SEI Funds Complex > NEW COVENANT FUNDS
New Covenant Income Fund
$336.91M
Avg Monthly Net Assets
$346.45M
Total Assets
$1.22M
Total Liabilities
$345.23M
Net Assets
New Covenant Income Fund is a Mutual Fund in NEW COVENANT FUNDS
from SEI Funds Complex,
based in Pennsylvania,
United States of America.
The fund has one share class
and monthly net assets of $336.91M.
On August 29th, 2024 it reported 1,355 holdings, the largest
being (8.8%), United States of America (5.9%) and United States of America (3.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| New Covenant Income Fund | C000074155 | NCICX |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 280 PARK AVENUE 2017-280P MORTGAGE TRUST PRK 2017-280P A (280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES) | Long | ABS-mortgage backed security | US | $126K | – | 0.04 |
| 3 MONTH SOFR FUT DEC24 FINANCIAL COMMODITY FUTURE. | Derivative-other | US | $8M | – | 2.34 | |
| 3 MONTH SOFR FUT DEC25 FINANCIAL COMMODITY FUTURE. | Derivative-other | US | $30M | – | 8.76 | |
| 3 Month SOFR Opt Dec24C 97.13 SHORT | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 3 Month SOFR Opt Dec24P 95 SHORT | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 3 Month SOFR Opt Dec24P 95.5 LONG | Derivative-interest rate | US | $22K | – | 0.01 | |
| ABBVIE INC 2.600000% 11/21/2024 (ABBVIE INC.) | Long | Debt | US | $138K | – | 0.04 |
| ABBVIE INC 2.950000% 11/21/2026 (ABBVIE INC.) | Long | Debt | US | $19K | – | 0.01 |
| ABBVIE INC 3.200000% 11/21/2029 (ABBVIE INC.) | Long | Debt | US | $138K | – | 0.04 |
| ABBVIE INC 3.600000% 05/14/2025 (ABBVIE INC.) | Long | Debt | US | $10K | – | 0.00 |
| ABBVIE INC 3.800000% 03/15/2025 (ABBVIE INC.) | Long | Debt | US | $40K | – | 0.01 |
| ABBVIE INC 4.800000% 03/15/2027 (ABBVIE INC.) | Long | Debt | US | $110K | – | 0.03 |
| ABBVIE INC 4.800000% 03/15/2029 (ABBVIE INC.) | Long | Debt | US | $179K | – | 0.05 |
| ADOBE INC 2.300000% 02/01/2030 (ADOBE INC.) | Long | Debt | US | $184K | – | 0.05 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 2.450000% 10/29/2026 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $177K | – | 0.05 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $951K | – | 0.28 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $164K | – | 0.05 |
| AIR LEASE CORP 3.375000% 07/01/2025 (AIR LEASE CORPORATION) | Long | Debt | US | $98K | – | 0.03 |
| AIR LEASE CORP 5.300000% 02/01/2028 (AIR LEASE CORPORATION) | Long | Debt | US | $90K | – | 0.03 |
| ALEXANDRIA REAL ESTATE EQUITIES INC 3.450000% 04/30/2025 (ALEXANDRIA REAL ESTATE EQUITIES, INC.) | Long | Debt | US | $652K | – | 0.19 |
| ALEXANDRIA REAL ESTATE EQUITIES INC 3.950000% 01/15/2028 (ALEXANDRIA REAL ESTATE EQUITIES, INC.) | Long | Debt | US | $135K | – | 0.04 |
| ALPHABET INC 0.450000% 08/15/2025 (ALPHABET INC.) | Long | Debt | US | $19K | – | 0.01 |
| ALPHABET INC 1.100000% 08/15/2030 (ALPHABET INC.) | Long | Debt | US | $33K | – | 0.01 |
| ALPHABET INC 1.900000% 08/15/2040 (ALPHABET INC.) | Long | Debt | US | $26K | – | 0.01 |
| AMAZON.COM INC 1.200000% 06/03/2027 (AMAZON.COM, INC.) | Long | Debt | US | $18K | – | 0.01 |
| AMAZON.COM INC 3.150000% 08/22/2027 (AMAZON.COM, INC.) | Long | Debt | US | $446K | – | 0.13 |
| AMAZON.COM INC 3.300000% 04/13/2027 (AMAZON.COM, INC.) | Long | Debt | US | $134K | – | 0.04 |
| AMAZON.COM INC 3.450000% 04/13/2029 (AMAZON.COM, INC.) | Long | Debt | US | $152K | – | 0.04 |
| AMERICAN EXPRESS CO 4.050000% 05/03/2029 (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $135K | – | 0.04 |
| AMERICAN TOWER TRUST #1 144A 5.490000% 03/15/2028 | Long | Debt | US | $556K | – | 0.16 |
| AMERICAN TRANSMISSION SYSTEMS INC 144A 2.650000% 01/15/2032 (AMERICAN TRANSMISSION SYSTEMS, INCORPORATED) | Long | Debt | US | $50K | – | 0.01 |
| AMERICAN WATER CAPITAL CORP 2.800000% 05/01/2030 (AMERICAN WATER CAPITAL CORP.) | Long | Debt | US | $1M | – | 0.31 |
| AMSR 2023-SFR1 TRUST AMSR 2023-SFR1 A (AMSR TRUST) | Long | ABS-mortgage backed security | US | $912K | – | 0.26 |
| ANGLO AMERICAN CAPITAL PLC 144A 3.625000% 09/11/2024 | Long | Debt | ZA | $199K | – | 0.06 |
| AON NORTH AMERICA INC 5.150000% 03/01/2029 (AON NORTH AMERICA, INC.) | Long | Debt | US | $209K | – | 0.06 |
| APIDOS CLO XLVIII LTD APID 2024-48A A1 | Long | ABS-collateralized bond/debt obligation | JE | $284K | – | 0.08 |
| APPLE INC 2.450000% 08/04/2026 (APPLE INC.) | Long | Debt | US | $66K | – | 0.02 |
| APPLE INC 2.900000% 09/12/2027 (APPLE INC.) | Long | Debt | US | $104K | – | 0.03 |
| APPLE INC 3.350000% 02/09/2027 (APPLE INC.) | Long | Debt | US | $202K | – | 0.06 |
| APTIV PLC / APTIV CORP 3.250000% 03/01/2032 | Long | Debt | US | $554K | – | 0.16 |
| ASHTEAD CAPITAL INC 144A 5.800000% 04/15/2034 (ASHTEAD CAPITAL, INC.) | Long | Debt | GB | $695K | – | 0.20 |
| AT&T INC 2.300000% 06/01/2027 (AT&T INC.) | Long | Debt | US | $111K | – | 0.03 |
| AT&T INC 2.550000% 12/01/2033 (AT&T INC.) | Long | Debt | US | $375K | – | 0.11 |
| AT&T INC 4.250000% 03/01/2027 (AT&T INC.) | Long | Debt | US | $146K | – | 0.04 |
| AVIATION CAPITAL GROUP LLC 144A 1.950000% 01/30/2026 | Long | Debt | US | $534K | – | 0.15 |
| AVIATION CAPITAL GROUP LLC 144A 4.125000% 08/01/2025 | Long | Debt | US | $157K | – | 0.05 |
| BANCO SANTANDER SA 2.746000% 05/28/2025 (Banco Santander, S.A.) | Long | Debt | ES | $195K | – | 0.06 |
| BANCO SANTANDER SA 4.175000% 03/24/2028 (Banco Santander, S.A.) | Long | Debt | ES | $193K | – | 0.06 |
| BANK 2021-BNK36 BANK 2021-BN36 A5 | Long | ABS-mortgage backed security | US | $324K | – | 0.09 |
| BANK 2022-BNK42 BANK 2022-BNK42 A5 | Long | ABS-mortgage backed security | US | $321K | – | 0.09 |
| BANK OF AMERICA CORP 1.734000% 07/22/2027 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $900K | – | 0.26 |
| BANK OF AMERICA CORP 2.572000% 10/20/2032 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $199K | – | 0.06 |
| BANK OF AMERICA CORP 2.592000% 04/29/2031 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $329K | – | 0.10 |
| BANK OF AMERICA CORP 3.419000% 12/20/2028 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $220K | – | 0.06 |
| BANK OF AMERICA CORP 6.204000% 11/10/2028 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $601K | – | 0.17 |
| BANK OF AMERICA CORP MTN 2.972000% 02/04/2033 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $169K | – | 0.05 |
| BANK OF AMERICA CORP MTN 3.500000% 04/19/2026 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $126K | – | 0.04 |
| BANK OF AMERICA CORP MTN 3.593000% 07/21/2028 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $200K | – | 0.06 |
| BANK OF AMERICA CORP MTN 3.974000% 02/07/2030 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $76K | – | 0.02 |
| BANK OF AMERICA CORP MTN 4.000000% 01/22/2025 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $79K | – | 0.02 |
| BANK OF AMERICA CORP MTN 4.200000% 08/26/2024 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $209K | – | 0.06 |
| BANK OF AMERICA CORP MTN 4.250000% 10/22/2026 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $10K | – | 0.00 |
| BANK OF AMERICA CORP MTN 4.376000% 04/27/2028 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $98K | – | 0.03 |
| BANK OF MONTREAL MTN 1.850000% 05/01/2025 (BANQUE DE MONTREAL) | Long | Debt | CA | $126K | – | 0.04 |
| BANK OF NEW YORK MELLON CORP/THE MTN 1.600000% 04/24/2025 (The Bank of New York Mellon Corporation) | Long | Debt | US | $39K | – | 0.01 |
| BANK OF NEW YORK MELLON CORP/THE MTN 3.300000% 08/23/2029 (The Bank of New York Mellon Corporation) | Long | Debt | US | $723K | – | 0.21 |
| BANK OF NEW YORK MELLON CORP/THE MTN 4.289000% 06/13/2033 (The Bank of New York Mellon Corporation) | Long | Debt | US | $299K | – | 0.09 |
| BANK OF NOVA SCOTIA/THE 1.300000% 06/11/2025 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $67K | – | 0.02 |
| BANK5 2023-5YR3 BANK5 2023-5YR3 A2 | Long | ABS-mortgage backed security | US | $410K | – | 0.12 |
| BARCLAYS PLC 6.490000% 09/13/2029 | Long | Debt | GB | $918K | – | 0.27 |
| BECTON DICKINSON & CO 3.734000% 12/15/2024 (BECTON, DICKINSON AND COMPANY) | Long | Debt | US | $7K | – | 0.00 |
| BECTON DICKINSON & CO 4.685000% 12/15/2044 (BECTON, DICKINSON AND COMPANY) | Long | Debt | US | $32K | – | 0.01 |
| BENCHMARK 2021-B26 MORTGAGE TRUST BMARK 2021-B26 A3 (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $534K | – | 0.15 |
| BERKSHIRE HATHAWAY ENERGY CO 3.700000% 07/15/2030 (BERKSHIRE HATHAWAY ENERGY COMPANY) | Long | Debt | US | $130K | – | 0.04 |
| BLACKSTONE HOLDINGS FINANCE CO LLC 144A 1.600000% 03/30/2031 (BLACKSTONE HOLDINGS FINANCE CO. L.L.C.) | Long | Debt | US | $465K | – | 0.13 |
| BNP PARIBAS SA 144A 1.675000% 06/30/2027 | Long | Debt | FR | $268K | – | 0.08 |
| BNP PARIBAS SA 144A 2.871000% 04/19/2032 | Long | Debt | FR | $168K | – | 0.05 |
| BNP PARIBAS SA 144A 5.125000% 01/13/2029 | Long | Debt | FR | $268K | – | 0.08 |
| BNP PARIBAS SA 144A 5.198000% 01/10/2030 | Long | Debt | FR | $197K | – | 0.06 |
| BNP PARIBAS SA 144A 5.894000% 12/05/2034 | Long | Debt | FR | $205K | – | 0.06 |
| BP CAPITAL MARKETS AMERICA INC 3.119000% 05/04/2026 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $164K | – | 0.05 |
| BP CAPITAL MARKETS AMERICA INC 3.410000% 02/11/2026 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $87K | – | 0.03 |
| BP CAPITAL MARKETS AMERICA INC 3.633000% 04/06/2030 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $47K | – | 0.01 |
| BPR TRUST 2021-TY BPR 2021-TY B | Long | ABS-mortgage backed security | US | $364K | – | 0.11 |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM2 BRAVO 2021-NQM2 A1 | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3 BRAVO 2022-NQM3 A1 | Long | ABS-mortgage backed security | US | $298K | – | 0.09 |
| BRISTOL-MYERS SQUIBB CO 2.900000% 07/26/2024 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $154K | – | 0.04 |
| BRISTOL-MYERS SQUIBB CO 3.200000% 06/15/2026 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $76K | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO 3.400000% 07/26/2029 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $15K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 4.950000% 02/20/2026 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $130K | – | 0.04 |
| BRISTOL-MYERS SQUIBB CO 5.100000% 02/22/2031 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $50K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO 5.200000% 02/22/2034 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $150K | – | 0.04 |
| BROADCOM INC 144A 3.137000% 11/15/2035 (BROADCOM INC.) | Long | Debt | US | $56K | – | 0.02 |
| BROADCOM INC 144A 4.926000% 05/15/2037 (BROADCOM INC.) | Long | Debt | US | $31K | – | 0.01 |
| BROADCOM INC 4.150000% 11/15/2030 (BROADCOM INC.) | Long | Debt | US | $25K | – | 0.01 |
| BURLINGTON NORTHERN SANTA FE LLC 4.550000% 09/01/2044 (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $9K | – | 0.00 |
| BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A | Long | ABS-mortgage backed security | US | $627K | – | 0.18 |
| BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP A | Long | ABS-mortgage backed security | US | $623K | – | 0.18 |
| BX COMMERCIAL MORTGAGE TRUST 2022-LP2 BX 2022-LP2 A | Long | ABS-mortgage backed security | US | $321K | – | 0.09 |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL4 BX 2024-XL4 A | Long | ABS-mortgage backed security | US | $603K | – | 0.17 |
| BX TRUST 2022-CLS BX 2022-CLS A | Long | ABS-mortgage backed security | US | $528K | – | 0.15 |
| BX TRUST 2022-LBA6 BX 2022-LBA6 A | Long | ABS-mortgage backed security | US | $109K | – | 0.03 |
| BX TRUST 2024-VLT4 BX 2024-VLT4 B | Long | ABS-mortgage backed security | US | $249K | – | 0.07 |
| CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY (CALIFORNIA HEALTH FACS FING AUTH REV) | Long | Debt | US | $546K | – | 0.16 |
| CAMERON LNG LLC 144A 2.902000% 07/15/2031 (CAMERON LNG, LLC) | Long | Debt | US | $52K | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP 4.927000% 05/10/2028 (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $30K | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP 5.700000% 02/01/2030 (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $324K | – | 0.09 |
| CAPITAL ONE FINANCIAL CORP 7.149000% 10/29/2027 (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $195K | – | 0.06 |
| CAPITAL ONE FINANCIAL CORP 7.624000% 10/30/2031 (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $491K | – | 0.14 |
| CARRIER GLOBAL CORP 2.700000% 02/15/2031 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $9K | – | 0.00 |
| CASCADE MH ASSET TRUST 2021-MH1 CMHAT 2021-MH1 A1 (CASCADE FUNDING MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $54K | – | 0.02 |
| CHARLES SCHWAB CORP/THE 3.850000% 05/21/2025 (THE CHARLES SCHWAB CORPORATION) | Long | Debt | US | $108K | – | 0.03 |
| CHARLES SCHWAB CORP/THE 5.875000% 08/24/2026 (THE CHARLES SCHWAB CORPORATION) | Long | Debt | US | $111K | – | 0.03 |
| CHARLES SCHWAB CORP/THE 6.136000% 08/24/2034 (THE CHARLES SCHWAB CORPORATION) | Long | Debt | US | $73K | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.750000% 02/15/2028 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $186K | – | 0.05 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.400000% 04/01/2033 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $97K | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.908000% 07/23/2025 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $112K | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.050000% 03/30/2029 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $212K | – | 0.06 |
| CIFC FUNDING 2023-III LTD CIFC 2023-3A A (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.30 |
| CIGNA GROUP/THE 1.250000% 03/15/2026 (THE CIGNA GROUP) | Long | Debt | US | $282K | – | 0.08 |
| CIGNA GROUP/THE 4.375000% 10/15/2028 (THE CIGNA GROUP) | Long | Debt | US | $408K | – | 0.12 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P CGCMT 2013-375P A | Long | ABS-mortgage backed security | US | $172K | – | 0.05 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC25 CGCMT 2014-GC25 AS | Long | ABS-mortgage backed security | US | $99K | – | 0.03 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 CGCMT 2016-P6 AAB | Long | ABS-mortgage backed security | US | $409K | – | 0.12 |
| CITIGROUP INC 2.520000% 11/03/2032 (CITIGROUP INC.) | Long | Debt | US | $90K | – | 0.03 |
| CITIGROUP INC 2.572000% 06/03/2031 (CITIGROUP INC.) | Long | Debt | US | $137K | – | 0.04 |
| CITIGROUP INC 3.106000% 04/08/2026 (CITIGROUP INC.) | Long | Debt | US | $147K | – | 0.04 |
| CITIGROUP INC 3.200000% 10/21/2026 (CITIGROUP INC.) | Long | Debt | US | $274K | – | 0.08 |
| CITIGROUP INC 3.400000% 05/01/2026 (CITIGROUP INC.) | Long | Debt | US | $342K | – | 0.10 |
| CITIGROUP INC 3.668000% 07/24/2028 (CITIGROUP INC.) | Long | Debt | US | $324K | – | 0.09 |
| CITIGROUP INC 3.785000% 03/17/2033 (CITIGROUP INC.) | Long | Debt | US | $223K | – | 0.06 |
| CITIGROUP INC 4.075000% 04/23/2029 (CITIGROUP INC.) | Long | Debt | US | $230K | – | 0.07 |
| CITIGROUP INC 4.125000% 07/25/2028 (CITIGROUP INC.) | Long | Debt | US | $38K | – | 0.01 |
| CITIGROUP INC 4.300000% 11/20/2026 (CITIGROUP INC.) | Long | Debt | US | $39K | – | 0.01 |
| CITIGROUP INC 4.400000% 06/10/2025 (CITIGROUP INC.) | Long | Debt | US | $158K | – | 0.05 |
| CITIGROUP INC 4.412000% 03/31/2031 (CITIGROUP INC.) | Long | Debt | US | $95K | – | 0.03 |
| CITIGROUP INC 4.450000% 09/29/2027 (CITIGROUP INC.) | Long | Debt | US | $88K | – | 0.03 |
| CITIGROUP INC 4.650000% 07/30/2045 (CITIGROUP INC.) | Long | Debt | US | $24K | – | 0.01 |
| CITIGROUP INC 4.658000% 05/24/2028 (CITIGROUP INC.) | Long | Debt | US | $138K | – | 0.04 |
| CITIGROUP INC 5.300000% 05/06/2044 (CITIGROUP INC.) | Long | Debt | US | $29K | – | 0.01 |
| CITIGROUP INC 5.500000% 09/13/2025 (CITIGROUP INC.) | Long | Debt | US | $330K | – | 0.10 |
| COCA-COLA CO/THE 3.375000% 03/25/2027 (THE COCA-COLA COMPANY) | Long | Debt | US | $29K | – | 0.01 |
| COLT 2022-2 MORTGAGE LOAN TRUST COLT 2022-2 A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| COLUMBIA PIPELINES OPERATING CO LLC 144A 6.036000% 11/15/2033 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $255K | – | 0.07 |
| COMCAST CORP 2.800000% 01/15/2051 (COMCAST CORPORATION) | Long | Debt | US | $19K | – | 0.01 |
| COMCAST CORP 2.937000% 11/01/2056 (COMCAST CORPORATION) | Long | Debt | US | $16K | – | 0.00 |
| COMCAST CORP 3.150000% 03/01/2026 (COMCAST CORPORATION) | Long | Debt | US | $29K | – | 0.01 |
| COMCAST CORP 3.250000% 11/01/2039 (COMCAST CORPORATION) | Long | Debt | US | $23K | – | 0.01 |
| COMCAST CORP 3.300000% 04/01/2027 (COMCAST CORPORATION) | Long | Debt | US | $29K | – | 0.01 |
| COMCAST CORP 3.400000% 04/01/2030 (COMCAST CORPORATION) | Long | Debt | US | $129K | – | 0.04 |
| COMCAST CORP 3.450000% 02/01/2050 (COMCAST CORPORATION) | Long | Debt | US | $28K | – | 0.01 |
| COMCAST CORP 3.750000% 04/01/2040 (COMCAST CORPORATION) | Long | Debt | US | $16K | – | 0.00 |
| COMCAST CORP 3.950000% 10/15/2025 (COMCAST CORPORATION) | Long | Debt | US | $207K | – | 0.06 |
| COMCAST CORP 4.150000% 10/15/2028 (COMCAST CORPORATION) | Long | Debt | US | $242K | – | 0.07 |
| COMCAST CORP 4.250000% 10/15/2030 (COMCAST CORPORATION) | Long | Debt | US | $38K | – | 0.01 |
| COMMONWEALTH EDISON CO 3.700000% 08/15/2028 (COMMONWEALTH EDISON COMPANY) | Long | Debt | US | $445K | – | 0.13 |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 CAS 2021-R03 1M2 | Long | ABS-mortgage backed security | US | $443K | – | 0.13 |
| CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.210000% 09/01/2030 (CONSUMERS SECURITIZATION FUNDING LLC) | Long | Debt | US | $515K | – | 0.15 |
| CONTINENTAL AIRLINES 2012-2 CLASS A PASS THROUGH T 4.000000% 10/29/2024 | Long | Debt | US | $434K | – | 0.13 |
