SEI Funds > SEI DAILY INCOME TRUST /MA/
SDIT Ultra Short Duration Bond Fund
$255.67M
Avg Monthly Net Assets
$206.41M
Total Assets
$927K
Total Liabilities
$205.48M
Net Assets
SDIT Ultra Short Duration Bond Fund is a Mutual Fund in SEI DAILY INCOME TRUST /MA/
from SEI Funds,
based in Pennsylvania,
United States of America.
The fund has two share classes
and monthly net assets of $255.67M.
On September 27th, 2024 it reported 566 holdings, the largest
being United States of America (3.5%), United States of America (2.2%) and United States of America (2.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class F | C000022551 | SECPX | |
| Class Y | C000158211 | SECYX |
Holdings
From latest NPORT-P, filed September 27th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ABBVIE INC 2.600000% 11/21/2024 (ABBVIE INC.) | Long | Debt | US | $1M | – | 0.64 |
| ABN AMRO BANK NV 144A 6.339000% 09/18/2027 (ABN AMRO Bank N.V.) | Long | Debt | NL | $307K | – | 0.15 |
| ACCREDITED MORTGAGE LOAN TRUST 2004-4 ACCR 2004-4 A1A | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 1.650000% 10/29/2024 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $2M | – | 0.80 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.100000% 01/15/2027 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $256K | – | 0.12 |
| AFFIRM ASSET SECURITIZATION TRUST 2021-Z2 AFFRM 2021-Z2 A | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| AFFIRM ASSET SECURITIZATION TRUST 2022-X1 AFFRM 2022-X1 A | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| AFFIRM ASSET SECURITIZATION TRUST 2023-A AFFRM 2023-A 1A | Long | ABS-mortgage backed security | US | $266K | – | 0.13 |
| AFFIRM ASSET SECURITIZATION TRUST 2023-X1 AFFRM 2023-X1 A | Long | ABS-mortgage backed security | US | $244K | – | 0.12 |
| AFFIRM ASSET SECURITIZATION TRUST 2024-A AFFRM 2024-A A | Long | ABS-mortgage backed security | US | $115K | – | 0.06 |
| ALLIANT ENERGY FINANCE LLC 144A 5.400000% 06/06/2027 (ALLIANT ENERGY FINANCE, LLC) | Long | Debt | US | $264K | – | 0.13 |
| ALLY AUTO RECEIVABLES TRUST 2023-1 ALLYA 2023-1 A2 | Long | ABS-mortgage backed security | US | $312K | – | 0.15 |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A ABCLN 2024-A B | Long | ABS-mortgage backed security | US | $424K | – | 0.21 |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-2 A | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-3 A | Long | ABS-mortgage backed security | US | $61K | – | 0.03 |
| AMERICAN ELECTRIC POWER CO INC 5.699000% 08/15/2025 (AMERICAN ELECTRIC POWER COMPANY, INC.) | Long | Debt | US | $351K | – | 0.17 |
| AMERICAN EXPRESS CO 3.950000% 08/01/2025 (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $321K | – | 0.16 |
| AMERICAN EXPRESS CO 4.990000% 05/01/2026 (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $274K | – | 0.13 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-2 AMCAR 2020-2 C | Long | ABS-mortgage backed security | US | $144K | – | 0.07 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3 AMCAR 2020-3 D | Long | ABS-mortgage backed security | US | $486K | – | 0.24 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2 AMCAR 2021-2 C | Long | ABS-mortgage backed security | US | $472K | – | 0.23 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 AMCAR 2023-1 A2A | Long | ABS-mortgage backed security | US | $161K | – | 0.08 |
| AMGEN INC 5.250000% 03/02/2025 (AMGEN INC.) | Long | Debt | US | $275K | – | 0.13 |
| AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC AXIS 2022-2A A2 (AMUR EQUIPMENT FINANCE RECEIVABLES LLC) | Long | ABS-mortgage backed security | US | $99K | – | 0.05 |
| AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC AXIS 2024-1A A2 (AMUR EQUIPMENT FINANCE RECEIVABLES LLC) | Long | ABS-mortgage backed security | US | $657K | – | 0.32 |
| ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1 | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| ANGEL OAK MORTGAGE TRUST 2020-2 AOMT 2020-2 A1A | Long | ABS-mortgage backed security | US | $107K | – | 0.05 |
| ANGEL OAK MORTGAGE TRUST 2020-3 AOMT 2020-3 A1 | Long | ABS-mortgage backed security | US | $117K | – | 0.06 |
| ANGEL OAK MORTGAGE TRUST 2020-4 AOMT 2020-4 A1 | Long | ABS-mortgage backed security | US | $64K | – | 0.03 |
| ANGEL OAK MORTGAGE TRUST 2020-R1 AOMT 2020-R1 A1 | Long | ABS-mortgage backed security | US | $46K | – | 0.02 |
| ANGEL OAK MORTGAGE TRUST 2021-1 AOMT 2021-1 A1 | Long | ABS-mortgage backed security | US | $170K | – | 0.08 |
| ANGEL OAK MORTGAGE TRUST 2021-3 AOMT 2021-3 A1 | Long | ABS-mortgage backed security | US | $162K | – | 0.08 |
| ANGEL OAK MORTGAGE TRUST 2021-5 AOMT 2021-5 A1 | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| APIDOS CLO XII APID 2013-12A ARR | Long | ABS-collateralized bond/debt obligation | KY | $425K | – | 0.21 |
| APIDOS CLO XV APID 2013-15A A1RR | Long | ABS-collateralized bond/debt obligation | KY | $269K | – | 0.13 |
| APIDOS CLO XXIV APID 2016-24A A1AL | Long | ABS-collateralized bond/debt obligation | KY | $263K | – | 0.13 |
| AQUA FINANCE TRUST 2021-A AQFIT 2021-A A | Long | ABS-mortgage backed security | US | $101K | – | 0.05 |
| ARES CAPITAL CORP 7.000000% 01/15/2027 (ARES CAPITAL CORPORATION.) | Long | Debt | US | $258K | – | 0.13 |
| ARI FLEET LEASE TRUST 2023-B ARIFL 2023-B A2 | Long | ABS-mortgage backed security | US | $111K | – | 0.05 |
| ARI FLEET LEASE TRUST 2024-A ARIFL 2024-A A2 | Long | ABS-mortgage backed security | US | $135K | – | 0.07 |
| ARI FLEET LEASE TRUST 2024-B ARIFL 2024-B A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.50 |
| ARROYO MORTGAGE TRUST 2019-3 ARRW 2019-3 A1 | Long | ABS-mortgage backed security | US | $71K | – | 0.03 |
| AT&T INC 5.539000% 02/20/2026 (AT&T INC.) | Long | Debt | US | $300K | – | 0.15 |
| ATHENE GLOBAL FUNDING 144A 5.349000% 07/09/2027 | Long | Debt | US | $272K | – | 0.13 |
| ATHENE GLOBAL FUNDING 144A 5.684000% 02/23/2026 | Long | Debt | US | $171K | – | 0.08 |
| AUTOZONE INC 5.050000% 07/15/2026 (AUTOZONE, INC.) | Long | Debt | US | $452K | – | 0.22 |
| AUXILIOR TERM FUNDING 2023-1 LLC XCAP 2023-1A A2 (AUXILIOR TERM FUNDING LLC) | Long | ABS-mortgage backed security | US | $185K | – | 0.09 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2019-3A A | Long | ABS-mortgage backed security | US | $379K | – | 0.18 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2020-2A B | Long | ABS-mortgage backed security | US | $145K | – | 0.07 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2022-3A A | Long | ABS-mortgage backed security | US | $609K | – | 0.30 |
| BANC OF AMERICA MORTGAGE 2005-F TRUST BOAMS 2005-F 2A2 (BA MORTGAGE SECURITIES INCORPORATED) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| BANC OF AMERICA MORTGAGE 2005-J TRUST BOAMS 2005-J 2A1 (BA MORTGAGE SECURITIES INCORPORATED) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BANK OF AMERICA AUTO TRUST 2023-1 BAAT 2023-1A A2 | Long | ABS-mortgage backed security | US | $146K | – | 0.07 |
| BANK OF AMERICA AUTO TRUST 2023-2 BAAT 2023-2A A2 | Long | ABS-mortgage backed security | US | $190K | – | 0.09 |
| BANK OF AMERICA CORP 5.080000% 01/20/2027 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $275K | – | 0.13 |
| BANK OF AMERICA CORP MTN 1.319000% 06/19/2026 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.76 |
| BANK OF AMERICA NA 5.650000% 08/18/2025 (BANK OF AMERICA, NATIONAL ASSOCIATION) | Long | Debt | US | $327K | – | 0.16 |
| BANK OF MONTREAL MTN VARIABLE RATE 09/15/2026 (BANQUE DE MONTREAL) | Long | Debt | CA | $676K | – | 0.33 |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A 4.524000% 07/13/2025 | Long | Debt | FR | $248K | – | 0.12 |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A 4.935000% 01/26/2026 | Long | Debt | FR | $350K | – | 0.17 |
| BARCLAYS DRYROCK ISSUANCE TRUST DROCK 2023-1 A | Long | ABS-mortgage backed security | US | $130K | – | 0.06 |
| BARCLAYS PLC 2.852000% 05/07/2026 | Long | Debt | GB | $230K | – | 0.11 |
| BAXTER INTERNATIONAL INC VARIABLE RATE 11/29/2024 (BAXTER INTERNATIONAL INC.) | Long | Debt | US | $425K | – | 0.21 |
| BAYER US FINANCE LLC 144A 6.125000% 11/21/2026 | Long | Debt | DE | $204K | – | 0.10 |
| BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-CAR BVABS 2024-CAR1F A (BOF URSA FUNDING TRUST) | Long | ABS-mortgage backed security | US | $373K | – | 0.18 |
| BBCMS MORTGAGE TRUST 2020-C8 BBCMS 2020-C8 A1 (BBCMS TRUST) | Long | ABS-mortgage backed security | US | $59K | – | 0.03 |
