HC Capital Trust
The Core Fixed Income Portfolio
$74.98M
Avg Monthly Net Assets
$87.25M
Total Assets
$4.81M
Total Liabilities
$82.44M
Net Assets
The Core Fixed Income Portfolio is a Mutual Fund in HC Capital Trust
,
based in Pennsylvania,
United States of America.
The fund has one share class
and monthly net assets of $74.98M.
On August 27th, 2024 it reported 1,199 holdings, the largest
being Vanguard Intermediate Term Treasury ETF (37.4%), SS INST TREAS PLUS MM FUN (8.7%) and State Street Institutional Investment Trust: State Street Institutional Treasury Plus Money Market Fund; Trust (0.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| HC Strategic Shares | C000025697 | HCIIX |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ABBVIE INC (ABBVIE INC.) | Long | Debt | US | $135K | – | 0.16 |
| ABBVIE INC (ABBVIE INC.) | Long | Debt | US | $8K | – | 0.01 |
| AIR PRODUCTS AND CHEMICALS INC (AIR PRODUCTS AND CHEMICALS, INC.) | Long | Debt | US | $32K | – | 0.04 |
| ALABAMA POWER CO (Alabama Power Company) | Long | Debt | US | $22K | – | 0.03 |
| AMERICA MOVIL SAB DE CV (America Movil, S.A.B. de C.V.) | Long | Debt | MX | $48K | – | 0.06 |
| AMGEN INC (AMGEN INC.) | Long | Debt | US | $122K | – | 0.15 |
| AMGEN INC (AMGEN INC.) | Long | Debt | US | $59K | – | 0.07 |
| AMGEN INC (AMGEN INC.) | Long | Debt | US | $55K | – | 0.07 |
| ANHEUSER BUSCH CO INBEV (ANHEUSER-BUSCH COMPANIES, LLC) | Long | Debt | US | $9K | – | 0.01 |
| ANHEUSER BUSCH INBEV WOR (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | US | $150K | – | 0.18 |
| ANTHEM INC (ELEVANCE HEALTH, INC.) | Long | Debt | US | $52K | – | 0.06 |
| ANTHEM INC (ELEVANCE HEALTH, INC.) | Long | Debt | US | $13K | – | 0.02 |
| APPLE INC (APPLE INC.) | Long | Debt | US | $147K | – | 0.18 |
| APTIV PLC APTIV CORP | Long | Debt | JE | $181K | – | 0.22 |
| AT T INC (AT&T INC.) | Long | Debt | US | $100K | – | 0.12 |
| AT T INC (AT&T INC.) | Long | Debt | US | $46K | – | 0.06 |
| AT T INC (AT&T INC.) | Long | Debt | US | $36K | – | 0.04 |
| ATMOS ENERGY CORP (ATMOS ENERGY CORPORATION) | Long | Debt | US | $80K | – | 0.10 |
| BANK | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| BANK | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| BANK | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| BANK OF AMERICA CORP (BANK OF AMERICA CORPORATION) | Long | Debt | US | $395K | – | 0.48 |
| BANK OF AMERICA CORP (BANK OF AMERICA CORPORATION) | Long | Debt | US | $142K | – | 0.17 |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC (BBCMS TRUST) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| BBCMS MORTGAGE TRUST 2023 C21 (BBCMS TRUST) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| BENCHMARK 2019 B9 A5 4 0156 3 15 52 (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| BENCHMARK 2021 B25 MORTGAGE TRUST (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| BENCHMARK MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| BERKSHIRE HATHAWAY (BERKSHIRE HATHAWAY ENERGY COMPANY) | Long | Debt | US | $35K | – | 0.04 |
| BHP BILLITON FINANCE USA LTD (BHP BILLITON FINANCE (USA) LIMITED) | Long | Debt | AU | $30K | – | 0.04 |
| BP CAPITAL MARKETS AMERICA INC (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $36K | – | 0.04 |
| BRISTOL MYERS SQUIBB CO (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $81K | – | 0.10 |
| BRITISH TELECOM PLC (BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY) | Long | Debt | GB | $78K | – | 0.09 |
| BROWN BROWN INC (BROWN & BROWN, INC.) | Long | Debt | US | $137K | – | 0.17 |
| BUNGE LTD FINANCE CORP (BUNGE LIMITED FINANCE CORP.) | Long | Debt | US | $94K | – | 0.11 |
| CANADIAN NATL RESOURCES (CANADIAN NATURAL RESOURCES LIMITED) | Long | Debt | CA | $164K | – | 0.20 |
| CANADIAN PACIFIC RAILWAY CO (COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE) | Long | Debt | CA | $13K | – | 0.02 |
| CANADIAN PACIFIC RR CO (COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE) | Long | Debt | CA | $50K | – | 0.06 |
| CAPITAL ONE FINANCIAL CORP (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $139K | – | 0.17 |
| CAPITAL ONE FINANCIAL CORP (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $20K | – | 0.02 |
| CAPITAL ONE MULTI ASSET EXECUTION TRUST (CAPITAL ONE MULTI-ASSET EXECUTION TRUST) | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| CARLISLE COS INC (CARLISLE COMPANIES INCORPORATED) | Long | Debt | US | $76K | – | 0.09 |
| CARVANA AUTO RECEIVABLES TRUST 2022 P2 | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $155K | – | 0.19 |
| CHENIERE ENERGY PARTNERS LP (CHENIERE ENERGY PARTNERS, L.P.) | Long | Debt | US | $38K | – | 0.05 |
| CITIGROUP COMMERCIAL MORTGAGE (CITIGROUP COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| CITIGROUP INC (CITIGROUP INC.) | Long | Debt | US | $166K | – | 0.20 |
| CITIGROUP INC (CITIGROUP INC.) | Long | Debt | US | $165K | – | 0.20 |
| CNH EQUIPMENT TRUST 2022 C | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| COMCAST CORP (COMCAST CORPORATION) | Long | Debt | US | $121K | – | 0.15 |
| COMCAST CORP (COMCAST CORPORATION) | Long | Debt | US | $22K | – | 0.03 |
| COMM 2019 GC44 MORTGAGE TRUST (COMMERCIAL MORTGAGE RELATED SECURITIES) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| CONSOLIDATED EDISON CO O (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $34K | – | 0.04 |
| CONSOLIDATED EDISON CO OF NY (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $22K | – | 0.03 |
| CONSTELLATION BRANDS INC (CONSTELLATION BRANDS, INC.) | Long | Debt | US | $106K | – | 0.13 |
| CRESTWOOD MID PARTNER LP (ENERGY TRANSFER LP) | Long | Debt | US | $115K | – | 0.14 |
| CSX CORPORATION | Long | Debt | US | $123K | – | 0.15 |
| CVS HEALTH CORP (CVS HEALTH CORPORATION) | Long | Debt | US | $125K | – | 0.15 |