| CONTINENTAL RESOURCES INC/OK 144A 5.750000% 01/15/2031 (CONTINENTAL RESOURCES, INC.) | Long | Debt | US | $10K | – | 0.00 |
| CONTINENTAL RESOURCES INC/OK 4.375000% 01/15/2028 (CONTINENTAL RESOURCES, INC.) | Long | Debt | US | $115K | – | 0.03 |
| COOPERATIEVE RABOBANK UA 144A 3.649000% 04/06/2028 (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $554K | – | 0.16 |
| COOPERATIEVE RABOBANK UA 4.375000% 08/04/2025 (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $246K | – | 0.07 |
| COSTCO WHOLESALE CORP 1.375000% 06/20/2027 (COSTCO WHOLESALE CORPORATION) | Long | Debt | US | $109K | – | 0.03 |
| COSTCO WHOLESALE CORP 1.600000% 04/20/2030 (COSTCO WHOLESALE CORPORATION) | Long | Debt | US | $76K | – | 0.02 |
| COTERRA ENERGY INC 3.900000% 05/15/2027 (Coterra Energy Inc.) | Long | Debt | US | $154K | – | 0.04 |
| COTERRA ENERGY INC 4.375000% 03/15/2029 (Coterra Energy Inc.) | Long | Debt | US | $287K | – | 0.08 |
| CREDIT AGRICOLE SA/LONDON MTN 1.907000% 06/16/2026 (CREDIT AGRICOLE S.A. LONDON BRANCH) | Long | Debt | FR | $241K | – | 0.07 |
| CSMC 2021-NQM3 CSMC 2021-NQM3 A3 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $117K | – | 0.03 |
| CSMC 2021-NQM5 TRUST CSMC 2021-NQM5 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $90K | – | 0.03 |
| CSMC 2021-NQM7 CSMC 2021-NQM7 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $78K | – | 0.02 |
| CSMC 2022-NQM1 CSMC 2022-NQM1 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $298K | – | 0.09 |
| CSMC SERIES 2019-NQM1 CSMC 2019-NQM1 A3 (CSMC MORTGAGE BACKED TRUST) | Long | ABS-mortgage backed security | US | $92K | – | 0.03 |
| CSMC TRUST 2018-J1 TRUST CSMC 2018-J1 A2 | Long | ABS-mortgage backed security | US | $227K | – | 0.07 |
| CUMMINS INC 5.150000% 02/20/2034 (CUMMINS INC.) | Long | Debt | US | $841K | – | 0.24 |
| CVS HEALTH CORP 1.750000% 08/21/2030 (CVS HEALTH CORPORATION) | Long | Debt | US | $163K | – | 0.05 |
| CVS HEALTH CORP 1.875000% 02/28/2031 (CVS HEALTH CORPORATION) | Long | Debt | US | $16K | – | 0.00 |
| CVS HEALTH CORP 2.125000% 09/15/2031 (CVS HEALTH CORPORATION) | Long | Debt | US | $120K | – | 0.03 |
| CVS HEALTH CORP 3.625000% 04/01/2027 (CVS HEALTH CORPORATION) | Long | Debt | US | $173K | – | 0.05 |
| CVS HEALTH CORP 3.875000% 07/20/2025 (CVS HEALTH CORPORATION) | Long | Debt | US | $93K | – | 0.03 |
| CVS HEALTH CORP 4.300000% 03/25/2028 (CVS HEALTH CORPORATION) | Long | Debt | US | $158K | – | 0.05 |
| CVS HEALTH CORP 5.050000% 03/25/2048 (CVS HEALTH CORPORATION) | Long | Debt | US | $52K | – | 0.01 |
| CVS PASS-THROUGH TRUST 144A 5.773000% 01/10/2033 (CVS HEALTH CORPORATION) | Long | Debt | US | $300K | – | 0.09 |
| CVS PASS-THROUGH TRUST 144A 7.507000% 01/10/2032 (CVS HEALTH CORPORATION) | Long | Debt | US | $952K | – | 0.28 |
| CWHEQ REVOLVING HOME EQUITY LOAN TRUST SERIES 2006 CWHEL 2006-F 2A1A | Long | ABS-mortgage backed security | US | $103K | – | 0.03 |
| DANSKE BANK A/S 144A 4.298000% 04/01/2028 | Long | Debt | DK | $232K | – | 0.07 |
| DB MASTER FINANCE LLC DNKN 2021-1A A2II (DUNKIN BRANDS) | Long | ABS-mortgage backed security | US | $898K | – | 0.26 |
| DC COMMERCIAL MORTGAGE TRUST 2023-DC DC 2023-DC A | Long | ABS-mortgage backed security | US | $420K | – | 0.12 |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-1 DRMT 2022-1 A1 | Long | ABS-mortgage backed security | US | $221K | – | 0.06 |
| DEERE & CO 3.100000% 04/15/2030 (DEERE & COMPANY) | Long | Debt | US | $9K | – | 0.00 |
| DELTA AIR LINES 2015-1 CLASS AA PASS THROUGH TRUST 3.625000% 07/30/2027 | Long | Debt | US | $395K | – | 0.11 |
| DEVON ENERGY CORP 4.500000% 01/15/2030 (DEVON ENERGY CORPORATION) | Long | Debt | US | $31K | – | 0.01 |
| DEVON ENERGY CORP 5.000000% 06/15/2045 (DEVON ENERGY CORPORATION) | Long | Debt | US | $60K | – | 0.02 |
| DEVON ENERGY CORP 5.250000% 10/15/2027 (DEVON ENERGY CORPORATION) | Long | Debt | US | $64K | – | 0.02 |
| DEVON ENERGY CORP 5.850000% 12/15/2025 (DEVON ENERGY CORPORATION) | Long | Debt | US | $211K | – | 0.06 |
| DIAMONDBACK ENERGY INC 3.125000% 03/24/2031 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $35K | – | 0.01 |
| DIAMONDBACK ENERGY INC 3.250000% 12/01/2026 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $29K | – | 0.01 |
| DIAMONDBACK ENERGY INC 3.500000% 12/01/2029 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $46K | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC 2.850000% 03/15/2032 (Duke Energy Carolinas, LLC) | Long | Debt | US | $906K | – | 0.26 |
| ECOPETROL SA 5.375000% 06/26/2026 (ECOPETROL S.A.) | Long | Debt | CO | $137K | – | 0.04 |
| ELEVANCE HEALTH INC 2.550000% 03/15/2031 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $872K | – | 0.25 |
| ELEVANCE HEALTH INC 4.100000% 05/15/2032 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $74K | – | 0.02 |
| ELI LILLY & CO 4.500000% 02/09/2029 (ELI LILLY AND COMPANY) | Long | Debt | US | $198K | – | 0.06 |
| ELI LILLY & CO 4.700000% 02/09/2034 (ELI LILLY AND COMPANY) | Long | Debt | US | $265K | – | 0.08 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 EFMT 2021-2 A1 | Long | ABS-mortgage backed security | US | $215K | – | 0.06 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1 EFMT 2022-1 A1 | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| ENERGY TRANSFER LP 2.900000% 05/15/2025 | Long | Debt | US | $137K | – | 0.04 |
| ENERGY TRANSFER LP 3.750000% 05/15/2030 | Long | Debt | US | $202K | – | 0.06 |
| ENERGY TRANSFER LP 4.950000% 06/15/2028 | Long | Debt | US | $10K | – | 0.00 |
| ENTERPRISE PRODUCTS OPERATING LLC 2.800000% 01/31/2030 | Long | Debt | US | $205K | – | 0.06 |
| ENTERPRISE PRODUCTS OPERATING LLC 3.125000% 07/31/2029 | Long | Debt | US | $192K | – | 0.06 |
| ENTERPRISE PRODUCTS OPERATING LLC 3.950000% 02/15/2027 | Long | Debt | US | $146K | – | 0.04 |
| ENTERPRISE PRODUCTS OPERATING LLC 4.150000% 10/16/2028 | Long | Debt | US | $135K | – | 0.04 |
| ENTERPRISE PRODUCTS OPERATING LLC 6.650000% 10/15/2034 | Long | Debt | US | $44K | – | 0.01 |
| EOG RESOURCES INC 4.150000% 01/15/2026 (EOG RESOURCES, INC.) | Long | Debt | US | $157K | – | 0.05 |
| EOG RESOURCES INC 4.375000% 04/15/2030 (EOG RESOURCES, INC.) | Long | Debt | US | $185K | – | 0.05 |
| EQT CORP 3.900000% 10/01/2027 (EQT CORPORATION) | Long | Debt | US | $134K | – | 0.04 |
| EXELON CORP 5.625000% 06/15/2035 (EXELON CORPORATION) | Long | Debt | US | $342K | – | 0.10 |
| FANNIE MAE INTEREST STRIP FNS 409 C18 (Federal National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| FANNIE MAE POOL FN 255935 (Federal National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| FANNIE MAE POOL FN 735228 (Federal National Mortgage Association) | Long | Debt | US | $48K | – | 0.01 |
| FANNIE MAE POOL FN 863729 (Federal National Mortgage Association) | Long | Debt | US | $19K | – | 0.01 |
| FANNIE MAE POOL FN 870545 (Federal National Mortgage Association) | Long | Debt | US | $17K | – | 0.00 |
| FANNIE MAE POOL FN 889151 (Federal National Mortgage Association) | Long | Debt | US | $19K | – | 0.01 |
| FANNIE MAE POOL FN 890604 (Federal National Mortgage Association) | Long | Debt | US | $173K | – | 0.05 |
| FANNIE MAE POOL FN 890695 (Federal National Mortgage Association) | Long | Debt | US | $382K | – | 0.11 |
| FANNIE MAE POOL FN 890843 (Federal National Mortgage Association) | Long | Debt | US | $126K | – | 0.04 |
| FANNIE MAE POOL FN 928938 (Federal National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| FANNIE MAE POOL FN 934648 (Federal National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| FANNIE MAE POOL FN 955183 (Federal National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| FANNIE MAE POOL FN 991549 (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE POOL FN 992249 (Federal National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| FANNIE MAE POOL FN AB1152 (Federal National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| FANNIE MAE POOL FN AB3467 (Federal National Mortgage Association) | Long | Debt | US | $132K | – | 0.04 |
| FANNIE MAE POOL FN AB9107 (Federal National Mortgage Association) | Long | Debt | US | $31K | – | 0.01 |
| FANNIE MAE POOL FN AB9597 (Federal National Mortgage Association) | Long | Debt | US | $18K | – | 0.01 |
| FANNIE MAE POOL FN AB9683 (Federal National Mortgage Association) | Long | Debt | US | $28K | – | 0.01 |
| FANNIE MAE POOL FN AK4523 (Federal National Mortgage Association) | Long | Debt | US | $261K | – | 0.08 |
| FANNIE MAE POOL FN AK5556 (Federal National Mortgage Association) | Long | Debt | US | $888K | – | 0.26 |
| FANNIE MAE POOL FN AL3673 (Federal National Mortgage Association) | Long | Debt | US | $92K | – | 0.03 |
| FANNIE MAE POOL FN AL4324 (Federal National Mortgage Association) | Long | Debt | US | $67K | – | 0.02 |
| FANNIE MAE POOL FN AL4741 (Federal National Mortgage Association) | Long | Debt | US | $14K | – | 0.00 |
| FANNIE MAE POOL FN AL6663 (Federal National Mortgage Association) | Long | Debt | US | $265K | – | 0.08 |
| FANNIE MAE POOL FN AL9397 (Federal National Mortgage Association) | Long | Debt | US | $53K | – | 0.02 |
| FANNIE MAE POOL FN AL9546 (Federal National Mortgage Association) | Long | Debt | US | $32K | – | 0.01 |
| FANNIE MAE POOL FN AP2422 (Federal National Mortgage Association) | Long | Debt | US | $461K | – | 0.13 |
| FANNIE MAE POOL FN AQ4078 (Federal National Mortgage Association) | Long | Debt | US | $19K | – | 0.01 |
| FANNIE MAE POOL FN AQ4080 (Federal National Mortgage Association) | Long | Debt | US | $13K | – | 0.00 |
| FANNIE MAE POOL FN AR7399 (Federal National Mortgage Association) | Long | Debt | US | $15K | – | 0.00 |
| FANNIE MAE POOL FN AS0038 (Federal National Mortgage Association) | Long | Debt | US | $33K | – | 0.01 |
| FANNIE MAE POOL FN AS0070 (Federal National Mortgage Association) | Long | Debt | US | $17K | – | 0.00 |
| FANNIE MAE POOL FN AS4271 (Federal National Mortgage Association) | Long | Debt | US | $19K | – | 0.01 |
| FANNIE MAE POOL FN AS4347 (Federal National Mortgage Association) | Long | Debt | US | $16K | – | 0.00 |
| FANNIE MAE POOL FN AS4583 (Federal National Mortgage Association) | Long | Debt | US | $215K | – | 0.06 |
| FANNIE MAE POOL FN AS6340 (Federal National Mortgage Association) | Long | Debt | US | $21K | – | 0.01 |
| FANNIE MAE POOL FN AS6541 (Federal National Mortgage Association) | Long | Debt | US | $46K | – | 0.01 |
| FANNIE MAE POOL FN AS6562 (Federal National Mortgage Association) | Long | Debt | US | $37K | – | 0.01 |
| FANNIE MAE POOL FN AS7533 (Federal National Mortgage Association) | Long | Debt | US | $50K | – | 0.01 |
| FANNIE MAE POOL FN AS7844 (Federal National Mortgage Association) | Long | Debt | US | $23K | – | 0.01 |
| FANNIE MAE POOL FN AS8740 (Federal National Mortgage Association) | Long | Debt | US | $18K | – | 0.01 |
| FANNIE MAE POOL FN AS9588 (Federal National Mortgage Association) | Long | Debt | US | $74K | – | 0.02 |
| FANNIE MAE POOL FN AT5860 (Federal National Mortgage Association) | Long | Debt | US | $438K | – | 0.13 |
| FANNIE MAE POOL FN AT8394 (Federal National Mortgage Association) | Long | Debt | US | $21K | – | 0.01 |
| FANNIE MAE POOL FN AT9637 (Federal National Mortgage Association) | Long | Debt | US | $37K | – | 0.01 |
| FANNIE MAE POOL FN AT9653 (Federal National Mortgage Association) | Long | Debt | US | $43K | – | 0.01 |
| FANNIE MAE POOL FN AT9657 (Federal National Mortgage Association) | Long | Debt | US | $17K | – | 0.00 |
| FANNIE MAE POOL FN AU3751 (Federal National Mortgage Association) | Long | Debt | US | $281K | – | 0.08 |
| FANNIE MAE POOL FN AU5890 (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE POOL FN AU6735 (Federal National Mortgage Association) | Long | Debt | US | $20K | – | 0.01 |
| FANNIE MAE POOL FN BC1509 (Federal National Mortgage Association) | Long | Debt | US | $26K | – | 0.01 |
| FANNIE MAE POOL FN BC2817 (Federal National Mortgage Association) | Long | Debt | US | $49K | – | 0.01 |
| FANNIE MAE POOL FN BC9077 (Federal National Mortgage Association) | Long | Debt | US | $26K | – | 0.01 |
| FANNIE MAE POOL FN BD8104 (Federal National Mortgage Association) | Long | Debt | US | $94K | – | 0.03 |
| FANNIE MAE POOL FN BE3776 (Federal National Mortgage Association) | Long | Debt | US | $42K | – | 0.01 |
| FANNIE MAE POOL FN BF0104 (Federal National Mortgage Association) | Long | Debt | US | $32K | – | 0.01 |
| FANNIE MAE POOL FN BF0145 (Federal National Mortgage Association) | Long | Debt | US | $184K | – | 0.05 |
| FANNIE MAE POOL FN BF0148 (Federal National Mortgage Association) | Long | Debt | US | $130K | – | 0.04 |
| FANNIE MAE POOL FN BF0191 (Federal National Mortgage Association) | Long | Debt | US | $31K | – | 0.01 |
| FANNIE MAE POOL FN BF0222 (Federal National Mortgage Association) | Long | Debt | US | $96K | – | 0.03 |
| FANNIE MAE POOL FN BF0301 (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.02 |
| FANNIE MAE POOL FN BF0546 (Federal National Mortgage Association) | Long | Debt | US | $390K | – | 0.11 |
| FANNIE MAE POOL FN BF0560 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.02 |
| FANNIE MAE POOL FN BJ9257 (Federal National Mortgage Association) | Long | Debt | US | $23K | – | 0.01 |
| FANNIE MAE POOL FN BK2620 (Federal National Mortgage Association) | Long | Debt | US | $49K | – | 0.01 |
| FANNIE MAE POOL FN BM1565 (Federal National Mortgage Association) | Long | Debt | US | $91K | – | 0.03 |
| FANNIE MAE POOL FN BM3259 (Federal National Mortgage Association) | Long | Debt | US | $525K | – | 0.15 |
| FANNIE MAE POOL FN BM3286 (Federal National Mortgage Association) | Long | Debt | US | $214K | – | 0.06 |
| FANNIE MAE POOL FN BM4097 (Federal National Mortgage Association) | Long | Debt | US | $565K | – | 0.16 |
| FANNIE MAE POOL FN BM4751 (Federal National Mortgage Association) | Long | Debt | US | $59K | – | 0.02 |
| FANNIE MAE POOL FN BM5695 (Federal National Mortgage Association) | Long | Debt | US | $98K | – | 0.03 |
| FANNIE MAE POOL FN BM5956 (Federal National Mortgage Association) | Long | Debt | US | $199K | – | 0.06 |
| FANNIE MAE POOL FN BN1623 (Federal National Mortgage Association) | Long | Debt | US | $23K | – | 0.01 |
| FANNIE MAE POOL FN BN4303 (Federal National Mortgage Association) | Long | Debt | US | $587K | – | 0.17 |
| FANNIE MAE POOL FN BN6257 (Federal National Mortgage Association) | Long | Debt | US | $568K | – | 0.16 |
| FANNIE MAE POOL FN BO1406 (Federal National Mortgage Association) | Long | Debt | US | $209K | – | 0.06 |
| FANNIE MAE POOL FN BO6275 (Federal National Mortgage Association) | Long | Debt | US | $530K | – | 0.15 |
| FANNIE MAE POOL FN BO9169 (Federal National Mortgage Association) | Long | Debt | US | $673K | – | 0.19 |
| FANNIE MAE POOL FN BP0661 (Federal National Mortgage Association) | Long | Debt | US | $771K | – | 0.22 |
| FANNIE MAE POOL FN BP2898 (Federal National Mortgage Association) | Long | Debt | US | $109K | – | 0.03 |
| FANNIE MAE POOL FN BQ1150 (Federal National Mortgage Association) | Long | Debt | US | $53K | – | 0.02 |
| FANNIE MAE POOL FN BQ3137 (Federal National Mortgage Association) | Long | Debt | US | $241K | – | 0.07 |
| FANNIE MAE POOL FN BQ3138 (Federal National Mortgage Association) | Long | Debt | US | $196K | – | 0.06 |
| FANNIE MAE POOL FN BQ5101 (Federal National Mortgage Association) | Long | Debt | US | $486K | – | 0.14 |
| FANNIE MAE POOL FN BQ6341 (Federal National Mortgage Association) | Long | Debt | US | $36K | – | 0.01 |
| FANNIE MAE POOL FN BR2664 (Federal National Mortgage Association) | Long | Debt | US | $52K | – | 0.02 |
| FANNIE MAE POOL FN BR4756 (Federal National Mortgage Association) | Long | Debt | US | $53K | – | 0.02 |
| FANNIE MAE POOL FN BR5587 (Federal National Mortgage Association) | Long | Debt | US | $59K | – | 0.02 |
| FANNIE MAE POOL FN BR5632 (Federal National Mortgage Association) | Long | Debt | US | $491K | – | 0.14 |
| FANNIE MAE POOL FN BR5633 (Federal National Mortgage Association) | Long | Debt | US | $61K | – | 0.02 |
| FANNIE MAE POOL FN BU1030 (Federal National Mortgage Association) | Long | Debt | US | $189K | – | 0.05 |
| FANNIE MAE POOL FN BU2599 (Federal National Mortgage Association) | Long | Debt | US | $68K | – | 0.02 |
| FANNIE MAE POOL FN BV3089 (Federal National Mortgage Association) | Long | Debt | US | $67K | – | 0.02 |
| FANNIE MAE POOL FN BV8546 (Federal National Mortgage Association) | Long | Debt | US | $72K | – | 0.02 |
| FANNIE MAE POOL FN BW0048 (Federal National Mortgage Association) | Long | Debt | US | $78K | – | 0.02 |
| FANNIE MAE POOL FN BW9916 (Federal National Mortgage Association) | Long | Debt | US | $86K | – | 0.02 |
| FANNIE MAE POOL FN BX0426 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.32 |
| FANNIE MAE POOL FN BX7702 (Federal National Mortgage Association) | Long | Debt | US | $85K | – | 0.02 |
| FANNIE MAE POOL FN CA2047 (Federal National Mortgage Association) | Long | Debt | US | $41K | – | 0.01 |
| FANNIE MAE POOL FN CA2199 (Federal National Mortgage Association) | Long | Debt | US | $59K | – | 0.02 |
| FANNIE MAE POOL FN CA2472 (Federal National Mortgage Association) | Long | Debt | US | $51K | – | 0.01 |
| FANNIE MAE POOL FN CA2482 (Federal National Mortgage Association) | Long | Debt | US | $39K | – | 0.01 |
| FANNIE MAE POOL FN CA4110 (Federal National Mortgage Association) | Long | Debt | US | $30K | – | 0.01 |
| FANNIE MAE POOL FN CA4950 (Federal National Mortgage Association) | Long | Debt | US | $511K | – | 0.15 |
| FANNIE MAE POOL FN CA5122 (Federal National Mortgage Association) | Long | Debt | US | $353K | – | 0.10 |
| FANNIE MAE POOL FN CA5379 (Federal National Mortgage Association) | Long | Debt | US | $37K | – | 0.01 |
| FANNIE MAE POOL FN CA5969 (Federal National Mortgage Association) | Long | Debt | US | $792K | – | 0.23 |
