$858K	–	0.05
Benchmark 2024-V7 Mortgage Trust (BENCHMARK Mortgage Trust)	Long	ABS-mortgage backed security	US	$2M	–	0.08
Berkshire Hathaway Finance Corp	Long	Debt	US	$1M	–	0.08
Berkshire Hathaway Inc	Long	Debt	US	$726K	–	0.04
BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD)	Long	Debt	AU	$1M	–	0.06
Biogen Inc	Long	Debt	US	$295K	–	0.02
BlackRock Inc	Long	Debt	US	$980K	–	0.05
Blue Owl Capital Corp	Long	Debt	US	$377K	–	0.02
BMO 2024-C8 Mortgage Trust (BMO Mortgage Trust)	Long	ABS-mortgage backed security	US	$510K	–	0.03
BNP PARIBAS, NY	Long	Short-term investment vehicle	US	$4M	–	0.21
Boeing Co/The	Long	Debt	US	$2M	–	0.12
Boeing Co/The	Long	Debt	US	$984K	–	0.05
Boeing Co/The	Long	Debt	US	$464K	–	0.02
Bofa Securities, Inc	Long	Repurchase agreement	US	$3M	–	0.17
Boston Properties LP	Long	Debt	US	$1M	–	0.07
Boston Scientific Corp	Long	Debt	US	$484K	–	0.03
BP Capital Markets America Inc (BP CAP MARKETS AMERICA)	Long	Debt	US	$851K	–	0.05
BP Capital Markets America Inc (BP CAP MARKETS AMERICA)	Long	Debt	US	$651K	–	0.03
Bristol-Myers Squibb Co	Long	Debt	US	$1M	–	0.08
Bristol-Myers Squibb Co	Long	Debt	US	$953K	–	0.05
Bristol-Myers Squibb Co	Long	Debt	US	$932K	–	0.05
Brixmor Operating Partnership LP	Long	Debt	US	$835K	–	0.04
Broadcom Inc	Long	Debt	US	$2M	–	0.08
Broadcom Inc	Long	Debt	US	$1M	–	0.07
Brookfield Capital Finance LLC	Long	Debt	US	$514K	–	0.03
Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE)	Long	Debt	US	$2M	–	0.08
CALIFORNIA ST (State of California)	Long	Debt	US	$1M	–	0.07
Canada Government International Bond	Long	Debt	CA	$980K	–	0.05
Canadian Imperial Bank of Commerce	Long	Debt	CA	$981K	–	0.05
Canadian National Railway Co (CANADIAN NATL RAILWAY)	Long	Debt	CA	$351K	–	0.02
Canadian Natural Resources Ltd (CANADIAN NATL RESOURCES)	Long	Debt	CA	$820K	–	0.04
Canadian Pacific Railway Co	Long	Debt	CA	$1000K	–	0.05
Capital One Financial Corp	Long	Debt	US	$2M	–	0.09
Capital One Multi-Asset Execution Trust	Long	ABS-other	US	$2M	–	0.10
Capital One Multi-Asset Execution Trust	Long	ABS-other	US	$2M	–	0.09
Cardinal Health Inc	Long	Debt	US	$762K	–	0.04
CarMax Auto Owner Trust 2021-3	Long	ABS-other	US	$1M	–	0.05
Carrier Global Corp	Long	Debt	US	$2M	–	0.10
Caterpillar Inc	Long	Debt	US	$567K	–	0.03
CD 2017-CD3 Mortgage Trust (CD Commercial Mortgage Trust)	Long	ABS-mortgage backed security	US	$878K	–	0.05
CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE)	Long	Debt	US	$1M	–	0.06
Celanese US Holdings LLC	Long	Debt	US	$630K	–	0.03
Centene Corp	Long	Debt	US	$246K	–	0.01
CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON)	Long	Debt	US	$1M	–	0.06
CFCRE Commercial Mortgage Trust 2016-C7	Long	ABS-mortgage backed security	US	$747K	–	0.04
Charles Schwab Corp/The	Long	Debt	US	$885K	–	0.05
Charles Schwab Corp/The	Long	Debt	US	$506K	–	0.03
Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP)	Long	Debt	US	$2M	–	0.10
Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP)	Long	Debt	US	$823K	–	0.04
Chevron Corp	Long	Debt	US	$1M	–	0.08
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE (Chicago O'Hare International Airport)	Long	Debt	US	$358K	–	0.02
Chile Government International Bonds	Long	Debt	CL	$741K	–	0.04
Chile Government International Bonds	Long	Debt	CL	$719K	–	0.04
Chubb Corp/The	Long	Debt	US	$923K	–	0.05
CIC NY	Long	Short-term investment vehicle	US	$2M	–	0.11
Cigna Group/The	Long	Debt	US	$1M	–	0.07
Cigna Group/The	Long	Debt	US	$1M	–	0.06
Cigna Group/The	Long	Debt	US	$325K	–	0.02
Cisco Systems Inc	Long	Debt	US	$1M	–	0.05
Citigroup Global Markets Inc	Long	Repurchase agreement	US	$6M	–	0.32
Citigroup Inc	Long	Debt	US	$3M	–	0.15
Citigroup Inc	Long	Debt	US	$2M	–	0.11
Citigroup Inc	Long	Debt	US	$2M	–	0.09
Citigroup Inc	Long	Debt	US	$1M	–	0.06
CMS Energy Corp	Long	Debt	US	$1M	–	0.07
Coca-Cola Co/The	Long	Debt	US	$2M	–	0.11
Comcast Corp	Long	Debt	US	$2M	–	0.10
Comcast Corp	Long	Debt	US	$2M	–	0.08
Comcast Corp	Long	Debt	US	$1M	–	0.08
Comcast Corp	Long	Debt	US	$702K	–	0.04
CommonSpirit Health	Long	Debt	US	$379K	–	0.02
COMMONWEALTH BANK AUS, NEW YORK	Long	Short-term investment vehicle	US	$1M	–	0.05
Commonwealth Edison Co	Long	Debt	US	$576K	–	0.03
Conagra Brands Inc	Long	Debt	US	$1M	–	0.07
Connecticut Light and Power Co/The (CONNECTICUT LIGHT & PWR)	Long	Debt	US	$797K	–	0.04
ConocoPhillips Co (CONOCOPHILLIPS COMPANY)	Long	Debt	US	$950K	–	0.05
ConocoPhillips Co (CONOCOPHILLIPS COMPANY)	Long	Debt	US	$759K	–	0.04
Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC)	Long	Debt	US	$2M	–	0.09
Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC)	Long	Debt	US	$1M	–	0.05
Cooperatieve Rabobank UA	Long	Debt	NL	$1M	–	0.06
CREDIT AGRICOLE CIB, NY	Long	Short-term investment vehicle	US	$4M	–	0.19
CREDIT AGRICOLE CIB, NY	Long	Short-term investment vehicle	US	$1M	–	0.06
CREDIT INDUSRIAL ET COMM, LONDON	Long	Short-term investment vehicle	US	$979K	–	0.05
Crown Castle Inc	Long	Debt	US	$1M	–	0.08
CSX Corp	Long	Debt	US	$858K	–	0.05
CVS Health Corp	Long	Debt	US	$1M	–	0.07
CVS Health Corp	Long	Debt	US	$1M	–	0.07
CVS Health Corp	Long	Debt	US	$791K	–	0.04
CVS Health Corp	Long	Debt	US	$525K	–	0.03
Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP)	Long	Debt	US	$2M	–	0.10
Deutsche Bank AG/New York NY (DEUTSCHE BANK NY)	Long	Debt	DE	$2M	–	0.10
Deutsche Telekom International Finance BV (DEUTSCHE TELEKOM INT FIN)	Long	Debt	NL	$350K	–	0.02
DH Europe Finance II Sarl	Long	Debt	LU	$711K	–	0.04
Diageo Capital PLC	Long	Debt	GB	$1M	–	0.07
Diamondback Energy Inc	Long	Debt	US	$969K	–	0.05
Digital Realty Trust LP	Long	Debt	US	$1M	–	0.08
Discovery Communications LLC	Long	Debt	US	$1M	–	0.05
Discovery Communications LLC	Long	Debt	US	$958K	–	0.05
Dominion Energy Inc	Long	Debt	US	$2M	–	0.10
Dominion Energy Inc	Long	Debt	US	$664K	–	0.04
Dow Chemical Co/The	Long	Debt	US	$860K	–	0.05
Dow Chemical Co/The	Long	Debt	US	$826K	–	0.04
DTE Electric Co	Long	Debt	US	$771K	–	0.04
Duke Energy Carolinas LLC	Long	Debt	US	$2M	–	0.10
Duke Energy Carolinas LLC	Long	Debt	US	$704K	–	0.04
Duke Energy Corp	Long	Debt	US	$946K	–	0.05
DuPont de Nemours Inc	Long	Debt	US	$1M	–	0.05
DZ BANK AG NEW YORK	Long	Short-term investment vehicle	US	$3M	–	0.16
eBay Inc	Long	Debt	US	$1M	–	0.08
El Paso Natural Gas Co LLC	Long	Debt	US	$254K	–	0.01
Elevance Health Inc	Long	Debt	US	$2M	–	0.10
Emerson Electric Co	Long	Debt	US	$416K	–	0.02
Enbridge Energy Partners LP	Long	Debt	US	$501K	–	0.03
Enbridge Inc	Long	Debt	CA	$1M	–	0.08
Energy Transfer LP	Long	Debt	US	$2M	–	0.12
Entergy Louisiana LLC	Long	Debt	US	$900K	–	0.05
Enterprise Products Operating LLC	Long	Debt	US	$1M	–	0.07
Enterprise Products Operating LLC	Long	Debt	US	$732K	–	0.04
Equinix Inc	Long	Debt	US	$631K	–	0.03
Equinor ASA	Long	Debt	NO	$486K	–	0.03
Equinor ASA	Long	Debt	NO	$396K	–	0.02
ERP Operating LP	Long	Debt	US	$909K	–	0.05
Essex Portfolio LP	Long	Debt	US	$886K	–	0.05
Estee Lauder Cos Inc/The (ESTEE LAUDER CO INC)	Long	Debt	US	$904K	–	0.05
European Bank for Reconstruction & Development (EUROPEAN BK RECON & DEV)	Long	Debt	XX	$1M	–	0.07
European Investment Bank	Long	Debt	XX	$2M	–	0.10
European Investment Bank	Long	Debt	XX	$1M	–	0.06
European Investment Bank	Long	Debt	XX	$979K	–	0.05
European Investment Bank	Long	Debt	XX	$957K	–	0.05
Evergy Inc	Long	Debt	US	$447K	–	0.02
Exelon Corp	Long	Debt	US	$968K	–	0.05
Exelon Corp	Long	Debt	US	$962K	–	0.05
Exelon Corp	Long	Debt	US	$499K	–	0.03
Export Development Canada (EXPORT DEVELOPMNT CANADA)	Long	Debt	CA	$1M	–	0.08
Export-Import Bank of Korea (EXPORT-IMPORT BANK KOREA)	Long	Debt	KR	$1M	–	0.07
Exxon Mobil Corp (EXXON MOBIL CORPORATION)	Long	Debt	US	$1M	–	0.07
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$7M	–	0.37
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$7M	–	0.37
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$6M	–	0.29
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$5M	–	0.25
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$4M	–	0.22
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$4M	–	0.21
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$4M	–	0.20
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$4M	–	0.19
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.18
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.18
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.18
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.17
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.17
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.17
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.17
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.17
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.17
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.16
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.16
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.16
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.16
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.16
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.15
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.15
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.14
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.14
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.14
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.14
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.14
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.14
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3M	–	0.13
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.13
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.13
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.13
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.12
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.12
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.11
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.10