| CVS HEALTH CORP (CVS HEALTH CORPORATION) | Long | Debt | US | $53K | – | 0.06 |
| CVS HEALTH CORP (CVS HEALTH CORPORATION) | Long | Debt | US | $10K | – | 0.01 |
| DELL INT LLC EMC CORP (DELL INTERNATIONAL L.L.C.) | Long | Debt | US | $25K | – | 0.03 |
| DELL INTERNATIONAL LLC EMC CORP (DELL INTERNATIONAL L.L.C.) | Long | Debt | US | $183K | – | 0.22 |
| DEUTSCHE TELEKOM INT FIN (Deutsche Telekom International Finance B.V.) | Long | Debt | NL | $46K | – | 0.06 |
| DEVON ENERGY CORPORATION | Long | Debt | US | $67K | – | 0.08 |
| DIGITAL REALTY TRUST LP (DIGITAL REALTY TRUST, L.P.) | Long | Debt | US | $131K | – | 0.16 |
| DISCOVER CARD EXECUTION NOTE TRUST | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| DTE ENERGY CO (DTE ENERGY COMPANY) | Long | Debt | US | $35K | – | 0.04 |
| DUKE ENERGY CORP (DUKE ENERGY CORPORATION) | Long | Debt | US | $22K | – | 0.03 |
| EIDP INC (EIDP, INC.) | Long | Debt | US | $154K | – | 0.19 |
| ENBRIDGE INC (Enbridge Inc.) | Long | Debt | CA | $54K | – | 0.07 |
| ENTERPRISE PRODUCTS OPERATING LLC | Long | Debt | US | $88K | – | 0.11 |
| FANNIEMAE ACES (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL FARM CREDIT BANK (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $30K | – | 0.04 |
| FEDERAL FARM CREDIT BANK (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $30K | – | 0.04 |
| FEDERAL FARM CREDIT BANK (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $23K | – | 0.03 |
| FEDERAL FARM CREDIT BANK (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $20K | – | 0.02 |
| FEDERAL HOME LOAN BANK (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $55K | – | 0.07 |
| FEDERAL HOME LOAN BANK (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $27K | – | 0.03 |
| FEDERAL HOME LOAN BANK (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $25K | – | 0.03 |
| FEDERAL HOME LOAN BANK (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $24K | – | 0.03 |
| FEDERAL HOME LOAN BANK (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $14K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $48K | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $47K | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $47K | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $47K | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $42K | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $35K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $34K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $34K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $34K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $32K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $31K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $31K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $31K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $30K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $30K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $28K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $28K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $25K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $22K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $22K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $21K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $20K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $19K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $940.26 | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $653.24 | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $47K | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $45K | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $44K | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $43K | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $36K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $35K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $34K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $34K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $33K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $32K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $32K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $31K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $31K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $30K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $29K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $29K | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $25K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $25K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $25K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $22K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $22K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $22K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $22K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $22K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $21K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $21K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $19K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $19K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $51K | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $51K | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $47K | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $47K | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $45K | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $43K | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $40K | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $39K | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $34K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $34K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $33K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $32K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $32K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $31K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $31K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $31K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $31K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $31K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $30K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $30K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $30K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $30K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $29K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $29K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $29K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $29K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $29K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $29K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $28K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $28K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $28K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $25K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $25K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $25K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $22K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $22K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $22K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $22K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $22K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $22K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $22K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $21K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $21K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $21K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $21K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $20K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $20K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $20K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $20K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $19K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $19K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $19K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $352.1 | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATIONS | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| FEDEX CORP 2020 1 CLASS AA PASS THROUGH TRUST (Federal Express Corporation 2020-1 Pass Through Trusts) | Long | Debt | US | $132K | – | 0.16 |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERT (Freddie Mac) | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| FISERV INC (FISERV, INC.) | Long | Debt | US | $65K | – | 0.08 |
| FORD MOTOR COMPANY | Long | Debt | US | $95K | – | 0.12 |
| FORD MOTOR CREDIT CO LLC (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $196K | – | 0.24 |
| GENERAL MOTOR FINL CO (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $151K | – | 0.18 |
| GENERAL MOTORS CO (GENERAL MOTORS COMPANY) | Long | Debt | US | $45K | – | 0.05 |
| GENERAL MOTORS FINANCIAL CO INC (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $54K | – | 0.07 |
| GEORGIA POWER COMPANY | Long | Debt | US | $59K | – | 0.07 |
| GILEAD SCIENCES INC (GILEAD SCIENCES, INC.) | Long | Debt | US | $57K | – | 0.07 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| GOLDMAN SACHS GROUP INC (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $67K | – | 0.08 |
| GOLDMAN SACHS GROUP INC THE (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $209K | – | 0.25 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $101K | – | 0.12 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $76K | – | 0.09 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $74K | – | 0.09 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $49K | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $34K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $33K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $33K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $32K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $28K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $26K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $25K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $25K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $25K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $22K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $22K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $21K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $21K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $20K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $45K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $34K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $32K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $31K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $27K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $27K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $25K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $22K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $22K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $20K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $19K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $19K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $13K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $4K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| HCA INC (HCA INC.) | Long | Debt | US | $149K | – | 0.18 |
| HCA INC (HCA INC.) | Long | Debt | US | $69K | – | 0.08 |
| HOME DEPOT INC (THE HOME DEPOT, INC.) | Long | Debt | US | $48K | – | 0.06 |