| FANNIE MAE POOL FN CA5986 (Federal National Mortgage Association) | Long | Debt | US | $759K | – | 0.22 |
| FANNIE MAE POOL FN CA6097 (Federal National Mortgage Association) | Long | Debt | US | $522K | – | 0.15 |
| FANNIE MAE POOL FN CA6799 (Federal National Mortgage Association) | Long | Debt | US | $939K | – | 0.27 |
| FANNIE MAE POOL FN CA6871 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.36 |
| FANNIE MAE POOL FN CA7257 (Federal National Mortgage Association) | Long | Debt | US | $58K | – | 0.02 |
| FANNIE MAE POOL FN CA7422 (Federal National Mortgage Association) | Long | Debt | US | $342K | – | 0.10 |
| FANNIE MAE POOL FN CA7531 (Federal National Mortgage Association) | Long | Debt | US | $60K | – | 0.02 |
| FANNIE MAE POOL FN CA9358 (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.02 |
| FANNIE MAE POOL FN CB0100 (Federal National Mortgage Association) | Long | Debt | US | $65K | – | 0.02 |
| FANNIE MAE POOL FN CB0101 (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.02 |
| FANNIE MAE POOL FN CB0114 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.02 |
| FANNIE MAE POOL FN CB0470 (Federal National Mortgage Association) | Long | Debt | US | $132K | – | 0.04 |
| FANNIE MAE POOL FN CB1273 (Federal National Mortgage Association) | Long | Debt | US | $197K | – | 0.06 |
| FANNIE MAE POOL FN CB1878 (Federal National Mortgage Association) | Long | Debt | US | $135K | – | 0.04 |
| FANNIE MAE POOL FN CB2113 (Federal National Mortgage Association) | Long | Debt | US | $143K | – | 0.04 |
| FANNIE MAE POOL FN CB2115 (Federal National Mortgage Association) | Long | Debt | US | $69K | – | 0.02 |
| FANNIE MAE POOL FN CB2664 (Federal National Mortgage Association) | Long | Debt | US | $282K | – | 0.08 |
| FANNIE MAE POOL FN CB3044 (Federal National Mortgage Association) | Long | Debt | US | $146K | – | 0.04 |
| FANNIE MAE POOL FN CB3126 (Federal National Mortgage Association) | Long | Debt | US | $80K | – | 0.02 |
| FANNIE MAE POOL FN CB3234 (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.02 |
| FANNIE MAE POOL FN CB3833 (Federal National Mortgage Association) | Long | Debt | US | $75K | – | 0.02 |
| FANNIE MAE POOL FN CB3880 (Federal National Mortgage Association) | Long | Debt | US | $77K | – | 0.02 |
| FANNIE MAE POOL FN CB3899 (Federal National Mortgage Association) | Long | Debt | US | $166K | – | 0.05 |
| FANNIE MAE POOL FN CB4103 (Federal National Mortgage Association) | Long | Debt | US | $167K | – | 0.05 |
| FANNIE MAE POOL FN CB4337 (Federal National Mortgage Association) | Long | Debt | US | $989K | – | 0.29 |
| FANNIE MAE POOL FN CB4352 (Federal National Mortgage Association) | Long | Debt | US | $818K | – | 0.24 |
| FANNIE MAE POOL FN CB5108 (Federal National Mortgage Association) | Long | Debt | US | $179K | – | 0.05 |
| FANNIE MAE POOL FN CB5497 (Federal National Mortgage Association) | Long | Debt | US | $175K | – | 0.05 |
| FANNIE MAE POOL FN CB6110 (Federal National Mortgage Association) | Long | Debt | US | $166K | – | 0.05 |
| FANNIE MAE POOL FN CB6322 (Federal National Mortgage Association) | Long | Debt | US | $90K | – | 0.03 |
| FANNIE MAE POOL FN CB6540 (Federal National Mortgage Association) | Long | Debt | US | $282K | – | 0.08 |
| FANNIE MAE POOL FN CB6753 (Federal National Mortgage Association) | Long | Debt | US | $280K | – | 0.08 |
| FANNIE MAE POOL FN CB7109 (Federal National Mortgage Association) | Long | Debt | US | $186K | – | 0.05 |
| FANNIE MAE POOL FN CB7336 (Federal National Mortgage Association) | Long | Debt | US | $828K | – | 0.24 |
| FANNIE MAE POOL FN CB8223 (Federal National Mortgage Association) | Long | Debt | US | $100K | – | 0.03 |
| FANNIE MAE POOL FN FM0068 (Federal National Mortgage Association) | Long | Debt | US | $41K | – | 0.01 |
| FANNIE MAE POOL FN FM1000 (Federal National Mortgage Association) | Long | Debt | US | $271K | – | 0.08 |
| FANNIE MAE POOL FN FM1263 (Federal National Mortgage Association) | Long | Debt | US | $35K | – | 0.01 |
| FANNIE MAE POOL FN FM1266 (Federal National Mortgage Association) | Long | Debt | US | $327K | – | 0.09 |
| FANNIE MAE POOL FN FM1363 (Federal National Mortgage Association) | Long | Debt | US | $165K | – | 0.05 |
| FANNIE MAE POOL FN FM1387 (Federal National Mortgage Association) | Long | Debt | US | $431K | – | 0.12 |
| FANNIE MAE POOL FN FM1727 (Federal National Mortgage Association) | Long | Debt | US | $85K | – | 0.02 |
| FANNIE MAE POOL FN FM1756 (Federal National Mortgage Association) | Long | Debt | US | $224K | – | 0.06 |
| FANNIE MAE POOL FN FM2256 (Federal National Mortgage Association) | Long | Debt | US | $65K | – | 0.02 |
| FANNIE MAE POOL FN FM2336 (Federal National Mortgage Association) | Long | Debt | US | $117K | – | 0.03 |
| FANNIE MAE POOL FN FM2373 (Federal National Mortgage Association) | Long | Debt | US | $33K | – | 0.01 |
| FANNIE MAE POOL FN FM2493 (Federal National Mortgage Association) | Long | Debt | US | $84K | – | 0.02 |
| FANNIE MAE POOL FN FM2674 (Federal National Mortgage Association) | Long | Debt | US | $237K | – | 0.07 |
| FANNIE MAE POOL FN FM2770 (Federal National Mortgage Association) | Long | Debt | US | $68K | – | 0.02 |
| FANNIE MAE POOL FN FM3002 (Federal National Mortgage Association) | Long | Debt | US | $23K | – | 0.01 |
| FANNIE MAE POOL FN FM3049 (Federal National Mortgage Association) | Long | Debt | US | $71K | – | 0.02 |
| FANNIE MAE POOL FN FM3123 (Federal National Mortgage Association) | Long | Debt | US | $86K | – | 0.02 |
| FANNIE MAE POOL FN FM3194 (Federal National Mortgage Association) | Long | Debt | US | $649K | – | 0.19 |
| FANNIE MAE POOL FN FM3250 (Federal National Mortgage Association) | Long | Debt | US | $160K | – | 0.05 |
| FANNIE MAE POOL FN FM3407 (Federal National Mortgage Association) | Long | Debt | US | $216K | – | 0.06 |
| FANNIE MAE POOL FN FM3444 (Federal National Mortgage Association) | Long | Debt | US | $243K | – | 0.07 |
| FANNIE MAE POOL FN FM3572 (Federal National Mortgage Association) | Long | Debt | US | $145K | – | 0.04 |
| FANNIE MAE POOL FN FM3773 (Federal National Mortgage Association) | Long | Debt | US | $92K | – | 0.03 |
| FANNIE MAE POOL FN FM4252 (Federal National Mortgage Association) | Long | Debt | US | $55K | – | 0.02 |
| FANNIE MAE POOL FN FM4311 (Federal National Mortgage Association) | Long | Debt | US | $56K | – | 0.02 |
| FANNIE MAE POOL FN FM4330 (Federal National Mortgage Association) | Long | Debt | US | $411K | – | 0.12 |
| FANNIE MAE POOL FN FM4577 (Federal National Mortgage Association) | Long | Debt | US | $57K | – | 0.02 |
| FANNIE MAE POOL FN FM4946 (Federal National Mortgage Association) | Long | Debt | US | $70K | – | 0.02 |
| FANNIE MAE POOL FN FM4965 (Federal National Mortgage Association) | Long | Debt | US | $451K | – | 0.13 |
| FANNIE MAE POOL FN FM5012 (Federal National Mortgage Association) | Long | Debt | US | $186K | – | 0.05 |
| FANNIE MAE POOL FN FM5313 (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.02 |
| FANNIE MAE POOL FN FM5423 (Federal National Mortgage Association) | Long | Debt | US | $59K | – | 0.02 |
| FANNIE MAE POOL FN FM5783 (Federal National Mortgage Association) | Long | Debt | US | $41K | – | 0.01 |
| FANNIE MAE POOL FN FM5819 (Federal National Mortgage Association) | Long | Debt | US | $542K | – | 0.16 |
| FANNIE MAE POOL FN FM6117 (Federal National Mortgage Association) | Long | Debt | US | $88K | – | 0.03 |
| FANNIE MAE POOL FN FM6134 (Federal National Mortgage Association) | Long | Debt | US | $41K | – | 0.01 |
| FANNIE MAE POOL FN FM6184 (Federal National Mortgage Association) | Long | Debt | US | $110K | – | 0.03 |
| FANNIE MAE POOL FN FM6448 (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.02 |
| FANNIE MAE POOL FN FM6460 (Federal National Mortgage Association) | Long | Debt | US | $59K | – | 0.02 |
| FANNIE MAE POOL FN FM6465 (Federal National Mortgage Association) | Long | Debt | US | $564K | – | 0.16 |
| FANNIE MAE POOL FN FM6780 (Federal National Mortgage Association) | Long | Debt | US | $57K | – | 0.02 |
| FANNIE MAE POOL FN FM6954 (Federal National Mortgage Association) | Long | Debt | US | $444K | – | 0.13 |
| FANNIE MAE POOL FN FM7148 (Federal National Mortgage Association) | Long | Debt | US | $547K | – | 0.16 |
| FANNIE MAE POOL FN FM7321 (Federal National Mortgage Association) | Long | Debt | US | $254K | – | 0.07 |
| FANNIE MAE POOL FN FM7785 (Federal National Mortgage Association) | Long | Debt | US | $823K | – | 0.24 |
| FANNIE MAE POOL FN FM7786 (Federal National Mortgage Association) | Long | Debt | US | $226K | – | 0.07 |
| FANNIE MAE POOL FN FM7796 (Federal National Mortgage Association) | Long | Debt | US | $53K | – | 0.02 |
| FANNIE MAE POOL FN FM7900 (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.02 |
| FANNIE MAE POOL FN FM7910 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.02 |
| FANNIE MAE POOL FN FM8216 (Federal National Mortgage Association) | Long | Debt | US | $671K | – | 0.19 |
| FANNIE MAE POOL FN FM8576 (Federal National Mortgage Association) | Long | Debt | US | $242K | – | 0.07 |
| FANNIE MAE POOL FN FM8577 (Federal National Mortgage Association) | Long | Debt | US | $126K | – | 0.04 |
| FANNIE MAE POOL FN FM8648 (Federal National Mortgage Association) | Long | Debt | US | $125K | – | 0.04 |
| FANNIE MAE POOL FN FM8672 (Federal National Mortgage Association) | Long | Debt | US | $365K | – | 0.11 |
| FANNIE MAE POOL FN FM8786 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.02 |
| FANNIE MAE POOL FN FM8864 (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.02 |
| FANNIE MAE POOL FN FM9044 (Federal National Mortgage Association) | Long | Debt | US | $64K | – | 0.02 |
| FANNIE MAE POOL FN FM9292 (Federal National Mortgage Association) | Long | Debt | US | $207K | – | 0.06 |
| FANNIE MAE POOL FN FM9365 (Federal National Mortgage Association) | Long | Debt | US | $67K | – | 0.02 |
| FANNIE MAE POOL FN FM9387 (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.02 |
| FANNIE MAE POOL FN FM9412 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.35 |
| FANNIE MAE POOL FN FM9461 (Federal National Mortgage Association) | Long | Debt | US | $535K | – | 0.16 |
| FANNIE MAE POOL FN FM9464 (Federal National Mortgage Association) | Long | Debt | US | $135K | – | 0.04 |
| FANNIE MAE POOL FN FM9728 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.41 |
| FANNIE MAE POOL FN FP0028 (Federal National Mortgage Association) | Long | Debt | US | $77K | – | 0.02 |
| FANNIE MAE POOL FN FS0024 (Federal National Mortgage Association) | Long | Debt | US | $60K | – | 0.02 |
| FANNIE MAE POOL FN FS0034 (Federal National Mortgage Association) | Long | Debt | US | $69K | – | 0.02 |
| FANNIE MAE POOL FN FS0037 (Federal National Mortgage Association) | Long | Debt | US | $58K | – | 0.02 |
| FANNIE MAE POOL FN FS0067 (Federal National Mortgage Association) | Long | Debt | US | $60K | – | 0.02 |
| FANNIE MAE POOL FN FS0191 (Federal National Mortgage Association) | Long | Debt | US | $68K | – | 0.02 |
| FANNIE MAE POOL FN FS0240 (Federal National Mortgage Association) | Long | Debt | US | $69K | – | 0.02 |
| FANNIE MAE POOL FN FS0331 (Federal National Mortgage Association) | Long | Debt | US | $141K | – | 0.04 |
| FANNIE MAE POOL FN FS0352 (Federal National Mortgage Association) | Long | Debt | US | $206K | – | 0.06 |
| FANNIE MAE POOL FN FS0366 (Federal National Mortgage Association) | Long | Debt | US | $68K | – | 0.02 |
| FANNIE MAE POOL FN FS0424 (Federal National Mortgage Association) | Long | Debt | US | $205K | – | 0.06 |
| FANNIE MAE POOL FN FS0434 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.02 |
| FANNIE MAE POOL FN FS0520 (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.02 |
| FANNIE MAE POOL FN FS0582 (Federal National Mortgage Association) | Long | Debt | US | $68K | – | 0.02 |
| FANNIE MAE POOL FN FS0584 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.02 |
| FANNIE MAE POOL FN FS0612 (Federal National Mortgage Association) | Long | Debt | US | $67K | – | 0.02 |
| FANNIE MAE POOL FN FS0697 (Federal National Mortgage Association) | Long | Debt | US | $138K | – | 0.04 |
| FANNIE MAE POOL FN FS0751 (Federal National Mortgage Association) | Long | Debt | US | $141K | – | 0.04 |
| FANNIE MAE POOL FN FS1014 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.02 |
| FANNIE MAE POOL FN FS1015 (Federal National Mortgage Association) | Long | Debt | US | $136K | – | 0.04 |
| FANNIE MAE POOL FN FS1074 (Federal National Mortgage Association) | Long | Debt | US | $427K | – | 0.12 |
| FANNIE MAE POOL FN FS1104 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.02 |
| FANNIE MAE POOL FN FS1112 (Federal National Mortgage Association) | Long | Debt | US | $334K | – | 0.10 |
| FANNIE MAE POOL FN FS1171 (Federal National Mortgage Association) | Long | Debt | US | $172K | – | 0.05 |
| FANNIE MAE POOL FN FS1289 (Federal National Mortgage Association) | Long | Debt | US | $141K | – | 0.04 |
| FANNIE MAE POOL FN FS1462 (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.02 |
| FANNIE MAE POOL FN FS1539 (Federal National Mortgage Association) | Long | Debt | US | $71K | – | 0.02 |
| FANNIE MAE POOL FN FS1556 (Federal National Mortgage Association) | Long | Debt | US | $304K | – | 0.09 |
| FANNIE MAE POOL FN FS1603 (Federal National Mortgage Association) | Long | Debt | US | $76K | – | 0.02 |
| FANNIE MAE POOL FN FS1938 (Federal National Mortgage Association) | Long | Debt | US | $794K | – | 0.23 |
| FANNIE MAE POOL FN FS2296 (Federal National Mortgage Association) | Long | Debt | US | $219K | – | 0.06 |
| FANNIE MAE POOL FN FS2496 (Federal National Mortgage Association) | Long | Debt | US | $139K | – | 0.04 |
| FANNIE MAE POOL FN FS2764 (Federal National Mortgage Association) | Long | Debt | US | $618K | – | 0.18 |
| FANNIE MAE POOL FN FS2914 (Federal National Mortgage Association) | Long | Debt | US | $84K | – | 0.02 |
| FANNIE MAE POOL FN FS3196 (Federal National Mortgage Association) | Long | Debt | US | $651K | – | 0.19 |
| FANNIE MAE POOL FN FS3249 (Federal National Mortgage Association) | Long | Debt | US | $81K | – | 0.02 |
| FANNIE MAE POOL FN FS3672 (Federal National Mortgage Association) | Long | Debt | US | $93K | – | 0.03 |
| FANNIE MAE POOL FN FS3800 (Federal National Mortgage Association) | Long | Debt | US | $459K | – | 0.13 |
| FANNIE MAE POOL FN FS4000 (Federal National Mortgage Association) | Long | Debt | US | $84K | – | 0.02 |
| FANNIE MAE POOL FN FS4166 (Federal National Mortgage Association) | Long | Debt | US | $91K | – | 0.03 |
| FANNIE MAE POOL FN FS4269 (Federal National Mortgage Association) | Long | Debt | US | $219K | – | 0.06 |
| FANNIE MAE POOL FN FS4367 (Federal National Mortgage Association) | Long | Debt | US | $737K | – | 0.21 |
| FANNIE MAE POOL FN FS4454 (Federal National Mortgage Association) | Long | Debt | US | $91K | – | 0.03 |
| FANNIE MAE POOL FN FS4573 (Federal National Mortgage Association) | Long | Debt | US | $90K | – | 0.03 |
| FANNIE MAE POOL FN FS4805 (Federal National Mortgage Association) | Long | Debt | US | $95K | – | 0.03 |
| FANNIE MAE POOL FN FS4922 (Federal National Mortgage Association) | Long | Debt | US | $874K | – | 0.25 |
| FANNIE MAE POOL FN FS5059 (Federal National Mortgage Association) | Long | Debt | US | $494K | – | 0.14 |
| FANNIE MAE POOL FN FS5155 (Federal National Mortgage Association) | Long | Debt | US | $179K | – | 0.05 |
| FANNIE MAE POOL FN FS5191 (Federal National Mortgage Association) | Long | Debt | US | $234K | – | 0.07 |
| FANNIE MAE POOL FN FS5306 (Federal National Mortgage Association) | Long | Debt | US | $92K | – | 0.03 |
| FANNIE MAE POOL FN FS5625 (Federal National Mortgage Association) | Long | Debt | US | $822K | – | 0.24 |
| FANNIE MAE POOL FN FS5647 (Federal National Mortgage Association) | Long | Debt | US | $93K | – | 0.03 |
| FANNIE MAE POOL FN FS6129 (Federal National Mortgage Association) | Long | Debt | US | $79K | – | 0.02 |
| FANNIE MAE POOL FN FS6214 (Federal National Mortgage Association) | Long | Debt | US | $578K | – | 0.17 |
| FANNIE MAE POOL FN FS6451 (Federal National Mortgage Association) | Long | Debt | US | $94K | – | 0.03 |
| FANNIE MAE POOL FN FS6778 (Federal National Mortgage Association) | Long | Debt | US | $99K | – | 0.03 |
| FANNIE MAE POOL FN FS6779 (Federal National Mortgage Association) | Long | Debt | US | $188K | – | 0.05 |
| FANNIE MAE POOL FN FS6928 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.35 |
| FANNIE MAE POOL FN FS7170 (Federal National Mortgage Association) | Long | Debt | US | $82K | – | 0.02 |
| FANNIE MAE POOL FN FS7180 (Federal National Mortgage Association) | Long | Debt | US | $80K | – | 0.02 |
| FANNIE MAE POOL FN FS7294 (Federal National Mortgage Association) | Long | Debt | US | $96K | – | 0.03 |
| FANNIE MAE POOL FN FS7624 (Federal National Mortgage Association) | Long | Debt | US | $100K | – | 0.03 |
| FANNIE MAE POOL FN MA1253 (Federal National Mortgage Association) | Long | Debt | US | $25K | – | 0.01 |
| FANNIE MAE POOL FN MA1463 (Federal National Mortgage Association) | Long | Debt | US | $178K | – | 0.05 |
| FANNIE MAE POOL FN MA1591 (Federal National Mortgage Association) | Long | Debt | US | $37K | – | 0.01 |
| FANNIE MAE POOL FN MA1629 (Federal National Mortgage Association) | Long | Debt | US | $32K | – | 0.01 |
| FANNIE MAE POOL FN MA1664 (Federal National Mortgage Association) | Long | Debt | US | $15K | – | 0.00 |
| FANNIE MAE POOL FN MA1711 (Federal National Mortgage Association) | Long | Debt | US | $18K | – | 0.01 |
| FANNIE MAE POOL FN MA2110 (Federal National Mortgage Association) | Long | Debt | US | $45K | – | 0.01 |
| FANNIE MAE POOL FN MA2138 (Federal National Mortgage Association) | Long | Debt | US | $23K | – | 0.01 |
| FANNIE MAE POOL FN MA2320 (Federal National Mortgage Association) | Long | Debt | US | $44K | – | 0.01 |