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.10
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.10
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.10
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.10
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.10
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.10
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.10
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.10
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.10
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.10
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.09
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.09
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.09
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.09
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.09
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.09
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.09
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.09
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.09
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.08
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2M	–	0.08
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.08
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.08
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.08
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.08
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.08
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.08
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.08
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.08
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.07
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.07
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.07
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.07
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.07
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.07
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.07
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.07
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.06
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.06
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.06
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1M	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$991K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$982K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$974K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$964K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$951K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$939K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$931K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$913K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$902K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$899K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$886K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$878K	–	0.05
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$818K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$789K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$765K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$755K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$731K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$725K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$712K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$710K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$709K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$707K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$700K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$699K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$676K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$675K	–	0.04
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$648K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$643K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$633K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$597K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$593K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$593K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$584K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$577K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$557K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$555K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$553K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$549K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$539K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$518K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$513K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$512K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$512K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$505K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$504K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$501K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$501K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$495K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$493K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$491K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$483K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$481K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$474K	–	0.03
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$469K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$465K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$462K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$461K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$449K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$446K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$443K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$436K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$435K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$433K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$432K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$431K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$424K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$423K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$423K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$421K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$417K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$417K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$395K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$395K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$391K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$390K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$390K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$386K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$384K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$374K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$372K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$371K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$364K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$360K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$360K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$359K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$358K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$356K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$354K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$345K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$345K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$344K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$324K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$319K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$318K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$315K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$310K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$307K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$303K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$301K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$299K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$296K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$294K	–	0.02
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$279K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$277K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$277K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$264K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$262K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$261K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$260K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$258K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$257K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$250K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$245K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$242K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$241K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$234K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$226K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$223K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$222K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$221K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$217K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$215K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$207K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$201K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$196K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$192K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$188K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$188K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$187K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$180K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$180K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$169K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$165K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$161K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$154K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$151K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$149K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$135K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$133K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$127K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$126K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$123K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$100K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$100K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$95K	–	0.01