| HOME DEPOT INC (THE HOME DEPOT, INC.) | Long | Debt | US | $40K | – | 0.05 |
| HONDA AUTO RECEIVABLES 2023 3 OWNER TRUST (HONDA AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| HOWMET AEROSPACE INC (HOWMET AEROSPACE INC.) | Long | Debt | US | $101K | – | 0.12 |
| HYUNDAI AUTO RECEIVABLES TRUST 2022 C | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| IBERDROLA INTL BV (Iberdrola International B.V.) | Long | Debt | NL | $89K | – | 0.11 |
| IBERDROLA INTL BV (Iberdrola International B.V.) | Long | Debt | NL | $75K | – | 0.09 |
| IBM CORP (INTERNATIONAL BUSINESS MACHINES CORPORATION) | Long | Debt | US | $41K | – | 0.05 |
| INTEL CORP (INTEL CORPORATION) | Long | Debt | US | $70K | – | 0.08 |
| INTERPUBLIC GROUP OF COS INC THE (THE INTERPUBLIC GROUP OF COMPANIES, INC.) | Long | Debt | US | $23K | – | 0.03 |
| INTL PAPER CO (INTERNATIONAL PAPER COMPANY) | Long | Debt | US | $50K | – | 0.06 |
| JPMMB COMMERCIAL MORTGAGE SECURITIES TRUST (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| JPMORGAN CHASE CO (JPMORGAN CHASE & CO.) | Long | Debt | US | $354K | – | 0.43 |
| JPMORGAN CHASE CO (JPMORGAN CHASE & CO.) | Long | Debt | US | $137K | – | 0.17 |
| KINDER MORGAN INC (KINDER MORGAN, INC.) | Long | Debt | US | $15K | – | 0.02 |
| KINDER MORGAN INC DELAWA (KINDER MORGAN, INC.) | Long | Debt | US | $94K | – | 0.11 |
| LINCOLN NATIONAL CORP (LINCOLN NATIONAL CORPORATION) | Long | Debt | US | $70K | – | 0.09 |
| LINCOLN NATIONAL CORP (LINCOLN NATIONAL CORPORATION) | Long | Debt | US | $53K | – | 0.06 |
| LOWE S COS INC (LOWE'S COMPANIES, INC.) | Long | Debt | US | $103K | – | 0.13 |
| MARATHON OIL CORP (MARATHON OIL CORPORATION) | Long | Debt | US | $31K | – | 0.04 |
| MARTIN MARIETTA MATERIALS INC (MARTIN MARIETTA MATERIALS, INC.) | Long | Debt | US | $45K | – | 0.05 |
| MARVELL TECHNOLOGY INC (MARVELL TECHNOLOGY, INC) | Long | Debt | US | $69K | – | 0.08 |
| MARVELL TECHNOLOGY INC (MARVELL TECHNOLOGY, INC) | Long | Debt | US | $26K | – | 0.03 |
| MICROCHIP TECHNOLOGY INC (MICROCHIP TECHNOLOGY INCORPORATED) | Long | Debt | US | $211K | – | 0.26 |
| MICROCHIP TECHNOLOGY INC (MICROCHIP TECHNOLOGY INCORPORATED) | Long | Debt | US | $10K | – | 0.01 |
| MICROSOFT CORP (MICROSOFT CORPORATION) | Long | Debt | US | $98K | – | 0.12 |
| MOHAWK INDUSTRIES INC (MOHAWK INDUSTRIES, INC.) | Long | Debt | US | $50K | – | 0.06 |
| MORGAN STANLEY | Long | Debt | US | $278K | – | 0.34 |
| MORGAN STANLEY | Long | Debt | US | $241K | – | 0.29 |
| MORGAN STANLEY BAML TRUST (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST) | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| MOTOROLA SOLUTIONS INC (MOTOROLA SOLUTIONS, INC.) | Long | Debt | US | $10K | – | 0.01 |
| NATIONAL RETAIL PROPERTIES INC (NNN REIT, INC.) | Long | Debt | US | $56K | – | 0.07 |
| NATIONAL RURAL UTIL COOP (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION) | Long | Debt | US | $97K | – | 0.12 |
| NEWFIELD EXPLORATION CO (OVINTIV INC.) | Long | Debt | US | $164K | – | 0.20 |
| NEXTERA ENERGY CAPITAL (NEXTERA ENERGY CAPITAL HOLDINGS, INC.) | Long | Debt | US | $78K | – | 0.09 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC (NEXTERA ENERGY CAPITAL HOLDINGS, INC.) | Long | Debt | US | $93K | – | 0.11 |
| NNN REIT INC (NNN REIT, INC.) | Long | Debt | US | $52K | – | 0.06 |
| NORTHROP GRUMMAN CORP (Northrop Grumman Corporation) | Long | Debt | US | $59K | – | 0.07 |
| NUCOR CORP (NUCOR CORPORATION) | Long | Debt | US | $34K | – | 0.04 |
| NUTRIEN LTD (Nutrien Ltd.) | Long | Debt | CA | $44K | – | 0.05 |
| OKLAHOMA GAS AND ELECTRIC CO (OKLAHOMA GAS AND ELECTRIC COMPANY) | Long | Debt | US | $44K | – | 0.05 |
| ORACLE CORP (ORACLE CORPORATION) | Long | Debt | US | $74K | – | 0.09 |
| ORANGE SA | Long | Debt | FR | $71K | – | 0.09 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD (Pfizer Investment Enterprises Pte. Ltd.) | Long | Debt | SG | $90K | – | 0.11 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD (Pfizer Investment Enterprises Pte. Ltd.) | Long | Debt | SG | $23K | – | 0.03 |
| PHILIP MORRIS INTL INC (Philip Morris International Inc.) | Long | Debt | US | $68K | – | 0.08 |
| PNC FINANCIAL SERVICES GROUP INC THE (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $101K | – | 0.12 |
| POTOMAC ELECTRIC POWER (POTOMAC ELECTRIC POWER COMPANY) | Long | Debt | US | $8K | – | 0.01 |
| PRINCIPAL FINANCIAL GRP (PRINCIPAL FINANCIAL GROUP, INC.) | Long | Debt | US | $58K | – | 0.07 |
| PROGRESS ENERGY INC (Progress Energy, Inc.) | Long | Debt | US | $142K | – | 0.17 |
| PROGRESS ENERGY INC (Progress Energy, Inc.) | Long | Debt | US | $71K | – | 0.09 |
| PRUDENTIAL FINANCIAL INC (PRUDENTIAL FINANCIAL, INC.) | Long | Debt | US | $48K | – | 0.06 |
| PRUDENTIAL FINANCIAL INC (PRUDENTIAL FINANCIAL, INC.) | Long | Debt | US | $20K | – | 0.02 |
| PRUDENTIAL FINANCIAL INC (PRUDENTIAL FINANCIAL, INC.) | Long | Debt | US | $16K | – | 0.02 |
| PUB SVC ELEC GAS (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $23K | – | 0.03 |
| RELIANCE STEEL ALUM (RELIANCE, INC.) | Long | Debt | US | $33K | – | 0.04 |
| RELIANCE STEEL ALUMINUM CO (RELIANCE, INC.) | Long | Debt | US | $90K | – | 0.11 |
| ROCKWELL COLLINS INC (ROCKWELL COLLINS, INC.) | Long | Debt | US | $146K | – | 0.18 |
| ROPER TECHNOLOGIES INC (ROPER TECHNOLOGIES, INC.) | Long | Debt | US | $42K | – | 0.05 |
| SABRA HEALTH CARE LP (SABRA HEALTH CARE LIMITED PARTNERSHIP) | Long | Debt | US | $67K | – | 0.08 |
| SANTANDER DRIVER AUTO RECEIVABLES TRUST (SANTANDER DRIVE AUTO RECEIVABLES TRUST) | Long | ABS-mortgage backed security | US | $25K | – | 0.03 |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| SHELL INTERNATIONAL FIN (Shell International Finance B.V.) | Long | Debt | NL | $62K | – | 0.07 |