| BEAR STEARNS ARM TRUST 2005-3 BSARM 2005-3 2A1 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| BEAR STEARNS ARM TRUST 2005-6 BSARM 2005-6 3A1 | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| BENCHMARK 2020-B17 MORTGAGE TRUST BMARK 2020-B17 A2 (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $299K | – | 0.15 |
| BENEFIT STREET PARTNERS CLO XII LTD BSP 2017-12A A1R (BENEFIT STREET PARTNERS CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $210K | – | 0.10 |
| BHG SECURITIZATION TRUST 2022-A BHG 2022-A A | Long | ABS-mortgage backed security | US | $116K | – | 0.06 |
| BHG SECURITIZATION TRUST 2022-C BHG 2022-C A | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| BMO 2022-C3 MORTGAGE TRUST BMO 2022-C3 A1 (BMO MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $315K | – | 0.15 |
| BMW VEHICLE LEASE TRUST 2023-2 BMWLT 2023-2 A3 | Long | ABS-mortgage backed security | US | $574K | – | 0.28 |
| BMW VEHICLE LEASE TRUST 2024-1 BMWLT 2024-1 A4 | Long | ABS-mortgage backed security | US | $251K | – | 0.12 |
| BPCE SA 144A 5.029000% 01/15/2025 | Long | Debt | FR | $344K | – | 0.17 |
| BPCE SA 144A 5.203000% 01/18/2027 | Long | Debt | FR | $302K | – | 0.15 |
| BPR TRUST 2021-TY BPR 2021-TY A | Long | ABS-mortgage backed security | US | $952K | – | 0.46 |
| BRAVO RESIDENTIAL FUNDING TRUST 2020-NQM1 BRAVO 2020-NQM1 A1 | Long | ABS-mortgage backed security | US | $44K | – | 0.02 |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1 BRAVO 2021-NQM1 A1 | Long | ABS-mortgage backed security | US | $80K | – | 0.04 |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM2 BRAVO 2021-NQM2 A1 | Long | ABS-mortgage backed security | US | $63K | – | 0.03 |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3 BRAVO 2021-NQM3 A1 | Long | ABS-mortgage backed security | US | $142K | – | 0.07 |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023 BLAST 2023-1 A2 | Long | ABS-mortgage backed security | US | $67K | – | 0.03 |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023 BLAST 2023-1 A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.58 |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-1 A2 | Long | ABS-mortgage backed security | US | $109K | – | 0.05 |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-1 A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.52 |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-3 A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.49 |
| BROOKFIELD CORPORATE TREASURY LTD COMMERCIAL PAPER (ISITC) (BROOKFIELD CORPORATE TREASURY LTD.) | Long | ABS-asset backed commercial paper | US | $1M | – | 0.58 |
| BSPRT 2022-FL8 ISSUER LTD BSPRT 2022-FL8 A (BSPRT ISSUER, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $407K | – | 0.20 |
| BUNKER HILL LOAN DEPOSITARY TRUST 2020-1 BHLD 2020-1 A1 | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| BWAY 2013-1515 MORTGAGE TRUST BWAY 2013-1515 A1 (BWAY MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $42K | – | 0.02 |
| BX 2021-MFM1 BX 2021-MFM1 B (BX TRUST) | Long | ABS-mortgage backed security | US | $416K | – | 0.20 |
| BX COMMERCIAL MORTGAGE TRUST 2021-SOAR BX 2021-SOAR B | Long | ABS-mortgage backed security | US | $541K | – | 0.26 |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO BX 2021-VINO A | Long | ABS-mortgage backed security | US | $246K | – | 0.12 |
| BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A | Long | ABS-mortgage backed security | US | $271K | – | 0.13 |
| BX TRUST 2021-LGCY BX 2021-LGCY A | Long | ABS-mortgage backed security | US | $588K | – | 0.29 |
| BX TRUST 2022-LBA6 BX 2022-LBA6 A | Long | ABS-mortgage backed security | US | $370K | – | 0.18 |
| CANADIAN IMPERIAL BANK OF COMMERCE 5.237000% 06/28/2027 (BANQUE CANADIENNE IMPERIALE DE COMMERCE) | Long | Debt | CA | $243K | – | 0.12 |
| CAPITAL ONE FINANCIAL CORP 4.985000% 07/24/2026 (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $249K | – | 0.12 |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 COPAR 2023-1 A2 | Long | ABS-mortgage backed security | US | $88K | – | 0.04 |
| CARBONE CLO LTD CRBN 2017-1A A1 | Long | ABS-collateralized bond/debt obligation | KY | $155K | – | 0.08 |
| CARDS II TRUST CARD2 2024-1A A | Long | ABS-mortgage backed security | CA | $410K | – | 0.20 |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-1 LTD CGMS 2014-1A A1R2 (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $339K | – | 0.16 |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-1 LTD CGMS 2015-1A AR3 (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $283K | – | 0.14 |
| CARMAX AUTO OWNER TRUST 2021-1 CARMX 2021-1 A3 | Long | ABS-mortgage backed security | US | $42K | – | 0.02 |
| CARMAX AUTO OWNER TRUST 2021-2 CARMX 2021-2 A3 | Long | ABS-mortgage backed security | US | $83K | – | 0.04 |
| CARMAX AUTO OWNER TRUST 2022-1 CARMX 2022-1 A3 | Long | ABS-mortgage backed security | US | $876K | – | 0.43 |
| CARMAX AUTO OWNER TRUST 2023-1 CARMX 2023-1 A2A | Long | ABS-mortgage backed security | US | $87K | – | 0.04 |
| CARMAX AUTO OWNER TRUST 2023-1 CARMX 2023-1 A3 | Long | ABS-mortgage backed security | US | $299K | – | 0.15 |
| CARMAX AUTO OWNER TRUST 2023-2 CARMX 2023-2 A2A | Long | ABS-mortgage backed security | US | $379K | – | 0.18 |
| CARMAX AUTO OWNER TRUST 2023-3 CARMX 2023-3 A2A | Long | ABS-mortgage backed security | US | $502K | – | 0.24 |
| CARMAX AUTO OWNER TRUST 2023-4 CARMX 2023-4 A2A | Long | ABS-mortgage backed security | US | $312K | – | 0.15 |
| CARMAX AUTO OWNER TRUST 2024-1 CARMX 2024-1 A2A | Long | ABS-mortgage backed security | US | $550K | – | 0.27 |
| CARMAX AUTO OWNER TRUST 2024-2 CARMX 2024-2 A2A | Long | ABS-mortgage backed security | US | $206K | – | 0.10 |
| CARMAX AUTO OWNER TRUST 2024-3 CARMX 2024-3 A2A | Long | ABS-mortgage backed security | US | $1M | – | 0.49 |
| CARMAX AUTO OWNER TRUST 2024-3 CARMX 2024-3 A3 | Long | ABS-mortgage backed security | US | $146K | – | 0.07 |
| CARMAX SELECT RECEIVABLES TRUST 2024-A CMXS 2024-A A2A | Long | ABS-mortgage backed security | US | $1M | – | 0.51 |
| CARVANA AUTO RECEIVABLES TRUST 2021-N1 CRVNA 2021-N1 A | Long | ABS-mortgage backed security | US | $250K | – | 0.12 |
| CARVANA AUTO RECEIVABLES TRUST 2021-N2 CRVNA 2021-N2 B | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| CARVANA AUTO RECEIVABLES TRUST 2021-N3 CRVNA 2021-N3 B | Long | ABS-mortgage backed security | US | $99K | – | 0.05 |
| CARVANA AUTO RECEIVABLES TRUST 2023-N3 CRVNA 2023-N3 A | Long | ABS-mortgage backed security | US | $136K | – | 0.07 |
| CARVANA AUTO RECEIVABLES TRUST 2023-P3 CRVNA 2023-P3 A2 | Long | ABS-mortgage backed security | US | $49K | – | 0.02 |
| CARVANA AUTO RECEIVABLES TRUST 2023-P4 CRVNA 2023-P4 A2 | Long | ABS-mortgage backed security | US | $224K | – | 0.11 |
| CARVANA AUTO RECEIVABLES TRUST 2023-P5 CRVNA 2023-P5 A2 | Long | ABS-mortgage backed security | US | $96K | – | 0.05 |
| CARVANA AUTO RECEIVABLES TRUST 2024-N1 CRVNA 2024-N1 A2 | Long | ABS-mortgage backed security | US | $227K | – | 0.11 |
| CARVANA AUTO RECEIVABLES TRUST 2024-P1 CRVNA 2024-P1 A2 | Long | ABS-mortgage backed security | US | $124K | – | 0.06 |
| CCG RECEIVABLES TRUST 2023-1 CCG 2023-1 A2 | Long | ABS-mortgage backed security | US | $261K | – | 0.13 |
| CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 CFCRE 2017-C8 ASB | Long | ABS-mortgage backed security | US | $306K | – | 0.15 |
| CFMT 2021-AL1 LLC CFMT 2021-AL1 B (CFMT TRUST) | Long | ABS-mortgage backed security | US | $130K | – | 0.06 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.150000% 11/10/2026 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $433K | – | 0.21 |
| CHASE MORTGAGE FINANCE CORP CHASE 2021-CL1 M1 (CHASE MORTGAGE REFERENCE NOTES) | Long | ABS-mortgage backed security | US | $228K | – | 0.11 |
| CHESAPEAKE FUNDING II LLC CFII 2021-1A A2 (CHESAPEAKE FUNDING LLC) | Long | ABS-mortgage backed security | US | $34K | – | 0.02 |
| CHESAPEAKE FUNDING II LLC CFII 2023-1A A1 (CHESAPEAKE FUNDING LLC) | Long | ABS-mortgage backed security | US | $282K | – | 0.14 |
| CHL MORTGAGE PASS-THROUGH TRUST 2004-29 CWHL 2004-29 1A1 (COUNTRYWIDE HOME LOANS INC) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| CIFC FUNDING 2015-I LTD CIFC 2015-1A ARR (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $195K | – | 0.09 |
| CIFC FUNDING 2015-III LTD CIFC 2015-3A AR (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $117K | – | 0.06 |
| CIFC FUNDING 2018-II LTD CIFC 2018-2A A1 (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $234K | – | 0.11 |