| FANNIE MAE POOL FN MA2523 (Federal National Mortgage Association) | Long | Debt | US | $44K | – | 0.01 |
| FANNIE MAE POOL FN MA2579 (Federal National Mortgage Association) | Long | Debt | US | $40K | – | 0.01 |
| FANNIE MAE POOL FN MA2672 (Federal National Mortgage Association) | Long | Debt | US | $81K | – | 0.02 |
| FANNIE MAE POOL FN MA2707 (Federal National Mortgage Association) | Long | Debt | US | $266K | – | 0.08 |
| FANNIE MAE POOL FN MA2749 (Federal National Mortgage Association) | Long | Debt | US | $48K | – | 0.01 |
| FANNIE MAE POOL FN MA2773 (Federal National Mortgage Association) | Long | Debt | US | $184K | – | 0.05 |
| FANNIE MAE POOL FN MA3210 (Federal National Mortgage Association) | Long | Debt | US | $155K | – | 0.04 |
| FANNIE MAE POOL FN MA4031 (Federal National Mortgage Association) | Long | Debt | US | $20K | – | 0.01 |
| FANNIE MAE POOL FN MA4177 (Federal National Mortgage Association) | Long | Debt | US | $49K | – | 0.01 |
| FANNIE MAE POOL FN MA4236 (Federal National Mortgage Association) | Long | Debt | US | $59K | – | 0.02 |
| FANNIE MAE POOL FN MA4280 (Federal National Mortgage Association) | Long | Debt | US | $224K | – | 0.06 |
| FANNIE MAE POOL FN MA4325 (Federal National Mortgage Association) | Long | Debt | US | $251K | – | 0.07 |
| FANNIE MAE POOL FN MA4422 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.02 |
| FANNIE MAE POOL FN MA4437 (Federal National Mortgage Association) | Long | Debt | US | $400K | – | 0.12 |
| FANNIE MAE POOL FN MA4446 (Federal National Mortgage Association) | Long | Debt | US | $827K | – | 0.24 |
| FANNIE MAE POOL FN MA4473 (Federal National Mortgage Association) | Long | Debt | US | $133K | – | 0.04 |
| FANNIE MAE POOL FN MA4474 (Federal National Mortgage Association) | Long | Debt | US | $67K | – | 0.02 |
| FANNIE MAE POOL FN MA4501 (Federal National Mortgage Association) | Long | Debt | US | $206K | – | 0.06 |
| FANNIE MAE POOL FN MA4540 (Federal National Mortgage Association) | Long | Debt | US | $139K | – | 0.04 |
| FANNIE MAE POOL FN MA4586 (Federal National Mortgage Association) | Long | Debt | US | $71K | – | 0.02 |
| FANNIE MAE POOL FN MA4587 (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.02 |
| FANNIE MAE POOL FN MA4599 (Federal National Mortgage Association) | Long | Debt | US | $76K | – | 0.02 |
| FANNIE MAE POOL FN MA4607 (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.02 |
| FANNIE MAE POOL FN MA4643 (Federal National Mortgage Association) | Long | Debt | US | $227K | – | 0.07 |
| FANNIE MAE POOL FN MA4701 (Federal National Mortgage Association) | Long | Debt | US | $167K | – | 0.05 |
| FANNIE MAE POOL FN MA4869 (Federal National Mortgage Association) | Long | Debt | US | $87K | – | 0.03 |
| FANNIE MAE REMICS FNR 2005-29 ZA (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.02 |
| FANNIE MAE REMICS FNR 2012-101 BI (Federal National Mortgage Association) | Long | Debt | US | $4.69 | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-118 VZ (Federal National Mortgage Association) | Long | Debt | US | $110K | – | 0.03 |
| FANNIE MAE REMICS FNR 2012-93 UI (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE REMICS FNR 2013-124 SB (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE REMICS FNR 2013-26 HI (Federal National Mortgage Association) | Long | Debt | US | $20.52 | – | 0.00 |
| FANNIE MAE REMICS FNR 2013-54 BS (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE REMICS FNR 2013-73 IA (Federal National Mortgage Association) | Long | Debt | US | $973.43 | – | 0.00 |
| FANNIE MAE REMICS FNR 2014-47 AI (Federal National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| FANNIE MAE REMICS FNR 2014-6 Z (Federal National Mortgage Association) | Long | Debt | US | $109K | – | 0.03 |
| FANNIE MAE REMICS FNR 2015-55 IO (Federal National Mortgage Association) | Long | Debt | US | $375.47 | – | 0.00 |
| FANNIE MAE REMICS FNR 2015-56 AS (Federal National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| FANNIE MAE REMICS FNR 2017-76 SB (Federal National Mortgage Association) | Long | Debt | US | $12K | – | 0.00 |
| FANNIE MAE REMICS FNR 2017-85 SC (Federal National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| FANNIE MAE REMICS FNR 2018-74 AB (Federal National Mortgage Association) | Long | Debt | US | $57K | – | 0.02 |
| FANNIE MAE REMICS FNR 2020-47 GZ (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.02 |
| FANNIE MAE REMICS FNR 2020-56 AQ (Federal National Mortgage Association) | Long | Debt | US | $152K | – | 0.04 |
| FANNIE MAE REMICS FNR 2020-56 DI (Federal National Mortgage Association) | Long | Debt | US | $12K | – | 0.00 |
| FANNIE MAE REMICS FNR 2020-57 TA (Federal National Mortgage Association) | Long | Debt | US | $80K | – | 0.02 |
| FANNIE MAE REMICS FNR 2020-96 IN (Federal National Mortgage Association) | Long | Debt | US | $115K | – | 0.03 |
| FANNIE MAE REMICS FNR 2021-1 IG (Federal National Mortgage Association) | Long | Debt | US | $67K | – | 0.02 |
| FANNIE MAE REMICS FNR 2021-61 KI (Federal National Mortgage Association) | Long | Debt | US | $74K | – | 0.02 |
| FANNIE MAE REMICS FNR 2023-2 CI (Federal National Mortgage Association) | Long | Debt | US | $112K | – | 0.03 |
| FANNIE MAE TRUST 2003-W2 FNW 2003-W2 2A9 (Federal National Mortgage Association) | Long | Debt | US | $241K | – | 0.07 |
| FED HOME LN DISCOUNT NT ZERO COUPON 07/15/2024 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $299K | – | 0.09 |
| FEDERAL HOME LOAN MORTGAGE CORPORATON REMIC POOL # 4194 BI IO (Freddie Mac) | Long | Debt | US | $7K | – | 0.00 |
| FERGUSON FINANCE PLC 144A 3.250000% 06/02/2030 | Long | Debt | US | $768K | – | 0.22 |
| FERGUSON FINANCE PLC 144A 4.500000% 10/24/2028 | Long | Debt | US | $448K | – | 0.13 |
| FIRSTENERGY CORP 1.600000% 01/15/2026 (FIRSTENERGY CORP.) | Long | Debt | US | $28K | – | 0.01 |
| FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021-SFR1 A (FIRSTKEY HOMES TRUST) | Long | ABS-mortgage backed security | US | $703K | – | 0.20 |
| FIRSTKEY HOMES 2021-SFR3 TRUST FKH 2021-SFR3 A (FIRSTKEY HOMES TRUST) | Long | ABS-mortgage backed security | US | $403K | – | 0.12 |
| FLORIDA POWER & LIGHT CO 2.450000% 02/03/2032 (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $453K | – | 0.13 |
| FNCL 6.5% MEGA POOL 6.5% 9/1/2039 (Freddie Mac) | Long | Debt | US | $14K | – | 0.00 |
| FORD MOTOR CO 6.100000% 08/19/2032 (FORD MOTOR COMPANY) | Long | Debt | US | $90K | – | 0.03 |
| FOUNDRY JV HOLDCO LLC 144A 5.900000% 01/25/2030 | Long | Debt | US | $203K | – | 0.06 |
| FOX CORP 4.709000% 01/25/2029 (FOX CORPORATION) | Long | Debt | US | $29K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G02469 | Long | Debt | US | $13K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G04588 | Long | Debt | US | $13K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G07668 | Long | Debt | US | $335K | – | 0.10 |
| FREDDIE MAC GOLD POOL FG G07697 | Long | Debt | US | $168K | – | 0.05 |
| FREDDIE MAC GOLD POOL FG G08844 | Long | Debt | US | $11K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G08859 | Long | Debt | US | $31K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G60199 | Long | Debt | US | $411K | – | 0.12 |
| FREDDIE MAC GOLD POOL FG G60804 | Long | Debt | US | $203K | – | 0.06 |
| FREDDIE MAC GOLD POOL FG G60985 | Long | Debt | US | $183K | – | 0.05 |
| FREDDIE MAC GOLD POOL FG G61242 | Long | Debt | US | $255K | – | 0.07 |
| FREDDIE MAC GOLD POOL FG G61526 | Long | Debt | US | $273K | – | 0.08 |
| FREDDIE MAC GOLD POOL FG G61739 | Long | Debt | US | $92K | – | 0.03 |
| FREDDIE MAC GOLD POOL FG G67701 | Long | Debt | US | $110K | – | 0.03 |
| FREDDIE MAC GOLD POOL FG L00016 | Long | Debt | US | $377K | – | 0.11 |
| FREDDIE MAC GOLD POOL FG Q05692 | Long | Debt | US | $278K | – | 0.08 |
| FREDDIE MAC GOLD POOL FG Q17792 | Long | Debt | US | $67K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG Q19236 | Long | Debt | US | $14K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q19254 | Long | Debt | US | $18K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG Q19611 | Long | Debt | US | $21K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG Q19615 | Long | Debt | US | $19K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG Q26814 | Long | Debt | US | $51K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG Q41945 | Long | Debt | US | $8K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q42618 | Long | Debt | US | $383K | – | 0.11 |
| FREDDIE MAC GOLD POOL FG Q53595 | Long | Debt | US | $308K | – | 0.09 |
| FREDDIE MAC GOLD POOL FG U90503 | Long | Debt | US | $42K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG U90903 | Long | Debt | US | $19K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG U91254 | Long | Debt | US | $39K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG U91671 | Long | Debt | US | $225K | – | 0.07 |
| FREDDIE MAC GOLD POOL FG U95137 | Long | Debt | US | $15K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG U99045 | Long | Debt | US | $82K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG U99124 | Long | Debt | US | $148K | – | 0.04 |
| FREDDIE MAC GOLD POOL FG U99126 | Long | Debt | US | $214K | – | 0.06 |
| FREDDIE MAC GOLD POOL FG V83157 | Long | Debt | US | $211K | – | 0.06 |
| FREDDIE MAC GOLD POOL FG Z40125 | Long | Debt | US | $493K | – | 0.14 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-1515 X1 | Long | Debt | US | $247K | – | 0.07 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-1516 X1 | Long | Debt | US | $97K | – | 0.03 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-1517 X1 | Long | Debt | US | $24K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K118 X1 | Long | Debt | US | $639K | – | 0.19 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K740 X1 | Long | Debt | US | $155K | – | 0.05 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KG06 X1 | Long | Debt | US | $197K | – | 0.06 |
| FREDDIE MAC NON GOLD POOL FH 841076 | Long | Debt | US | $299K | – | 0.09 |
| FREDDIE MAC NON GOLD POOL FH 841077 | Long | Debt | US | $98K | – | 0.03 |
| FREDDIE MAC NON GOLD POOL FH 841081 | Long | Debt | US | $99K | – | 0.03 |
| FREDDIE MAC NON GOLD POOL FH 841089 | Long | Debt | US | $267K | – | 0.08 |
| FREDDIE MAC NON GOLD POOL FH 841090 | Long | Debt | US | $422K | – | 0.12 |
| FREDDIE MAC POOL FR QA8518 | Long | Debt | US | $348K | – | 0.10 |
| FREDDIE MAC POOL FR QB9290 | Long | Debt | US | $62K | – | 0.02 |
| FREDDIE MAC POOL FR QC3242 | Long | Debt | US | $60K | – | 0.02 |
| FREDDIE MAC POOL FR QC5830 | Long | Debt | US | $267K | – | 0.08 |
| FREDDIE MAC POOL FR QC7411 | Long | Debt | US | $70K | – | 0.02 |
| FREDDIE MAC POOL FR QC9154 | Long | Debt | US | $73K | – | 0.02 |
| FREDDIE MAC POOL FR QD6079 | Long | Debt | US | $140K | – | 0.04 |
| FREDDIE MAC POOL FR QD8675 | Long | Debt | US | $70K | – | 0.02 |
| FREDDIE MAC POOL FR QE0399 | Long | Debt | US | $73K | – | 0.02 |
| FREDDIE MAC POOL FR QE1492 | Long | Debt | US | $73K | – | 0.02 |
| FREDDIE MAC POOL FR QE2241 | Long | Debt | US | $73K | – | 0.02 |
| FREDDIE MAC POOL FR QE6679 | Long | Debt | US | $87K | – | 0.03 |
| FREDDIE MAC POOL FR QF3213 | Long | Debt | US | $9K | – | 0.00 |
| FREDDIE MAC POOL FR QF4938 | Long | Debt | US | $560K | – | 0.16 |
| FREDDIE MAC POOL FR QF5465 | Long | Debt | US | $87K | – | 0.03 |
| FREDDIE MAC POOL FR QG1295 | Long | Debt | US | $94K | – | 0.03 |
| FREDDIE MAC POOL FR QG7311 | Long | Debt | US | $94K | – | 0.03 |
| FREDDIE MAC POOL FR QK1354 | Long | Debt | US | $69K | – | 0.02 |
| FREDDIE MAC POOL FR QN1779 | Long | Debt | US | $420K | – | 0.12 |
| FREDDIE MAC POOL FR RA1293 | Long | Debt | US | $76K | – | 0.02 |
| FREDDIE MAC POOL FR RA2572 | Long | Debt | US | $396K | – | 0.11 |
| FREDDIE MAC POOL FR RA3882 | Long | Debt | US | $59K | – | 0.02 |
| FREDDIE MAC POOL FR RA3913 | Long | Debt | US | $339K | – | 0.10 |
| FREDDIE MAC POOL FR RA4142 | Long | Debt | US | $283K | – | 0.08 |
| FREDDIE MAC POOL FR RA4175 | Long | Debt | US | $115K | – | 0.03 |
| FREDDIE MAC POOL FR RA4537 | Long | Debt | US | $59K | – | 0.02 |
| FREDDIE MAC POOL FR RA4703 | Long | Debt | US | $119K | – | 0.03 |
| FREDDIE MAC POOL FR RA5117 | Long | Debt | US | $244K | – | 0.07 |
| FREDDIE MAC POOL FR RA5373 | Long | Debt | US | $64K | – | 0.02 |
| FREDDIE MAC POOL FR RA5731 | Long | Debt | US | $192K | – | 0.06 |
| FREDDIE MAC POOL FR RA6562 | Long | Debt | US | $67K | – | 0.02 |
| FREDDIE MAC POOL FR RA6954 | Long | Debt | US | $74K | – | 0.02 |
| FREDDIE MAC POOL FR RA7185 | Long | Debt | US | $156K | – | 0.05 |
| FREDDIE MAC POOL FR RA7186 | Long | Debt | US | $230K | – | 0.07 |
| FREDDIE MAC POOL FR RA8694 | Long | Debt | US | $362K | – | 0.10 |
| FREDDIE MAC POOL FR RA8790 | Long | Debt | US | $92K | – | 0.03 |
| FREDDIE MAC POOL FR RA9081 | Long | Debt | US | $93K | – | 0.03 |
| FREDDIE MAC POOL FR RA9437 | Long | Debt | US | $94K | – | 0.03 |
| FREDDIE MAC POOL FR RB0714 | Long | Debt | US | $69K | – | 0.02 |
| FREDDIE MAC POOL FR RB5071 | Long | Debt | US | $49K | – | 0.01 |
| FREDDIE MAC POOL FR RB5084 | Long | Debt | US | $227K | – | 0.07 |
| FREDDIE MAC POOL FR RB5105 | Long | Debt | US | $244K | – | 0.07 |
| FREDDIE MAC POOL FR RB5110 | Long | Debt | US | $190K | – | 0.05 |
| FREDDIE MAC POOL FR RB5117 | Long | Debt | US | $193K | – | 0.06 |
| FREDDIE MAC POOL FR RB5121 | Long | Debt | US | $66K | – | 0.02 |
| FREDDIE MAC POOL FR RB5130 | Long | Debt | US | $369K | – | 0.11 |
| FREDDIE MAC POOL FR RB5131 | Long | Debt | US | $134K | – | 0.04 |
| FREDDIE MAC POOL FR RB5134 | Long | Debt | US | $53K | – | 0.02 |
| FREDDIE MAC POOL FR RB5138 | Long | Debt | US | $273K | – | 0.08 |
| FREDDIE MAC POOL FR RB5145 | Long | Debt | US | $70K | – | 0.02 |
| FREDDIE MAC POOL FR RB5153 | Long | Debt | US | $142K | – | 0.04 |
| FREDDIE MAC POOL FR RJ0954 | Long | Debt | US | $99K | – | 0.03 |
| FREDDIE MAC POOL FR RJ1350 | Long | Debt | US | $100K | – | 0.03 |
| FREDDIE MAC POOL FR RJ1358 | Long | Debt | US | $102K | – | 0.03 |
| FREDDIE MAC POOL FR SC0093 | Long | Debt | US | $113K | – | 0.03 |
| FREDDIE MAC POOL FR SC0160 | Long | Debt | US | $127K | – | 0.04 |
| FREDDIE MAC POOL FR SC0188 | Long | Debt | US | $65K | – | 0.02 |
| FREDDIE MAC POOL FR SC0206 | Long | Debt | US | $65K | – | 0.02 |
| FREDDIE MAC POOL FR SC0313 | Long | Debt | US | $369K | – | 0.11 |
| FREDDIE MAC POOL FR SC0319 | Long | Debt | US | $74K | – | 0.02 |
| FREDDIE MAC POOL FR SC0340 | Long | Debt | US | $77K | – | 0.02 |
| FREDDIE MAC POOL FR SC0384 | Long | Debt | US | $233K | – | 0.07 |
| FREDDIE MAC POOL FR SD0499 | Long | Debt | US | $1M | – | 0.31 |
| FREDDIE MAC POOL FR SD0573 | Long | Debt | US | $53K | – | 0.02 |
| FREDDIE MAC POOL FR SD0615 | Long | Debt | US | $76K | – | 0.02 |
| FREDDIE MAC POOL FR SD0619 | Long | Debt | US | $833K | – | 0.24 |
| FREDDIE MAC POOL FR SD0745 | Long | Debt | US | $65K | – | 0.02 |
| FREDDIE MAC POOL FR SD0781 | Long | Debt | US | $65K | – | 0.02 |
| FREDDIE MAC POOL FR SD0849 | Long | Debt | US | $68K | – | 0.02 |
| FREDDIE MAC POOL FR SD1217 | Long | Debt | US | $823K | – | 0.24 |
| FREDDIE MAC POOL FR SD1775 | Long | Debt | US | $171K | – | 0.05 |
| FREDDIE MAC POOL FR SD1807 | Long | Debt | US | $86K | – | 0.02 |
| FREDDIE MAC POOL FR SD1844 | Long | Debt | US | $385K | – | 0.11 |
| FREDDIE MAC POOL FR SD1936 | Long | Debt | US | $81K | – | 0.02 |
| FREDDIE MAC POOL FR SD2138 | Long | Debt | US | $93K | – | 0.03 |
| FREDDIE MAC POOL FR SD2245 | Long | Debt | US | $90K | – | 0.03 |
| FREDDIE MAC POOL FR SD2284 | Long | Debt | US | $88K | – | 0.03 |
| FREDDIE MAC POOL FR SD2452 | Long | Debt | US | $89K | – | 0.03 |
| FREDDIE MAC POOL FR SD2511 | Long | Debt | US | $88K | – | 0.03 |
| FREDDIE MAC POOL FR SD2578 | Long | Debt | US | $90K | – | 0.03 |
| FREDDIE MAC POOL FR SD2591 | Long | Debt | US | $89K | – | 0.03 |
| FREDDIE MAC POOL FR SD2723 | Long | Debt | US | $90K | – | 0.03 |
| FREDDIE MAC POOL FR SD2756 | Long | Debt | US | $90K | – | 0.03 |
| FREDDIE MAC POOL FR SD2762 | Long | Debt | US | $93K | – | 0.03 |
| FREDDIE MAC POOL FR SD2792 | Long | Debt | US | $83K | – | 0.02 |
| FREDDIE MAC POOL FR SD2866 | Long | Debt | US | $84K | – | 0.02 |
| FREDDIE MAC POOL FR SD2981 | Long | Debt | US | $87K | – | 0.03 |
| FREDDIE MAC POOL FR SD2991 | Long | Debt | US | $75K | – | 0.02 |
| FREDDIE MAC POOL FR SD3171 | Long | Debt | US | $92K | – | 0.03 |
| FREDDIE MAC POOL FR SD3294 | Long | Debt | US | $492K | – | 0.14 |
| FREDDIE MAC POOL FR SD3432 | Long | Debt | US | $91K | – | 0.03 |
| FREDDIE MAC POOL FR SD3475 | Long | Debt | US | $92K | – | 0.03 |
| FREDDIE MAC POOL FR SD3642 | Long | Debt | US | $95K | – | 0.03 |
| FREDDIE MAC POOL FR SD3737 | Long | Debt | US | $98K | – | 0.03 |
| FREDDIE MAC POOL FR SD4017 | Long | Debt | US | $94K | – | 0.03 |
| FREDDIE MAC POOL FR SD4365 | Long | Debt | US | $94K | – | 0.03 |
| FREDDIE MAC POOL FR SD4709 | Long | Debt | US | $96K | – | 0.03 |
| FREDDIE MAC POOL FR SD5036 | Long | Debt | US | $890K | – | 0.26 |
| FREDDIE MAC POOL FR SD5271 | Long | Debt | US | $454K | – | 0.13 |
| FREDDIE MAC POOL FR SD7509 | Long | Debt | US | $38K | – | 0.01 |
| FREDDIE MAC POOL FR SD7525 | Long | Debt | US | $109K | – | 0.03 |
| FREDDIE MAC POOL FR SD7534 | Long | Debt | US | $115K | – | 0.03 |
| FREDDIE MAC POOL FR SD7548 | Long | Debt | US | $946K | – | 0.27 |
| FREDDIE MAC POOL FR SD7551 | Long | Debt | US | $138K | – | 0.04 |
| FREDDIE MAC POOL FR SD7552 | Long | Debt | US | $2M | – | 0.56 |
| FREDDIE MAC POOL FR SD7554 | Long | Debt | US | $423K | – | 0.12 |
| FREDDIE MAC POOL FR SD7560 | Long | Debt | US | $167K | – | 0.05 |
| FREDDIE MAC POOL FR SD8079 | Long | Debt | US | $134K | – | 0.04 |
| FREDDIE MAC POOL FR SD8267 | Long | Debt | US | $87K | – | 0.03 |
| FREDDIE MAC POOL FR ZA2489 | Long | Debt | US | $95K | – | 0.03 |