| SOUTHERN CO GAS CAPITAL (SOUTHERN COMPANY GAS CAPITAL CORPORATION) | Long | Debt | US | $66K | – | 0.08 |
| SS INST TREAS PLUS MM FUN | Long | Short-term investment vehicle | US | $7M | 7M | 8.66 |
| STATE STREET INSTITUTIONAL TREASURY MMKT | Long | Short-term investment vehicle | US | $57K | 57K | 0.07 |
| STATE STREET INSTITUTIONAL TREASURY PLUS MMKT (State Street Institutional Investment Trust: State Street Institutional Treasury Plus Money Market Fund; Trust) | Long | Short-term investment vehicle | US | $416K | 416K | 0.50 |
| SUNOCO LOGISTICS PARTNERS (ENERGY TRANSFER LP) | Long | Debt | US | $80K | – | 0.10 |
| SYNCHRONY CARD ISSUANCE TRUST (SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| SYSCO CORP (SYSCO CORPORATION.) | Long | Debt | US | $47K | – | 0.06 |
| T MOBILE USA INC (T-MOBILE USA, INC.) | Long | Debt | US | $70K | – | 0.08 |
| T MOBILE USA INC (T-MOBILE USA, INC.) | Long | Debt | US | $39K | – | 0.05 |
| TELEFONICA EMISIONES (Telefonica Emisiones, S.A.U.) | Long | Debt | ES | $38K | – | 0.05 |
| TENN VALLEY AUTHORITY (TENNESSEE VALLEY AUTHORITY) | Long | Debt | US | $9K | – | 0.01 |
| TENNESSEE VALLEY AUTHORITY | Long | Debt | US | $24K | – | 0.03 |
| TENNESSEE VALLEY AUTHORITY | Long | Debt | US | $4K | – | 0.00 |
| TORONTO DOMINION BANK THE (LA BANQUE TORONTO-DOMINION) | Long | Debt | CA | $60K | – | 0.07 |
| TOYOTA AUTO RECEIVABLES 2024 A OWNER TRUST (TOYOTA AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $15K | – | 0.02 |
| TOYOTA AUTO RECEIVABLES OWNER TRUST | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| TRAVELERS COMPANIES INC (The Travelers Companies, Inc.) | Long | Debt | US | $59K | – | 0.07 |
| TRUIST FINANCIAL CORP (Truist Financial Corporation) | Long | Debt | US | $84K | – | 0.10 |
| U S TREASURY BILL (United States of America) | Long | Debt | US | $8K | – | 0.01 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $126K | – | 0.15 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $115K | – | 0.14 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $110K | – | 0.13 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $108K | – | 0.13 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $104K | – | 0.13 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $100K | – | 0.12 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $96K | – | 0.12 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $95K | – | 0.12 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $90K | – | 0.11 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $87K | – | 0.10 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $86K | – | 0.10 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $84K | – | 0.10 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $83K | – | 0.10 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $83K | – | 0.10 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $80K | – | 0.10 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $78K | – | 0.09 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $78K | – | 0.09 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $78K | – | 0.09 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $77K | – | 0.09 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $77K | – | 0.09 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $73K | – | 0.09 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $73K | – | 0.09 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $72K | – | 0.09 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $72K | – | 0.09 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $72K | – | 0.09 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $69K | – | 0.08 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $68K | – | 0.08 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $66K | – | 0.08 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $66K | – | 0.08 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $66K | – | 0.08 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $65K | – | 0.08 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $64K | – | 0.08 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $64K | – | 0.08 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $62K | – | 0.08 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $62K | – | 0.08 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $58K | – | 0.07 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $58K | – | 0.07 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $57K | – | 0.07 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $56K | – | 0.07 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $56K | – | 0.07 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $53K | – | 0.06 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $51K | – | 0.06 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $51K | – | 0.06 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $49K | – | 0.06 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $42K | – | 0.05 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $41K | – | 0.05 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $40K | – | 0.05 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $39K | – | 0.05 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $38K | – | 0.05 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $38K | – | 0.05 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $36K | – | 0.04 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $35K | – | 0.04 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $34K | – | 0.04 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $32K | – | 0.04 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $30K | – | 0.04 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $30K | – | 0.04 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $29K | – | 