| CISCO SYSTEMS INC 4.900000% 02/26/2026 (CISCO SYSTEMS, INC.) | Long | Debt | US | $1M | – | 0.50 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC31 CGCMT 2015-GC31 AAB | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1 CGCMT 2015-P1 AAB | Long | ABS-mortgage backed security | US | $93K | – | 0.05 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 CGCMT 2016-GC37 AAB | Long | ABS-mortgage backed security | US | $117K | – | 0.06 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P3 CGCMT 2016-P3 AAB | Long | ABS-mortgage backed security | US | $192K | – | 0.09 |
| CITIGROUP INC 5.610000% 09/29/2026 (CITIGROUP INC.) | Long | Debt | US | $1M | – | 0.68 |
| CITIGROUP INC VARIABLE RATE 01/25/2026 (CITIGROUP INC.) | Long | Debt | US | $350K | – | 0.17 |
| CITIGROUP MORTGAGE LOAN TRUST 2006-AR2 CMLTI 2006-AR2 1A1 (CITIGROUP MORTGAGE LOAN TRUST INC) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 CMLTI 2018-RP2 A1 (CITIGROUP MORTGAGE LOAN TRUST INC) | Long | ABS-mortgage backed security | US | $76K | – | 0.04 |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI 2004-HYB3 1A | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| CITIZENS AUTO RECEIVABLES TRUST 2023-1 CITZN 2023-1 A2A | Long | ABS-mortgage backed security | US | $306K | – | 0.15 |
| CITIZENS AUTO RECEIVABLES TRUST 2023-2 CITZN 2023-2 A2A | Long | ABS-mortgage backed security | US | $288K | – | 0.14 |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITZN 2024-1 A2A | Long | ABS-mortgage backed security | US | $298K | – | 0.15 |
| CITIZENS BANK NA/PROVIDENCE RI 5.284000% 01/26/2026 (Citizens Bank, National Association) | Long | Debt | US | $249K | – | 0.12 |
| CNH EQUIPMENT TRUST 2023-A CNH 2023-A A2 | Long | ABS-mortgage backed security | US | $326K | – | 0.16 |
| COLT 2020-2R MORTGAGE LOAN TRUST COLT 2020-2R A1 (COLT TRUST) | Long | ABS-mortgage backed security | US | $70K | – | 0.03 |
| COLT 2020-3 MORTGAGE LOAN TRUST COLT 2020-3 A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| COLT 2021-1 MORTGAGE LOAN TRUST COLT 2021-1 A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $138K | – | 0.07 |
| COLT 2021-2 MORTGAGE LOAN TRUST COLT 2021-2 A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $196K | – | 0.10 |
| COLT 2021-2R MORTGAGE LOAN TRUST COLT 2021-2R A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $60K | – | 0.03 |
| COLT 2021-4 MORTGAGE LOAN TRUST COLT 2021-4 A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $346K | – | 0.17 |
| COLT 2021-HX1 MORTGAGE LOAN TRUST COLT 2021-HX1 A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $331K | – | 0.16 |
| COLT FUNDING LLC COLT 2021-3R A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $89K | – | 0.04 |
| COLUMBIA PIPELINES HOLDING CO LLC 144A 6.055000% 08/15/2026 (COLUMBIA PIPELINES HOLDING COMPANY LLC) | Long | Debt | US | $56K | – | 0.03 |
| COMMONWEALTH BANK OF AUSTRALIA 144A VARIABLE RATE 06/15/2026 | Long | Debt | AU | $425K | – | 0.21 |
| CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028 (CONSUMERS SECURITIZATION FUNDING LLC) | Long | Debt | US | $226K | – | 0.11 |
| COOPERATIEVE RABOBANK UA/NY MTN 5.500000% 07/18/2025 (Cooperatieve Rabobank UA (New York Branch)) | Long | Debt | NL | $251K | – | 0.12 |
| COREBRIDGE FINANCIAL INC 3.500000% 04/04/2025 (COREBRIDGE FINANCIAL, INC.) | Long | Debt | US | $227K | – | 0.11 |
| COREBRIDGE GLOBAL FUNDING 144A 5.750000% 07/02/2026 | Long | Debt | US | $182K | – | 0.09 |
| CPS AUTO RECEIVABLES TRUST 2023-A CPS 2023-A A | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| CPS AUTO RECEIVABLES TRUST 2023-B CPS 2023-B A | Long | ABS-mortgage backed security | US | $115K | – | 0.06 |
| CPS AUTO RECEIVABLES TRUST 2023-C CPS 2023-C A | Long | ABS-mortgage backed security | US | $47K | – | 0.02 |
| CPS AUTO RECEIVABLES TRUST 2023-D CPS 2023-D A | Long | ABS-mortgage backed security | US | $159K | – | 0.08 |
| CPS AUTO RECEIVABLES TRUST 2024-A CPS 2024-A A | Long | ABS-mortgage backed security | US | $90K | – | 0.04 |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3 CAALT 2023-3A A | Long | ABS-mortgage backed security | US | $559K | – | 0.27 |
| CREDIT AGRICOLE SA 144A 5.589000% 07/05/2026 | Long | Debt | FR | $425K | – | 0.21 |
| CSMC 2021-AFC1 TRUST CSMC 2021-AFC1 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $149K | – | 0.07 |
| CSMC 2021-NQM3 CSMC 2021-NQM3 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $0.02 | – | 0.00 |
| CVS HEALTH CORP 5.000000% 02/20/2026 (CVS HEALTH CORPORATION) | Long | Debt | US | $275K | – | 0.13 |
| DAE FUNDING LLC MTN 1.550000% 08/01/2024 | Long | Debt | AE | $450K | – | 0.22 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A VARIABLE RATE 12/13/2024 | Long | Debt | DE | $601K | – | 0.29 |
| DAIMLER TRUCKS RETAIL TRUST 2023-1 DTRT 2023-1 A2 | Long | ABS-mortgage backed security | US | $209K | – | 0.10 |
| DANSKE BANK A/S 144A 6.466000% 01/09/2026 | Long | Debt | DK | $351K | – | 0.17 |
| DANSKE BANK A/S MTN 6.259000% 09/22/2026 | Long | Debt | DK | $309K | – | 0.15 |
| DB MASTER FINANCE LLC DNKN 2019-1A A2II (DUNKIN BRANDS) | Long | ABS-mortgage backed security | US | $581K | – | 0.28 |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1 DRMT 2021-1 A1 | Long | ABS-mortgage backed security | US | $42K | – | 0.02 |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 DRMT 2021-2 A1 | Long | ABS-mortgage backed security | US | $59K | – | 0.03 |
| DELL EQUIPMENT FINANCE TRUST 2023-2 DEFT 2023-2 A2 | Long | ABS-mortgage backed security | US | $352K | – | 0.17 |
| DELL EQUIPMENT FINANCE TRUST 2023-3 DEFT 2023-3 A2 | Long | ABS-mortgage backed security | US | $183K | – | 0.09 |
| DEUTSCHE BANK AG/NEW YORK NY VARIABLE RATE 11/16/2027 (DEUTSCHE BANK AG NEW YORK BRANCH) | Long | Debt | DE | $549K | – | 0.27 |
| DEVON ENERGY CORP 5.250000% 09/15/2024 (DEVON ENERGY CORPORATION) | Long | Debt | US | $769K | – | 0.37 |
| DEWOLF PARK CLO LTD DWOLF 2017-1A AR (DEWOLF PARK CLO, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $385K | – | 0.19 |
| DEXT ABS 2021-1 LLC DEXT 2021-1 A (DEXT ABS LLC) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| DEXT ABS 2023-2 LLC DEXT 2023-2 A2 (DEXT ABS LLC) | Long | ABS-mortgage backed security | US | $385K | – | 0.19 |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT 2022-A2 A | Long | ABS-mortgage backed security | US | $335K | – | 0.16 |
| DLLAA 2023-1 LLC DLLAA 2023-1A A2 (DLLAA LLC) | Long | ABS-mortgage backed security | US | $140K | – | 0.07 |
| DLLAD 2021-1 LLC DLLAD 2021-1A A3 (DLLAD LLC) | Long | ABS-mortgage backed security | US | $148K | – | 0.07 |
| DLLAD 2023-1 LLC DLLAD 2023-1A A2 (DLLAD LLC) | Long | ABS-mortgage backed security | US | $154K | – | 0.07 |
| DLLMT 2023-1 LLC DLLMT 2023-1A A2 (DLLMT LLC) | Long | ABS-mortgage backed security | US | $209K | – | 0.10 |
| DLLST 2022-1 LLC DLLST 2022-1A A3 (DLLST LLC) | Long | ABS-mortgage backed security | US | $34.94 | – | 0.00 |
| DLLST 2024-1 LLC DLLST 2024-1A A2 (DLLST LLC) | Long | ABS-mortgage backed security | US | $130K | – | 0.06 |
| DRYDEN 58 CLO LTD DRSLF 2018-58A A1 (DRYDEN CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $407K | – | 0.20 |
| DT AUTO OWNER TRUST 2023-1 DTAOT 2023-1A A | Long | ABS-mortgage backed security | US | $101K | – | 0.05 |
| DT AUTO OWNER TRUST 2023-2 DTAOT 2023-2A A | Long | ABS-mortgage backed security | US | $114K | – | 0.06 |
| DT AUTO OWNER TRUST 2023-3 DTAOT 2023-3A A | Long | ABS-mortgage backed security | US | $143K | – | 0.07 |
| EDISON INTERNATIONAL 3.550000% 11/15/2024 | Long | Debt | US | $273K | – | 0.13 |
| ELEMENT FLEET MANAGEMENT CORP 144A 5.643000% 03/13/2027 (Element Fleet Management Corp.) | Long | Debt | CA | $294K | – | 0.14 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2017-1 EFMT 2021-1 A1 | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A1 | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2 EFMT 2020-2 A1 | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 EFMT 2021-2 A1 | Long | ABS-mortgage backed security | US | $101K | – | 0.05 |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP ELP 2021-ELP A | Long | ABS-mortgage backed security | US | $522K | – | 0.25 |
| ENTERPRISE FLEET FINANCING 2021-2 LLC EFF 2021-2 A2 (ENTERPRISE FLEET FINANCING LLC) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| ENTERPRISE FLEET FINANCING 2022-2 LLC EFF 2022-2 A2 (ENTERPRISE FLEET FINANCING LLC) | Long | ABS-mortgage backed security | US | $274K | – | 0.13 |