| FREDDIE MAC POOL FR ZA5297 | Long | Debt | US | $373K | – | 0.11 |
| FREDDIE MAC POOL FR ZA5297 | Long | Debt | US | $58K | – | 0.02 |
| FREDDIE MAC POOL FR ZA5318 | Long | Debt | US | $154K | – | 0.04 |
| FREDDIE MAC POOL FR ZA6531 | Long | Debt | US | $372K | – | 0.11 |
| FREDDIE MAC POOL FR ZS4693 | Long | Debt | US | $235K | – | 0.07 |
| FREDDIE MAC POOL FR ZS7738 | Long | Debt | US | $281K | – | 0.08 |
| FREDDIE MAC POOL FR ZS7740 | Long | Debt | US | $209K | – | 0.06 |
| FREDDIE MAC POOL FR ZS8669 | Long | Debt | US | $16K | – | 0.00 |
| FREDDIE MAC POOL FR ZS8673 | Long | Debt | US | $16K | – | 0.00 |
| FREDDIE MAC POOL FR ZS9316 | Long | Debt | US | $53K | – | 0.02 |
| FREDDIE MAC POOL FR ZT0794 | Long | Debt | US | $266K | – | 0.08 |
| FREDDIE MAC POOL FR ZT1970 | Long | Debt | US | $28K | – | 0.01 |
| FREDDIE MAC REMICS FHR 3947 SG | Long | Debt | US | $6K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4057 UI | Long | Debt | US | $311.01 | – | 0.00 |
| FREDDIE MAC REMICS FHR 4085 IO | Long | Debt | US | $848.47 | – | 0.00 |
| FREDDIE MAC REMICS FHR 4099 ST | Long | Debt | US | $4K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4203 PS | Long | Debt | US | $5K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4310 SA | Long | Debt | US | $1K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4335 SW | Long | Debt | US | $3K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4391 MZ | Long | Debt | US | $116K | – | 0.03 |
| FREDDIE MAC REMICS FHR 4415 IO | Long | Debt | US | $948.62 | – | 0.00 |
| FREDDIE MAC REMICS FHR 4813 CJ | Long | Debt | US | $23K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4980 KI | Long | Debt | US | $101K | – | 0.03 |
| FREDDIE MAC REMICS FHR 5010 IK | Long | Debt | US | $46K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5010 JI | Long | Debt | US | $36K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5013 IN | Long | Debt | US | $13K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5018 MI | Long | Debt | US | $11K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5071 IH | Long | Debt | US | $63K | – | 0.02 |
| FREDDIE MAC REMICS FHR 5206 IJ | Long | Debt | US | $213K | – | 0.06 |
| FREDDIE MAC REMICS FHR 5224 HL | Long | Debt | US | $266K | – | 0.08 |
| FREDDIE MAC REMICS FHR 5293 IO | Long | Debt | US | $115K | – | 0.03 |
| FREDDIE MAC REMICS FHR 5377 IO | Long | Debt | US | $113K | – | 0.03 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2017-2 MA | Long | Debt | US | $159K | – | 0.05 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2018-4 MA | Long | Debt | US | $402K | – | 0.12 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-1 MA | Long | Debt | US | $333K | – | 0.10 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-2 MA | Long | Debt | US | $464K | – | 0.13 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-4 MA | Long | Debt | US | $597K | – | 0.17 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2022-1 MAU | Long | Debt | US | $731K | – | 0.21 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2 | Long | Debt | US | $231K | – | 0.07 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA1 STACR 2022-DNA1 M1B | Long | Debt | US | $425K | – | 0.12 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M1A | Long | Debt | US | $50K | – | 0.01 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA4 STACR 2022-DNA4 M1A | Long | Debt | US | $192K | – | 0.06 |
| FREDDIE MAC STRIPS FHS 334 S7 | Long | Debt | US | $2K | – | 0.00 |
| FREDDIE MAC STRIPS FHS 353 S1 | Long | Debt | US | $6K | – | 0.00 |
| FRESB 2018-SB48 MORTGAGE TRUST FRESB 2018-SB48 A10F (FRESB MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $338K | – | 0.10 |
| FRESB 2019-SB58 MORTGAGE TRUST FRESB 2019-SB58 A10F (FRESB MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $482K | – | 0.14 |
| GA GLOBAL FUNDING TRUST 144A 3.850000% 04/11/2025 | Long | Debt | US | $1M | – | 0.32 |
| GENERAL MOTORS CO 5.600000% 10/15/2032 (GENERAL MOTORS COMPANY) | Long | Debt | US | $210K | – | 0.06 |
| GENPACT LUXEMBOURG SARL/GENPACT USA INC 6.000000% 06/04/2029 (Genpact Luxembourg S.a.r.l.) | Long | Debt | US | $474K | – | 0.14 |
| GINNIE MAE I POOL GN 692307 (Government National Mortgage Association) | Long | Debt | US | $19K | – | 0.01 |
| GINNIE MAE I POOL GN 708404 (Government National Mortgage Association) | Long | Debt | US | $26K | – | 0.01 |
| GINNIE MAE I POOL GN 734152 (Government National Mortgage Association) | Long | Debt | US | $180K | – | 0.05 |
| GINNIE MAE I POOL GN 783669 (Government National Mortgage Association) | Long | Debt | US | $40K | – | 0.01 |
| GINNIE MAE I POOL GN 784085 (Government National Mortgage Association) | Long | Debt | US | $778K | – | 0.23 |
| GINNIE MAE I POOL GN 784369 (Government National Mortgage Association) | Long | Debt | US | $222K | – | 0.06 |
| GINNIE MAE I POOL GN 784571 (Government National Mortgage Association) | Long | Debt | US | $53K | – | 0.02 |
| GINNIE MAE I POOL GN 784605 (Government National Mortgage Association) | Long | Debt | US | $48K | – | 0.01 |
| GINNIE MAE I POOL GN AA5649 (Government National Mortgage Association) | Long | Debt | US | $14K | – | 0.00 |
| GINNIE MAE I POOL GN AB2892 (Government National Mortgage Association) | Long | Debt | US | $35K | – | 0.01 |
| GINNIE MAE I POOL GN AB9108 (Government National Mortgage Association) | Long | Debt | US | $94K | – | 0.03 |
| GINNIE MAE I POOL GN BS8439 (Government National Mortgage Association) | Long | Debt | US | $35K | – | 0.01 |
| GINNIE MAE II POOL G2 3953 (Government National Mortgage Association 2) | Long | Debt | US | $23K | – | 0.01 |
| GINNIE MAE II POOL G2 4194 (Government National Mortgage Association 2) | Long | Debt | US | $12K | – | 0.00 |
| GINNIE MAE II POOL G2 4308 (Government National Mortgage Association 2) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE II POOL G2 4696 (Government National Mortgage Association 2) | Long | Debt | US | $114K | – | 0.03 |
| GINNIE MAE II POOL G2 4747 (Government National Mortgage Association 2) | Long | Debt | US | $218K | – | 0.06 |
| GINNIE MAE II POOL G2 4923 (Government National Mortgage Association 2) | Long | Debt | US | $84K | – | 0.02 |
| GINNIE MAE II POOL G2 5313 (Government National Mortgage Association 2) | Long | Debt | US | $87K | – | 0.03 |
| GINNIE MAE II POOL G2 783368 (Government National Mortgage Association 2) | Long | Debt | US | $29K | – | 0.01 |
| GINNIE MAE II POOL G2 784106 (Government National Mortgage Association 2) | Long | Debt | US | $11K | – | 0.00 |
| GINNIE MAE II POOL G2 784319 (Government National Mortgage Association 2) | Long | Debt | US | $76K | – | 0.02 |
| GINNIE MAE II POOL G2 784825 (Government National Mortgage Association 2) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE II POOL G2 784894 (Government National Mortgage Association 2) | Long | Debt | US | $85K | – | 0.02 |
| GINNIE MAE II POOL G2 784905 (Government National Mortgage Association 2) | Long | Debt | US | $50K | – | 0.01 |
| GINNIE MAE II POOL G2 785218 (Government National Mortgage Association 2) | Long | Debt | US | $56K | – | 0.02 |
| GINNIE MAE II POOL G2 785219 (Government National Mortgage Association 2) | Long | Debt | US | $33K | – | 0.01 |
| GINNIE MAE II POOL G2 785220 (Government National Mortgage Association 2) | Long | Debt | US | $58K | – | 0.02 |
| GINNIE MAE II POOL G2 785221 (Government National Mortgage Association 2) | Long | Debt | US | $57K | – | 0.02 |
| GINNIE MAE II POOL G2 785283 (Government National Mortgage Association 2) | Long | Debt | US | $781K | – | 0.23 |
| GINNIE MAE II POOL G2 785359 (Government National Mortgage Association 2) | Long | Debt | US | $59K | – | 0.02 |
| GINNIE MAE II POOL G2 785565 (Government National Mortgage Association 2) | Long | Debt | US | $130K | – | 0.04 |
| GINNIE MAE II POOL G2 785568 (Government National Mortgage Association 2) | Long | Debt | US | $194K | – | 0.06 |
| GINNIE MAE II POOL G2 785657 (Government National Mortgage Association 2) | Long | Debt | US | $467K | – | 0.14 |
| GINNIE MAE II POOL G2 785663 (Government National Mortgage Association 2) | Long | Debt | US | $130K | – | 0.04 |
| GINNIE MAE II POOL G2 785667 (Government National Mortgage Association 2) | Long | Debt | US | $132K | – | 0.04 |
| GINNIE MAE II POOL G2 785762 (Government National Mortgage Association 2) | Long | Debt | US | $69K | – | 0.02 |
| GINNIE MAE II POOL G2 785789 (Government National Mortgage Association 2) | Long | Debt | US | $67K | – | 0.02 |
| GINNIE MAE II POOL G2 785791 (Government National Mortgage Association 2) | Long | Debt | US | $135K | – | 0.04 |
| GINNIE MAE II POOL G2 785821 (Government National Mortgage Association 2) | Long | Debt | US | $138K | – | 0.04 |
| GINNIE MAE II POOL G2 785944 (Government National Mortgage Association 2) | Long | Debt | US | $217K | – | 0.06 |
| GINNIE MAE II POOL G2 786077 (Government National Mortgage Association 2) | Long | Debt | US | $69K | – | 0.02 |
| GINNIE MAE II POOL G2 786082 (Government National Mortgage Association 2) | Long | Debt | US | $70K | – | 0.02 |
| GINNIE MAE II POOL G2 786095 (Government National Mortgage Association 2) | Long | Debt | US | $72K | – | 0.02 |
| GINNIE MAE II POOL G2 786107 (Government National Mortgage Association 2) | Long | Debt | US | $72K | – | 0.02 |
| GINNIE MAE II POOL G2 786108 (Government National Mortgage Association 2) | Long | Debt | US | $79K | – | 0.02 |
| GINNIE MAE II POOL G2 786134 (Government National Mortgage Association 2) | Long | Debt | US | $129K | – | 0.04 |
| GINNIE MAE II POOL G2 786150 (Government National Mortgage Association 2) | Long | Debt | US | $74K | – | 0.02 |
| GINNIE MAE II POOL G2 786216 (Government National Mortgage Association 2) | Long | Debt | US | $77K | – | 0.02 |
| GINNIE MAE II POOL G2 786335 (Government National Mortgage Association 2) | Long | Debt | US | $168K | – | 0.05 |
| GINNIE MAE II POOL G2 786340 (Government National Mortgage Association 2) | Long | Debt | US | $89K | – | 0.03 |
| GINNIE MAE II POOL G2 786366 (Government National Mortgage Association 2) | Long | Debt | US | $86K | – | 0.02 |
| GINNIE MAE II POOL G2 786429 (Government National Mortgage Association 2) | Long | Debt | US | $83K | – | 0.02 |
| GINNIE MAE II POOL G2 786474 (Government National Mortgage Association 2) | Long | Debt | US | $88K | – | 0.03 |
| GINNIE MAE II POOL G2 786535 (Government National Mortgage Association 2) | Long | Debt | US | $93K | – | 0.03 |
| GINNIE MAE II POOL G2 786579 (Government National Mortgage Association 2) | Long | Debt | US | $93K | – | 0.03 |
| GINNIE MAE II POOL G2 786690 (Government National Mortgage Association 2) | Long | Debt | US | $95K | – | 0.03 |
| GINNIE MAE II POOL G2 786709 (Government National Mortgage Association 2) | Long | Debt | US | $91K | – | 0.03 |
| GINNIE MAE II POOL G2 786726 (Government National Mortgage Association 2) | Long | Debt | US | $220K | – | 0.06 |
| GINNIE MAE II POOL G2 786831 (Government National Mortgage Association 2) | Long | Debt | US | $95K | – | 0.03 |
| GINNIE MAE II POOL G2 786835 (Government National Mortgage Association 2) | Long | Debt | US | $96K | – | 0.03 |
| GINNIE MAE II POOL G2 786843 (Government National Mortgage Association 2) | Long | Debt | US | $79K | – | 0.02 |
| GINNIE MAE II POOL G2 786916 (Government National Mortgage Association 2) | Long | Debt | US | $290K | – | 0.08 |
| GINNIE MAE II POOL G2 786928 (Government National Mortgage Association 2) | Long | Debt | US | $92K | – | 0.03 |
| GINNIE MAE II POOL G2 786963 (Government National Mortgage Association 2) | Long | Debt | US | $188K | – | 0.05 |
| GINNIE MAE II POOL G2 787058 (Government National Mortgage Association 2) | Long | Debt | US | $184K | – | 0.05 |
| GINNIE MAE II POOL G2 787097 (Government National Mortgage Association 2) | Long | Debt | US | $90K | – | 0.03 |
| GINNIE MAE II POOL G2 787154 (Government National Mortgage Association 2) | Long | Debt | US | $101K | – | 0.03 |
| GINNIE MAE II POOL G2 787214 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.41 |
| GINNIE MAE II POOL G2 787228 (Government National Mortgage Association 2) | Long | Debt | US | $492K | – | 0.14 |
| GINNIE MAE II POOL G2 787355 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.29 |
| GINNIE MAE II POOL G2 AY6444 (Government National Mortgage Association 2) | Long | Debt | US | $231K | – | 0.07 |
| GINNIE MAE II POOL G2 BC4732 (Government National Mortgage Association 2) | Long | Debt | US | $63K | – | 0.02 |
| GINNIE MAE II POOL G2 BD0384 (Government National Mortgage Association 2) | Long | Debt | US | $44K | – | 0.01 |
| GINNIE MAE II POOL G2 BM9743 (Government National Mortgage Association 2) | Long | Debt | US | $62K | – | 0.02 |
| GINNIE MAE II POOL G2 BS8546 (Government National Mortgage Association 2) | Long | Debt | US | $90K | – | 0.03 |
| GINNIE MAE II POOL G2 BT0812 (Government National Mortgage Association 2) | Long | Debt | US | $44K | – | 0.01 |
| GINNIE MAE II POOL G2 CD8312 (Government National Mortgage Association 2) | Long | Debt | US | $57K | – | 0.02 |
| GINNIE MAE II POOL G2 CJ9477 (Government National Mortgage Association 2) | Long | Debt | US | $142K | – | 0.04 |
| GINNIE MAE II POOL G2 CK9592 (Government National Mortgage Association 2) | Long | Debt | US | $79K | – | 0.02 |
| GINNIE MAE II POOL G2 MA1995 (Government National Mortgage Association 2) | Long | Debt | US | $23K | – | 0.01 |
| GINNIE MAE II POOL G2 MA2304 (Government National Mortgage Association 2) | Long | Debt | US | $7K | – | 0.00 |
| GINNIE MAE II POOL G2 MA2678 (Government National Mortgage Association 2) | Long | Debt | US | $8K | – | 0.00 |
| GINNIE MAE II POOL G2 MA2894 (Government National Mortgage Association 2) | Long | Debt | US | $411K | – | 0.12 |
| GINNIE MAE II POOL G2 MA3375 (Government National Mortgage Association 2) | Long | Debt | US | $25K | – | 0.01 |
| GINNIE MAE II POOL G2 MA3521 (Government National Mortgage Association 2) | Long | Debt | US | $88K | – | 0.03 |
| GINNIE MAE II POOL G2 MA3597 (Government National Mortgage Association 2) | Long | Debt | US | $35K | – | 0.01 |
| GINNIE MAE II POOL G2 MA3663 (Government National Mortgage Association 2) | Long | Debt | US | $12K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3736 (Government National Mortgage Association 2) | Long | Debt | US | $24K | – | 0.01 |
| GINNIE MAE II POOL G2 MA3803 (Government National Mortgage Association 2) | Long | Debt | US | $12K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3873 (Government National Mortgage Association 2) | Long | Debt | US | $27K | – | 0.01 |
| GINNIE MAE II POOL G2 MA3875 (Government National Mortgage Association 2) | Long | Debt | US | $77K | – | 0.02 |
| GINNIE MAE II POOL G2 MA3937 (Government National Mortgage Association 2) | Long | Debt | US | $13K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4068 (Government National Mortgage Association 2) | Long | Debt | US | $15K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4451 (Government National Mortgage Association 2) | Long | Debt | US | $142K | – | 0.04 |
| GINNIE MAE II POOL G2 MA4511 (Government National Mortgage Association 2) | Long | Debt | US | $250K | – | 0.07 |
| GINNIE MAE II POOL G2 MA4587 (Government National Mortgage Association 2) | Long | Debt | US | $22K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4654 (Government National Mortgage Association 2) | Long | Debt | US | $20K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4718 (Government National Mortgage Association 2) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4719 (Government National Mortgage Association 2) | Long | Debt | US | $65K | – | 0.02 |
| GINNIE MAE II POOL G2 MA4720 (Government National Mortgage Association 2) | Long | Debt | US | $95K | – | 0.03 |
| GINNIE MAE II POOL G2 MA4780 (Government National Mortgage Association 2) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4781 (Government National Mortgage Association 2) | Long | Debt | US | $55K | – | 0.02 |
| GINNIE MAE II POOL G2 MA4838 (Government National Mortgage Association 2) | Long | Debt | US | $61K | – | 0.02 |
| GINNIE MAE II POOL G2 MA4901 (Government National Mortgage Association 2) | Long | Debt | US | $24K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5018 (Government National Mortgage Association 2) | Long | Debt | US | $19K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5019 (Government National Mortgage Association 2) | Long | Debt | US | $69K | – | 0.02 |
| GINNIE MAE II POOL G2 MA5020 (Government National Mortgage Association 2) | Long | Debt | US | $22K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5078 (Government National Mortgage Association 2) | Long | Debt | US | $184K | – | 0.05 |
| GINNIE MAE II POOL G2 MA5137 (Government National Mortgage Association 2) | Long | Debt | US | $84K | – | 0.02 |
| GINNIE MAE II POOL G2 MA5138 (Government National Mortgage Association 2) | Long | Debt | US | $26K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5193 (Government National Mortgage Association 2) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5194 (Government National Mortgage Association 2) | Long | Debt | US | $17K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5265 (Government National Mortgage Association 2) | Long | Debt | US | $268K | – | 0.08 |
| GINNIE MAE II POOL G2 MA5331 (Government National Mortgage Association 2) | Long | Debt | US | $16K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5529 (Government National Mortgage Association 2) | Long | Debt | US | $35K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5597 (Government National Mortgage Association 2) | Long | Debt | US | $35K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5652 (Government National Mortgage Association 2) | Long | Debt | US | $8K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5653 (Government National Mortgage Association 2) | Long | Debt | US | $42K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5711 (Government National Mortgage Association 2) | Long | Debt | US | $136K | – | 0.04 |