0.04 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $29K | – | 0.04 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $27K | – | 0.03 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $27K | – | 0.03 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $25K | – | 0.03 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $25K | – | 0.03 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $23K | – | 0.03 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $21K | – | 0.03 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $21K | – | 0.02 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $20K | – | 0.02 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $18K | – | 0.02 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $15K | – | 0.02 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $15K | – | 0.02 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $8K | – | 0.01 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $8K | – | 0.01 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $7K | – | 0.01 |
| U S TREASURY BONDS (United States of America) | Long | Debt | US | $72K | – | 0.09 |
| U S TREASURY BONDS (United States of America) | Long | Debt | US | $63K | – | 0.08 |
| U S TREASURY BONDS (United States of America) | Long | Debt | US | $51K | – | 0.06 |
| U S TREASURY BONDS (United States of America) | Long | Debt | US | $42K | – | 0.05 |
| U S TREASURY BONDS (United States of America) | Long | Debt | US | $42K | – | 0.05 |
| U S TREASURY BONDS (United States of America) | Long | Debt | US | $38K | – | 0.05 |
| U S TREASURY BONDS (United States of America) | Long | Debt | US | $36K | – | 0.04 |
| U S TREASURY BONDS (United States of America) | Long | Debt | US | $26K | – | 0.03 |
| U S TREASURY BONDS (United States of America) | Long | Debt | US | $25K | – | 0.03 |
| U S TREASURY BONDS (United States of America) | Long | Debt | US | $21K | – | 0.03 |
| U S TREASURY BONDS (United States of America) | Long | Debt | US | $9K | – | 0.01 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $232K | – | 0.28 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $214K | – | 0.26 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $212K | – | 0.26 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $207K | – | 0.25 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $200K | – | 0.24 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $194K | – | 0.24 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $191K | – | 0.23 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $181K | – | 0.22 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $160K | – | 0.19 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $159K | – | 0.19 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $158K | – | 0.19 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $153K | – | 0.19 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $151K | – | 0.18 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $151K | – | 0.18 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $150K | – | 0.18 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $141K | – | 0.17 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $140K | – | 0.17 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $140K | – | 0.17 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $139K | – | 0.17 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $139K | – | 0.17 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $138K | – | 0.17 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $136K | – | 0.16 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $135K | – | 0.16 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $135K | – | 0.16 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $134K | – | 0.16 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $134K | – | 0.16 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $133K | – | 0.16 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $133K | – | 0.16 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $132K | – | 0.16 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $131K | – | 0.16 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $131K | – | 0.16 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $130K | – | 0.16 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $130K | – | 0.16 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $129K | – | 0.16 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $129K | – | 0.16 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $125K | – | 0.15 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $124K | – | 0.15 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $124K | – | 0.15 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $120K | – | 0.15 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $118K | – | 0.14 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $118K | – | 0.14 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $116K | – | 0.14 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $114K | – | 0.14 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $112K | – | 0.14 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $110K | – | 0.13 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $110K | – | 0.13 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $110K | – | 0.13 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $109K | – | 0.13 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $109K | – | 0.13 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $107K | – | 0.13 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $106K | – | 0.13 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $105K | – | 0.13 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $105K | – | 0.13 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $105K | – | 