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$93K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$82K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$77K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$74K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$74K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$69K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$64K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$63K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$60K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$56K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$56K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$53K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$52K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$52K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$51K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$50K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$48K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$46K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$46K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$43K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$42K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$40K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$40K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$38K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$37K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$36K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$36K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$35K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$35K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$33K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$33K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$32K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$32K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$32K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$31K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$30K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$30K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$28K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$27K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$26K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$26K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$23K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$22K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$21K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$20K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$20K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$19K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$19K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$18K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$18K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$13K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$12K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$11K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$11K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$11K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$10K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$9K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$9K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$9K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$8K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$7K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$7K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$6K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$6K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$5K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$5K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$4K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$4K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$3K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$2K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$1K	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$777.94	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$506.2	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$348.99	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$326.31	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$296.08	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$286.25	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$231.36	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$214.7	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$175.57	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$139.9	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$114.76	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$60.4	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$20.79	–	0.00
Fannie Mae Pool	Long	ABS-mortgage backed security	US	$18.24	–	0.00
Fannie Mae-Aces (Fanniemae-Aces)	Long	ABS-mortgage backed security	US	$1M	–	0.07
Fannie Mae-Aces (Fanniemae-Aces)	Long	ABS-mortgage backed security	US	$644K	–	0.03
Federal Farm Credit Banks Funding Corp	Long	Debt	US	$2M	–	0.11
Federal Farm Credit Banks Funding Corp	Long	Debt	US	$2M	–	0.08
Federal Home Loan Banks	Long	Debt	US	$3M	–	0.14
Federal Home Loan Banks	Long	Debt	US	$2M	–	0.10
Federal Home Loan Mortgage Corp (Freddie Mac)	Long	Debt	US	$2M	–	0.09
Federal Home Loan Mortgage Corp (FREDDIE MAC)	Long	Debt	US	$1M	–	0.08
Federal Home Loan Mortgage Corp (Freddie Mac)	Long	Debt	US	$1M	–	0.05
Federal National Mortgage Association (Fannie Mae)	Long	Debt	US	$2M	–	0.13
Federal National Mortgage Association (Fannie Mae)	Long	Debt	US	$2M	–	0.09
Federal National Mortgage Association (FANNIE MAE)	Long	Debt	US	$664K	–	0.04
FedEx Corp	Long	Debt	US	$834K	–	0.04
Fidelity National Information Services Inc (FIDELITY NATL INFO SERV)	Long	Debt	US	$932K	–	0.05
Fiserv Inc	Long	Debt	US	$2M	–	0.08
Florida Power & Light Co	Long	Debt	US	$2M	–	0.09
Ford Motor Credit Co LLC	Long	Debt	US	$3M	–	0.14
Fox Corp	Long	Debt	US	$918K	–	0.05
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$2M	–	0.08
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$870K	–	0.05
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$806K	–	0.04
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$783K	–	0.04
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$771K	–	0.04
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$734K	–	0.04
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$705K	–	0.04
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$684K	–	0.04
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$634K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$619K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$618K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$611K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$600K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$589K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$572K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$552K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$540K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$526K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$511K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$494K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$488K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$485K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$482K	–	0.03
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$461K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$447K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$443K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$435K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$431K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$407K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$386K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$386K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$375K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$372K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$362K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$361K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$340K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$340K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$322K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$321K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$303K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$303K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$294K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$294K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$286K	–	0.02