| GINNIE MAE II POOL G2 MA5712 (Government National Mortgage Association 2) | Long | Debt | US | $188K | – | 0.05 |
| GINNIE MAE II POOL G2 MA5762 (Government National Mortgage Association 2) | Long | Debt | US | $11K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5763 (Government National Mortgage Association 2) | Long | Debt | US | $97K | – | 0.03 |
| GINNIE MAE II POOL G2 MA5764 (Government National Mortgage Association 2) | Long | Debt | US | $82K | – | 0.02 |
| GINNIE MAE II POOL G2 MA5817 (Government National Mortgage Association 2) | Long | Debt | US | $55K | – | 0.02 |
| GINNIE MAE II POOL G2 MA5818 (Government National Mortgage Association 2) | Long | Debt | US | $143K | – | 0.04 |
| GINNIE MAE II POOL G2 MA5876 (Government National Mortgage Association 2) | Long | Debt | US | $44K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5877 (Government National Mortgage Association 2) | Long | Debt | US | $20K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5878 (Government National Mortgage Association 2) | Long | Debt | US | $17K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6287 (Government National Mortgage Association 2) | Long | Debt | US | $15K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6413 (Government National Mortgage Association 2) | Long | Debt | US | $34K | – | 0.01 |
| GINNIE MAE II POOL G2 MA6477 (Government National Mortgage Association 2) | Long | Debt | US | $15K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6544 (Government National Mortgage Association 2) | Long | Debt | US | $16K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6930 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.33 |
| GINNIE MAE II POOL G2 MA6933 (Government National Mortgage Association 2) | Long | Debt | US | $50K | – | 0.01 |
| GINNIE MAE II POOL G2 MA7051 (Government National Mortgage Association 2) | Long | Debt | US | $429K | – | 0.12 |
| GINNIE MAE II POOL G2 MA7056 (Government National Mortgage Association 2) | Long | Debt | US | $176K | – | 0.05 |
| GINNIE MAE II POOL G2 MA7135 (Government National Mortgage Association 2) | Long | Debt | US | $109K | – | 0.03 |
| GINNIE MAE II POOL G2 MA7184 (Government National Mortgage Association 2) | Long | Debt | US | $174K | – | 0.05 |
| GINNIE MAE II POOL G2 MA7192 (Government National Mortgage Association 2) | Long | Debt | US | $332K | – | 0.10 |
| GINNIE MAE II POOL G2 MA7303 (Government National Mortgage Association 2) | Long | Debt | US | $179K | – | 0.05 |
| GINNIE MAE II POOL G2 MA7367 (Government National Mortgage Association 2) | Long | Debt | US | $174K | – | 0.05 |
| GINNIE MAE II POOL G2 MA7368 (Government National Mortgage Association 2) | Long | Debt | US | $162K | – | 0.05 |
| GINNIE MAE II POOL G2 MA7473 (Government National Mortgage Association 2) | Long | Debt | US | $72K | – | 0.02 |
| GINNIE MAE II POOL G2 MA7589 (Government National Mortgage Association 2) | Long | Debt | US | $715K | – | 0.21 |
| GINNIE MAE II POOL G2 MA7590 (Government National Mortgage Association 2) | Long | Debt | US | $317K | – | 0.09 |
| GINNIE MAE II POOL G2 MA7937 (Government National Mortgage Association 2) | Long | Debt | US | $583K | – | 0.17 |
| GINNIE MAE II POOL G2 MA7989 (Government National Mortgage Association 2) | Long | Debt | US | $312K | – | 0.09 |
| GINNIE MAE II POOL G2 MA8202 (Government National Mortgage Association 2) | Long | Debt | US | $172K | – | 0.05 |
| GINNIE MAE II POOL G2 MA8429 (Government National Mortgage Association 2) | Long | Debt | US | $175K | – | 0.05 |
| GINNIE MAE II POOL G2 MA8570 (Government National Mortgage Association 2) | Long | Debt | US | $89K | – | 0.03 |
| GINNIE MAE II POOL G2 MA8726 (Government National Mortgage Association 2) | Long | Debt | US | $90K | – | 0.03 |
| GINNIE MAE II POOL G2 MA8801 (Government National Mortgage Association 2) | Long | Debt | US | $364K | – | 0.11 |
| GINNIE MAE II POOL G2 MA8879 (Government National Mortgage Association 2) | Long | Debt | US | $373K | – | 0.11 |
| GLENCORE FUNDING LLC 144A 1.625000% 04/27/2026 | Long | Debt | AU | $84K | – | 0.02 |
| GLENCORE FUNDING LLC 144A 5.371000% 04/04/2029 | Long | Debt | AU | $90K | – | 0.03 |
| GOLDMAN SACHS GROUP INC/THE 2.650000% 10/21/2032 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $91K | – | 0.03 |
| GOLDMAN SACHS GROUP INC/THE 3.500000% 04/01/2025 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $79K | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE 3.500000% 11/16/2026 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $86K | – | 0.03 |
| GOLDMAN SACHS GROUP INC/THE 3.615000% 03/15/2028 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $29K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE 3.691000% 06/05/2028 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $383K | – | 0.11 |
| GOLDMAN SACHS GROUP INC/THE 4.223000% 05/01/2029 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $626K | – | 0.18 |
| GOLDMAN SACHS GROUP INC/THE 4.250000% 10/21/2025 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $138K | – | 0.04 |
| GOLDMAN SACHS GROUP INC/THE 4.387000% 06/15/2027 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $392K | – | 0.11 |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-1 GOOD 2022-1GS B | Long | ABS-mortgage backed security | US | $436K | – | 0.13 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-34 SA | Long | Debt | US | $1K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-H18 NA | Long | Debt | US | $29K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-H30 GA | Long | Debt | US | $119K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-107 AD | Long | Debt | US | $29K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-85 IA | Long | Debt | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-95 IO | Long | Debt | US | $6K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-H01 TA | Long | Debt | US | $1K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-H08 BF | Long | Debt | US | $175K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-H21 FB | Long | Debt | US | $46K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-105 IO | Long | Debt | US | $32.14 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-186 IO | Long | Debt | US | $2K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-167 OI | Long | Debt | US | $7K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-H20 FA | Long | Debt | US | $144K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-113 IO | Long | Debt | US | $259K | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-168 PA | Long | Debt | US | $37K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-103 AD | Long | Debt | US | $86K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-123 NI | Long | Debt | US | $10K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-127 IN | Long | Debt | US | $9K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-129 IE | Long | Debt | US | $10K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-160 YI | Long | Debt | US | $19K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-175 GI | Long | Debt | US | $30K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-181 WI | Long | Debt | US | $38K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H04 FP | Long | Debt | US | $100K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H09 FL | Long | Debt | US | $60K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H13 FA | Long | Debt | US | $424K | – | 0.12 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H13 FM | Long | Debt | US | $158K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-108 IO | Long | Debt | US | $227K | – | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-176 IN | Long | Debt | US | $163K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-188 PA | Long | Debt | US | $156K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-57 BI | Long | Debt | US | $210K | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-96 VI | Long | Debt | US | $151K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-113 Z | Long | Debt | US | $1M | – | 0.34 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-189 PT | Long | Debt | US | $148K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-220 E | Long | Debt | US | $74K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-3 IO | Long | Debt | US | $46K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-82 Z | Long | Debt | US | $112K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-9 GA | Long | Debt | US | $130K | – | 0.04 |
| GS MORTGAGE SECURITIES CORP TRUST 2018-SRP5 GSMS 2018-SRP5 A (GS MORTGAGE SECURITIES CORPORATION TRUST) | Long | ABS-mortgage backed security | US | $160K | – | 0.05 |
| GS MORTGAGE SECURITIES TRUST 2014-GC24 GSMS 2014-GC24 A5 | Long | ABS-mortgage backed security | US | $379K | – | 0.11 |
| GS MORTGAGE SECURITIES TRUST 2019-GC39 GSMS 2019-GC39 A2 | Long | ABS-mortgage backed security | US | $204K | – | 0.06 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2018-RPL1 GSMBS 2018-RPL1 A1A | Long | ABS-mortgage backed security | US | $107K | – | 0.03 |
| GUARDIAN LIFE GLOBAL FUNDING 144A 1.100000% 06/23/2025 | Long | Debt | US | $29K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-9 HVMLT 2005-9 2A1B | Long | ABS-mortgage backed security | US | $110K | – | 0.03 |
| HARDEE'S FUNDING LLC HNGRY 2021-1A A2 (HARDEES FUNDING LLC) | Long | ABS-mortgage backed security | US | $225K | – | 0.07 |
| HEALTHPEAK OP LLC 2.125000% 12/01/2028 (HEALTHPEAK OP, LLC) | Long | Debt | US | $679K | – | 0.20 |
| HERSHEY CO/THE 0.900000% 06/01/2025 (THE HERSHEY COMPANY) | Long | Debt | US | $19K | – | 0.01 |
| HERTZ VEHICLE FINANCING III LP HERTZ 2021-2A B (HERTZ VEHICLE FINANCING III LLC) | Long | ABS-mortgage backed security | US | $146K | – | 0.04 |
| HERTZ VEHICLE FINANCING III LP HERTZ 2021-2A C (HERTZ VEHICLE FINANCING III LLC) | Long | ABS-mortgage backed security | US | $272K | – | 0.08 |
| HOME DEPOT INC/THE 2.500000% 04/15/2027 (THE HOME DEPOT, INC.) | Long | Debt | US | $421K | – | 0.12 |
| HOME DEPOT INC/THE 2.875000% 04/15/2027 (THE HOME DEPOT, INC.) | Long | Debt | US | $161K | – | 0.05 |
| HOME DEPOT INC/THE 3.300000% 04/15/2040 (THE HOME DEPOT, INC.) | Long | Debt | US | $31K | – | 0.01 |
| HOME DEPOT INC/THE 3.350000% 04/15/2050 (THE HOME DEPOT, INC.) | Long | Debt | US | $36K | – | 0.01 |
| HOME DEPOT INC/THE 3.900000% 12/06/2028 (THE HOME DEPOT, INC.) | Long | Debt | US | $10K | – | 0.00 |
| HOME PARTNERS OF AMERICA 2022-1 TRUST HPA 2022-1 A (HOME PARTNERS OF AMERICA TRUST) | Long | ABS-mortgage backed security | US | $615K | – | 0.18 |
| HONDA MOTOR CO LTD 2.534000% 03/10/2027 (HONDA MOTOR CO., LTD.) | Long | Debt | JP | $593K | – | 0.17 |
| HSBC HOLDINGS PLC 4.583000% 06/19/2029 | Long | Debt | GB | $193K | – | 0.06 |
| HUMANA INC 2.150000% 02/03/2032 (HUMANA INC.) | Long | Debt | US | $24K | – | 0.01 |
| HUMANA INC 3.700000% 03/23/2029 (HUMANA INC.) | Long | Debt | US | $150K | – | 0.04 |
| HUMANA INC 4.500000% 04/01/2025 (HUMANA INC.) | Long | Debt | US | $10K | – | 0.00 |
| HUMANA INC 5.750000% 12/01/2028 (HUMANA INC.) | Long | Debt | US | $204K | – | 0.06 |
| HYUNDAI CAPITAL AMERICA 144A 5.950000% 09/21/2026 | Long | Debt | US | $131K | – | 0.04 |
| INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 5.125000% 01/15/2045 (Pemerintah Republik Indonesia) | Long | Debt | ID | $194K | – | 0.06 |
| ING GROEP NV 6.114000% 09/11/2034 (ING Groep N.V.) | Long | Debt | NL | $556K | – | 0.16 |
| INTEL CORP 1.600000% 08/12/2028 (INTEL CORPORATION) | Long | Debt | US | $44K | – | 0.01 |
| INTEL CORP 3.700000% 07/29/2025 (INTEL CORPORATION) | Long | Debt | US | $29K | – | 0.01 |
| INTEL CORP 5.125000% 02/10/2030 (INTEL CORPORATION) | Long | Debt | US | $70K | – | 0.02 |
| INTERCONTINENTAL EXCHANGE INC 4.600000% 03/15/2033 (INTERCONTINENTAL EXCHANGE, INC.) | Long | Debt | US | $38K | – | 0.01 |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2022-ACB A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $296K | – | 0.09 |
| JOHN DEERE CAPITAL CORP MTN 3.350000% 04/18/2029 (JOHN DEERE CAPITAL CORPORATION) | Long | Debt | US | $875K | – | 0.25 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2015-FL7 D (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $98K | – | 0.03 |
| JP MORGAN MORTGAGE TRUST 2018-3 JPMMT 2018-3 A1 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| JP MORGAN MORTGAGE TRUST SERIES 2024-4 JPMMT 2024-4 A4A (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $496K | – | 0.14 |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C25 A5 | Long | ABS-mortgage backed security | US | $571K | – | 0.17 |
| JPMORGAN CHASE & CO 2.083000% 04/22/2026 (JPMORGAN CHASE & CO.) | Long | Debt | US | $126K | – | 0.04 |
| JPMORGAN CHASE & CO 2.522000% 04/22/2031 (JPMORGAN CHASE & CO.) | Long | Debt | US | $164K | – | 0.05 |
| JPMORGAN CHASE & CO 2.545000% 11/08/2032 (JPMORGAN CHASE & CO.) | Long | Debt | US | $92K | – | 0.03 |
| JPMORGAN CHASE & CO 3.875000% 09/10/2024 (JPMORGAN CHASE & CO.) | Long | Debt | US | $289K | – | 0.08 |
| JPMORGAN CHASE & CO 4.005000% 04/23/2029 (JPMORGAN CHASE & CO.) | Long | Debt | US | $96K | – | 0.03 |
| JPMORGAN CHASE & CO 4.203000% 07/23/2029 (JPMORGAN CHASE & CO.) | Long | Debt | US | $648K | – | 0.19 |
| JPMORGAN CHASE & CO 4.203000% 07/23/2029 (JPMORGAN CHASE & CO.) | Long | Debt | US | $96K | – | 0.03 |
| JPMORGAN CHASE & CO 4.452000% 12/05/2029 (JPMORGAN CHASE & CO.) | Long | Debt | US | $194K | – | 0.06 |
| JPMORGAN CHASE & CO 4.565000% 06/14/2030 (JPMORGAN CHASE & CO.) | Long | Debt | US | $969K | – | 0.28 |
| KAZMUNAYGAS NATIONAL CO JSC 144A 5.375000% 04/24/2030 (Joint Stock Company National Company KazMunayGas) | Long | Debt | KZ | $390K | – | 0.11 |
| KENVUE INC 5.050000% 03/22/2028 (KENVUE INC.) | Long | Debt | US | $201K | – | 0.06 |
| KENVUE INC 5.350000% 03/22/2026 (KENVUE INC.) | Long | Debt | US | $150K | – | 0.04 |
| KIMBERLY-CLARK CORP 3.100000% 03/26/2030 (KIMBERLY-CLARK CORPORATION) | Long | Debt | US | $18K | – | 0.01 |
| KINDER MORGAN INC 4.300000% 06/01/2025 (KINDER MORGAN, INC.) | Long | Debt | US | $59K | – | 0.02 |
| KKR GROUP FINANCE CO VI LLC 144A 3.750000% 07/01/2029 (KKR GROUP FINANCE CO. VI LLC) | Long | Debt | US | $1M | – | 0.31 |
| KOREA HOUSING FINANCE CORP 144A 4.625000% 02/24/2033 (Korea Housing Finance Corporation) | Long | Debt | KR | $345K | – | 0.10 |
| KROGER CO/THE 7.700000% 06/01/2029 (THE KROGER CO.) | Long | Debt | US | $624K | – | 0.18 |
| LKQ CORP 5.750000% 06/15/2028 (LKQ CORPORATION) | Long | Debt | US | $688K | – | 0.20 |
| LLOYDS BANKING GROUP PLC 5.721000% 06/05/2030 | Long | Debt | GB | $872K | – | 0.25 |
| LOWE'S COS INC 1.700000% 09/15/2028 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $70K | – | 0.02 |
| LOWE'S COS INC 4.500000% 04/15/2030 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $29K | – | 0.01 |
| MAD MORTGAGE TRUST 2017-330M MAD 2017-330M A | Long | ABS-mortgage backed security | US | $204K | – | 0.06 |
| MARS INC 144A 2.700000% 04/01/2025 (MARS, INCORPORATED) | Long | Debt | US | $59K | – | 0.02 |
| MARS INC 144A 3.200000% 04/01/2030 (MARS, INCORPORATED) | Long | Debt | US | $27K | – | 0.01 |
| MASTR ASSET BACKED SECURITIES TRUST 2007-NCW MABS 2007-NCW A1 (MASTR ASSET SECURITIZATION TRUST) | Long | ABS-mortgage backed security | US | $115K | – | 0.03 |
| MCDONALD'S CORP MTN 1.450000% 09/01/2025 (MCDONALD'S CORPORATION) | Long | Debt | US | $10K | – | 0.00 |
| MCDONALD'S CORP MTN 3.500000% 03/01/2027 (MCDONALD'S CORPORATION) | Long | Debt | US | $19K | – | 0.01 |
| MCDONALD'S CORP MTN 3.500000% 07/01/2027 (MCDONALD'S CORPORATION) | Long | Debt | US | $10K | – | 0.00 |
| MCDONALD'S CORP MTN 3.700000% 01/30/2026 (MCDONALD'S CORPORATION) | Long | Debt | US | $10K | – | 0.00 |
| MCDONALD'S CORP MTN 3.800000% 04/01/2028 (MCDONALD'S CORPORATION) | Long | Debt | US | $269K | – | 0.08 |
| MEGLOBAL BV MTN 2.625000% 04/28/2028 (MEGlobal B.V.) | Long | Debt | KW | $207K | – | 0.06 |
| MEGLOBAL BV MTN 4.250000% 11/03/2026 (MEGlobal B.V.) | Long | Debt | KW | $193K | – | 0.06 |
| MERCK & CO INC 1.450000% 06/24/2030 (MERCK & CO., INC.) | Long | Debt | US | $41K | – | 0.01 |
| MERCK & CO INC 1.900000% 12/10/2028 (MERCK & CO., INC.) | Long | Debt | US | $382K | – | 0.11 |
| MICRON TECHNOLOGY INC 2.703000% 04/15/2032 (MICRON TECHNOLOGY, INC.) | Long | Debt | US | $215K | – | 0.06 |
| MICRON TECHNOLOGY INC 5.300000% 01/15/2031 (MICRON TECHNOLOGY, INC.) | Long | Debt | US | $70K | – | 0.02 |
| MICROSOFT CORP 3.300000% 02/06/2027 (MICROSOFT CORPORATION) | Long | Debt | US | $68K | – | 0.02 |
| MIDAMERICAN ENERGY CO 3.650000% 04/15/2029 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $132K | – | 0.04 |
| MILL CITY MORTGAGE LOAN TRUST 2019-1 MCMLT 2019-1 A1 | Long | ABS-mortgage backed security | US | $125K | – | 0.04 |
| MITSUBISHI UFJ FINANCIAL GROUP INC 3.837000% 04/17/2026 (Mitsubishi UFJ Financial Group, Inc.) | Long | Debt | JP | $197K | – | 0.06 |
| MONDELEZ INTERNATIONAL INC 1.500000% 05/04/2025 (Mondelez International, Inc.) | Long | Debt | US | $174K | – | 0.05 |
| MOODY'S CORP 2.000000% 08/19/2031 (MOODY'S CORPORATION) | Long | Debt | US | $812K | – | 0.24 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2015-C24 A4 | Long | ABS-mortgage backed security | US | $462K | – | 0.13 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2015-C25 A5 | Long | ABS-mortgage backed security | US | $496K | – | 0.14 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2016-C30 A4 | Long | ABS-mortgage backed security | US | $379K | – | 0.11 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2017-C33 A5 | Long | ABS-mortgage backed security | US | $161K | – | 0.05 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2017-C34 ASB | Long | ABS-mortgage backed security | US | $356K | – | 0.10 |