0.13 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $105K | – | 0.13 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $104K | – | 0.13 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $104K | – | 0.13 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $103K | – | 0.13 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $103K | – | 0.12 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $101K | – | 0.12 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $101K | – | 0.12 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $101K | – | 0.12 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $100K | – | 0.12 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $99K | – | 0.12 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $99K | – | 0.12 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $98K | – | 0.12 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $98K | – | 0.12 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $95K | – | 0.12 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $95K | – | 0.12 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $94K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $93K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $92K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $92K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $90K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $90K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $90K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $89K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $89K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $89K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $89K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $88K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $88K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $88K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $88K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $88K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $87K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $87K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $87K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $87K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $87K | – | 0.11 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $86K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $85K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $85K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $84K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $84K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $84K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $84K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $84K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $84K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $83K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $83K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $83K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $83K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $82K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $82K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $81K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $80K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $80K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $80K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $80K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $79K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $79K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $79K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $79K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $79K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $78K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $78K | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $77K | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $77K | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $77K | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $76K | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $76K | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $75K | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $75K | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $75K | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $74K | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $73K | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $73K | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $73K | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $73K | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $71K | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $71K | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $70K | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $70K | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $69K | – | 0.08 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $69K | – | 0.08 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $68K | – | 0.08 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $68K | – | 0.08 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $68K | – | 0.08 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $67K | – | 0.08 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $67K | – | 0.08 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $67K | – | 0.08 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $66K | – | 0.08 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $66K | – | 0.08 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $64K | – | 0.08 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $63K | – | 0.08 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $62K | – | 0.08 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $61K | – | 