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$282K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$261K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$258K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$257K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$253K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$249K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$244K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$240K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$238K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$232K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$220K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$208K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$196K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$195K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$178K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$170K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$165K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$161K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$160K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$157K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$154K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$149K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$144K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$142K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$139K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$137K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$133K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$131K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$119K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$117K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$111K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$109K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$108K	–	0.01
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$86K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$83K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$82K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$80K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$77K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$71K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$69K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$66K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$66K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$61K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$58K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$58K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$47K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$46K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$45K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$44K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$38K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$37K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$36K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$31K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$29K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$29K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$27K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$27K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$25K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$25K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$24K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$24K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$22K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$21K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$20K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$19K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$18K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$15K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$15K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$11K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$6K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$6K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$5K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$4K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$4K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$2K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$2K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$2K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$1K	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$823.86	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$817.85	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$817.65	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$760.57	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$656.37	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$640.32	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$532.63	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$368.16	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$298.13	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$189.36	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$166.58	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$147.54	–	0.00
Freddie Mac Gold Pool	Long	ABS-mortgage backed security	US	$84.53	–	0.00
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$4M	–	0.20
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$3M	–	0.15
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$2M	–	0.13
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$2M	–	0.11
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$2M	–	0.09
Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.)	Long	ABS-mortgage backed security	US	$652K	–	0.03
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$7M	–	0.37
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$5M	–	0.24
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$4M	–	0.23
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$4M	–	0.21
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$4M	–	0.21
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$3M	–	0.18
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$3M	–	0.17
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$3M	–	0.17
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$3M	–	0.16
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$3M	–	0.16
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$3M	–	0.16
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$3M	–	0.16
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$3M	–	0.15
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$3M	–	0.14
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$2M	–	0.13
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$2M	–	0.12
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$2M	–	0.11
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$2M	–	0.11
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$2M	–	0.11
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$2M	–	0.09
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$2M	–	0.09
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$2M	–	0.09
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$2M	–	0.08
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$1M	–	0.08
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$1M	–	0.07
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$1M	–	0.07
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$1M	–	0.06
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$1M	–	0.06
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$1M	–	0.06
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$1M	–	0.06
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$945K	–	0.05
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$930K	–	0.05
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$923K	–	0.05
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$915K	–	0.05
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$899K	–	0.05
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$856K	–	0.05
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$854K	–	0.05
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$811K	–	0.04
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$772K	–	0.04
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$728K	–	0.04
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$719K	–	0.04
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$602K	–	0.03
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$595K	–	0.03
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$549K	–	0.03
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$482K	–	0.03
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$481K	–	0.03
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$396K	–	0.02
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$360K	–	0.02
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$332K	–	0.02
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$323K	–	0.02
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$268K	–	0.01
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$265K	–	0.01
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$169K	–	0.01
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$137K	–	0.01
Freddie Mac Pool	Long	ABS-mortgage backed security	US	$135K	–	0.01
GE Capital International Funding Co Unlimited Co (GE CAPITAL INTL FUNDING)	Long	Debt	IE	$1M	–	0.07
GE HealthCare Technologies Inc (GE HEALTHCARE TECH INC)	Long	Debt	US	$1M	–	0.08
General Electric Co	Long	Debt	US	$116K	–	0.01
General Mills Inc	Long	Debt	US	$1M	–	0.08
General Motors Financial Co Inc (GENERAL MOTORS FINL CO)	Long	Debt	US	$3M	–	0.17
General Motors Financial Co Inc (GENERAL MOTORS FINL CO)	Long	Debt	US	$1M	–	0.06
General Motors Financial Co Inc (GENERAL MOTORS FINL CO)	Long	Debt	US	$1M	–	0.05
Georgia Power Co	Long	Debt	US	$2M	–	0.09
Gilead Sciences Inc	Long	Debt	US	$2M	–	0.10