| MORGAN STANLEY MTN 2.188000% 04/28/2026 | Long | Debt | US | $388K | – | 0.11 |
| MORGAN STANLEY MTN 2.699000% 01/22/2031 | Long | Debt | US | $175K | – | 0.05 |
| MORGAN STANLEY MTN 3.622000% 04/01/2031 | Long | Debt | US | $436K | – | 0.13 |
| MORGAN STANLEY MTN 3.772000% 01/24/2029 | Long | Debt | US | $143K | – | 0.04 |
| MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL MTN 2022-LPFL A | Long | ABS-mortgage backed security | US | $405K | – | 0.12 |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019- NCMS 2019-FAME B | Long | ABS-mortgage backed security | US | $323K | – | 0.09 |
| NAVIENT STUDENT LOAN TRUST 2016-3 NAVSL 2016-3A A3 | Long | ABS-mortgage backed security | US | $218K | – | 0.06 |
| NAVIENT STUDENT LOAN TRUST 2016-6 NAVSL 2016-6A A3 | Long | ABS-mortgage backed security | US | $449K | – | 0.13 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1 NRZT 2018-RPL1 M2 | Long | ABS-mortgage backed security | US | $198K | – | 0.06 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-6 NRZT 2019-6A B1 | Long | ABS-mortgage backed security | US | $173K | – | 0.05 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-6 NRZT 2019-6A B2 | Long | ABS-mortgage backed security | US | $172K | – | 0.05 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1 | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 NRZT 2021-NQM3 A1 | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 NRZT 2021-NQM3 A3 | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM4 NRZT 2022-NQM4 A1 | Long | ABS-mortgage backed security | US | $302K | – | 0.09 |
| NEW YORK LIFE GLOBAL FUNDING 144A 0.950000% 06/24/2025 | Long | Debt | US | $57K | – | 0.02 |
| NEW YORK ST URBAN DEV CORP REV NEW YORK STATE URBAN DEVELOPMENT CORP | Long | Debt | US | $369K | – | 0.11 |
| NEW YORK ST URBAN DEV CORP REV NEW YORK STATE URBAN DEVELOPMENT CORP | Long | Debt | US | $277K | – | 0.08 |
| NIKE INC 2.400000% 03/27/2025 (NIKE, INC.) | Long | Debt | US | $39K | – | 0.01 |
| NIKE INC 2.750000% 03/27/2027 (NIKE, INC.) | Long | Debt | US | $38K | – | 0.01 |
| NORTHERN STATES POWER CO/MN 7.125000% 07/01/2025 (Northern States Power Company (Minnesota)) | Long | Debt | US | $1M | – | 0.31 |
| NSTAR ELECTRIC CO 1.950000% 08/15/2031 (NSTAR ELECTRIC COMPANY) | Long | Debt | US | $809K | – | 0.23 |
| NVIDIA CORP 2.850000% 04/01/2030 (NVIDIA CORPORATION) | Long | Debt | US | $82K | – | 0.02 |
| NXP BV / NXP FUNDING LLC / NXP USA INC 2.700000% 05/01/2025 (NXP B.V.) | Long | Debt | CN | $39K | – | 0.01 |
| NXP BV / NXP FUNDING LLC / NXP USA INC 5.000000% 01/15/2033 (NXP B.V.) | Long | Debt | CN | $893K | – | 0.26 |
| OBX 2021-NQM2 TRUST OBX 2021-NQM2 A1 (OBX TRUST) | Long | ABS-mortgage backed security | US | $180K | – | 0.05 |
| OBX 2021-NQM2 TRUST OBX 2021-NQM2 A3 (OBX TRUST) | Long | ABS-mortgage backed security | US | $148K | – | 0.04 |
| OBX 2021-NQM3 TRUST OBX 2021-NQM3 A1 (OBX TRUST) | Long | ABS-mortgage backed security | US | $100K | – | 0.03 |
| OBX 2022-NQM1 TRUST OBX 2022-NQM1 A1 (OBX TRUST) | Long | ABS-mortgage backed security | US | $270K | – | 0.08 |
| OCCIDENTAL PETROLEUM CORP 3.000000% 02/15/2027 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $122K | – | 0.04 |
| OCCIDENTAL PETROLEUM CORP 3.200000% 08/15/2026 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $124K | – | 0.04 |
| OCCIDENTAL PETROLEUM CORP 3.400000% 04/15/2026 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $77K | – | 0.02 |
| OCCIDENTAL PETROLEUM CORP 5.550000% 03/15/2026 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $170K | – | 0.05 |
| OCCIDENTAL PETROLEUM CORP ZERO COUPON 10/10/2036 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $725K | – | 0.21 |
| OCP SA 144A 4.500000% 10/22/2025 | Long | Debt | MA | $392K | – | 0.11 |
| ONCOR ELECTRIC DELIVERY CO LLC 4.150000% 06/01/2032 (ONCOR ELECTRIC DELIVERY COMPANY LLC) | Long | Debt | US | $280K | – | 0.08 |
| ONEOK INC 5.550000% 11/01/2026 (ONEOK, INC.) | Long | Debt | US | $100K | – | 0.03 |
| ONEOK INC 5.650000% 11/01/2028 (ONEOK, INC.) | Long | Debt | US | $173K | – | 0.05 |
| ONEOK INC 5.800000% 11/01/2030 (ONEOK, INC.) | Long | Debt | US | $51K | – | 0.01 |
| ONSLOW BAY MORTGAGE LOAN TRUST OBX 2021-NQM4 A1 (OBX TRUST) | Long | ABS-mortgage backed security | US | $167K | – | 0.05 |
| ORACLE CORP 1.650000% 03/25/2026 (ORACLE CORPORATION) | Long | Debt | US | $122K | – | 0.04 |
| ORACLE CORP 4.650000% 05/06/2030 (ORACLE CORPORATION) | Long | Debt | US | $69K | – | 0.02 |
| ORBIA ADVANCE CORP SAB DE CV 144A 2.875000% 05/11/2031 (Orbia Advance Corporation S.A.B. de CV) | Long | Debt | MX | $165K | – | 0.05 |
| PACIFIC GAS AND ELECTRIC CO 2.100000% 08/01/2027 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $117K | – | 0.03 |
| PACIFIC GAS AND ELECTRIC CO 5.550000% 05/15/2029 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $210K | – | 0.06 |
| PALMER SQUARE CLO 2018-3 LTD PLMRS 2013-2A A1A3 | Long | ABS-collateralized bond/debt obligation | KY | $520K | – | 0.15 |
| PALMER SQUARE CLO 2022-2 LTD PLMRS 2022-2A A1 | Long | ABS-collateralized bond/debt obligation | KY | $400K | – | 0.12 |
| PALMER SQUARE LOAN FUNDING 2022-2 LTD PSTAT 2022-2A A1 (PALMER SQUARE LOAN FUNDING LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $579K | – | 0.17 |
| PAYPAL HOLDINGS INC 1.650000% 06/01/2025 (PAYPAL HOLDINGS, INC.) | Long | Debt | US | $58K | – | 0.02 |
| PAYPAL HOLDINGS INC 4.400000% 06/01/2032 (PAYPAL HOLDINGS, INC.) | Long | Debt | US | $76K | – | 0.02 |
| PEACHTREE CORNERS FUNDING TRUST 144A 3.976000% 02/15/2025 | Long | Debt | US | $536K | – | 0.16 |
| PEPSICO INC 1.625000% 05/01/2030 (Pepsico, Inc.) | Long | Debt | US | $59K | – | 0.02 |
| PEPSICO INC 2.250000% 03/19/2025 (Pepsico, Inc.) | Long | Debt | US | $10K | – | 0.00 |
| PEPSICO INC 2.625000% 03/19/2027 (Pepsico, Inc.) | Long | Debt | US | $9K | – | 0.00 |
| PEPSICO INC 3.900000% 07/18/2032 (Pepsico, Inc.) | Long | Debt | US | $84K | – | 0.02 |
| PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 5.450000% 05/21/2028 (PT Perusahaan Listrik Negara (Persero)) | Long | Debt | ID | $370K | – | 0.11 |
| PETROBRAS GLOBAL FINANCE BV 6.850000% 06/05/2115 (PETROBRAS GLOBAL FINANCE B.V.) | Long | Debt | BR | $133K | – | 0.04 |
| PETROLEOS DEL PERU SA 144A 4.750000% 06/19/2032 (Petroleos del Peru - Petroperu S.A.) | Long | Debt | PE | $298K | – | 0.09 |
| PFIZER INC 1.700000% 05/28/2030 (PFIZER INC.) | Long | Debt | US | $42K | – | 0.01 |
| PFIZER INC 2.625000% 04/01/2030 (PFIZER INC.) | Long | Debt | US | $89K | – | 0.03 |
| PFS FINANCING CORP PFSFC 2023-C A (PFS FINANCING CORP.) | Long | ABS-mortgage backed security | US | $830K | – | 0.24 |
| PG&E WILDFIRE RECOVERY FUNDING LLC 3.594000% 06/01/2030 | Long | Debt | US | $597K | – | 0.17 |
| PG&E WILDFIRE RECOVERY FUNDING LLC 4.022000% 06/01/2031 | Long | Debt | US | $636K | – | 0.18 |
| PLANET FITNESS MASTER ISSUER LLC PLNT 2022-1A A2I | Long | ABS-mortgage backed security | US | $465K | – | 0.13 |
| PNC FINANCIAL SERVICES GROUP INC/THE 5.812000% 06/12/2026 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $240K | – | 0.07 |
| PNC FINANCIAL SERVICES GROUP INC/THE 6.875000% 10/20/2034 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $909K | – | 0.26 |
| PRINCIPAL LIFE GLOBAL FUNDING II 144A 1.250000% 06/23/2025 | Long | Debt | US | $19K | – | 0.01 |
| PRKCM 2021-AFC1 TRUST PRKCM 2021-AFC1 A1 (PRKCM TRUST) | Long | ABS-mortgage backed security | US | $144K | – | 0.04 |
| PRKCM 2021-AFC2 TRUST PRKCM 2021-AFC2 A1 (PRKCM TRUST) | Long | ABS-mortgage backed security | US | $107K | – | 0.03 |
| PROCTER & GAMBLE CO/THE 3.000000% 03/25/2030 (THE PROCTER & GAMBLE COMPANY) | Long | Debt | US | $37K | – | 0.01 |
| PROGRESS RESIDENTIAL 2021-SFR2 TRUST PROG 2021-SFR2 A (PROGRESS RESIDENTIAL MASTER TRUST) | Long | ABS-mortgage backed security | US | $484K | – | 0.14 |
| PROGRESS RESIDENTIAL 2022-SFR2 TRUST PROG 2022-SFR2 A (PROGRESS RESIDENTIAL MASTER TRUST) | Long | ABS-mortgage backed security | US | $909K | – | 0.26 |
| PROGRESS RESIDENTIAL 2022-SFR3 TRUST PROG 2022-SFR3 A (PROGRESS RESIDENTIAL MASTER TRUST) | Long | ABS-mortgage backed security | US | $474K | – | 0.14 |
| PROSUS NV MTN 3.061000% 07/13/2031 (Prosus N.V.) | Long | Debt | CN | $339K | – | 0.10 |
| PROVINCE OF QUEBEC CANADA MTN 6.350000% 01/30/2026 (Province de Quebec) | Long | Debt | CA | $1M | – | 0.30 |
| RCKT MORTGAGE TRUST 2024-INV1 RCKT 2024-INV1 A1 | Long | ABS-mortgage backed security | US | $101K | – | 0.03 |
| RELIANCE INDUSTRIES LTD 144A 3.625000% 01/12/2052 (RELIANCE INDUSTRIES LIMITED) | Long | Debt | IN | $175K | – | 0.05 |
| REPUBLIC OF COLOMBIA 3.125000% 04/15/2031 (Republica de Colombia) | Long | Debt | CO | $173K | – | 0.05 |
| REPUBLIC OF COLOMBIA 5.200000% 05/15/2049 (Republica de Colombia) | Long | Debt | CO | $218K | – | 0.06 |
| REPUBLIC OF COLOMBIA 5.625000% 02/26/2044 (Republica de Colombia) | Long | Debt | CO | $214K | – | 0.06 |
| REPUBLIC OF PERU 3.550000% 03/10/2051 (Republica del Peru) | Long | Debt | PE | $63K | – | 0.02 |
| REPUBLIC SERVICES INC 3.200000% 03/15/2025 (REPUBLIC SERVICES, INC.) | Long | Debt | US | $177K | – | 0.05 |
| RESIDENTIAL MORTGAGE LOAN TRUST 2019-3 RMLT 2019-3 A2 | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| RESIDENTIAL MORTGAGE LOAN TRUST 2019-3 RMLT 2019-3 A3 | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| RESIDENTIAL MORTGAGE LOAN TRUST 2020-2 RMLT 2020-2 A1 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| ROYAL BANK OF CANADA MTN 1.150000% 06/10/2025 (BANQUE ROYALE DU CANADA) | Long | Debt | CA | $67K | – | 0.02 |
| ROYAL BANK OF CANADA MTN 5.150000% 02/01/2034 (BANQUE ROYALE DU CANADA) | Long | Debt | CA | $79K | – | 0.02 |
| ROYAL BANK OF CANADA MTN 6.000000% 11/01/2027 (BANQUE ROYALE DU CANADA) | Long | Debt | CA | $726K | – | 0.21 |
| RWE FINANCE US LLC 144A 5.875000% 04/16/2034 (RWE FINANCE US, LLC) | Long | Debt | DE | $160K | – | 0.05 |
| RYDER SYSTEM INC MTN 3.350000% 09/01/2025 (RYDER SYSTEM, INC.) | Long | Debt | US | $192K | – | 0.06 |
| RYDER SYSTEM INC MTN 5.250000% 06/01/2028 (RYDER SYSTEM, INC.) | Long | Debt | US | $610K | – | 0.18 |
| SABEY DATA CENTER ISSUER LLC SDCP 2020-1 A2 (SABEY DATA CENTER ISSUER, LLC) | Long | ABS-mortgage backed security | US | $332K | – | 0.10 |
| SABEY DATA CENTER ISSUER LLC SDCP 2021-1 A2 (SABEY DATA CENTER ISSUER, LLC) | Long | ABS-mortgage backed security | US | $940K | – | 0.27 |
| SALES TAX SECURITIZATION CORP SALES TAX SECURITIZATION CORP (SALES TAX SECURITIZATION CORP ILL) | Long | Debt | US | $923K | – | 0.27 |
| SALESFORCE INC 1.500000% 07/15/2028 (SALESFORCE, INC.) | Long | Debt | US | $448K | – | 0.13 |
| SALESFORCE INC 3.700000% 04/11/2028 (SALESFORCE, INC.) | Long | Debt | US | $145K | – | 0.04 |
| SAN JOSE CA FING AUTH LEASE RE SAN JOSE FINANCING AUTHORITY (SAN JOSE CALIF FING AUTH LEASE REV) | Long | Debt | US | $502K | – | 0.15 |
| SBA SMALL BUSINESS INVESTMENT COS SBIC 2023-10A 1 (SMALL BUSINESS INVESTMENT COMPANIES) | Long | ABS-mortgage backed security | US | $873K | – | 0.25 |
| SBA SMALL BUSINESS INVESTMENT COS SBIC 2024-10A 1 (SMALL BUSINESS INVESTMENT COMPANIES) | Long | ABS-mortgage backed security | US | $845K | – | 0.24 |
| SBA TOWER TRUST 144A 2.593000% 10/15/2031 | Long | Debt | US | $813K | – | 0.24 |
| SCHLUMBERGER HOLDINGS CORP 144A 3.900000% 05/17/2028 (SCHLUMBERGER HOLDINGS CORPORATION) | Long | Debt | US | $435K | – | 0.13 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $4M | 4M | 1.09 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $411K | 411K | 0.12 |
| SEQUOIA MORTGAGE TRUST 2024-4 SEMT 2024-4 A4 | Long | ABS-mortgage backed security | US | $482K | – | 0.14 |
| SEQUOIA MORTGAGE TRUST 2024-6 SEMT 2024-6 A5 | Long | ABS-mortgage backed security | US | $529K | – | 0.15 |
| SG RESIDENTIAL MORTGAGE TRUST 2022-1 SGR 2022-1 A1 | Long | ABS-mortgage backed security | US | $316K | – | 0.09 |
| SHELL INTERNATIONAL FINANCE BV 2.750000% 04/06/2030 (Shell International Finance B.V.) | Long | Debt | US | $36K | – | 0.01 |
| SHELL INTERNATIONAL FINANCE BV 2.875000% 05/10/2026 (Shell International Finance B.V.) | Long | Debt | US | $87K | – | 0.03 |
| SHELL INTERNATIONAL FINANCE BV 3.250000% 04/06/2050 (Shell International Finance B.V.) | Long | Debt | US | $76K | – | 0.02 |
| SHELL INTERNATIONAL FINANCE BV 3.250000% 05/11/2025 (Shell International Finance B.V.) | Long | Debt | US | $147K | – | 0.04 |
| SHOPS AT CRYSTALS TRUST 2016-CSTL SHOPS 2016-CSTL A | Long | ABS-mortgage backed security | US | $95K | – | 0.03 |
| SLC STUDENT LOAN TRUST 2010-1 SLCLT 2010-1 A | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| SLG OFFICE TRUST 2021-OVA SLG 2021-OVA A | Long | ABS-mortgage backed security | US | $416K | – | 0.12 |
| SLM PRIVATE CREDIT STUDENT LOAN TRUST 2006-A SLMA 2006-A A5 | Long | ABS-mortgage backed security | US | $121K | – | 0.03 |
| SLM PRIVATE EDUCATION LOAN TRUST 2010-C SLMA 2010-C A5 | Long | ABS-mortgage backed security | US | $258K | – | 0.07 |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-A SMB 2020-A A2A | Long | ABS-mortgage backed security | US | $113K | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A A2B | Long | ABS-mortgage backed security | US | $210K | – | 0.06 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-C SMB 2021-C B | Long | ABS-mortgage backed security | US | $148K | – | 0.04 |
| SOLVENTUM CORP 144A 5.400000% 03/01/2029 (SOLVENTUM CORPORATION) | Long | Debt | US | $110K | – | 0.03 |
| SOLVENTUM CORP 144A 5.450000% 03/13/2031 (SOLVENTUM CORPORATION) | Long | Debt | US | $109K | – | 0.03 |
| SOLVENTUM CORP 144A 5.600000% 03/23/2034 (SOLVENTUM CORPORATION) | Long | Debt | US | $138K | – | 0.04 |
| STATE STREET CORP 3.152000% 03/30/2031 (STATE STREET CORPORATION) | Long | Debt | US | $45K | – | 0.01 |
| STATE STREET CORP 5.159000% 05/18/2034 (STATE STREET CORPORATION) | Long | Debt | US | $514K | – | 0.15 |
| STORE MASTER FUNDING I-VII AND XIV STR 2019-1 A1 (STORE MASTER FUNDING LLC) | Long | ABS-mortgage backed security | US | $292K | – | 0.08 |
| SUBWAY FUNDING LLC SUBWAY 2024-1A A2II | Long | ABS-mortgage backed security | US | $885K | – | 0.26 |
| SUZANO AUSTRIA GMBH 3.125000% 01/15/2032 | Long | Debt | BR | $196K | – | 0.06 |
| SWEDBANK AB 144A 1.538000% 11/16/2026 | Long | Debt | SE | $367K | – | 0.11 |
| T-MOBILE USA INC 2.050000% 02/15/2028 (T-MOBILE USA, INC.) | Long | Debt | US | $18K | – | 0.01 |
| T-MOBILE USA INC 2.550000% 02/15/2031 (T-MOBILE USA, INC.) | Long | Debt | US | $161K | – | 0.05 |
| T-MOBILE USA INC 3.375000% 04/15/2029 (T-MOBILE USA, INC.) | Long | Debt | US | $202K | – | 0.06 |
| T-MOBILE USA INC 3.500000% 04/15/2025 (T-MOBILE USA, INC.) | Long | Debt | US | $147K | – | 0.04 |
| T-MOBILE USA INC 3.750000% 04/15/2027 (T-MOBILE USA, INC.) | Long | Debt | US | $19K | – | 0.01 |
| T-MOBILE USA INC 3.875000% 04/15/2030 (T-MOBILE USA, INC.) | Long | Debt | US | $365K | – | 0.11 |
| T-MOBILE USA INC 5.150000% 04/15/2034 (T-MOBILE USA, INC.) | Long | Debt | US | $29K | – | 0.01 |
| TACO BELL FUNDING LLC BELL 2021-1A A2II (TACO BELL FUNDING, LLC) | Long | ABS-mortgage backed security | US | $505K | – | 0.15 |
| TENNESSEE GAS PIPELINE CO LLC 144A 2.900000% 03/01/2030 (TENNESSEE GAS PIPELINE COMPANY, L.L.C.) | Long | Debt | US | $52K | – | 0.02 |
| TEXAS INSTRUMENTS INC 1.750000% 05/04/2030 (TEXAS INSTRUMENTS INCORPORATED) | Long | Debt | US | $34K | – | 0.01 |
| TORONTO-DOMINION BANK/THE MTN 1.150000% 06/12/2025 (LA BANQUE TORONTO-DOMINION) | Long | Debt | CA | $77K | – | 0.02 |
| TORONTO-DOMINION BANK/THE MTN 4.456000% 06/08/2032 (LA BANQUE TORONTO-DOMINION) | Long | Debt | CA | $132K | – | 0.04 |
| TOWD POINT MORTGAGE TRUST 2019-HY2 TPMT 2019-HY2 M2 | Long | ABS-mortgage backed security | US | $100K | – | 0.03 |
| TOYOTA MOTOR CORP 1.339000% 03/25/2026 (TOYOTA MOTOR CORPORATION) | Long | Debt | JP | $197K | – | 0.06 |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC 3.250000% 05/15/2030 (TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC) | Long | Debt | US | $90K | – | 0.03 |
| TREASURY BILL 0.000000% 08/20/2024 (United States of America) | Long | Debt | US | $3M | – | 0.82 |
| TREASURY BILL 0.000000% 09/12/2024 (United States of America) | Long | Debt | US | $950K | – | 0.28 |
| TRICON AMERICAN HOMES 2019-SFR1 TRUST TAH 2019-SFR1 A (TRICON AMERICAN HOMES TRUST) | Long | ABS-mortgage backed security | US | $257K | – | 0.07 |
| TRICON RESIDENTIAL 2021-SFR1 TRUST TCN 2021-SFR1 A (TRICON RESIDENTIAL TRUST) | Long | ABS-mortgage backed security | US | $789K | – | 0.23 |
| TRIUMPH RAIL HOLDINGS LLC TRP 2021-2 A (TRIUMPH RAIL LLC) | Long | ABS-mortgage backed security | US | $227K | – | 0.07 |
| TRP 2021 LLC TRP 2021-1 A (TRINITY GREEN RAILCAR) | Long | ABS-mortgage backed security | US | $414K | – | 0.12 |
| TRUIST FINANCIAL CORP MTN 6.047000% 06/08/2027 (Truist Financial Corporation) | Long | Debt | US | $91K | – | 0.03 |
| TSMC ARIZONA CORP 1.750000% 10/25/2026 (TSMC ARIZONA CORPORATION) | Long | Debt | TW | $213K | – | 0.06 |
| TSMC ARIZONA CORP 2.500000% 10/25/2031 (TSMC ARIZONA CORPORATION) | Long | Debt | TW | $212K | – | 0.06 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030 (United States of America) | Long | Debt | US | $860K | – | 0.25 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 (United States of America) | Long | Debt | US | $419K | – | 0.12 |
| UBS AG/STAMFORD CT 2.950000% 04/09/2025 (UBS AG (New York Branch)) | Long | Debt | CH | $245K | – | 0.07 |
| UBS AG/STAMFORD CT 4.750000% 08/09/2024 (UBS AG (New York Branch)) | Long | Debt | CH | $250K | – | 0.07 |
| UBS AG/STAMFORD CT 5.000000% 07/09/2027 (UBS AG (New York Branch)) | Long | Debt | CH | $526K | – | 0.15 |