0.07 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $59K | – | 0.07 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $59K | – | 0.07 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $58K | – | 0.07 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $58K | – | 0.07 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $58K | – | 0.07 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $57K | – | 0.07 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $57K | – | 0.07 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $57K | – | 0.07 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $56K | – | 0.07 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $56K | – | 0.07 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $54K | – | 0.07 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $52K | – | 0.06 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $52K | – | 0.06 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $51K | – | 0.06 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $50K | – | 0.06 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $44K | – | 0.05 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $44K | – | 0.05 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $43K | – | 0.05 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $42K | – | 0.05 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $39K | – | 0.05 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $39K | – | 0.05 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $38K | – | 0.05 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $32K | – | 0.04 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $32K | – | 0.04 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $31K | – | 0.04 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $29K | – | 0.03 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $28K | – | 0.03 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $28K | – | 0.03 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $27K | – | 0.03 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $24K | – | 0.03 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $23K | – | 0.03 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $23K | – | 0.03 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $20K | – | 0.02 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $19K | – | 0.02 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $9K | – | 0.01 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $4K | – | 0.01 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $4K | – | 0.01 |
| UDR INC (UDR, INC.) | Long | Debt | US | $48K | – | 0.06 |
| UDR INC (UDR, INC.) | Long | Debt | US | $23K | – | 0.03 |
| UNITED TECHNOLOGIES CORP (RTX CORPORATION) | Long | Debt | US | $99K | – | 0.12 |
| UNITEDHEALTH GROUP INC (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $24K | – | 0.03 |
| UNITEDHEALTH GROUP INC (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $23K | – | 0.03 |
| UNITEDHEALTH GROUP INC (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $18K | – | 0.02 |
| US T NOTE 4 625 11 15 26 (United States of America) | Long | Debt | US | $95K | – | 0.12 |
| VALERO ENERGY CORP (VALERO ENERGY CORPORATION) | Long | Debt | US | $74K | – | 0.09 |
| VANGUARD INTERMEDIATE TERM TREASURY ETF | Long | ETF | US | $31M | 530K | 37.42 |
| VENTAS REALTY LP (VENTAS REALTY, LIMITED PARTNERSHIP) | Long | Debt | US | $58K | – | 0.07 |
| VENTAS REALTY LP (VENTAS REALTY, LIMITED PARTNERSHIP) | Long | Debt | US | $38K | – | 0.05 |
| VENTAS REALTY LP (VENTAS REALTY, LIMITED PARTNERSHIP) | Long | Debt | US | $25K | – | 0.03 |
| VERIZON COMMUNICATIONS (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $174K | – | 0.21 |
| VERIZON COMMUNICATIONS INC (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $33K | – | 0.04 |
| VIRGINIA ELEC POWER CO (Virginia Electric and Power Company) | Long | Debt | US | $63K | – | 0.08 |
| VODAFONE GROUP PLC (VODAFONE GROUP PUBLIC LIMITED COMPANY) | Long | Debt | GB | $27K | – | 0.03 |
| VODAFONE GROUP PLC (VODAFONE GROUP PUBLIC LIMITED COMPANY) | Long | Debt | GB | $25K | – | 0.03 |
| VULCAN MATERIALS CO (VULCAN MATERIALS COMPANY) | Long | Debt | US | $18K | – | 0.02 |
| WALT DISNEY CO THE (THE WALT DISNEY COMPANY) | Long | Debt | US | $36K | – | 0.04 |
| WARNERMEDIA HOLDINGS INC (WarnerMedia Holdings, Inc.) | Long | Debt | US | $70K | – | 0.08 |
| WELLS FARGO CO (WELLS FARGO & COMPANY) | Long | Debt | US | $139K | – | 0.17 |
| WELLS FARGO CO (WELLS FARGO & COMPANY) | Long | Debt | US | $90K | – | 0.11 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $24K | – | 0.03 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| WELLS FARGO COMPANY (WELLS FARGO & COMPANY) | Long | Debt | US | $199K | – | 0.24 |
| WESTVACO CORP (WESTROCK MWV, LLC) | Long | Debt | US | $62K | – | 0.08 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2021 C (WORLD OMNI AUTO RECEIVABLE TRUST) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023 B (WORLD OMNI AUTO RECEIVABLE TRUST) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
Address
HC Capital Trust
Five Tower Bridge, 300 Barr Harbor
5th Floor
West Conshohocken
Pennsylvania
19428
United States of America
Websites
Directors
Geoffrey A. Trzepacz
Jarrett Burt Kling
John M. Dyer
Richard W. Wortham, III
R. Richard Williams
Transfer Agents
FIS Investor Services, LLC
Pricing Services
Bloomberg L.P.
ICE Data
Refinitiv
PricingDirect Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
FIS Investor Services, LLC
Admins
Citi Fund Services Ohio, Inc.
Brokers
BofA Securities, Inc.
Barclays Capital Inc.
Instinet, LLC
Sanford C. Bernstein & Co., LLC
UBS Securities LLC
HSBC Securities (USA) Inc.
J.P. Morgan Securities LLC
Morgan Stanley & Co. LLC
Macquarie Capital (USA) Inc.
Pershing LLC