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$498K	–	0.03
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$488K	–	0.03
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$420K	–	0.02
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$381K	–	0.02
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$375K	–	0.02
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$277K	–	0.01
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$252K	–	0.01
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$190K	–	0.01
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$187K	–	0.01
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$176K	–	0.01
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$163K	–	0.01
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$156K	–	0.01
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$139K	–	0.01
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$138K	–	0.01
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$138K	–	0.01
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$123K	–	0.01
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$114K	–	0.01
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$93K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$92K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$75K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$72K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$68K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$68K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$68K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$62K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$55K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$54K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$52K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$48K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$45K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$45K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$42K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$40K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$40K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$35K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$35K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$33K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$33K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$27K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$21K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$17K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$16K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$9K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$3K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$1K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$1K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$1K	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$827.36	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$662.98	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$335.57	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$312.27	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$267	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$237.9	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$119.87	–	0.00
Ginnie Mae I Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$51.77	–	0.00
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$5M	–	0.25
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$4M	–	0.20
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$4M	–	0.20
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$3M	–	0.18
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$3M	–	0.17
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$3M	–	0.17
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$3M	–	0.16
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$3M	–	0.15
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$3M	–	0.15
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$3M	–	0.14
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$3M	–	0.14
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$3M	–	0.14
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2M	–	0.13
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2M	–	0.11
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2M	–	0.11
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2M	–	0.11
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2M	–	0.10
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2M	–	0.10
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2M	–	0.10
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2M	–	0.10
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2M	–	0.09
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2M	–	0.09
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2M	–	0.09
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$2M	–	0.09
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$1M	–	0.08
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$1M	–	0.08
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$1M	–	0.07
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$1M	–	0.07
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$1M	–	0.07
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$1M	–	0.06
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$1M	–	0.06
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$888K	–	0.05
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$865K	–	0.05
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$817K	–	0.04
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$753K	–	0.04
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$734K	–	0.04
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$727K	–	0.04
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$710K	–	0.04
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$694K	–	0.04
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$692K	–	0.04
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$679K	–	0.04
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$673K	–	0.04
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$644K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$621K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$620K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$616K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$604K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$589K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$585K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$558K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$546K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$518K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$518K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$517K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$517K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$511K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$475K	–	0.03
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$468K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$463K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$461K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$460K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$434K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$421K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$403K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$402K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$391K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$384K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$381K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$374K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$362K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$362K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$351K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$332K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$322K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$316K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$308K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$307K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$286K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$285K	–	0.02
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$273K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$258K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$254K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$253K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$251K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$243K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$241K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$228K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$218K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$194K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$183K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$176K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$174K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$168K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$164K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$139K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$135K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$134K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$130K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$130K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$123K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$122K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$96K	–	0.01
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$6K	–	0.00
Ginnie Mae II Pool (Government National Mortgage Association)	Long	ABS-mortgage backed security	US	$355.47	–	0.00
GlaxoSmithKline Capital Inc (GLAXOSMITHKLINE CAP INC)	Long	Debt	US	$966K	–	0.05