| UBS AG/STAMFORD CT 7.950000% 01/09/2025 (UBS AG (New York Branch)) | Long | Debt | CH | $253K | – | 0.07 |
| UBS COMMERCIAL MORTGAGE TRUST 2019-C16 UBSCM 2019-C16 ASB | Long | ABS-mortgage backed security | US | $256K | – | 0.07 |
| UBS GROUP AG 144A 2.746000% 02/11/2033 | Long | Debt | CH | $470K | – | 0.14 |
| UBS GROUP AG 144A 4.125000% 04/15/2026 | Long | Debt | CH | $618K | – | 0.18 |
| UBS GROUP AG 144A 4.194000% 04/01/2031 | Long | Debt | CH | $233K | – | 0.07 |
| UBS GROUP AG 144A 4.253000% 03/23/2028 | Long | Debt | CH | $239K | – | 0.07 |
| UNION PACIFIC CORP 2.891000% 04/06/2036 (UNION PACIFIC CORPORATION) | Long | Debt | US | $16K | – | 0.00 |
| UNION PACIFIC CORP 3.750000% 07/15/2025 (UNION PACIFIC CORPORATION) | Long | Debt | US | $20K | – | 0.01 |
| UNITED MEXICAN STATES 3.500000% 02/12/2034 (Estados Unidos Mexicanos) | Long | Debt | MX | $845K | – | 0.24 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2010-20H 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $89K | – | 0.03 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2011-20B 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2011-20J 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2013-20K 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $257K | – | 0.07 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2014-20F 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $350K | – | 0.10 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2015-20C 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $308K | – | 0.09 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2015-20E 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $179K | – | 0.05 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2015-20K 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $228K | – | 0.07 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2017-20J 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $307K | – | 0.09 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2018-20E 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $608K | – | 0.18 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25D 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $586K | – | 0.17 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25E 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $838K | – | 0.24 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25F 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $871K | – | 0.25 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25G 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $844K | – | 0.24 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25H 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $414K | – | 0.12 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2023-25F 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $835K | – | 0.24 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2024-25C 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $811K | – | 0.24 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2024-25F 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $889K | – | 0.26 |
| UNITEDHEALTH GROUP INC 1.250000% 01/15/2026 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $19K | – | 0.01 |
| UNITEDHEALTH GROUP INC 2.000000% 05/15/2030 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $25K | – | 0.01 |
| UNITEDHEALTH GROUP INC 2.300000% 05/15/2031 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $17K | – | 0.00 |
| UNITEDHEALTH GROUP INC 3.875000% 12/15/2028 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $29K | – | 0.01 |
| UNITEDHEALTH GROUP INC 4.000000% 05/15/2029 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $192K | – | 0.06 |
| UNITEDHEALTH GROUP INC 4.450000% 12/15/2048 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $9K | – | 0.00 |
| UNIV OF CALIFORNIA CA REVENUES UNIVERSITY OF CALIFORNIA (UNIVERSITY CALIF REVS) | Long | Debt | US | $873K | – | 0.25 |
| US 10YR NOTE (CBT)SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $20M | – | 5.89 | |
| US 10YR ULTRA FUT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $10M | – | 2.96 | |
| US 2YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-4M | – | -1.18 | |
| US 5YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $4M | – | 1.08 | |
| US BANCORP 1.450000% 05/12/2025 (U.S. BANCORP) | Long | Debt | US | $116K | – | 0.03 |
| US BANCORP 5.775000% 06/12/2029 (U.S. BANCORP) | Long | Debt | US | $102K | – | 0.03 |
| US BANCORP MTN 2.215000% 01/27/2028 (U.S. BANCORP) | Long | Debt | US | $55K | – | 0.02 |
| US LONG BOND(CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-22M | – | -6.51 | |
| US TREASURY N/B 0.250000% 05/31/2025 (United States of America) | Long | Structured note | US | $201K | – | 0.06 |
| US TREASURY N/B 0.250000% 09/30/2025 (United States of America) | Long | Structured note | US | $9K | – | 0.00 |
| US TREASURY N/B 0.750000% 05/31/2026 (United States of America) | Long | Structured note | US | $7M | – | 2.02 |
| US TREASURY N/B 1.250000% 05/15/2050 (United States of America) | Long | Debt | US | $307K | – | 0.09 |
| US TREASURY N/B 1.375000% 08/15/2050 (United States of America) | Long | Debt | US | $1M | – | 0.32 |
| US TREASURY N/B 1.375000% 11/15/2040 (United States of America) | Long | Debt | US | $555K | – | 0.16 |
| US TREASURY N/B 1.625000% 11/15/2050 (United States of America) | Long | Debt | US | $591K | – | 0.17 |
| US TREASURY N/B 1.750000% 08/15/2041 (United States of America) | Long | Debt | US | $423K | – | 0.12 |
| US TREASURY N/B 1.875000% 02/15/2041 (United States of America) | Long | Debt | US | $21K | – | 0.01 |
| US TREASURY N/B 1.875000% 02/15/2051 (United States of America) | Long | Debt | US | $695K | – | 0.20 |
| US TREASURY N/B 1.875000% 11/15/2051 (United States of America) | Long | Debt | US | $453K | – | 0.13 |
| US TREASURY N/B 2.000000% 02/15/2050 (United States of America) | Long | Debt | US | $109K | – | 0.03 |
| US TREASURY N/B 2.000000% 08/15/2051 (United States of America) | Long | Debt | US | $541K | – | 0.16 |
| US TREASURY N/B 2.000000% 11/15/2041 (United States of America) | Long | Debt | US | $41K | – | 0.01 |
| US TREASURY N/B 2.250000% 02/15/2052 (United States of America) | Long | Debt | US | $456K | – | 0.13 |
| US TREASURY N/B 2.250000% 08/15/2049 (United States of America) | Long | Debt | US | $181K | – | 0.05 |
| US TREASURY N/B 2.375000% 02/15/2042 (United States of America) | Long | Debt | US | $450K | – | 0.13 |
| US TREASURY N/B 2.375000% 05/15/2051 (United States of America) | Long | Debt | US | $1M | – | 0.37 |
| US TREASURY N/B 2.875000% 05/15/2049 (United States of America) | Long | Debt | US | $236K | – | 0.07 |
| US TREASURY N/B 2.875000% 05/15/2052 (United States of America) | Long | Debt | US | $59K | – | 0.02 |
| US TREASURY N/B 2.875000% 08/15/2045 (United States of America) | Long | Debt | US | $46K | – | 0.01 |
| US TREASURY N/B 3.000000% 02/15/2049 (United States of America) | Long | Debt | US | $636K | – | 0.18 |
| US TREASURY N/B 3.125000% 08/15/2044 (United States of America) | Long | Debt | US | $40K | – | 0.01 |
| US TREASURY N/B 3.125000% 08/31/2027 (United States of America) | Long | Structured note | US | $29K | – | 0.01 |
| US TREASURY N/B 3.375000% 05/15/2033 (United States of America) | Long | Structured note | US | $1M | – | 0.39 |
| US TREASURY N/B 3.375000% 11/15/2048 (United States of America) | Long | Debt | US | $154K | – | 0.04 |
| US TREASURY N/B 3.500000% 01/31/2028 (United States of America) | Long | Structured note | US | $4M | – | 1.29 |
| US TREASURY N/B 3.625000% 02/15/2053 (United States of America) | Long | Debt | US | $247K | – | 0.07 |
| US TREASURY N/B 3.625000% 05/15/2053 (United States of America) | Long | Debt | US | $383K | – | 0.11 |
| US TREASURY N/B 3.625000% 05/31/2028 (United States of America) | Long | Structured note | US | $3M | – | 0.86 |
| US TREASURY N/B 3.625000% 08/15/2043 (United States of America) | Long | Debt | US | $35K | – | 0.01 |
| US TREASURY N/B 3.750000% 12/31/2028 (United States of America) | Long | Structured note | US | $97K | – | 0.03 |
| US TREASURY N/B 3.875000% 05/15/2043 (United States of America) | Long | Debt | US | $884K | – | 0.26 |
| US TREASURY N/B 3.875000% 08/15/2033 (United States of America) | Long | Structured note | US | $2M | – | 0.59 |
| US TREASURY N/B 4.000000% 01/31/2029 (United States of America) | Long | Structured note | US | $12M | – | 3.42 |
| US TREASURY N/B 4.000000% 01/31/2031 (United States of America) | Long | Structured note | US | $2M | – | 0.70 |
| US TREASURY N/B 4.000000% 02/15/2034 (United States of America) | Long | Structured note | US | $6M | – | 1.65 |
| US TREASURY N/B 4.000000% 07/31/2030 (United States of America) | Long | Structured note | US | $755K | – | 0.22 |
| US TREASURY N/B 4.000000% 11/15/2052 (United States of America) | Long | Debt | US | $665K | – | 0.19 |
| US TREASURY N/B 4.125000% 08/15/2053 (United States of America) | Long | Debt | US | $838K | – | 0.24 |
| US TREASURY N/B 4.125000% 08/31/2030 (United States of America) | Long | Structured note | US | $2M | – | 0.47 |
| US TREASURY N/B 4.250000% 02/15/2054 (United States of America) | Long | Debt | US | $409K | – | 0.12 |
| US TREASURY N/B 4.250000% 02/28/2031 (United States of America) | Long | Structured note | US | $1M | – | 0.31 |
| US TREASURY N/B 4.250000% 12/31/2025 (United States of America) | Long | Structured note | US | $109K | – | 0.03 |
| US TREASURY N/B 4.375000% 08/15/2043 (United States of America) | Long | Debt | US | $1M | – | 0.34 |
| US TREASURY N/B 4.375000% 08/31/2028 (United States of America) | Long | Structured note | US | $5M | – | 1.36 |
| US TREASURY N/B 4.375000% 11/30/2028 (United States of America) | Long | Structured note | US | $3M | – | 0.92 |
| US TREASURY N/B 4.500000% 04/15/2027 (United States of America) | Long | Structured note | US | $1M | – | 0.30 |
| US TREASURY N/B 4.625000% 04/30/2029 (United States of America) | Long | Structured note | US | $2M | – | 0.69 |
| US TREASURY N/B 4.625000% 04/30/2031 (United States of America) | Long | Structured note | US | $2M | – | 0.64 |
| US TREASURY N/B 4.625000% 09/15/2026 (United States of America) | Long | Structured note | US | $30K | – | 0.01 |
| US TREASURY N/B 4.625000% 09/30/2030 (United States of America) | Long | Structured note | US | $740K | – | 0.21 |
| US TREASURY N/B 4.625000% 11/15/2026 (United States of America) | Long | Structured note | US | $30K | – | 0.01 |
| US TREASURY N/B 4.750000% 11/15/2043 (United States of America) | Long | Debt | US | $821K | – | 0.24 |
| US TREASURY N/B 4.750000% 11/15/2053 (United States of America) | Long | Debt | US | $941K | – | 0.27 |
| US TREASURY N/B 4.875000% 04/30/2026 (United States of America) | Long | Structured note | US | $40K | – | 0.01 |
| US ULTRA BOND CBT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-7M | – | -2.14 | |
| USAA CAPITAL CORP 144A 2.125000% 05/01/2030 (USAA CAPITAL CORPORATION) | Long | Debt | US | $128K | – | 0.04 |
| VALE OVERSEAS LTD 6.250000% 08/10/2026 (VALE OVERSEAS LIMITED) | Long | Debt | BR | $244K | – | 0.07 |
| VALE OVERSEAS LTD 6.875000% 11/21/2036 (VALE OVERSEAS LIMITED) | Long | Debt | BR | $159K | – | 0.05 |
| VERIZON COMMUNICATIONS INC 2.100000% 03/22/2028 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $81K | – | 0.02 |
| VERIZON COMMUNICATIONS INC 2.355000% 03/15/2032 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $446K | – | 0.13 |
| VERIZON COMMUNICATIONS INC 2.550000% 03/21/2031 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $564K | – | 0.16 |
| VERIZON COMMUNICATIONS INC 2.550000% 03/21/2031 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $115K | – | 0.03 |
| VERIZON COMMUNICATIONS INC 2.650000% 11/20/2040 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $90K | – | 0.03 |
| VERIZON COMMUNICATIONS INC 3.000000% 03/22/2027 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $114K | – | 0.03 |
| VERIZON COMMUNICATIONS INC 3.850000% 11/01/2042 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $8K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 3.875000% 02/08/2029 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $29K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 4.000000% 03/22/2050 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $23K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 4.500000% 08/10/2033 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $19K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 5.500000% 02/23/2054 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $69K | – | 0.02 |
| VISA INC 1.900000% 04/15/2027 (VISA INC.) | Long | Debt | US | $55K | – | 0.02 |
| VISA INC 3.150000% 12/14/2025 (VISA INC.) | Long | Debt | US | $49K | – | 0.01 |
| VISA INC 4.300000% 12/14/2045 (VISA INC.) | Long | Debt | US | $9K | – | 0.00 |
| WALMART INC 1.800000% 09/22/2031 (WALMART INC.) | Long | Debt | US | $132K | – | 0.04 |
| WARNERMEDIA HOLDINGS INC 3.755000% 03/15/2027 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $180K | – | 0.05 |
| WARNERMEDIA HOLDINGS INC 4.054000% 03/15/2029 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $357K | – | 0.10 |
| WARNERMEDIA HOLDINGS INC 4.054000% 03/15/2029 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $55K | – | 0.02 |
| WARNERMEDIA HOLDINGS INC 6.412000% 03/15/2026 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $80K | – | 0.02 |
| WASTE CONNECTIONS INC 5.000000% 03/01/2034 (WASTE CONNECTIONS, INC.) | Long | Debt | US | $254K | – | 0.07 |
| WELLS FARGO & CO 2.188000% 04/30/2026 (WELLS FARGO & COMPANY) | Long | Debt | US | $126K | – | 0.04 |
| WELLS FARGO & CO 3.000000% 10/23/2026 (WELLS FARGO & COMPANY) | Long | Debt | US | $180K | – | 0.05 |
| WELLS FARGO & CO MTN 2.393000% 06/02/2028 (WELLS FARGO & COMPANY) | Long | Debt | US | $267K | – | 0.08 |
| WELLS FARGO & CO MTN 2.879000% 10/30/2030 (WELLS FARGO & COMPANY) | Long | Debt | US | $89K | – | 0.03 |
| WELLS FARGO & CO MTN 3.350000% 03/02/2033 (WELLS FARGO & COMPANY) | Long | Debt | US | $35K | – | 0.01 |
| WELLS FARGO & CO MTN 4.300000% 07/22/2027 (WELLS FARGO & COMPANY) | Long | Debt | US | $195K | – | 0.06 |
| WELLS FARGO & CO MTN 4.478000% 04/04/2031 (WELLS FARGO & COMPANY) | Long | Debt | US | $211K | – | 0.06 |
| WELLS FARGO & CO MTN 4.540000% 08/15/2026 (WELLS FARGO & COMPANY) | Long | Debt | US | $296K | – | 0.09 |
| WELLS FARGO & CO MTN 4.900000% 11/17/2045 (WELLS FARGO & COMPANY) | Long | Debt | US | $26K | – | 0.01 |
| WELLS FARGO & CO MTN 5.013000% 04/04/2051 (WELLS FARGO & COMPANY) | Long | Debt | US | $346K | – | 0.10 |
| WELLS FARGO & CO MTN 5.557000% 07/25/2034 (WELLS FARGO & COMPANY) | Long | Debt | US | $20K | – | 0.01 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C29 WFCM 2015-C29 A4 | Long | ABS-mortgage backed security | US | $593K | – | 0.17 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS3 WFCM 2015-NXS3 ASB | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38 WFCM 2017-C38 A5 | Long | ABS-mortgage backed security | US | $169K | – | 0.05 |
| WENDY'S FUNDING LLC WEN 2019-1A A2I (WENDYS FUNDING LLC) | Long | ABS-mortgage backed security | US | $292K | – | 0.08 |
| WENDY'S FUNDING LLC WEN 2021-1A A2I (WENDYS FUNDING LLC) | Long | ABS-mortgage backed security | US | $522K | – | 0.15 |
| WENDY'S FUNDING LLC WEN 2021-1A A2II (WENDYS FUNDING LLC) | Long | ABS-mortgage backed security | US | $214K | – | 0.06 |
| WESTERN MIDSTREAM OPERATING LP 3.100000% 02/01/2025 (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $29K | – | 0.01 |
| WESTERN MIDSTREAM OPERATING LP 4.050000% 02/01/2030 (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $19K | – | 0.01 |
| WESTERN MIDSTREAM OPERATING LP 4.750000% 08/15/2028 (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $98K | – | 0.03 |
| WESTERN MIDSTREAM OPERATING LP 6.350000% 01/15/2029 (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $505K | – | 0.15 |
| WFRBS COMMERCIAL MORTGAGE TRUST 2014-C23 WFRBS 2014-C23 B | Long | ABS-mortgage backed security | US | $239K | – | 0.07 |
| WFRBS COMMERCIAL MORTGAGE TRUST 2014-C23 WFRBS 2014-C23 XA | Long | Debt | US | $26.47 | – | 0.00 |
| WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2024-1A A1 (WHEELS FLEET LEASE FUNDING LLC) | Long | ABS-mortgage backed security | US | $511K | – | 0.15 |
| WILLIAMS COS INC/THE 3.500000% 11/15/2030 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $18K | – | 0.01 |
| WILLIAMS COS INC/THE 3.750000% 06/15/2027 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $374K | – | 0.11 |
| WILLIAMS COS INC/THE 4.900000% 01/15/2045 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $79K | – | 0.02 |
| WILLIAMS COS INC/THE 5.100000% 09/15/2045 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $63K | – | 0.02 |
| WIND RIVER 2021-3 CLO LTD WINDR 2021-3A A (WIND RIVER CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $614K | – | 0.18 |
| WISCONSIN ST GEN FUND ANNUAL A STATE OF WISCONSIN (WISCONSIN ST GEN FD ANNUAL APPROPRIATION REV) | Long | Debt | US | $422K | – | 0.12 |
Address
NEW COVENANT FUNDS
1 FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Websites
Directors
Robert A. Nesher
Susan C. Cote
James B. Taylor
James M. Williams
Christine Reynolds
William M. Doran
Nina Lesavoy
Transfer Agents
U.S. BANCORP FUND SERVICES, LLC
Pricing Services
Intercontinental Exchange, Inc.
IHS Markit
Thomson Reuters Corporation
Bloomberg
Custodians
RBC INV SERVICES
Brown Brothers Harriman
Shareholder Servicing Agents
SEI INVESTMENTS DISTRIBUTION COMPANY
SEI Private Trust Company
U.S. BANCORP FUND SERVICES
CHARLES SCHWAB & CO., INC
Admins
SEI Investments Global Funds Services
Brokers
INSTINET
LIQUIDNET
PIPER JAFFRAY
JEFFERIES LLC
UBS SECURITIES
CITADEL SECURITIES
LOOP CAPITAL MARKETS INC.
THEMIS TRADING LLC
J.P. MORGAN SECURITIES