| ENTERPRISE FLEET FINANCING 2022-3 LLC EFF 2022-3 A2 (ENTERPRISE FLEET FINANCING LLC) | Long | ABS-mortgage backed security | US | $43K | – | 0.02 |
| ENTERPRISE FLEET FINANCING 2022-4 LLC EFF 2022-4 A2 (ENTERPRISE FLEET FINANCING LLC) | Long | ABS-mortgage backed security | US | $179K | – | 0.09 |
| ENTERPRISE FLEET FINANCING 2023-1 LLC EFF 2023-1 A2 (ENTERPRISE FLEET FINANCING LLC) | Long | ABS-mortgage backed security | US | $153K | – | 0.07 |
| ENTERPRISE FLEET FINANCING 2023-2 LLC EFF 2023-2 A2 (ENTERPRISE FLEET FINANCING LLC) | Long | ABS-mortgage backed security | US | $341K | – | 0.17 |
| ENTERPRISE FLEET FINANCING 2023-3 LLC EFF 2023-3 A2 (ENTERPRISE FLEET FINANCING LLC) | Long | ABS-mortgage backed security | US | $906K | – | 0.44 |
| ENTERPRISE FLEET FINANCING 2024-1 LLC EFF 2024-1 A2 (ENTERPRISE FLEET FINANCING LLC) | Long | ABS-mortgage backed security | US | $246K | – | 0.12 |
| ENTERPRISE FLEET FINANCING 2024-2 LLC EFF 2024-2 A2 (ENTERPRISE FLEET FINANCING LLC) | Long | ABS-mortgage backed security | US | $181K | – | 0.09 |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 144A 5.500000% 12/02/2025 | Long | Debt | US | $302K | – | 0.15 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-2 EART 2023-2A A3 | Long | ABS-mortgage backed security | US | $66K | – | 0.03 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 EART 2023-4A A2 | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2 EART 2024-2A A2 | Long | ABS-mortgage backed security | US | $240K | – | 0.12 |
| EXTENDED STAY AMERICA TRUST 2021-ESH ESA 2021-ESH B | Long | ABS-mortgage backed security | US | $225K | – | 0.11 |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C03 2M2 (CONNECTICUT AVENUE SECURITIES) | Long | Debt | US | $153K | – | 0.07 |
| FANNIE MAE POOL FN 493805 (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE POOL FN 555561 (Federal National Mortgage Association) | Long | Debt | US | $0.55 | – | 0.00 |
| FANNIE MAE POOL FN 928005 (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE POOL FN AL7278 (Federal National Mortgage Association) | Long | Debt | US | $33K | – | 0.02 |
| FANNIE MAE POOL FN AM7649 (Federal National Mortgage Association) | Long | Debt | US | $88K | – | 0.04 |
| FANNIE MAE POOL FN AZ4793 (Federal National Mortgage Association) | Long | Debt | US | $68K | – | 0.03 |
| FANNIE MAE POOL FN MA2474 (Federal National Mortgage Association) | Long | Debt | US | $287K | – | 0.14 |
| FANNIE MAE POOL FN MA3098 (Federal National Mortgage Association) | Long | Debt | US | $213K | – | 0.10 |
| FANNIE MAE REMICS FNR 2001-33 FA (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE REMICS FNR 2002-64 FG (Federal National Mortgage Association) | Long | Debt | US | $39.65 | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-137 UE (Federal National Mortgage Association) | Long | Debt | US | $74K | – | 0.04 |
| FANNIE MAE REMICS FNR 2012-63 MA (Federal National Mortgage Association) | Long | Debt | US | $82K | – | 0.04 |
| FANNIE MAE-ACES FNA 2015-M13 A2 (Federal National Mortgage Association) | Long | Debt | US | $194K | – | 0.09 |
| FANNIE MAE-ACES FNA 2017-M13 FA (Federal National Mortgage Association) | Long | Debt | US | $18K | – | 0.01 |
| FCI FUNDING 2021-1 LLC FCITL 2021-1A A (FCI FUNDING LIMITED) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHF TRUST 2021-2 FHF 2021-2A A | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| FHF TRUST 2022-1 FHF 2022-1A A | Long | ABS-mortgage backed security | US | $124K | – | 0.06 |
| FIFTH THIRD AUTO TRUST 2023-1 FITAT 2023-1 A2A | Long | ABS-mortgage backed security | US | $305K | – | 0.15 |
| FIFTH THIRD BANK NA 5.852000% 10/27/2025 (FIFTH THIRD BANK, NATIONAL ASSOCIATION) | Long | Debt | US | $470K | – | 0.23 |
| FIRST INVESTORS AUTO OWNER TRUST 2022-1 FIAOT 2022-1A A | Long | ABS-mortgage backed security | US | $315K | – | 0.15 |
| FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A A | Long | ABS-mortgage backed security | US | $355K | – | 0.17 |
| FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020-SFR2 A (FIRSTKEY HOMES TRUST) | Long | ABS-mortgage backed security | US | $425K | – | 0.21 |
| FLAGSHIP CREDIT AUTO TRUST 2021-2 FCAT 2021-2 B | Long | ABS-mortgage backed security | US | $481.81 | – | 0.00 |
| FLAGSHIP CREDIT AUTO TRUST 2023-2 FCAT 2023-2 A2 | Long | ABS-mortgage backed security | US | $129K | – | 0.06 |
| FLAGSHIP CREDIT AUTO TRUST 2023-3 FCAT 2023-3 A2 | Long | ABS-mortgage backed security | US | $185K | – | 0.09 |
| FORD CREDIT AUTO LEASE TRUST 2024-A FORDL 2024-A A2A | Long | ABS-mortgage backed security | US | $310K | – | 0.15 |
| FORD CREDIT AUTO OWNER TRUST 2018-REV1 FORDR 2018-1 A | Long | ABS-mortgage backed security | US | $475K | – | 0.23 |
| FORD CREDIT AUTO OWNER TRUST 2020-REV1 FORDR 2020-1 A | Long | ABS-mortgage backed security | US | $1M | – | 0.67 |
| FORD MOTOR CREDIT CO LLC MTN 4.389000% 01/08/2026 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $1M | – | 0.59 |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-1 A2 | Long | ABS-mortgage backed security | US | $57K | – | 0.03 |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2 | Long | ABS-mortgage backed security | US | $233K | – | 0.11 |
| FREDDIE MAC 2.250000% 03/25/2025 | Long | Debt | US | $2M | – | 0.85 |
| FREDDIE MAC 4.000000% 02/28/2025 | Long | Debt | US | $298K | – | 0.15 |
| FREDDIE MAC 4.050000% 07/21/2025 | Long | Debt | US | $2M | – | 0.81 |
| FREDDIE MAC 4.050000% 08/28/2025 | Long | Debt | US | $853K | – | 0.42 |
| FREDDIE MAC 4.320000% 03/21/2025 | Long | Debt | US | $647K | – | 0.31 |
| FREDDIE MAC GOLD POOL FG G18545 | Long | Debt | US | $54K | – | 0.03 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KVAD A | Long | Debt | US | $294K | – | 0.14 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KW07 A1 | Long | Debt | US | $0.01 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 846789 | Long | Debt | US | $1K | – | 0.00 |
| FREDDIE MAC REMICS FHR 3786 ED | Long | Debt | US | $298K | – | 0.15 |
| FREDDIE MAC REMICS FHR 4379 CB | Long | Debt | US | $79K | – | 0.04 |
| FREMF 2015-K45 MORTGAGE TRUST FREMF 2015-K45 B (FREMF MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $227K | – | 0.11 |
| GCAT 2020-NQM2 TRUST GCAT 2020-NQM2 A1 (GCAT TRUST) | Long | ABS-mortgage backed security | US | $45K | – | 0.02 |
| GCAT 2021-CM1 TRUST GCAT 2021-CM1 A (GCAT TRUST) | Long | ABS-mortgage backed security | US | $167K | – | 0.08 |
| GCAT 2021-NQM1 TRUST GCAT 2021-NQM1 A1 (GCAT TRUST) | Long | ABS-mortgage backed security | US | $79K | – | 0.04 |
| GCAT 2021-NQM3 TRUST GCAT 2021-NQM3 A1 (GCAT TRUST) | Long | ABS-mortgage backed security | US | $0.02 | – | 0.00 |
| GCAT 2021-NQM5 TRUST GCAT 2021-NQM5 A1 (GCAT TRUST) | Long | ABS-mortgage backed security | US | $488K | – | 0.24 |
| GE HEALTHCARE TECHNOLOGIES INC 5.550000% 11/15/2024 (GE HEALTHCARE TECHNOLOGIES INC.) | Long | Debt | US | $2M | – | 0.81 |
| GECU AUTO RECEIVABLES TRUST 2023-1 GECU 2023-1A A2 | Long | ABS-mortgage backed security | US | $662K | – | 0.32 |
| GENERAL MOTORS CO 6.125000% 10/01/2025 (GENERAL MOTORS COMPANY) | Long | Debt | US | $1M | – | 0.52 |
| GENERAL MOTORS FINANCIAL CO INC VARIABLE RATE 10/15/2024 (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $750K | – | 0.37 |
| GLS AUTO RECEIVABLES ISSUER TRUST 2023-1 GCAR 2023-1A A2 (GLS AUTO RECEIVABLES TRUST) | Long | ABS-mortgage backed security | US | $38K | – | 0.02 |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-1 GCAR 2024-1A A3 (GLS AUTO RECEIVABLES TRUST) | Long | ABS-mortgage backed security | US | $930K | – | 0.45 |
| GLS AUTO SELECT RECEIVABLES TRUST 2023-2 GSAR 2023-2A A2 | Long | ABS-mortgage backed security | US | $235K | – | 0.11 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-2 GMALT 2023-2 A2A | Long | ABS-mortgage backed security | US | $167K | – | 0.08 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 GMALT 2023-3 A2A | Long | ABS-mortgage backed security | US | $175K | – | 0.09 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-1 A3 | Long | ABS-mortgage backed security | US | $523K | – | 0.25 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-3 A2A | Long | ABS-mortgage backed security | US | $153K | – | 0.07 |
| GMACM MORTGAGE LOAN TRUST 2005-AR6 GMACM 2005-AR6 2A1 | Long | ABS-mortgage backed security | US | $51K | – | 0.02 |
| GOLDMAN SACHS BANK USA/NEW YORK NY 5.414000% 05/21/2027 | Long | Debt | US | $327K | – | 0.16 |