Global Payments Inc	Long	Debt	US	$784K	–	0.04
Goldman Sachs Group Inc/The	Long	Debt	US	$2M	–	0.12
Goldman Sachs Group Inc/The	Long	Debt	US	$2M	–	0.10
Goldman Sachs Group Inc/The	Long	Debt	US	$2M	–	0.10
Goldman Sachs Group Inc/The	Long	Debt	US	$1M	–	0.06
Halliburton Co	Long	Debt	US	$1M	–	0.06
Hartford Financial Services Group Inc/The (HARTFORD FINL SVCS GRP)	Long	Debt	US	$807K	–	0.04
HCA Inc	Long	Debt	US	$2M	–	0.09
HCA Inc	Long	Debt	US	$974K	–	0.05
Healthpeak OP LLC	Long	Debt	US	$831K	–	0.04
Hewlett Packard Enterprise Co (HP ENTERPRISE CO)	Long	Debt	US	$1M	–	0.07
Home Depot Inc/The	Long	Debt	US	$2M	–	0.09
Home Depot Inc/The	Long	Debt	US	$2M	–	0.09
Honeywell International Inc	Long	Debt	US	$2M	–	0.08
HP Inc	Long	Debt	US	$952K	–	0.05
HSBC Holdings PLC	Long	Debt	GB	$3M	–	0.17
HSBC Holdings PLC	Long	Debt	GB	$1M	–	0.07
HSBC US GOVT FUND LEX	Long	Short-term investment vehicle	US	$1M	1M	0.05
Humana Inc	Long	Debt	US	$785K	–	0.04
ILLINOIS ST (State of Illinois)	Long	Debt	US	$1M	–	0.06
Indonesia Government International Bonds	Long	Debt	ID	$1M	–	0.05
Indonesia Government International Bonds	Long	Debt	ID	$743K	–	0.04
Indonesia Government International Bonds	Long	Debt	ID	$651K	–	0.03
ING (US) Funding LLC	Long	Short-term investment vehicle	US	$2M	–	0.08
ING (US) Funding LLC	Long	Short-term investment vehicle	US	$1M	–	0.05
Intel Corp	Long	Debt	US	$2M	–	0.08
Intel Corp	Long	Debt	US	$881K	–	0.05
Inter-American Development Bank (INTER-AMERICAN DEVEL BK)	Long	Debt	XX	$2M	–	0.10
Inter-American Development Bank (INTER-AMERICAN DEVEL BK)	Long	Debt	XX	$1M	–	0.07
Inter-American Development Bank (INTER-AMERICAN DEVEL BK)	Long	Debt	XX	$1M	–	0.07
Inter-American Development Bank (INTER-AMERICAN DEVEL BK)	Long	Debt	XX	$203K	–	0.01
Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE)	Long	Debt	US	$978K	–	0.05
Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE)	Long	Debt	US	$649K	–	0.03
International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP)	Long	Debt	XX	$2M	–	0.11
International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP)	Long	Debt	XX	$2M	–	0.10
International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP)	Long	Debt	XX	$1M	–	0.06
International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP)	Long	Debt	XX	$971K	–	0.05
International Business Machines Corp (IBM CORP)	Long	Debt	US	$2M	–	0.10
International Business Machines Corp (IBM CORP)	Long	Debt	US	$981K	–	0.05
International Finance Corp (INTL FINANCE CORP)	Long	Debt	XX	$24K	–	0.00
International Paper Co	Long	Debt	US	$640K	–	0.03
Israel Government AID Bond (AID-ISRAEL)	Long	Debt	IL	$212K	–	0.01
Israel Government International Bond (State of Israel)	Long	Debt	IL	$734K	–	0.04
Japan Bank for International Cooperation (JPN BANK FOR INT'L COOP)	Long	Debt	JP	$2M	–	0.08
John Deere Capital Corp	Long	Debt	US	$2M	–	0.10
John Deere Capital Corp	Long	Debt	US	$825K	–	0.04
Johnson & Johnson	Long	Debt	US	$991K	–	0.05
Johnson & Johnson	Long	Debt	US	$803K	–	0.04
JPMBB Commercial Mortgage Securities Trust 2015-C31	Long	ABS-mortgage backed security	US	$436K	–	0.02
JPMBB Commercial Mortgage Securities Trust 2015-C32	Long	ABS-mortgage backed security	US	$386K	–	0.02
JPMorgan Chase & Co	Long	Debt	US	$3M	–	0.16
JPMorgan Chase & Co	Long	Debt	US	$2M	–	0.10
JPMorgan Chase & Co	Long	Debt	US	$2M	–	0.10
JPMorgan Chase & Co	Long	Debt	US	$2M	–	0.09
JPMorgan Chase & Co	Long	Debt	US	$2M	–	0.09
JPMorgan Chase & Co	Long	Debt	US	$858K	–	0.05
Kaiser Foundation Hospitals	Long	Debt	US	$668K	–	0.04
Kenvue Inc	Long	Debt	US	$377K	–	0.02
Keurig Dr Pepper Inc	Long	Debt	US	$1M	–	0.06
KeyBank NA/Cleveland OH (KEY BANK NA)	Long	Debt	US	$781K	–	0.04
Kimberly-Clark Corp	Long	Debt	US	$1M	–	0.05
Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART)	Long	Debt	US	$2M	–	0.11
Kraft Heinz Foods Co	Long	Debt	US	$2M	–	0.08
Kreditanstalt fuer Wiederaufbau (KFW)	Long	Debt	DE	$2M	–	0.10
Kreditanstalt fuer Wiederaufbau (KFW)	Long	Debt	DE	$2M	–	0.09
Kreditanstalt fuer Wiederaufbau (KFW)	Long	Debt	DE	$1M	–	0.05
Kroger Co/The	Long	Debt	US	$850K	–	0.05
Laboratory Corp of America Holdings	Long	Debt	US	$493K	–	0.03
Landwirtschaftliche Rentenbank (LANDWIRTSCH. RENTENBANK)	Long	Debt	DE	$978K	–	0.05
Lennar Corp	Long	Debt	US	$1M	–	0.07
Lincoln National Corp	Long	Debt	US	$456K	–	0.02
Lloyds Banking Group PLC	Long	Debt	GB	$2M	–	0.09
Lloyds Banking Group PLC	Long	Debt	GB	$2M	–	0.09
Lockheed Martin Corp	Long	Debt	US	$765K	–	0.04
Lockheed Martin Corp	Long	Debt	US	$510K	–	0.03
LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH (Louisiana Local Government Environmental Facilities & Community Development Auth)	Long	Debt	US	$1M	–	0.05
Louisville Gas and Electric Co (LOUISVILLE GAS & ELEC)	Long	Debt	US	$634K	–	0.03
Lowe's Cos Inc	Long	Debt	US	$968K	–	0.05
Lowe's Cos Inc	Long	Debt	US	$865K	–	0.05
LyondellBasell Industries NV (LYONDELLBASELL IND NV)	Long	Debt	NL	$1M	–	0.06
Marathon Oil Corp	Long	Debt	US	$1M	–	0.06
Marathon Petroleum Corp	Long	Debt	US	$595K	–	0.03
Marriott International Inc/MD	Long	Debt	US	$942K	–	0.05
Marsh & McLennan Cos Inc	Long	Debt	US	$976K	–	0.05
Marsh & McLennan Cos Inc	Long	Debt	US	$972K	–	0.05
Massachusetts Institute of Technology (MASS INSTITUTE OF TECH)	Long	Debt	US	$720K	–	0.04
Mastercard Inc	Long	Debt	US	$2M	–	0.08
McDonald's Corp	Long	Debt	US	$1M	–	0.07
Medtronic Inc	Long	Debt	US	$843K	–	0.04
Mercedes-Benz Finance North America LLC (MERCEDES-BENZ FIN NA)	Long	Debt	US	$654K	–	0.03
Merck & Co Inc	Long	Debt	US	$1M	–	0.06
Merck Sharp & Dohme Corp	Long	Debt	US	$314K	–	0.02
Meta Platforms Inc	Long	Debt	US	$2M	–	0.08
Mexico Government International Bonds	Long	Debt	MX	$1M	–	0.06
Mexico Government International Bonds	Long	Debt	MX	$986K	–	0.05
Mexico Government International Bonds	Long	Debt	MX	$846K	–	0.04
Mexico Government International Bonds	Long	Debt	MX	$824K	–	0.04
Mexico Government International Bonds	Long	Debt	MX	$720K	–	0.04
Microsoft Corp	Long	Debt	US	$3M	–	0.13
Microsoft Corp	Long	Debt	US	$2M	–	0.10
MidAmerican Energy Co	Long	Debt	US	$2M	–	0.09
MidAmerican Energy Co	Long	Debt	US	$1M	–	0.07
Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP)	Long	Debt	JP	$2M	–	0.10
Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP)	Long	Debt	JP	$976K	–	0.05
Mitsubishi UFJ Trust & Bank Co	Long	Short-term investment vehicle	US	$1M	–	0.05
Mitsubishi UFJ Trust & Bank Co	Long	Short-term investment vehicle	US	$995K	–	0.05
Mitsubishi UFJ Trust & Bank Co	Long	Short-term investment vehicle	US	$995K	–	0.05
Mitsubishi UFJ Trust & Bank Co	Long	Short-term investment vehicle	US	$989K	–	0.05
Mitsubishi UFJ Trust & Bank Co	Long	Short-term investment vehicle	US	$983K	–	0.05
MIZUHO BANK LIMITED NEW YORK	Long	Short-term investment vehicle	US	$3M	–	0.16
Mizuho Financial Group Inc	Long	Debt	JP	$2M	–	0.09
Morgan Stanley	Long	Debt	US	$4M	–	0.20
Morgan Stanley	Long	Debt	US	$2M	–	0.11
Morgan Stanley	Long	Debt	US	$2M	–	0.09
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 (Morgan Stanley BAML Trust)	Long	ABS-mortgage backed security	US	$733K	–	0.04
MPLX LP	Long	Debt	US	$895K	–	0.05
MUFG Bank Ltd, London Branch	Long	Short-term investment vehicle	US	$2M	–	0.11
MUNI ELEC AUTH OF GEORGIA (Municipal Electric Authority of Georgia)	Long	Debt	US	$2M	–	0.11
Nasdaq Inc	Long	Debt	US	$520K	–	0.03
National Bank Of Canada	Long	Repurchase agreement	US	$18M	–	0.97
National Bank Of Canada	Long	Repurchase agreement	US	$2M	–	0.11
National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP)	Long	Debt	US	$2M	–	0.08
NATL BANK CANADA	Long	Short-term investment vehicle	US	$2M	–	0.11
NBC Global Finance Limited	Long	Repurchase agreement	US	$15M	–	0.79
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE (New Jersey Turnpike Authority)	Long	Debt	US	$1M	–	0.06
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE (New York City Municipal Water Finance Authority)	Long	Debt	US	$291K	–	0.02
Newmont Corp	Long	Debt	US	$2M	–	0.10
NextEra Energy Capital Holdings Inc	Long	Debt	US	$960K	–	0.05
NIKE Inc	Long	Debt	US	$947K	–	0.05
NiSource Inc	Long	Debt	US	$1M	–	0.07
NNN REIT Inc	Long	Debt	US	$858K	–	0.05
Nomura Holdings Inc	Long	Debt	JP	$1M	–	0.05
Nomura Holdings Inc	Long	Debt	JP	$850K	–	0.04
NORDEA BANK ABP, NEW YORK BRANCH	Long	Short-term investment vehicle	US	$3M	–	0.16
NORDEA BANK ABP, NEW YORK BRANCH	Long	Short-term investment vehicle	US	$2M	–	0.11
Norfolk Southern Corp	Long	Debt	US	$881K	–	0.05
Norfolk Southern Corp	Long	Debt	US	$28K	–	0.00
Northern States Power Co/MN (NORTHERN STATES PWR-MINN)	Long	Debt	US	$1M	–	0.07
Northrop Grumman Corp	Long	Debt	US	$1M	–	0.05
Northrop Grumman Systems Corp	Long	Debt	US	$584K	–	0.03
Novartis Capital Corp	Long	Debt	US	$2M	–	0.09
Nutrien Ltd	Long	Debt	CA	$957K	–	0.05
NVIDIA Corp	Long	Debt	US	$997K	–	0.05
OCBC NEW YORK	Long	Short-term investment vehicle	US	$3M	–	0.16
OCBC NEW YORK	Long	Short-term investment vehicle	US	$3M	–	0.16
OCBC NEW YORK	Long	Short-term investment vehicle	US	$2M	–	0.11
Occidental Petroleum Corp	Long	Debt	US	$1M	–	0.06
Oesterreichische Kontrollbank AG (OEKB OEST. KONTROLLBANK)	Long	Debt	AT	$1M	–	0.08
Oncor Electric Delivery Co LLC	Long	Debt	US	$598K	–	0.03
ONEOK Inc	Long	Debt	US	$984K	–	0.05
Oracle Corp	Long	Debt	US	$3M	–	0.14
Oracle Corp	Long	Debt	US	$1M	–	0.08
Oracle Corp	Long	Debt	US	$1M	–	0.06
Orange SA	Long	Debt	FR	$483K	–	0.03
Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC)	Long	Debt	US	$2M	–	0.13
Panama Government International Bonds	Long	Debt	PA	$832K	–	0.04
Paramount Global	Long	Debt	US	$995K	–	0.05
Parker-Hannifin Corp	Long	Debt	US	$826K	–	0.04
PayPal Holdings Inc	Long	Debt	US	$2M	–	0.10
PepsiCo Inc	Long	Debt	US	$1M	–	0.06
PepsiCo Inc	Long	Debt	US	$716K	–	0.04
Peru Government International Bonds	Long	Debt	PE	$2M	–	0.09
Pfizer Inc	Long	Debt	US	$2M	–	0.11
Pfizer Investment Enterprises Pte Ltd	Long	Debt	SG	$2M	–	0.10