| GOLDMAN SACHS GROUP INC/THE 5.798000% 08/10/2026 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $2M | – | 0.75 |
| GOLDMAN SACHS GROUP INC/THE VARIABLE RATE 09/10/2024 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $250K | – | 0.12 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-177 LA | Long | Debt | US | $1M | – | 0.69 |
| GRANITE PARK EQUIPMENT LEASING 2023-1 LLC SCFGP 2023-1A A2 (GRANITE PARK EQUIPMENT LEASING LLC) | Long | ABS-mortgage backed security | US | $398K | – | 0.19 |
| GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2023-1 A2 (GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.) | Long | ABS-mortgage backed security | US | $483K | – | 0.24 |
| GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2024-1 A2 (GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.) | Long | ABS-mortgage backed security | US | $850K | – | 0.41 |
| GS MORTGAGE SECURITIES TRUST 2015-GS1 GSMS 2015-GS1 AAB | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| GS MORTGAGE SECURITIES TRUST 2016-GS3 GSMS 2016-GS3 AAB | Long | ABS-mortgage backed security | US | $309K | – | 0.15 |
| GSR MORTGAGE LOAN TRUST 2005-AR4 GSR 2005-AR4 2A1 | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| GSR MORTGAGE LOAN TRUST 2007-AR2 GSR 2007-AR2 1A1 | Long | ABS-mortgage backed security | US | $31K | – | 0.02 |
| GTE AUTO RECEIVABLES TRUST 2023-1 GTE 2023-1 A2 | Long | ABS-mortgage backed security | US | $433K | – | 0.21 |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2023-A HDMOT 2023-A A2A (HARLEY DAVIDSON MOTORCYCLE TRUST) | Long | ABS-mortgage backed security | US | $163K | – | 0.08 |
| HCA INC 5.250000% 04/15/2025 (HCA INC.) | Long | Debt | US | $1M | – | 0.52 |
| HEWLETT PACKARD ENTERPRISE CO 5.900000% 10/01/2024 (HEWLETT PACKARD ENTERPRISE COMPANY) | Long | Debt | US | $1M | – | 0.60 |
| HILTON GRAND VACATIONS TRUST 2020-A HGVT 2020-AA A | Long | ABS-mortgage backed security | US | $51K | – | 0.02 |
| HOME DEPOT INC/THE VARIABLE RATE 12/24/2025 (THE HOME DEPOT, INC.) | Long | Debt | US | $1M | – | 0.51 |
| HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST HAROT 2023-2 A2 (HONDA AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $239K | – | 0.12 |
| HPEFS EQUIPMENT TRUST 2022-3 HPEFS 2022-3A A3 | Long | ABS-mortgage backed security | US | $355K | – | 0.17 |
| HPEFS EQUIPMENT TRUST 2023-2 HPEFS 2023-2A A2 | Long | ABS-mortgage backed security | US | $231K | – | 0.11 |
| HPEFS EQUIPMENT TRUST 2024-1 HPEFS 2024-1A A3 | Long | ABS-mortgage backed security | US | $741K | – | 0.36 |
| HSBC HOLDINGS PLC 7.336000% 11/03/2026 | Long | Debt | GB | $308K | – | 0.15 |
| HUMANA INC 5.700000% 03/13/2026 (HUMANA INC.) | Long | Debt | US | $275K | – | 0.13 |
| HUNTINGTON AUTO TRUST 2024-1 HUNT 2024-1A A2 | Long | ABS-mortgage backed security | US | $783K | – | 0.38 |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-A HALST 2023-A A3 | Long | ABS-mortgage backed security | US | $238K | – | 0.12 |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C HALST 2023-C A2A | Long | ABS-mortgage backed security | US | $603K | – | 0.29 |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B HART 2023-B A2A | Long | ABS-mortgage backed security | US | $252K | – | 0.12 |
| HYUNDAI CAPITAL AMERICA 144A 1.000000% 09/17/2024 | Long | Debt | US | $726K | – | 0.35 |
| HYUNDAI CAPITAL AMERICA 144A 5.450000% 06/24/2026 | Long | Debt | US | $277K | – | 0.13 |
| HYUNDAI CAPITAL AMERICA 144A 6.250000% 11/03/2025 | Long | Debt | US | $253K | – | 0.12 |
| ILLUMINA INC 5.800000% 12/12/2025 (ILLUMINA, INC.) | Long | Debt | US | $302K | – | 0.15 |
| IMPAC CMB TRUST SERIES 2004-9 IMM 2004-9 1A1 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| IMPAC CMB TRUST SERIES 2005-2 IMM 2005-2 1A1 | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| IMPAC CMB TRUST SERIES 2005-3 IMM 2005-3 A1 | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| IMPAC CMB TRUST SERIES 2005-5 IMM 2005-5 A1 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| IMPAC CMB TRUST SERIES 2005-8 IMM 2005-8 1A | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| IMPERIAL FUND MORTGAGE TRUST 2021-NQM1 IMPRL 2021-NQM1 A1 | Long | ABS-mortgage backed security | US | $212K | – | 0.10 |
| IMPERIAL FUND MORTGAGE TRUST 2021-NQM2 IMPRL 2021-NQM2 A1 | Long | ABS-mortgage backed security | US | $155K | – | 0.08 |
| IMPERIAL FUND MORTGAGE TRUST 2021-NQM3 IMPRL 2021-NQM3 A1 | Long | ABS-mortgage backed security | US | $165K | – | 0.08 |
| INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 1.230000% 10/01/2025 (INTERNATIONAL FLAVORS & FRAGRANCES INC.) | Long | Debt | US | $358K | – | 0.17 |
| JDE PEET'S NV 144A 0.800000% 09/24/2024 (JDE Peet's N.V.) | Long | Debt | NL | $496K | – | 0.24 |
| JOHN DEERE OWNER TRUST 2023 JDOT 2023-A A2 | Long | ABS-mortgage backed security | US | $118K | – | 0.06 |
| JOHN DEERE OWNER TRUST 2023-C JDOT 2023-C A2 | Long | ABS-mortgage backed security | US | $604K | – | 0.29 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2015-JP1 ASB (JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $152K | – | 0.07 |
| JP MORGAN MORTGAGE TRUST 2005-A6 JPMMT 2005-A6 7A1 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2007-A3 JPMMT 2007-A3 1A1 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST 2014-5 JPMMT 2014-5 A1 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $549K | – | 0.27 |
| JP MORGAN MORTGAGE TRUST 2018-7FRB JPMMT 2018-7FRB A2 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $66K | – | 0.03 |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C26 ASB | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C3 JPMBB 2015-C31 ASB | Long | ABS-mortgage backed security | US | $41K | – | 0.02 |
| JPMORGAN CHASE & CO 4.080000% 04/26/2026 (JPMORGAN CHASE & CO.) | Long | Debt | US | $2M | – | 0.77 |
| KENVUE INC 5.500000% 03/22/2025 (KENVUE INC.) | Long | Debt | US | $275K | – | 0.13 |
| KKR CLO 11 LTD KKR 11 AR (KKR CLO LTD/LLC) | Long | ABS-collateralized bond/debt obligation | KY | $194K | – | 0.09 |
| KKR CLO 21 LTD KKR 21 A (KKR FINANCIAL CLO, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $339K | – | 0.16 |
| KUBOTA CREDIT OWNER TRUST 2023-2 KCOT 2023-2A A2 | Long | ABS-mortgage backed security | US | $481K | – | 0.23 |
| LAD AUTO RECEIVABLES TRUST 2021-1 LADAR 2021-1A A | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| LAD AUTO RECEIVABLES TRUST 2022-1 LADAR 2022-1A A | Long | ABS-mortgage backed security | US | $79K | – | 0.04 |
| LAD AUTO RECEIVABLES TRUST 2023-3 LADAR 2023-3A A2 | Long | ABS-mortgage backed security | US | $107K | – | 0.05 |
| LAD AUTO RECEIVABLES TRUST 2024-1 LADAR 2024-1A A2 | Long | ABS-mortgage backed security | US | $659K | – | 0.32 |
| LAD AUTO RECEIVABLES TRUST 2024-2 LADAR 2024-2A A2 | Long | ABS-mortgage backed security | US | $731K | – | 0.36 |
| LCM XXIII LTD LCM 23A A1R (LCM LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $55K | – | 0.03 |
| LCM XXIV LTD LCM 24A AR (LCM LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $133K | – | 0.06 |
| LENDBUZZ SECURITIZATION TRUST 2021-1 LBZZ 2021-1A A | Long | ABS-mortgage backed security | US | $92K | – | 0.04 |
| LENDBUZZ SECURITIZATION TRUST 2023-3 LBZZ 2023-3A A2 | Long | ABS-mortgage backed security | US | $270K | – | 0.13 |
| LLOYDS BANKING GROUP PLC 5.462000% 01/05/2028 | Long | Debt | GB | $202K | – | 0.10 |
| LSTAR COMMERCIAL MORTGAGE TRUST 2016-4 LNSTR 2016-4 A2 | Long | ABS-mortgage backed security | US | $250K | – | 0.12 |
| M&T EQUIPMENT 2023-LEAF1 NOTES MTLRF 2023-1A A2 (M&T EQUIPTMENT LLC) | Long | ABS-mortgage backed security | US | $423K | – | 0.21 |
| MACQUARIE GROUP LTD MTN VARIABLE RATE 10/14/2025 (MACQUARIE GROUP LIMITED.) | Long | Debt | AU | $425K | – | 0.21 |
| MADISON PARK FUNDING XVII LTD MDPK 2015-17A AR2 (MADISON PARK FUNDING, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $351K | – | 0.17 |
| MADISON PARK FUNDING XXX LTD MDPK 2018-30A A (MADISON PARK FUNDING, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $470K | – | 0.23 |
| MANUFACTURERS & TRADERS TRUST CO 4.650000% 01/27/2026 (MANUFACTURERS AND TRADERS TRUST COMPANY) | Long | Debt | US | $456K | – | 0.22 |
| MANUFACTURERS & TRADERS TRUST CO 5.400000% 11/21/2025 (MANUFACTURERS AND TRADERS TRUST COMPANY) | Long | Debt | US | $301K | – | 0.15 |
| MARLETTE FUNDING TRUST 2023-1 MFT 2023-1A A | Long | ABS-mortgage backed security | US | $45K | – | 0.02 |
| MARLETTE FUNDING TRUST 2023-2 MFT 2023-2A A | Long | ABS-mortgage backed security | US | $70K | – | 0.03 |
| MARLETTE FUNDING TRUST 2023-3 MFT 2023-3A A | Long | ABS-mortgage backed security | US | $94K | – | 0.05 |
| MERCEDES-BENZ AUTO LEASE TRUST MBALT 2023-A A3 | Long | ABS-mortgage backed security | US | $223K | – | 0.11 |
| MERRILL LYNCH MORTGAGE BACKED SECURITIES TRUST SER MLMBS 2007-3 2A1 | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| METLIFE SECURITIZATION TRUST MST 2017-1A A | Long | ABS-mortgage backed security | US | $44K | – | 0.02 |
| MF1 2022-FL8 LTD MF1 2022-FL8 A (MF1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $385K | – | 0.19 |
| MFA 2020-NQM1 TRUST MFRA 2020-NQM1 A1 (MFA TRUST) | Long | ABS-mortgage backed security | US | $37K | – | 0.02 |
| MFA 2020-NQM3 TRUST MFRA 2020-NQM3 A1 (MFA TRUST) | Long | ABS-mortgage backed security | US | $48K | – | 0.02 |
| MFA 2021-INV1 TRUST MFRA 2021-INV1 A1 (MFA TRUST) | Long | ABS-mortgage backed security | US | $70K | – | 0.03 |
| MFA 2021-NQM1 TRUST MFRA 2021-NQM1 A1 (MFA TRUST) | Long | ABS-mortgage backed security | US | $99K | – | 0.05 |
| MFA 2021-NQM2 TRUST MFRA 2021-NQM2 A1 (MFA TRUST) | Long | ABS-mortgage backed security | US | $129K | – | 0.06 |
| MHC COMMERCIAL MORTGAGE TRUST 2021-MHC MHC 2021-MHC B | Long | ABS-mortgage backed security | US | $556K | – | 0.27 |
| MHP 2021-STOR MHP 2021-STOR A (MHP COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $153K | – | 0.07 |
| MHP 2022-MHIL MHP 2022-MHIL A (MHP COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $184K | – | 0.09 |
| MIAMI-DADE CNTY FL AVIATION RE COUNTY OF MIAMI-DADE FL AVIATION REVENUE (MIAMI-DADE CNTY FLA AVIATION REV) | Long | Debt | US | $408K | – | 0.20 |
| MILL CITY MORTGAGE LOAN TRUST 2017-3 MCMLT 2017-3 A1 | Long | ABS-mortgage backed security | US | $227K | – | 0.11 |
| MILL CITY MORTGAGE LOAN TRUST 2018-1 MCMLT 2018-1 A1 | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| MILL CITY MORTGAGE LOAN TRUST 2018-3 MCMLT 2018-3 A1 | Long | ABS-mortgage backed security | US | $162K | – | 0.08 |
| MILL CITY MORTGAGE LOAN TRUST 2018-4 MCMLT 2018-4 A1B | Long | ABS-mortgage backed security | US | $654K | – | 0.32 |
| MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1 | Long | ABS-mortgage backed security | US | $90K | – | 0.04 |
| MMAF EQUIPMENT FINANCE LLC 2020-B MMAF 2020-BA A4 | Long | ABS-mortgage backed security | US | $241K | – | 0.12 |
| MMAF EQUIPMENT FINANCE LLC 2021-A MMAF 2021-A A3 | Long | ABS-mortgage backed security | US | $51K | – | 0.02 |
| MMAF EQUIPMENT FINANCE LLC 2023-A MMAF 2023-A A2 | Long | ABS-mortgage backed security | US | $254K | – | 0.12 |
| MMAF EQUIPMENT FINANCE LLC 2024-A MMAF 2024-A A2 | Long | ABS-mortgage backed security | US | $994K | – | 0.48 |
| MORGAN STANLEY 5.050000% 01/28/2027 | Long | Debt | US | $275K | – | 0.13 |
| MORGAN STANLEY BANK NA 4.754000% 04/21/2026 (Morgan Stanley Bank, National Association) | Long | Debt | US | $250K | – | 0.12 |
| MORGAN STANLEY BANK NA 5.479000% 07/16/2025 (Morgan Stanley Bank, National Association) | Long | Debt | US | $376K | – | 0.18 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2015-C21 ASB | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| MORGAN STANLEY CAPITAL I 2017-HR2 MSC 2017-HR2 ASB (MORGAN STANLEY CAPITAL I TRUST) | Long | ABS-mortgage backed security | US | $134K | – | 0.07 |
| MORGAN STANLEY CAPITAL I TRUST 2018-H3 MSC 2018-H3 ASB | Long | ABS-mortgage backed security | US | $75K | – | 0.04 |
| MORGAN STANLEY CAPITAL I TRUST 2019-H6 MSC 2019-H6 A2 | Long | ABS-mortgage backed security | US | $376K | – | 0.18 |
| MORGAN STANLEY MTN 4.679000% 07/17/2026 | Long | Debt | US | $2M | – | 0.78 |
| MORTGAGEIT TRUST 2005-5 MHL 2005-5 A1 | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| NATIONAL BANK OF CANADA 0.750000% 08/06/2024 (BANQUE NATIONALE DU CANADA) | Long | Debt | CA | $325K | – | 0.16 |
| NATIONWIDE BUILDING SOCIETY 144A 6.557000% 10/18/2027 | Long | Debt | GB | $258K | – | 0.13 |
| NATWEST MARKETS PLC 144A VARIABLE RATE 08/12/2024 | Long | Debt | GB | $490K | – | 0.24 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D NAVSL 2020-DA A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $286K | – | 0.14 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $347K | – | 0.17 |
| NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD NEUB 2017-25A AR2 (NEUBERGER BERMAN CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $750K | – | 0.36 |
| NEUBERGER BERMAN LOAN ADVISERS CLO 26 LTD NEUB 2017-26A AR (NEUBERGER BERMAN CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $479K | – | 0.23 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 NRZT 2017-3A A1 | Long | ABS-mortgage backed security | US | $73K | – | 0.04 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-6 NRZT 2017-6A A1 | Long | ABS-mortgage backed security | US | $165K | – | 0.08 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-1 NRZT 2019-1A A1 | Long | ABS-mortgage backed security | US | $79K | – | 0.04 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1 | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM NRZT 2020-NQM2 A1 | Long | ABS-mortgage backed security | US | $41K | – | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM2R NRZT 2021-NQ2R A1 | Long | ABS-mortgage backed security | US | $54K | – | 0.03 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 NRZT 2021-NQM3 A1 | Long | ABS-mortgage backed security | US | $254K | – | 0.12 |
| NEWMONT CORP / NEWCREST FINANCE PTY LTD 144A 5.300000% 03/15/2026 (NEWMONT CORPORATION) | Long | Debt | US | $563K | – | 0.27 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC 4.255000% 09/01/2024 (NEXTERA ENERGY CAPITAL HOLDINGS, INC.) | Long | Debt | US | $1M | – | 0.63 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC 5.749000% 09/01/2025 (NEXTERA ENERGY CAPITAL HOLDINGS, INC.) | Long | Debt | US | $227K | – | 0.11 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC 6.051000% 03/01/2025 (NEXTERA ENERGY CAPITAL HOLDINGS, INC.) | Long | Debt | US | $201K | – | 0.10 |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2022-1A A2 | Long | ABS-mortgage backed security | US | $172K | – | 0.08 |
| NISSAN AUTO LEASE TRUST 2023-B NALT 2023-B A2A | Long | ABS-mortgage backed security | US | $92K | – | 0.04 |
| NISSAN AUTO LEASE TRUST 2024-A NALT 2024-A A2A | Long | ABS-mortgage backed security | US | $494K | – | 0.24 |
| NISSAN AUTO RECEIVABLES 2023-A OWNER TRUST NAROT 2023-A A2A (NISSAN AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $104K | – | 0.05 |
| NUTRIEN LTD 5.900000% 11/07/2024 (Nutrien Ltd.) | Long | Debt | CA | $175K | – | 0.09 |
| NYCTL 2021-A TRUST NYCTL 2021-A A | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| O'REILLY AUTOMOTIVE INC 5.750000% 11/20/2026 (O'Reilly Automotive, Inc.) | Long | Debt | US | $214K | – | 0.10 |
| OBX 2018-1 TRUST OBX 2018-1 A2 (OBX TRUST) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| OBX 2021-NQM4 TRUST OBX 2021-NQM4 A1 (OBX TRUST) | Long | ABS-mortgage backed security | US | $362K | – | 0.18 |
| OCCIDENTAL PETROLEUM CORP 5.875000% 09/01/2025 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $377K | – | 0.18 |
| OCCU AUTO RECEIVABLES TRUST 2023-1 OCCU 2023-1A A2 | Long | ABS-mortgage backed security | US | $409K | – | 0.20 |
| OCP CLO 2014-5 LTD OCP 2014-5A A1R (OCP CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $80K | – | 0.04 |
| OCTANE RECEIVABLES TRUST 2023-3 OCTL 2023-3A A2 | Long | ABS-mortgage backed security | US | $978K | – | 0.48 |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2019-1 ODART 2019-1A A | Long | ABS-mortgage backed security | US | $216K | – | 0.10 |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2018-2 OMFIT 2018-2A A | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| ONEOK INC 5.550000% 11/01/2026 (ONEOK, INC.) | Long | Debt | US | $456K | – | 0.22 |
| OVINTIV INC 5.650000% 05/15/2025 (OVINTIV INC.) | Long | Debt | US | $400K | – | 0.19 |
| OZLM VIII LTD OZLM 2014-8A A1R3 (OZLM FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $91K | – | 0.04 |
| PACIFIC LIFE GLOBAL FUNDING II 144A 5.500000% 08/28/2026 | Long | Debt | US | $254K | – | 0.12 |
| PALMER SQUARE LOAN FUNDING 2021-4 LTD PSTAT 2021-4A A1 (PALMER SQUARE LOAN FUNDING LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $267K | – | 0.13 |
| PARAGON MORTGAGES NO 12 PLC PARGN 12A A2C (PARAGON MORTGAGES PLC) | Long | ABS-mortgage backed security | GB | $37K | – | 0.02 |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 5.750000% 05/24/2026 (PENSKE TRUCK LEASING CO., L.P.) | Long | Debt | US | $253K | – | 0.12 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 4.650000% 05/19/2025 (Pfizer Investment Enterprises Pte. Ltd.) | Long | Debt | US | $1M | – | 0.62 |