PG&E Wildfire Recovery Funding LLC	Long	Debt	US	$1M	–	0.06
PG&E Wildfire Recovery Funding LLC	Long	Debt	US	$153K	–	0.01
Philip Morris International Inc (PHILIP MORRIS INTL INC)	Long	Debt	US	$972K	–	0.05
Philippines Government International Bonds	Long	Debt	PH	$2M	–	0.09
Philippines Government International Bonds	Long	Debt	PH	$933K	–	0.05
Phillips 66	Long	Debt	US	$885K	–	0.05
PNC Bank NA	Long	Debt	US	$2M	–	0.11
PORT AUTH OF NEW YORK & NEW JERSEY NY (Port Authority of New York & New Jersey)	Long	Debt	US	$1M	–	0.07
Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP)	Long	Debt	US	$952K	–	0.05
Procter & Gamble Co/The	Long	Debt	US	$752K	–	0.04
Prologis LP	Long	Debt	US	$474K	–	0.03
Province of Alberta Canada	Long	Debt	CA	$1M	–	0.08
Province of British Columbia Canada (BRITISH COLUMBIA PROV OF)	Long	Debt	CA	$814K	–	0.04
Province of Quebec Canada	Long	Debt	CA	$2M	–	0.10
Prudential Financial Inc	Long	Debt	US	$2M	–	0.09
Prudential Financial Inc	Long	Debt	US	$2M	–	0.08
Public Service Electric and Gas Co	Long	Debt	US	$1M	–	0.07
Public Storage Operating Co (PUBLIC STORAGE OP CO)	Long	Debt	US	$471K	–	0.02
QUALCOMM Inc	Long	Debt	US	$2M	–	0.10
Republic of Italy Government International Bond (ITALY GOV'T INT BOND)	Long	Debt	IT	$2M	–	0.09
Republic of Poland Government International Bonds	Long	Debt	PL	$970K	–	0.05
Reynolds American Inc	Long	Debt	US	$2M	–	0.09
Rio Tinto Alcan Inc	Long	Debt	CA	$796K	–	0.04
Rogers Communications Inc	Long	Debt	CA	$1M	–	0.06
Royal Bank Canada Toronto	Long	Repurchase agreement	US	$8M	–	0.42
Royal Bank of Canada	Long	Debt	CA	$2M	–	0.11
ROYAL BANK OF CANADA NY	Long	Short-term investment vehicle	US	$5M	–	0.26
ROYAL BANK OF CANADA NY	Long	Short-term investment vehicle	US	$2M	–	0.11
RTX Corp	Long	Debt	US	$1M	–	0.08
RTX Corp	Long	Debt	US	$948K	–	0.05
RTX Corp	Long	Debt	US	$222K	–	0.01
S&P Global Inc	Long	Debt	US	$407K	–	0.02
Sabine Pass Liquefaction LLC	Long	Debt	US	$2M	–	0.09
Salesforce Inc	Long	Debt	US	$644K	–	0.03
Sands China Ltd	Long	Debt	KY	$979K	–	0.05
Santander Drive Auto Receivables Trust 2023-6	Long	ABS-other	US	$2M	–	0.11
Sempra	Long	Debt	US	$1M	–	0.05
Shell International Finance BV	Long	Debt	NL	$2M	–	0.09
Shell International Finance BV	Long	Debt	NL	$626K	–	0.03
Sherwin-Williams Co/The	Long	Debt	US	$953K	–	0.05
Shire Acquisitions Investments Ireland DAC (SHIRE ACQ INV IRELAND DA)	Long	Debt	IE	$767K	–	0.04
Simon Property Group LP	Long	Debt	US	$2M	–	0.09
SKANDI NY	Long	Short-term investment vehicle	US	$1M	–	0.05
Societe Generale	Long	Repurchase agreement	US	$10M	–	0.53
Societe Generale	Long	Repurchase agreement	US	$6M	–	0.31
Southern California Edison Co (SOUTHERN CAL EDISON)	Long	Debt	US	$852K	–	0.05
Southern California Edison Co (SOUTHERN CAL EDISON)	Long	Debt	US	$765K	–	0.04
Southwest Airlines Co	Long	Debt	US	$995K	–	0.05
Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER)	Long	Debt	US	$2M	–	0.09
Sprint LLC	Long	Debt	US	$925K	–	0.05
Stanley Black & Decker Inc	Long	Debt	US	$2M	–	0.08
Starbucks Corp	Long	Debt	US	$937K	–	0.05
State Street Corp	Long	Debt	US	$1M	–	0.05
Stryker Corp	Long	Debt	US	$959K	–	0.05
SUMITOMO BK NY	Long	Short-term investment vehicle	US	$2M	–	0.11
Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP)	Long	Debt	JP	$4M	–	0.24
SUMITOMO MITSUI TRUST BANK LTD,NY	Long	Short-term investment vehicle	US	$4M	–	0.21
Sun Communities Operating LP (SUN COMMUNITIES OPER LP)	Long	Debt	US	$689K	–	0.04
Svensk Exportkredit AB (SWEDISH EXPORT CREDIT)	Long	Debt	SE	$961K	–	0.05
SVENSKA NY	Long	Short-term investment vehicle	US	$2M	–	0.11
SVENSKA NY	Long	Short-term investment vehicle	US	$1M	–	0.05
Sysco Corp (SYSCO CORPORATION)	Long	Debt	US	$1M	–	0.05
T-Mobile USA Inc	Long	Debt	US	$2M	–	0.10
T-Mobile USA Inc	Long	Debt	US	$1M	–	0.05
T-Mobile USA Inc	Long	Debt	US	$985K	–	0.05
Target Corp	Long	Debt	US	$1M	–	0.07
TD Prime Services LLC	Long	Repurchase agreement	US	$11M	–	0.58
TD Prime Services LLC	Long	Repurchase agreement	US	$10M	–	0.53
Telefonica Emisiones SA (Telefonica Emisiones SAU)	Long	Debt	ES	$874K	–	0.05
Tennessee Valley Authority (TENN VALLEY AUTHORITY)	Long	Debt	US	$1M	–	0.07
Texas Instruments Inc	Long	Debt	US	$884K	–	0.05
TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE (Texas Natural Gas Securitization Finance Corp)	Long	Debt	US	$451K	–	0.02
The Bank Of Nova Scotia, Toronto	Long	Repurchase agreement	US	$5M	–	0.26
The Bank Of Nova Scotia, Toronto	Long	Repurchase agreement	US	$5M	–	0.26
Time Warner Cable LLC	Long	Debt	US	$95K	–	0.01
TORONTO DOMINION NY	Long	Short-term investment vehicle	US	$3M	–	0.16
TORONTO DOMINION NY	Long	Short-term investment vehicle	US	$3M	–	0.16
Toronto-Dominion Bank/The	Long	Debt	CA	$984K	–	0.05
TotalEnergies Capital International SA (TOTALENERGIES CAP INTL)	Long	Debt	FR	$608K	–	0.03
Toyota Motor Credit Corp	Long	Debt	US	$2M	–	0.13
Trane Technologies Financing Ltd (TRANE TECH FIN LTD)	Long	Debt	IE	$950K	–	0.05
TransCanada PipeLines Ltd	Long	Debt	CA	$2M	–	0.10
Travelers Cos Inc/The	Long	Debt	US	$536K	–	0.03
Truist Financial Corp	Long	Debt	US	$2M	–	0.10
TWDC Enterprises 18 Corp	Long	Debt	US	$945K	–	0.05
Tyson Foods Inc	Long	Debt	US	$1M	–	0.06
U.S. Treasury Bills (United States Treasury)	Long	Short-term investment vehicle	US	$6M	–	0.33
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$6M	–	0.31
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$5M	–	0.25
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$4M	–	0.21
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$4M	–	0.21
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$4M	–	0.21
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$4M	–	0.21
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$4M	–	0.20
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$4M	–	0.20
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$4M	–	0.19
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$4M	–	0.19
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$4M	–	0.19
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.18
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.18
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.18
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.18
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.18
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.16
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.15
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.15
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.15
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.15
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.15
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.14
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.14
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.14
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.14
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.14
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.13
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$3M	–	0.13
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.13
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.13
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.13
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.13
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.13
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.12
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.12
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.12
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.11
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.11
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.11
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.11
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.11
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.11
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.11
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.10
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.10
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.10
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.10
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.10
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.10
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.10
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.09
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.09
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.09
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.09
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.08
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$2M	–	0.08
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$1M	–	0.07
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$1M	–	0.07
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$1M	–	0.07
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$1M	–	0.06
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$1M	–	0.06
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$989K	–	0.05
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$946K	–	0.05
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$920K	–	0.05
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$778K	–	0.04
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$611K	–	0.03
U.S. Treasury Bonds (United States Treasury)	Long	Debt	US	$582K	–	0.03
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$13M	–	0.67
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$12M	–	0.64
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$12M	–	0.64
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$10M	–	0.55
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$9M	–	0.50
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$9M	–	0.50
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$9M	–	0.48
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$9M	–	0.47
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$9M	–	0.46