| PFS FINANCING CORP PFSFC 2021-B A (PFS FINANCING CORP.) | Long | ABS-mortgage backed security | US | $698K | – | 0.34 |
| PFS FINANCING CORP PFSFC 2021-B B (PFS FINANCING CORP.) | Long | ABS-mortgage backed security | US | $399K | – | 0.19 |
| PFS FINANCING CORP PFSFC 2022-C A (PFS FINANCING CORP.) | Long | ABS-mortgage backed security | US | $469K | – | 0.23 |
| PNC FINANCIAL SERVICES GROUP INC/THE 5.300000% 01/21/2028 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $91K | – | 0.04 |
| PNC FINANCIAL SERVICES GROUP INC/THE 5.671000% 10/28/2025 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $425K | – | 0.21 |
| PNC FINANCIAL SERVICES GROUP INC/THE 5.812000% 06/12/2026 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $201K | – | 0.10 |
| PNC FINANCIAL SERVICES GROUP INC/THE 6.615000% 10/20/2027 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $181K | – | 0.09 |
| PRESTIGE AUTO RECEIVABLES TRUST 2023-1 PART 2023-1A B | Long | ABS-mortgage backed security | US | $1M | – | 0.66 |
| PRESTIGE AUTO RECEIVABLES TRUST 2023-2 PART 2023-2A A2 | Long | ABS-mortgage backed security | US | $661K | – | 0.32 |
| PRINCIPAL LIFE GLOBAL FUNDING II 144A 5.000000% 01/16/2027 | Long | Debt | US | $236K | – | 0.12 |
| PROSPER MARKETPLACE ISSUANCE TRUST SERIES 2023-1 PMIT 2023-1A A | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| PRPM 2021-RPL1 LLC PRPM 2021-RPL1 A1 (PRPM LLC) | Long | ABS-mortgage backed security | US | $84K | – | 0.04 |
| RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 RMLT 2020-1 A1 | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| RFMSI SERIES 2007-SA3 TRUST RFMSI 2007-SA3 2A1 (RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| ROYAL BANK OF CANADA 144A 4.784000% 12/12/2025 (BANQUE ROYALE DU CANADA) | Long | Debt | CA | $1M | – | 0.50 |
| SAN ANTONIO TX CITY OF SAN ANTONIO TX (SAN ANTONIO TEX) | Long | Debt | US | $884K | – | 0.43 |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2022-B B (SANTANDER BANK, N.A.) | Long | ABS-mortgage backed security | US | $164K | – | 0.08 |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2022-C B (SANTANDER BANK, N.A.) | Long | ABS-mortgage backed security | US | $111K | – | 0.05 |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2023-A B (SANTANDER BANK, N.A.) | Long | ABS-mortgage backed security | US | $382K | – | 0.19 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 SDART 2022-2 C | Long | ABS-mortgage backed security | US | $571K | – | 0.28 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-4 SDART 2022-4 B | Long | ABS-mortgage backed security | US | $819K | – | 0.40 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 SDART 2022-5 A3 | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3 SDART 2023-3 A2 | Long | ABS-mortgage backed security | US | $33K | – | 0.02 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1 SDART 2024-1 A2 | Long | ABS-mortgage backed security | US | $105K | – | 0.05 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2 SDART 2024-2 A2 | Long | ABS-mortgage backed security | US | $400K | – | 0.19 |
| SANTANDER RETAIL AUTO LEASE TRUST 2022-A SRT 2022-A B | Long | ABS-mortgage backed security | US | $545K | – | 0.27 |
| SBNA AUTO LEASE TRUST 2023-A SBALT 2023-A A2 | Long | ABS-mortgage backed security | US | $661K | – | 0.32 |
| SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A3 | Long | ABS-mortgage backed security | US | $546K | – | 0.27 |
| SCF EQUIPMENT LEASING 2023-1 LLC SCFET 2023-1A A2 (SCF EQUIPMENT LEASING LLC) | Long | ABS-mortgage backed security | US | $417K | – | 0.20 |
| SEMPRA 5.400000% 08/01/2026 | Long | Debt | US | $373K | – | 0.18 |
| SEQUOIA MORTGAGE TRUST 2004-12 SEMT 2004-12 A1 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST 2018-CH3 SEMT 2018-CH3 A1 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 SFAST 2023-1A A2A | Long | ABS-mortgage backed security | US | $94K | – | 0.05 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A2 | Long | ABS-mortgage backed security | US | $153K | – | 0.07 |
| SOCIETE GENERALE SA 144A 4.351000% 06/13/2025 | Long | Debt | FR | $496K | – | 0.24 |
| SOCIETE GENERALE SA 144A VARIABLE RATE 01/21/2026 | Long | Debt | FR | $426K | – | 0.21 |
| SODEXO INC 144A 1.634000% 04/16/2026 (SODEXO, INC.) | Long | Debt | FR | $471K | – | 0.23 |
| SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST SCLP 2023-1S A (SOFI CONSUMER LOAN PROGRAM LLC) | Long | ABS-mortgage backed security | US | $97K | – | 0.05 |
| SOLVENTUM CORP 144A 5.450000% 02/25/2027 (SOLVENTUM CORPORATION) | Long | Debt | US | $227K | – | 0.11 |
| SOUTHERN CALIFORNIA EDISON CO 5.350000% 03/01/2026 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.64 |
| SPIRE INC 5.300000% 03/01/2026 (Spire Inc.) | Long | Debt | US | $402K | – | 0.20 |
| SREIT TRUST 2021-MFP SREIT 2021-MFP B (SREIT COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $447K | – | 0.22 |
| STANDARD CHARTERED PLC 144A 6.170000% 01/09/2027 | Long | Debt | GB | $354K | – | 0.17 |
| STANDARD CHARTERED PLC 144A 7.776000% 11/16/2025 | Long | Debt | GB | $302K | – | 0.15 |
| STAR 2021-1 TRUST STAR 2021-1 A1 (STARWOOD MORTGAGE RESIDENTIAL TRUST) | Long | ABS-mortgage backed security | US | $92K | – | 0.04 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1 STAR 2020-1 A1 | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 STAR 2020-3 A1 | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2 STAR 2021-2 A1 | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-3 STAR 2021-3 A1 | Long | ABS-mortgage backed security | US | $190K | – | 0.09 |
| SUMITOMO MITSUI TRUST BANK LTD MTN VARIABLE RATE 09/16/2024 (Sumitomo Mitsui Trust Bank, Limited) | Long | Debt | JP | $500K | – | 0.24 |
| SYMPHONY STATIC CLO I LTD SSTAT 2021-1A A (SYMPHONY STATIC CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $252K | – | 0.12 |
| T-MOBILE USA INC 3.500000% 04/15/2025 (T-MOBILE USA, INC.) | Long | Debt | US | $1M | – | 0.65 |
| TAPESTRY INC 7.050000% 11/27/2025 (TAPESTRY, INC.) | Long | Debt | US | $153K | – | 0.07 |
| TD SYNNEX CORP 1.250000% 08/09/2024 (TD SYNNEX CORPORATION) | Long | Debt | US | $649K | – | 0.32 |
| TESLA AUTO LEASE TRUST 2023-A TESLA 2023-A A2 | Long | ABS-mortgage backed security | US | $117K | – | 0.06 |
| TESLA AUTO LEASE TRUST 2023-B TESLA 2023-B A2 | Long | ABS-mortgage backed security | US | $228K | – | 0.11 |
| TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A2A | Long | ABS-mortgage backed security | US | $453K | – | 0.22 |
| TORONTO-DOMINION BANK/THE 144A 3.815000% 07/25/2025 (LA BANQUE TORONTO-DOMINION) | Long | Debt | CA | $1M | – | 0.58 |
| TORONTO-DOMINION BANK/THE MTN 3.766000% 06/06/2025 (LA BANQUE TORONTO-DOMINION) | Long | Debt | CA | $1M | – | 0.49 |
| TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 09/10/2024 (LA BANQUE TORONTO-DOMINION) | Long | Debt | CA | $500K | – | 0.24 |
| TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 09/10/2026 (LA BANQUE TORONTO-DOMINION) | Long | Debt | CA | $425K | – | 0.21 |
| TOWD POINT MORTGAGE TRUST 2017-4 TPMT 2017-4 A1 | Long | ABS-mortgage backed security | US | $99K | – | 0.05 |
| TOWD POINT MORTGAGE TRUST 2017-5 TPMT 2017-5 A1 | Long | ABS-mortgage backed security | US | $47K | – | 0.02 |
| TOWD POINT MORTGAGE TRUST 2017-6 TPMT 2017-6 A1 | Long | ABS-mortgage backed security | US | $38K | – | 0.02 |
| TOWD POINT MORTGAGE TRUST 2018-1 TPMT 2018-1 A1 | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| TOWD POINT MORTGAGE TRUST 2018-2 TPMT 2018-2 A1 | Long | ABS-mortgage backed security | US | $115K | – | 0.06 |
| TOWD POINT MORTGAGE TRUST 2021-SJ1 TPMT 2021-SJ1 A1 | Long | ABS-mortgage backed security | US | $415K | – | 0.20 |
| TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST TAOT 2023-C A2A (TOYOTA AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $395K | – | 0.19 |
| TREASURY BILL 0.000000% 04/17/2025 (United States of America) | Long | Debt | US | $1M | – | 0.53 |
| TREASURY BILL 0.000000% 09/10/2024 (United States of America) | Long | Debt | US | $4M | – | 2.18 |
| TREASURY BILL 0.000000% 09/26/2024 (United States of America) | Long | Debt | US | $372K | – | 0.18 |
| TREASURY BILL 0.000000% 11/19/2024 (United States of America) | Long | Debt | US | $2M | – | 0.98 |
| TREASURY BILL 0.000000% 11/26/2024 (United States of America) | Long | Debt | US | $2M | – | 0.98 |
| TRICOLOR AUTO SECURITIZATION TRUST 2023-1 TAST 2023-1A A | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| TRK 2021-INV1 TRUST TRK 2021-INV1 A1 (TRK TRUST) | Long | ABS-mortgage backed security | US | $139K | – | 0.07 |
| TRUIST FINANCIAL CORP MTN 4.260000% 07/28/2026 (Truist Financial Corporation) | Long | Debt | US | $702K | – | 0.34 |
| TTAN 2021-MHC TTN 2021-MHC B (TTAN MHC) | Long | ABS-mortgage backed security | US | $210K | – | 0.10 |
| UBS AG/LONDON 144A 0.700000% 08/09/2024 (UBS AG LONDON BRANCH) | Long | Debt | CH | $400K | – | 0.19 |
| UBS AG/STAMFORD CT 4.750000% 08/09/2024 (UBS AG New York (Eleven Madison Avenue) Branch) | Long | Debt | CH | $250K | – | 0.12 |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C4 UBSCM 2017-C4 ASB | Long | ABS-mortgage backed security | US | $517K | – | 0.25 |
| US 10YR NOTE (CBT)SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-2M | – | -0.82 | |
| US 2YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $1M | – | 0.50 | |
| US BANK NA/CINCINNATI OH 2.050000% 01/21/2025 (U.S. Bank National Association) | Long | Debt | US | $980K | – | 0.48 |
| US TREASURY N/B 0.250000% 09/30/2025 (United States of America) | Long | Structured note | US | $4M | – | 2.07 |
| US TREASURY N/B 0.500000% 02/28/2026 (United States of America) | Long | Structured note | US | $1M | – | 0.52 |
| US TREASURY N/B 1.250000% 12/31/2026 (United States of America) | Long | Structured note | US | $1M | – | 0.72 |
| US TREASURY N/B 2.875000% 06/15/2025 (United States of America) | Long | Structured note | US | $2M | – | 0.96 |
| US TREASURY N/B 3.875000% 03/31/2025 (United States of America) | Long | Structured note | US | $909K | – | 0.44 |
| US TREASURY N/B 4.000000% 12/15/2025 (United States of America) | Long | Structured note | US | $7M | – | 3.49 |
| US TREASURY N/B 4.250000% 05/31/2025 (United States of America) | Long | Structured note | US | $4M | – | 2.03 |
| USAA AUTO OWNER TRUST 2023-A USAOT 2023-A A2 | Long | ABS-mortgage backed security | US | $133K | – | 0.06 |
| VERIZON COMMUNICATIONS INC 3.500000% 11/01/2024 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $1M | – | 0.67 |
| VERIZON MASTER TRUST VZMT 2022-4 A | Long | ABS-mortgage backed security | US | $675K | – | 0.33 |
| VERIZON MASTER TRUST VZMT 2022-7 A1A | Long | ABS-mortgage backed security | US | $1M | – | 0.64 |
| VERUS SECURITIZATION TRUST 2019-4 VERUS 2019-4 A1 | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2019-INV3 VERUS 2019-INV3 A1 | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A1 | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2020-4 VERUS 2020-4 A1 | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1 | Long | ABS-mortgage backed security | US | $77K | – | 0.04 |
| VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A2 | Long | ABS-mortgage backed security | US | $153K | – | 0.07 |
| VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 A1 | Long | ABS-mortgage backed security | US | $96K | – | 0.05 |
| VERUS SECURITIZATION TRUST 2021-R1 VERUS 2021-R1 A1 | Long | ABS-mortgage backed security | US | $124K | – | 0.06 |
| VERUS SECURITIZATION TRUST 2021-R2 VERUS 2021-R2 A1 | Long | ABS-mortgage backed security | US | $149K | – | 0.07 |
| VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1 | Long | ABS-mortgage backed security | US | $79K | – | 0.04 |
| VFI ABS 2023-1 LLC VFI 2023-1A A (VFI ABS LLC) | Long | ABS-mortgage backed security | US | $175K | – | 0.09 |
| VOLKSWAGEN AUTO LEASE TRUST 2023-A VWALT 2023-A A2A | Long | ABS-mortgage backed security | US | $697K | – | 0.34 |
| VOYA CLO 2013-2 LTD INGIM 2013-2A A1R | Long | ABS-collateralized bond/debt obligation | KY | $230K | – | 0.11 |
| VOYA CLO 2014-2 LTD VOYA 2014-2A A1RR | Long | ABS-collateralized bond/debt obligation | KY | $103K | – | 0.05 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR2 1A1 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $39K | – | 0.02 |
| WELLS FARGO & CO MTN 2.406000% 10/30/2025 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.68 |
| WELLS FARGO BANK NA 4.811000% 01/15/2026 (WELLS FARGO & COMPANY) | Long | Debt | US | $350K | – | 0.17 |
| WELLS FARGO BANK NA 5.550000% 08/01/2025 (WELLS FARGO BANK, NATIONAL ASSOCIATION) | Long | Debt | US | $327K | – | 0.16 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2 WFCM 2015-NXS2 A2 | Long | ABS-mortgage backed security | US | $116K | – | 0.06 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 WFCM 2016-BNK1 ASB | Long | ABS-mortgage backed security | US | $111K | – | 0.05 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32 WFCM 2016-C32 ASB | Long | ABS-mortgage backed security | US | $59K | – | 0.03 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C34 WFCM 2016-C34 ASB | Long | ABS-mortgage backed security | US | $88K | – | 0.04 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 WFCM 2016-NXS6 ASB | Long | ABS-mortgage backed security | US | $183K | – | 0.09 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39 WFCM 2017-C39 ASB | Long | ABS-mortgage backed security | US | $145K | – | 0.07 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41 WFCM 2017-C41 ASB | Long | ABS-mortgage backed security | US | $216K | – | 0.11 |
| WESTERN MIDSTREAM OPERATING LP 3.100000% 02/01/2025 (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $395K | – | 0.19 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-1 WLAKE 2021-1A D | Long | ABS-mortgage backed security | US | $210K | – | 0.10 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 WLAKE 2023-1A A2A | Long | ABS-mortgage backed security | US | $79K | – | 0.04 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 WLAKE 2023-2A A2A | Long | ABS-mortgage backed security | US | $192K | – | 0.09 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 WLAKE 2023-2A A3 | Long | ABS-mortgage backed security | US | $716K | – | 0.35 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3 WLAKE 2023-3A A2A | Long | ABS-mortgage backed security | US | $497K | – | 0.24 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 WLAKE 2023-4A A2 | Long | ABS-mortgage backed security | US | $462K | – | 0.22 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 WLAKE 2023-4A A3 | Long | ABS-mortgage backed security | US | $485K | – | 0.24 |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST SERIES 2023- WLAKE 2023-P1 A2 | Long | ABS-mortgage backed security | US | $849K | – | 0.41 |
| WESTLAKE FLOORING MASTER TRUST WFLOOR 2024-1A A | Long | ABS-mortgage backed security | US | $45K | – | 0.02 |
| WESTLAKE FLOORING MASTER TRUST WFLOOR 2024-1A B | Long | ABS-mortgage backed security | US | $831K | – | 0.40 |
| WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-1A A (WHEELS FLEET LEASE FUNDING LLC) | Long | ABS-mortgage backed security | US | $490K | – | 0.24 |
| WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-2A A (WHEELS FLEET LEASE FUNDING LLC) | Long | ABS-mortgage backed security | US | $426K | – | 0.21 |
| WILLIAMS COS INC/THE 5.400000% 03/02/2026 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $488K | – | 0.24 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2021-C WOART 2021-C A3 (WORLD OMNI AUTO RECEIVABLE TRUST) | Long | ABS-mortgage backed security | US | $79K | – | 0.04 |
| WORLD OMNI SELECT AUTO TRUST 2023-A WOSAT 2023-A A2A | Long | ABS-mortgage backed security | US | $180K | – | 0.09 |
Address
SEI DAILY INCOME TRUST /MA/
ONE FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Websites
Directors
Susan C. Cote
William M. Doran
Robert A. Nesher
Nina Lesavoy
Thomas Melendez
James B. Taylor
James M. Williams
Christine Reynolds
Transfer Agents
SEI Institutional Transfer Agent, Inc.
Pricing Services
S&P
Bloomberg
IHS Markit
Pricing Direct
Thomson Reuters Corporation
Intercontinental Exchange, Inc.
Custodians
US Bank
Shareholder Servicing Agents
SAFRA SECURITIES LLC
RBC CAPITAL MARKETS CORPORATION
NATIONAL FINANCIAL SVCS CORP
JP MORGAN SECURITIES
SEI Private Trust Company
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
MORGAN STANLEY & CO.
UBS FINANCIAL SERVICES
PERSHING LLC
WELLS FARGO ADVISORS
ASCENSUS TRUST COMPANY
CHARLES SCHWAB & CO., INC
RAYMOND JAMES & ASSOCIATES, INC.
SEI Investments Distribution Co.
Admins
SEI Investments Global Funds Services
Brokers
GOLDMAN SACHS & CO
RBC CAPITAL
MORGAN STANLEY & CO, INC
BANK OF AMERICA
CITIGROUP GLOBAL MARKETS
J.P. MORGAN SECURITIES
BARCLAYS CAPITAL INC.