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$8M	–	0.45
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$8M	–	0.44
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$8M	–	0.44
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$8M	–	0.43
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$8M	–	0.43
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$8M	–	0.42
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$8M	–	0.42
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$8M	–	0.41
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$8M	–	0.41
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$8M	–	0.40
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$8M	–	0.40
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$7M	–	0.38
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$7M	–	0.38
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$7M	–	0.38
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$7M	–	0.36
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$7M	–	0.36
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$7M	–	0.36
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$7M	–	0.36
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$7M	–	0.36
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$7M	–	0.36
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$7M	–	0.35
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$7M	–	0.35
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.34
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.34
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.34
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.33
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.33
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.33
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.33
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.33
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.33
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.32
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.32
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.32
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.32
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.32
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.32
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.32
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.32
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.32
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.31
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.31
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.31
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.31
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.30
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.30
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.30
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.30
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.30
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.30
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.30
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.29
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$6M	–	0.29
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.28
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.28
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.28
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.28
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.28
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.28
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.28
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.28
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.27
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.26
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.26
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.26
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.26
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.26
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.26
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.26
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.26
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.26
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.25
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.24
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$5M	–	0.24
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$4M	–	0.24
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$4M	–	0.21
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$4M	–	0.21
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$4M	–	0.21
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$4M	–	0.21
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$4M	–	0.21
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$4M	–	0.21
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$4M	–	0.21
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$4M	–	0.21
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$4M	–	0.21
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$4M	–	0.21
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$4M	–	0.20
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$4M	–	0.20
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$4M	–	0.19
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$4M	–	0.19
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$3M	–	0.18
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$3M	–	0.18
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$3M	–	0.16
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$3M	–	0.16
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$3M	–	0.16
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$3M	–	0.15
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$3M	–	0.14
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$2M	–	0.13
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$2M	–	0.11
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$2M	–	0.10
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$2M	–	0.10
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$2M	–	0.08
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$1M	–	0.06
U.S. Treasury Notes (United States Treasury)	Long	Debt	US	$490K	–	0.03
UBS Commercial Mortgage Trust 2019-C18	Long	ABS-mortgage backed security	US	$440K	–	0.02
UBS Group AG	Long	Debt	CH	$3M	–	0.14
Unilever Capital Corp	Long	Debt	US	$1M	–	0.08
Union Electric Co	Long	Debt	US	$2M	–	0.09
Union Pacific Corp	Long	Debt	US	$967K	–	0.05
Union Pacific Corp	Long	Debt	US	$906K	–	0.05
United Parcel Service Inc	Long	Debt	US	$2M	–	0.08
UnitedHealth Group Inc	Long	Debt	US	$2M	–	0.08
UnitedHealth Group Inc	Long	Debt	US	$1M	–	0.06
UnitedHealth Group Inc	Long	Debt	US	$827K	–	0.04
UnitedHealth Group Inc	Long	Debt	US	$727K	–	0.04
UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE (Regents of the University of California Medical Center Pooled Revenue)	Long	Debt	US	$672K	–	0.04
Uruguay Government International Bonds	Long	Debt	UY	$892K	–	0.05
US Bancorp	Long	Debt	US	$2M	–	0.11
Vale Overseas Ltd (VALE OVERSEAS LIMITED)	Long	Debt	KY	$564K	–	0.03
Valero Energy Corp	Long	Debt	US	$192K	–	0.01
Verizon Communications Inc	Long	Debt	US	$2M	–	0.09
Verizon Communications Inc	Long	Debt	US	$1M	–	0.06
Verizon Communications Inc	Long	Debt	US	$1M	–	0.06
Verizon Communications Inc	Long	Debt	US	$720K	–	0.04
Verizon Master Trust	Long	ABS-other	US	$986K	–	0.05
Visa Inc	Long	Debt	US	$2M	–	0.13
Vodafone Group PLC	Long	Debt	GB	$1M	–	0.06
Walmart Inc	Long	Debt	US	$986K	–	0.05
Walmart Inc	Long	Debt	US	$961K	–	0.05
Walmart Inc	Long	Debt	US	$747K	–	0.04
Walt Disney Co/The (WALT DISNEY COMPANY/THE)	Long	Debt	US	$1M	–	0.06
Walt Disney Co/The (WALT DISNEY COMPANY/THE)	Long	Debt	US	$746K	–	0.04
Warnermedia Holdings Inc	Long	Debt	US	$467K	–	0.02
Waste Connections Inc	Long	Debt	CA	$407K	–	0.02
Waste Management Inc	Long	Debt	US	$2M	–	0.09
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$2M	–	0.11
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$2M	–	0.11
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$2M	–	0.10
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$1M	–	0.08
Wells Fargo & Co (WELLS FARGO & COMPANY)	Long	Debt	US	$912K	–	0.05
Welltower OP LLC	Long	Debt	US	$738K	–	0.04
WESTERN ASST GOV FD	Long	Short-term investment vehicle	US	$2M	2M	0.11
Western Midstream Operating LP	Long	Debt	US	$1M	–	0.05
Westlake Corp	Long	Debt	US	$314K	–	0.02
Westpac Banking Corp	Long	Debt	AU	$1M	–	0.07
WESTPAC BKG CORP, NEW YORK	Long	Short-term investment vehicle	US	$3M	–	0.16
WESTPAC BKG CORP, NEW YORK	Long	Short-term investment vehicle	US	$3M	–	0.16
Williams Cos Inc/The (WILLIAMS COMPANIES INC)	Long	Debt	US	$1M	–	0.08
WRKCo Inc	Long	Debt	US	$505K	–	0.03
Yale University	Long	Debt	US	$1M	–	0.07

Address

Brighthouse Funds Trust II

Brighthouse Investment Advisers, LLC

11225 North Community House Road

Charlotte

North Carolina

28277

United States of America

Websites

www.brighthousefinancial.com

Directors

Dawn M. Vroegop

Robert J. Boulware

Nancy Hawthorne

John Rosenthal

Susan C. Gause

Stephen M. Alderman

Transfer Agents

Brighthouse Life Insurance Company

Pricing Services

Statpro Group Limited

PricingDirect Inc.

S&P Global Inc.

Bloomberg L.P.

ICE Data Services, Inc.

Virtu ITG LLC

London Stock Exchange Group PLC

Custodians

State Street Bank and Trust Company

Shareholder Servicing Agents

Brighthouse Financial, Inc.

Admins

State Street Bank and Trust Company

Brokers

Robert W. Baird & Co. Incorporated

RBC Capital Markets, LLC

BNY Mellon Capital Markets, LLC

BofA Securities, Inc.

Morgan Stanley & Co. LLC

J.P. Morgan Securities LLC

Jefferies LLC

Sanford C. Bernstein & Co., LLC

Virtu Americas LLC

Barclays Capital Inc.